Access Statistics for Julia Schaumburg

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Test for the Portion of Bivariate Dependence in Multivariate Tail Risk 0 0 1 21 0 1 2 59
Accounting for Missing Values in Score-Driven Time-Varying Parameter Models 0 0 0 14 0 0 0 60
Bank Business Models at Zero Interest Rates 0 0 0 40 0 0 0 82
Bank business models at zero interest rates 0 0 1 36 0 0 1 82
Beyond dimension two: A test for higher-order tail risk 0 0 0 39 0 0 0 51
Beyond dimension two: A test for higher-order tail risk 0 0 0 34 0 0 0 41
Clustering Dynamics and Persistence for Financial Multivariate Panel Data 0 0 2 18 0 1 6 41
Do Negative Interest Rates Make Banks Less Safe? 0 0 0 37 0 1 1 60
Do information contagion and business model similarities explain bank credit risk commonalities? 0 0 0 33 0 1 1 88
Do information contagion and business model similarities explain bank credit risk commonalities? 0 0 0 15 0 0 1 95
Do negative interest rates make banks less safe? 0 0 0 41 0 0 2 200
Dynamic clustering of multivariate panel data 0 0 0 80 0 0 2 128
Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe 0 0 0 38 0 0 0 43
Financial linkages and sectoral business cycle synchronisation: Evidence from Europe 0 0 0 58 0 2 2 65
Financial network systemic risk contributions 0 0 0 62 0 0 2 255
Financial network systemic risk contributions 0 0 2 157 0 0 5 363
Financial network systemic risk contributions 1 1 2 92 1 1 4 272
Forecasting systemic impact in financial networks 0 0 0 133 0 0 0 217
Joint Modelling and Estimation of Global and Local Cross-Sectional Dependence in Large Panels 1 1 1 28 1 3 3 44
Networking the Yield Curve: Implications for Monetary Policy 0 0 0 14 0 0 2 37
Networking the yield curve: implications for monetary policy 0 0 0 17 0 0 2 37
Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory 0 0 0 219 0 0 2 538
Smooth marginalized particle filters for dynamic network effect models 0 0 0 32 0 0 0 26
Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models 0 0 0 68 0 0 3 117
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 0 0 49 0 0 2 149
Vector Autoregressions with Dynamic Factor Coefficients and Conditionally Heteroskedastic Errors 0 0 2 40 0 2 9 42
Total Working Papers 2 2 11 1,415 2 12 52 3,192

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Accounting for missing values in score-driven time-varying parameter models 0 0 0 3 0 0 0 33
Bank Business Models at Zero Interest Rates 0 0 0 7 0 1 2 45
Beyond Dimension two: A Test for Higher-Order Tail Risk 0 0 0 8 0 0 1 27
Do negative interest rates make banks less safe? 0 0 1 64 0 0 4 197
Financial Network Systemic Risk Contributions 0 1 6 128 0 2 21 399
Forecasting systemic impact in financial networks 0 0 0 46 0 0 2 135
Predicting extreme value at risk: Nonparametric quantile regression with refinements from extreme value theory 0 0 0 17 1 1 6 74
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 0 3 43 2 2 14 166
Total Journal Articles 0 1 10 316 3 6 50 1,076

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-05-12