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 0 21 0 0 1 59
Accounting for Missing Values in Score-Driven Time-Varying Parameter Models 0 0 0 14 1 1 2 62
Bank Business Models at Zero Interest Rates 0 0 0 40 3 3 3 85
Bank business models at zero interest rates 0 0 1 36 4 4 7 88
Beyond dimension two: A test for higher-order tail risk 0 0 0 34 0 0 0 41
Beyond dimension two: A test for higher-order tail risk 0 0 0 39 0 0 1 52
Bootstrapping GARCH Models Under Dependent Innovations 0 1 4 6 1 3 12 16
Clustering Dynamics and Persistence for Financial Multivariate Panel Data 0 0 1 18 1 2 7 46
Clustering Extreme Value Indices in Large Panels 0 0 5 5 0 1 4 4
Do Negative Interest Rates Make Banks Less Safe? 0 0 0 37 0 1 2 61
Do information contagion and business model similarities explain bank credit risk commonalities? 0 0 0 33 1 1 3 90
Do information contagion and business model similarities explain bank credit risk commonalities? 0 0 0 15 1 1 3 98
Do negative interest rates make banks less safe? 0 0 0 41 3 4 4 204
Dynamic clustering of multivariate panel data 0 0 0 6 2 4 7 30
Dynamic clustering of multivariate panel data 0 0 0 80 1 1 2 130
Dynamic nonparametric clustering of multivariate panel data 0 0 0 22 1 3 3 26
Financial Development and Fragility: A Clustering Analysis 0 1 5 13 1 3 8 24
Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe 0 0 0 38 1 1 2 45
Financial linkages and sectoral business cycle synchronisation: Evidence from Europe 0 0 0 58 1 2 5 68
Financial network systemic risk contributions 0 0 0 62 3 4 9 264
Financial network systemic risk contributions 0 0 1 92 1 2 7 276
Financial network systemic risk contributions 0 0 1 158 2 3 10 372
Forecasting systemic impact in financial networks 0 0 0 133 0 1 2 219
Joint Modelling and Estimation of Global and Local Cross-Sectional Dependence in Large Panels 0 0 1 28 1 2 5 46
Networking the Yield Curve: Implications for Monetary Policy 0 0 0 14 1 2 4 41
Networking the yield curve: implications for monetary policy 0 0 0 17 4 4 6 43
Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory 0 0 0 219 2 2 3 541
Smooth marginalized particle filters for dynamic network effect models 0 0 0 32 0 0 1 27
Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models 0 1 1 69 4 6 6 123
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 2 2 51 2 5 6 155
Vector Autoregressions with Dynamic Factor Coefficients and Conditionally Heteroskedastic Errors 0 0 0 40 2 3 6 46
Total Working Papers 0 5 22 1,471 44 69 141 3,382

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 1 2 35
Bank Business Models at Zero Interest Rates 0 0 0 7 2 5 9 52
Beyond Dimension two: A Test for Higher-Order Tail Risk 0 0 0 8 1 1 4 30
Do negative interest rates make banks less safe? 0 0 1 65 2 4 6 203
Dynamic Nonparametric Clustering of Multivariate Panel Data* 0 1 1 1 1 3 8 10
Dynamic clustering of multivariate panel data 1 2 4 6 2 6 16 26
Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe 0 0 0 5 0 1 3 20
Financial Network Systemic Risk Contributions 0 1 4 130 3 7 19 414
Forecasting systemic impact in financial networks 0 0 0 46 3 3 4 139
Predicting extreme value at risk: Nonparametric quantile regression with refinements from extreme value theory 0 0 0 17 1 1 3 75
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 0 3 46 2 5 16 179
Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors 0 0 1 1 1 1 10 10
Total Journal Articles 1 4 14 335 18 38 100 1,193

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Statistics updated 2025-12-06