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 4 15 74
Accounting for Missing Values in Score-Driven Time-Varying Parameter Models 0 0 0 14 1 4 12 72
Bank Business Models at Zero Interest Rates 0 0 0 40 1 5 11 93
Bank business models at zero interest rates 0 0 0 36 0 3 12 95
Beyond dimension two: A test for higher-order tail risk 0 0 0 39 0 2 6 57
Beyond dimension two: A test for higher-order tail risk 0 0 0 34 1 5 8 49
Bootstrapping GARCH Models Under Dependent Innovations 0 0 3 7 2 6 24 35
Clustering Dynamics and Persistence for Financial Multivariate Panel Data 0 0 0 18 1 2 8 49
Clustering Extreme Value Indices in Large Panels 0 0 6 6 0 1 23 23
Do Negative Interest Rates Make Banks Less Safe? 0 0 0 37 0 1 4 64
Do information contagion and business model similarities explain bank credit risk commonalities? 0 1 1 16 0 6 13 109
Do information contagion and business model similarities explain bank credit risk commonalities? 1 1 1 34 1 11 20 108
Do negative interest rates make banks less safe? 0 0 0 41 0 4 18 218
Dynamic clustering of multivariate panel data 0 0 0 6 0 3 18 43
Dynamic clustering of multivariate panel data 0 0 0 80 0 2 9 137
Dynamic nonparametric clustering of multivariate panel data 0 0 0 22 1 6 13 36
Financial Development and Fragility: A Clustering Analysis 0 0 2 13 1 2 14 32
Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe 0 0 0 38 1 5 12 55
Financial linkages and sectoral business cycle synchronisation: Evidence from Europe 0 0 1 59 1 4 12 77
Financial network systemic risk contributions 0 0 0 92 0 4 23 295
Financial network systemic risk contributions 0 0 1 158 3 6 18 381
Financial network systemic risk contributions 0 0 0 62 1 5 23 278
Forecasting systemic impact in financial networks 0 0 0 133 0 3 18 236
Networking the Yield Curve: Implications for Monetary Policy 0 0 0 14 1 3 14 51
Networking the yield curve: implications for monetary policy 0 0 0 17 0 2 18 55
Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory 0 0 0 219 1 6 13 551
Regularized estimation for panel time series models with dynamic factors and local cross-sectional dependence 0 0 0 28 0 4 8 52
Smooth marginalized particle filters for dynamic network effect models 0 0 0 32 0 2 8 34
Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models 0 0 2 70 0 5 19 136
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 0 2 51 2 6 18 167
Vector Autoregressions with Dynamic Factor Coefficients and Conditionally Heteroskedastic Errors 0 0 0 40 0 3 15 57
Total Working Papers 1 2 19 1,477 19 125 447 3,719

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 3 8 14 47
Bank Business Models at Zero Interest Rates 1 1 1 8 2 2 15 60
Beyond Dimension two: A Test for Higher-Order Tail Risk 0 0 0 8 0 1 8 35
Do negative interest rates make banks less safe? 0 0 1 65 0 2 12 209
Dynamic Nonparametric Clustering of Multivariate Panel Data* 0 1 2 2 0 5 13 17
Dynamic clustering of multivariate panel data 0 1 3 7 1 8 27 42
Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe 0 0 0 5 2 4 10 29
Financial Network Systemic Risk Contributions 0 0 2 130 2 6 36 435
Forecasting systemic impact in financial networks 0 0 0 46 0 0 10 145
Predicting extreme value at risk: Nonparametric quantile regression with refinements from extreme value theory 0 0 1 18 0 2 7 81
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 0 3 46 0 1 23 189
Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors 0 1 1 2 1 3 9 17
Total Journal Articles 1 4 14 340 11 42 184 1,306

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Statistics updated 2026-06-04