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 19 1 2 4 50
Accounting for Missing Values in Score-Driven Time-Varying Parameter Models 0 0 1 12 0 1 9 49
Bank Business Models at Zero Interest Rates 0 0 2 39 2 3 11 72
Bank business models at zero interest rates 0 1 1 32 2 6 9 71
Beyond dimension two: A test for higher-order tail risk 0 0 1 32 0 0 7 33
Beyond dimension two: A test for higher-order tail risk 0 0 2 37 0 0 7 47
Do Negative Interest Rates Make Banks Less Safe? 0 0 4 36 1 2 15 49
Do information contagion and business model similarities explain bank credit risk commonalities? 0 0 4 22 2 7 37 70
Do information contagion and business model similarities explain bank credit risk commonalities? 0 1 5 31 3 7 28 48
Do information contagion and business model similarities explain bank credit risk commonalities? 0 0 0 14 2 3 18 62
Do negative interest rates make banks less safe? 0 0 7 33 1 5 56 161
Dynamic clustering of multivariate panel data 0 3 56 56 2 14 48 48
Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe 0 1 35 35 1 3 29 29
Financial Network Systemic Risk Contributions 0 0 1 59 2 7 21 237
Financial Network Systemic Risk Contributions 0 1 3 89 2 9 16 252
Financial linkages and sectoral business cycle synchronisation: Evidence from Europe 3 7 52 52 4 12 46 46
Financial network systemic risk contributions 1 4 15 134 3 10 35 302
Forecasting systemic impact in financial networks 0 0 1 133 3 4 10 214
Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory 1 1 2 216 1 1 4 527
Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models 0 0 3 61 1 2 12 88
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 0 3 39 0 2 17 122
Total Working Papers 5 19 198 1,181 33 100 439 2,577

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 11 29
Bank Business Models at Zero Interest Rates 0 2 3 5 2 4 15 30
Beyond Dimension two: A Test for Higher-Order Tail Risk 0 0 3 7 0 1 5 21
Do negative interest rates make banks less safe? 3 3 23 37 6 12 57 116
Financial Network Systemic Risk Contributions 2 5 22 83 6 22 74 254
Forecasting systemic impact in financial networks 1 1 5 39 4 5 20 105
Predicting extreme value at risk: Nonparametric quantile regression with refinements from extreme value theory 0 0 2 2 1 2 14 26
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 3 7 13 0 4 16 88
Total Journal Articles 6 14 65 189 19 50 212 669

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Statistics updated 2021-01-03