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 0 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 1 2 3 84
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 1 1 6 42
Do Negative Interest Rates Make Banks Less Safe? 0 0 0 37 0 0 1 60
Do information contagion and business model similarities explain bank credit risk commonalities? 0 0 0 15 0 1 2 96
Do information contagion and business model similarities explain bank credit risk commonalities? 0 0 0 33 0 0 1 88
Do negative interest rates make banks less safe? 0 0 0 41 0 0 1 200
Dynamic clustering of multivariate panel data 0 0 0 80 0 0 0 128
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 0 2 65
Financial network systemic risk contributions 1 1 2 158 3 3 7 366
Financial network systemic risk contributions 0 1 2 92 0 1 4 272
Financial network systemic risk contributions 0 0 0 62 0 0 1 255
Forecasting systemic impact in financial networks 0 0 0 133 0 1 1 218
Joint Modelling and Estimation of Global and Local Cross-Sectional Dependence in Large Panels 0 1 1 28 0 1 3 44
Networking the Yield Curve: Implications for Monetary Policy 0 0 0 14 0 0 1 37
Networking the yield curve: implications for monetary policy 0 0 0 17 0 0 1 37
Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory 0 0 0 219 1 1 1 539
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 1 40 1 1 7 43
Total Working Papers 1 3 10 1,416 7 12 49 3,202

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 1 1 3 46
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? 1 1 2 65 1 1 5 198
Financial Network Systemic Risk Contributions 0 0 5 128 5 5 19 404
Forecasting systemic impact in financial networks 0 0 0 46 0 0 0 135
Predicting extreme value at risk: Nonparametric quantile regression with refinements from extreme value theory 0 0 0 17 0 1 5 74
Spillover dynamics for systemic risk measurement using spatial financial time series models 2 2 5 45 4 6 16 170
Total Journal Articles 3 3 12 319 11 14 49 1,087

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Statistics updated 2025-07-04