Access Statistics for Bernd Schwaab

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 Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions: An Empirical Study of Non-standard Monetary Policy in the Euro Area 0 0 0 77 1 2 3 189
A risk management perspective on macroprudential policy 0 0 0 20 1 2 2 54
Assessing asset purchases within the ECB’s securities markets programme 0 0 1 206 1 3 10 646
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 3 84
Bank to sovereign risk spillovers across borders: evidence from the ECB’s Comprehensive Assessment 0 0 1 23 0 1 3 72
Can EU bonds serve as euro-denominated safe assets? 0 0 0 20 1 3 10 58
Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk 0 0 0 79 1 2 2 242
Conditional and joint credit risk 0 0 0 23 1 2 2 88
Conditional euro area sovereign default risk 0 0 0 56 0 1 2 115
Do Negative Interest Rates Make Banks Less Safe? 0 0 0 37 1 1 2 61
Do negative interest rates make banks less safe? 0 0 0 41 1 1 1 201
Dynamic clustering of multivariate panel data 0 0 0 80 0 1 1 129
Dynamic clustering of multivariate panel data 0 0 0 6 1 2 5 28
Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008 0 0 1 57 0 1 5 167
Dynamic nonparametric clustering of multivariate panel data 0 0 1 22 1 2 3 25
Euro area sovereign bond risk premia during the Covid-19 pandemic 0 0 3 44 0 2 11 124
Forecasting Cross-Sections of Frailty-Correlated Default 0 0 0 73 0 1 2 276
Global Credit Risk: World, Country and Industry Factors 0 0 0 26 1 1 1 146
Global credit risk: world country and industry factors 0 0 0 32 3 3 7 111
Macro, Industry and Frailty Effects in Defaults: The 2008 Credit Crisis in Perspective 0 0 0 57 0 0 3 163
Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics 0 0 0 103 4 4 4 195
Modeling extreme events: time-varying extreme tail shape 0 0 0 22 1 2 4 68
Modeling extreme events: time-varying extreme tail shape 0 0 1 28 3 4 6 78
Modeling extreme events:time-varying extreme tail shape 0 0 0 9 2 3 3 17
Modeling financial sector joint tail risk in the euro area 0 0 0 36 0 1 1 66
Modeling financial sector joint tail risk in the euro area 0 0 0 18 1 1 2 74
Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 0 57 0 1 1 157
Observation driven mixed-measurement dynamic factor models with an application to credit risk 0 0 1 49 1 3 7 166
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 10 0 0 1 46
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 24 0 0 0 27
Risk endogeneity at the lender/investor-of-last-resort 0 0 1 9 1 1 3 56
Systemic Risk Diagnostics 0 0 0 93 1 1 2 213
Systemic risk diagnostics: coincident indicators and early warning signals 0 0 1 149 5 5 7 473
The Information in Systemic Risk Rankings 0 0 0 28 1 4 7 98
The information in systemic risk rankings 0 0 1 41 0 0 4 153
The risk management approach to macro-prudential policy 0 0 1 40 3 6 12 122
Total Working Papers 0 0 14 1,771 37 67 142 5,070
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A novel risk management perspective for macroprudential policy 1 1 2 18 1 2 8 56
Bank Business Models at Zero Interest Rates 0 0 0 7 3 3 7 50
Bank business models at negative interest rates 0 1 3 26 0 1 5 76
Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment 0 0 0 5 0 0 1 64
Can EU Bonds Serve as Euro-Denominated Safe Assets? 0 0 1 2 0 0 2 12
Conditional Euro Area Sovereign Default Risk 0 0 0 41 0 0 2 122
Conditional probabilities and contagion measures for euro area sovereign default risk 0 0 0 18 1 2 6 130
Do negative interest rates make banks less safe? 0 0 1 65 2 2 5 201
Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 0 0 0 30 0 1 4 132
Dynamic Nonparametric Clustering of Multivariate Panel Data* 0 1 1 1 1 3 8 9
Dynamic clustering of multivariate panel data 1 1 3 5 3 5 14 24
Euro area sovereign bond risk premia before and during the Covid-19 pandemic 1 4 13 15 5 10 23 36
Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme 2 3 13 488 5 8 34 1,141
Global Credit Risk: World, Country and Industry Factors 0 0 1 8 0 0 4 94
Modeling Extreme Events: Time-Varying Extreme Tail Shape 0 0 3 3 0 0 12 14
Modeling Financial Sector Joint Tail Risk in the Euro Area 0 0 0 5 0 0 3 46
Modeling frailty-correlated defaults using many macroeconomic covariates 0 0 0 66 0 0 1 253
New methodologies for systemic risk measurement 0 0 1 7 0 0 2 40
Nowcasting and forecasting global financial sector stress and credit market dislocation 0 0 0 19 0 1 3 95
Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 1 44 1 1 6 199
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 7 1 1 3 35
The information in systemic risk rankings 0 0 0 23 1 1 7 101
The safe asset potential of EU-issued bonds 0 1 4 9 2 3 11 26
Unconventional monetary policy operations – to what extent is there an upside for central bank balance sheet risks? 0 0 0 10 1 1 3 37
Total Journal Articles 5 12 47 922 27 45 174 2,993

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Discussion of Bank Funding and Financial Stability 0 0 0 11 1 1 2 61
Total Chapters 0 0 0 11 1 1 2 61

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Statistics updated 2025-11-08