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 1 74 0 2 15 146
A risk management perspective on macroprudential policy 1 2 13 13 3 6 22 22
Assessing asset purchases within the ECB’s securities markets programme 1 2 12 196 2 5 47 590
Bank Business Models at Zero Interest Rates 0 0 1 40 0 2 8 77
Bank business models at zero interest rates 1 1 2 33 2 4 12 77
Bank to sovereign risk spillovers across borders: evidence from the ECB’s Comprehensive Assessment 0 0 0 20 1 5 16 57
Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk 0 0 2 77 0 3 16 225
Conditional and joint credit risk 1 1 1 23 2 2 9 84
Conditional euro area sovereign default risk 0 0 0 54 0 1 6 106
Do Negative Interest Rates Make Banks Less Safe? 0 0 0 36 0 3 7 54
Do negative interest rates make banks less safe? 0 1 5 38 0 6 25 181
Dynamic clustering of multivariate panel data 1 1 11 64 3 5 43 77
Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008 0 0 1 53 0 2 14 150
Euro area sovereign bond risk premia during the Covid-19 pandemic 2 3 23 23 7 24 41 41
Forecasting Cross-Sections of Frailty-Correlated Default 0 0 0 73 1 4 13 259
Global Credit Risk: World, Country and Industry Factors 0 0 0 26 5 7 22 111
Global credit risk: world country and industry factors 1 1 2 31 1 2 15 91
Macro, Industry and Frailty Effects in Defaults: The 2008 Credit Crisis in Perspective 0 0 0 56 2 2 8 153
Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics 0 0 0 101 0 2 6 182
Modeling extreme events: time-varying extreme tail shape 0 0 19 19 2 4 25 25
Modeling extreme events: time-varying extreme tail shape 0 0 21 21 0 1 58 58
Modeling financial sector joint tail risk in the euro area 0 1 3 36 1 4 16 64
Modeling financial sector joint tail risk in the euro area 0 0 0 17 0 1 14 66
Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 0 54 1 2 9 150
Observation driven mixed-measurement dynamic factor models with an application to credit risk 1 1 3 40 2 5 14 142
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 9 0 1 9 37
Risk endogeneity at the lender/investor-of-last-resort 0 0 2 24 0 2 11 24
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 8 1 2 13 46
Systemic Risk Diagnostics 0 0 0 92 1 4 9 208
Systemic risk diagnostics: coincident indicators and early warning signals 0 0 1 146 3 3 18 446
The Information in Systemic Risk Rankings 0 0 0 25 0 0 4 86
The information in systemic risk rankings 0 0 2 37 1 2 9 130
The risk management approach to macro-prudential policy 3 8 8 8 7 17 22 22
Total Working Papers 12 22 133 1,567 48 135 576 4,187


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bank Business Models at Zero Interest Rates 0 0 2 5 0 1 8 34
Bank business models at negative interest rates 0 0 9 18 0 0 25 53
Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment 0 0 2 2 0 2 17 46
Conditional Euro Area Sovereign Default Risk 0 0 4 37 0 1 10 103
Conditional probabilities and contagion measures for euro area sovereign default risk 1 1 5 16 5 10 34 100
Do negative interest rates make banks less safe? 0 7 16 50 2 17 49 153
Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 0 0 2 25 1 2 13 113
Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme 6 13 50 411 11 28 131 922
Global Credit Risk: World, Country and Industry Factors 0 0 3 7 1 4 21 68
Modeling Financial Sector Joint Tail Risk in the Euro Area 0 0 0 4 0 1 5 33
Modeling frailty-correlated defaults using many macroeconomic covariates 0 0 0 61 4 7 12 238
New methodologies for systemic risk measurement 0 0 1 6 0 0 6 37
Nowcasting and forecasting global financial sector stress and credit market dislocation 0 0 0 19 0 2 11 85
Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 4 6 35 0 5 19 172
Risk endogeneity at the lender/investor-of-last-resort 2 2 5 5 4 6 23 23
The information in systemic risk rankings 0 0 0 16 0 1 6 75
Unconventional monetary policy operations – to what extent is there an upside for central bank balance sheet risks? 0 0 2 9 0 0 13 29
Total Journal Articles 9 27 107 726 28 87 403 2,284


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 0 0 0 55
Total Chapters 0 0 0 11 0 0 0 55


Statistics updated 2021-10-04