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 9 23 210
A risk management perspective on macroprudential policy 0 0 0 20 1 8 20 72
Assessing asset purchases within the ECB’s securities markets programme 0 0 0 206 1 3 22 664
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
Bank to sovereign risk spillovers across borders: evidence from the ECB’s Comprehensive Assessment 1 1 1 24 2 7 18 89
Can EU bonds serve as euro-denominated safe assets? 1 1 1 21 5 8 29 83
Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk 0 0 1 80 0 2 16 256
Conditional and joint credit risk 0 0 1 24 1 5 10 96
Conditional euro area sovereign default risk 0 0 1 57 1 5 14 128
Do Negative Interest Rates Make Banks Less Safe? 0 0 0 37 0 1 4 64
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 80 0 2 9 137
Dynamic clustering of multivariate panel data 0 0 0 6 0 3 18 43
Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008 0 0 1 57 0 1 17 180
Dynamic nonparametric clustering of multivariate panel data 0 0 0 22 1 6 13 36
Euro area sovereign bond risk premia during the Covid-19 pandemic 1 1 2 46 2 6 29 150
Forecasting Cross-Sections of Frailty-Correlated Default 0 0 0 73 0 0 10 285
Global Credit Risk: World, Country and Industry Factors 0 0 0 26 0 2 10 155
Global credit risk: world country and industry factors 0 0 0 32 0 5 13 120
Macro, Industry and Frailty Effects in Defaults: The 2008 Credit Crisis in Perspective 0 0 0 57 0 3 12 175
Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics 0 0 0 103 2 3 13 204
Modeling extreme events: time-varying extreme tail shape 0 0 2 29 1 8 21 94
Modeling extreme events: time-varying extreme tail shape 0 0 0 22 1 4 15 81
Modeling extreme events:time-varying extreme tail shape 0 0 0 9 1 9 15 29
Modeling financial sector joint tail risk in the euro area 0 0 0 18 0 1 11 84
Modeling financial sector joint tail risk in the euro area 0 0 0 36 1 2 13 78
Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 0 57 0 2 8 164
Observation driven mixed-measurement dynamic factor models with an application to credit risk 0 0 2 50 0 2 13 175
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 24 1 3 12 39
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 10 1 3 15 61
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 9 0 5 17 72
Systemic Risk Diagnostics 0 0 0 93 0 2 9 221
Systemic risk diagnostics: coincident indicators and early warning signals 0 0 0 149 0 3 15 483
The Information in Systemic Risk Rankings 0 0 0 28 0 0 19 111
The information in systemic risk rankings 0 0 0 41 1 3 13 166
The risk management approach to macro-prudential policy 1 1 2 42 3 4 24 139
Total Working Papers 4 4 14 1,782 28 142 561 5,550
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 0 0 1 18 1 4 14 66
Bank Business Models at Zero Interest Rates 1 1 1 8 2 2 15 60
Bank business models at negative interest rates 0 0 1 26 0 5 16 91
Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment 0 0 0 5 1 5 14 78
Can EU Bonds Serve as Euro-Denominated Safe Assets? 0 0 1 2 0 3 12 23
Conditional Euro Area Sovereign Default Risk 0 0 1 42 0 5 16 137
Conditional probabilities and contagion measures for euro area sovereign default risk 0 0 1 19 1 6 14 141
Do negative interest rates make banks less safe? 0 0 1 65 0 2 12 209
Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 0 0 1 31 1 4 15 145
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
Euro area sovereign bond risk premia before and during the Covid-19 pandemic 0 1 10 21 2 11 33 58
Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme 0 2 11 495 2 7 41 1,167
Global Credit Risk: World, Country and Industry Factors 0 0 1 9 1 6 18 110
Modeling Extreme Events: Time-Varying Extreme Tail Shape 0 0 1 3 2 5 18 29
Modeling Financial Sector Joint Tail Risk in the Euro Area 0 0 0 5 0 3 13 57
Modeling frailty-correlated defaults using many macroeconomic covariates 0 0 0 66 0 5 18 270
New methodologies for systemic risk measurement 0 0 0 7 1 3 11 51
Nowcasting and forecasting global financial sector stress and credit market dislocation 0 0 0 19 0 3 10 104
Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 1 2 46 1 6 16 213
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 7 0 3 11 44
The information in systemic risk rankings 0 0 0 23 0 2 8 108
The safe asset potential of EU-issued bonds 0 0 2 10 1 8 32 54
Unconventional monetary policy operations – to what extent is there an upside for central bank balance sheet risks? 0 0 0 10 0 1 5 41
Total Journal Articles 1 7 40 946 17 112 402 3,315

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 3 7 66
Total Chapters 0 0 0 11 0 3 7 66

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Statistics updated 2026-06-04