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 4 10 22 209
A risk management perspective on macroprudential policy 0 0 0 20 5 8 19 71
Assessing asset purchases within the ECB’s securities markets programme 0 0 0 206 1 3 22 663
Bank Business Models at Zero Interest Rates 0 0 0 40 4 5 10 92
Bank business models at zero interest rates 0 0 0 36 3 4 13 95
Bank to sovereign risk spillovers across borders: evidence from the ECB’s Comprehensive Assessment 0 0 0 23 3 8 16 87
Can EU bonds serve as euro-denominated safe assets? 0 0 0 20 1 5 25 78
Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk 0 0 1 80 1 5 16 256
Conditional and joint credit risk 0 1 1 24 2 5 9 95
Conditional euro area sovereign default risk 0 0 1 57 4 4 13 127
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 1 7 18 218
Dynamic clustering of multivariate panel data 0 0 0 80 2 2 9 137
Dynamic clustering of multivariate panel data 0 0 0 6 1 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 1 4 18 180
Dynamic nonparametric clustering of multivariate panel data 0 0 0 22 4 6 12 35
Euro area sovereign bond risk premia during the Covid-19 pandemic 0 0 1 45 2 10 28 148
Forecasting Cross-Sections of Frailty-Correlated Default 0 0 0 73 0 1 10 285
Global Credit Risk: World, Country and Industry Factors 0 0 0 26 1 3 10 155
Global credit risk: world country and industry factors 0 0 0 32 4 6 13 120
Macro, Industry and Frailty Effects in Defaults: The 2008 Credit Crisis in Perspective 0 0 0 57 2 4 12 175
Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics 0 0 0 103 1 3 11 202
Modeling extreme events: time-varying extreme tail shape 0 0 2 29 6 10 20 93
Modeling extreme events: time-varying extreme tail shape 0 0 0 22 1 5 14 80
Modeling extreme events:time-varying extreme tail shape 0 0 0 9 6 8 14 28
Modeling financial sector joint tail risk in the euro area 0 0 0 18 1 1 11 84
Modeling financial sector joint tail risk in the euro area 0 0 0 36 1 2 12 77
Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 0 57 1 2 8 164
Observation driven mixed-measurement dynamic factor models with an application to credit risk 0 1 2 50 2 3 14 175
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 10 2 5 14 60
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 24 2 5 11 38
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 9 2 6 17 72
Systemic Risk Diagnostics 0 0 0 93 1 2 9 221
Systemic risk diagnostics: coincident indicators and early warning signals 0 0 0 149 2 5 16 483
The Information in Systemic Risk Rankings 0 0 0 28 0 3 20 111
The information in systemic risk rankings 0 0 0 41 2 5 12 165
The risk management approach to macro-prudential policy 0 0 1 41 0 6 21 136
Total Working Papers 0 2 10 1,778 76 175 541 5,522
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 2 3 13 65
Bank Business Models at Zero Interest Rates 0 0 0 7 0 1 13 58
Bank business models at negative interest rates 0 0 1 26 5 10 17 91
Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment 0 0 0 5 4 5 13 77
Can EU Bonds Serve as Euro-Denominated Safe Assets? 0 0 1 2 2 5 12 23
Conditional Euro Area Sovereign Default Risk 0 0 1 42 4 7 16 137
Conditional probabilities and contagion measures for euro area sovereign default risk 0 0 1 19 3 6 13 140
Do negative interest rates make banks less safe? 0 0 1 65 2 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 3 4 15 144
Dynamic Nonparametric Clustering of Multivariate Panel Data* 1 1 2 2 4 5 13 17
Dynamic clustering of multivariate panel data 1 1 3 7 6 9 26 41
Euro area sovereign bond risk premia before and during the Covid-19 pandemic 1 2 10 21 6 12 32 56
Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme 2 2 12 495 4 8 45 1,165
Global Credit Risk: World, Country and Industry Factors 0 0 1 9 2 6 17 109
Modeling Extreme Events: Time-Varying Extreme Tail Shape 0 0 2 3 3 5 18 27
Modeling Financial Sector Joint Tail Risk in the Euro Area 0 0 0 5 2 5 13 57
Modeling frailty-correlated defaults using many macroeconomic covariates 0 0 0 66 3 5 18 270
New methodologies for systemic risk measurement 0 0 1 7 2 2 11 50
Nowcasting and forecasting global financial sector stress and credit market dislocation 0 0 0 19 3 5 10 104
Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 1 1 2 46 3 6 15 212
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 7 3 5 11 44
The information in systemic risk rankings 0 0 0 23 2 2 10 108
The safe asset potential of EU-issued bonds 0 0 2 10 2 14 31 53
Unconventional monetary policy operations – to what extent is there an upside for central bank balance sheet risks? 0 0 0 10 1 1 7 41
Total Journal Articles 6 7 42 945 71 133 401 3,298

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 2 3 7 66
Total Chapters 0 0 0 11 2 3 7 66

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06