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 1 2 73 3 5 17 130
Assessing asset purchases within the ECB’s securities markets programme 1 4 5 183 3 17 44 540
Bank Business Models at Zero Interest Rates 0 0 3 38 1 1 10 67
Bank business models at zero interest rates 0 0 0 31 0 1 5 64
Bank to sovereign risk spillovers across borders: evidence from the ECB’s Comprehensive Assessment 1 1 2 20 1 6 14 41
Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk 0 0 1 75 3 4 23 208
Conditional and joint credit risk 0 0 0 22 0 2 6 73
Conditional euro area sovereign default risk 0 0 1 53 1 2 8 98
Do Negative Interest Rates Make Banks Less Safe? 0 0 4 35 2 3 17 46
Do negative interest rates make banks less safe? 0 1 12 33 3 12 89 153
Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008 0 0 2 51 3 5 13 134
Forecasting Cross-Sections of Frailty-Correlated Default 0 0 3 73 0 3 11 246
Global Credit Risk: World, Country and Industry Factors 0 0 0 26 1 5 14 88
Global credit risk: world country and industry factors 0 0 1 29 1 6 17 74
Macro, Industry and Frailty Effects in Defaults: The 2008 Credit Crisis in Perspective 0 0 0 56 0 1 7 145
Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics 0 0 1 101 0 2 7 174
Modeling financial sector joint tail risk in the euro area 0 0 0 16 3 7 11 45
Modeling financial sector joint tail risk in the euro area 0 0 0 33 1 2 9 46
Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 1 54 2 2 18 139
Observation driven mixed-measurement dynamic factor models with an application to credit risk 1 1 2 37 3 4 19 127
Systemic Risk Diagnostics 0 0 0 92 0 1 8 198
Systemic risk diagnostics: coincident indicators and early warning signals 0 0 1 145 1 4 12 427
The Information in Systemic Risk Rankings 0 0 0 25 0 3 10 81
The information in systemic risk rankings 0 0 3 35 2 6 25 116
Total Working Papers 3 8 44 1,336 34 104 414 3,460


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment 0 0 0 0 1 4 17 28
Conditional Euro Area Sovereign Default Risk 1 2 6 32 2 7 21 92
Conditional probabilities and contagion measures for euro area sovereign default risk 0 1 3 11 2 5 26 65
Do negative interest rates make banks less safe? 1 2 24 34 2 5 66 103
Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 0 0 0 23 1 2 8 100
Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme 5 16 72 355 11 31 151 779
Global Credit Risk: World, Country and Industry Factors 0 0 1 4 2 7 22 45
Modeling Financial Sector Joint Tail Risk in the Euro Area 0 0 2 3 1 6 12 26
Modeling frailty-correlated defaults using many macroeconomic covariates 0 0 3 61 0 2 10 225
New methodologies for systemic risk measurement 0 0 0 5 0 2 7 29
Nowcasting and forecasting global financial sector stress and credit market dislocation 0 2 3 19 0 4 13 73
Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 4 28 1 3 27 151
The information in systemic risk rankings 1 1 5 16 2 8 18 68
Total Journal Articles 8 24 123 591 25 86 398 1,784


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 1 11 0 0 8 54
Total Chapters 0 0 1 11 0 0 8 54


Statistics updated 2020-09-04