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 1 78 0 3 25 212
A risk management perspective on macroprudential policy 0 1 1 21 0 2 21 73
Assessing asset purchases within the ECB’s securities markets programme 0 0 0 206 1 2 22 665
Bank Business Models at Zero Interest Rates 0 0 0 40 0 1 11 93
Bank business models at zero interest rates 0 0 0 36 0 2 13 97
Bank to sovereign risk spillovers across borders: evidence from the ECB’s Comprehensive Assessment 0 1 1 24 0 2 18 89
Can EU bonds serve as euro-denominated safe assets? 0 1 1 21 0 5 28 83
Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk 0 0 1 80 1 1 17 257
Conditional and joint credit risk 0 0 1 24 0 2 11 97
Conditional euro area sovereign default risk 0 0 1 57 0 1 14 128
Do Negative Interest Rates Make Banks Less Safe? 0 0 0 37 1 2 6 66
Do negative interest rates make banks less safe? 0 0 0 41 0 0 18 218
Dynamic clustering of multivariate panel data 0 0 0 80 0 0 9 137
Dynamic clustering of multivariate panel data 0 0 0 6 0 1 18 44
Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008 0 0 0 57 0 1 15 181
Dynamic nonparametric clustering of multivariate panel data 0 0 0 22 0 2 14 37
Euro area sovereign bond risk premia during the Covid-19 pandemic 0 1 2 46 1 3 29 151
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 0 10 155
Global credit risk: world country and industry factors 0 0 0 32 0 1 13 121
Macro, Industry and Frailty Effects in Defaults: The 2008 Credit Crisis in Perspective 0 0 0 57 0 0 12 175
Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics 0 0 0 103 0 3 14 205
Modeling extreme events: time-varying extreme tail shape 0 0 0 22 1 2 16 82
Modeling extreme events: time-varying extreme tail shape 0 0 1 29 0 2 21 95
Modeling extreme events:time-varying extreme tail shape 0 0 0 9 0 2 16 30
Modeling financial sector joint tail risk in the euro area 0 0 0 18 0 0 11 84
Modeling financial sector joint tail risk in the euro area 0 0 0 36 0 1 13 78
Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 0 57 0 1 9 165
Observation driven mixed-measurement dynamic factor models with an application to credit risk 0 0 1 50 0 1 13 176
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 24 1 2 13 40
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 9 0 0 17 72
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 10 0 1 15 61
Systemic Risk Diagnostics 0 0 0 93 1 1 10 222
Systemic risk diagnostics: coincident indicators and early warning signals 0 0 0 149 0 0 15 483
The Information in Systemic Risk Rankings 0 0 0 28 0 0 17 111
The information in systemic risk rankings 0 0 0 41 1 2 14 167
The risk management approach to macro-prudential policy 0 1 2 42 1 5 25 141
Total Working Papers 0 6 13 1,784 9 54 573 5,576
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 3 4 15 69
Bank Business Models at Zero Interest Rates 0 1 1 8 3 5 16 63
Bank business models at negative interest rates 0 0 1 26 0 0 16 91
Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment 0 0 0 5 1 3 16 80
Can EU Bonds Serve as Euro-Denominated Safe Assets? 0 0 0 2 0 0 11 23
Conditional Euro Area Sovereign Default Risk 0 0 1 42 1 2 17 139
Conditional probabilities and contagion measures for euro area sovereign default risk 0 0 1 19 0 1 13 141
Do negative interest rates make banks less safe? 0 0 0 65 0 0 10 209
Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 0 0 1 31 2 3 16 147
Dynamic Nonparametric Clustering of Multivariate Panel Data* 0 0 2 2 0 0 11 17
Dynamic clustering of multivariate panel data 0 0 3 7 2 3 25 44
Euro area sovereign bond risk premia before and during the Covid-19 pandemic 0 1 11 22 0 3 33 59
Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme 0 1 11 496 1 5 37 1,170
Global Credit Risk: World, Country and Industry Factors 0 0 1 9 0 1 16 110
Modeling Extreme Events: Time-Varying Extreme Tail Shape 0 1 1 4 0 4 17 31
Modeling Financial Sector Joint Tail Risk in the Euro Area 0 0 0 5 0 0 11 57
Modeling frailty-correlated defaults using many macroeconomic covariates 0 0 0 66 0 0 17 270
New methodologies for systemic risk measurement 0 0 0 7 1 2 12 52
Nowcasting and forecasting global financial sector stress and credit market dislocation 0 0 0 19 1 1 11 105
Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 2 46 0 2 16 214
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 7 0 3 13 47
The information in systemic risk rankings 0 0 0 23 0 0 8 108
The safe asset potential of EU-issued bonds 0 0 2 10 2 3 33 56
Unconventional monetary policy operations – to what extent is there an upside for central bank balance sheet risks? 0 0 0 10 0 0 5 41
Total Journal Articles 0 4 39 949 17 45 395 3,343

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 6 66
Total Chapters 0 0 0 11 0 0 6 66

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Statistics updated 2026-08-07