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 0 0 1 187
A risk management perspective on macroprudential policy 0 0 0 20 0 0 0 52
Assessing asset purchases within the ECB’s securities markets programme 0 0 2 206 1 3 11 643
Bank Business Models at Zero Interest Rates 0 0 0 40 0 0 0 82
Bank business models at zero interest rates 0 0 1 36 1 2 3 84
Bank to sovereign risk spillovers across borders: evidence from the ECB’s Comprehensive Assessment 0 1 1 23 0 1 4 71
Can EU bonds serve as euro-denominated safe assets? 0 0 0 20 1 7 14 55
Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk 0 0 0 79 0 0 0 240
Conditional and joint credit risk 0 0 0 23 0 0 0 86
Conditional euro area sovereign default risk 0 0 0 56 0 1 1 114
Do Negative Interest Rates Make Banks Less Safe? 0 0 0 37 0 0 1 60
Do negative interest rates make banks less safe? 0 0 0 41 0 0 1 200
Dynamic clustering of multivariate panel data 0 0 0 6 0 0 2 25
Dynamic clustering of multivariate panel data 0 0 0 80 0 0 0 128
Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008 1 1 1 57 3 4 4 166
Dynamic nonparametric clustering of multivariate panel data 0 0 2 22 0 0 3 23
Euro area sovereign bond risk premia during the Covid-19 pandemic 0 2 3 44 1 5 11 122
Forecasting Cross-Sections of Frailty-Correlated Default 0 0 0 73 0 0 6 275
Global Credit Risk: World, Country and Industry Factors 0 0 0 26 0 0 0 145
Global credit risk: world country and industry factors 0 0 0 32 1 1 4 108
Macro, Industry and Frailty Effects in Defaults: The 2008 Credit Crisis in Perspective 0 0 0 57 0 0 3 163
Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics 0 0 0 103 0 0 0 191
Modeling extreme events: time-varying extreme tail shape 0 0 0 27 0 0 2 73
Modeling extreme events: time-varying extreme tail shape 0 0 0 22 0 0 2 66
Modeling extreme events:time-varying extreme tail shape 0 0 0 9 0 0 1 14
Modeling financial sector joint tail risk in the euro area 0 0 0 18 0 0 2 73
Modeling financial sector joint tail risk in the euro area 0 0 0 36 0 0 0 65
Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 0 57 0 0 0 156
Observation driven mixed-measurement dynamic factor models with an application to credit risk 1 1 3 49 1 3 6 163
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 24 0 0 0 27
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 10 0 0 2 46
Risk endogeneity at the lender/investor-of-last-resort 0 1 1 9 0 2 3 55
Systemic Risk Diagnostics 0 0 0 93 0 0 1 212
Systemic risk diagnostics: coincident indicators and early warning signals 0 0 2 149 0 1 5 468
The Information in Systemic Risk Rankings 0 0 0 28 1 2 2 93
The information in systemic risk rankings 0 0 1 41 0 0 5 153
The risk management approach to macro-prudential policy 0 0 2 40 1 2 10 116
Total Working Papers 2 6 19 1,770 11 34 110 5,000
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 17 1 1 6 53
Bank Business Models at Zero Interest Rates 0 0 0 7 1 1 3 46
Bank business models at negative interest rates 0 0 2 25 0 1 6 75
Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment 0 0 0 5 0 0 1 64
Can EU Bonds Serve as Euro-Denominated Safe Assets? 1 1 1 2 1 1 2 12
Conditional Euro Area Sovereign Default Risk 0 0 0 41 0 0 2 121
Conditional probabilities and contagion measures for euro area sovereign default risk 0 0 1 18 0 1 5 127
Do negative interest rates make banks less safe? 1 1 2 65 1 1 5 198
Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 0 0 0 30 0 2 2 130
Dynamic Nonparametric Clustering of Multivariate Panel Data* 0 0 0 0 2 4 5 6
Dynamic clustering of multivariate panel data 0 1 2 4 2 5 10 17
Euro area sovereign bond risk premia before and during the Covid-19 pandemic 0 2 9 11 0 3 16 25
Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme 0 2 13 484 3 10 30 1,129
Global Credit Risk: World, Country and Industry Factors 0 1 1 8 0 1 2 92
Modeling Extreme Events: Time-Varying Extreme Tail Shape 0 1 2 2 0 3 11 11
Modeling Financial Sector Joint Tail Risk in the Euro Area 0 0 0 5 1 1 3 45
Modeling frailty-correlated defaults using many macroeconomic covariates 0 0 0 66 1 1 1 253
New methodologies for systemic risk measurement 0 1 1 7 0 1 2 40
Nowcasting and forecasting global financial sector stress and credit market dislocation 0 0 0 19 0 0 4 94
Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 1 2 44 0 2 6 197
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 7 0 0 4 33
The information in systemic risk rankings 0 0 0 23 0 2 6 100
The safe asset potential of EU-issued bonds 0 0 5 8 1 2 11 23
Unconventional monetary policy operations – to what extent is there an upside for central bank balance sheet risks? 0 0 1 10 0 2 3 36
Total Journal Articles 2 11 43 908 14 45 146 2,927

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 59
Total Chapters 0 0 0 11 0 0 0 59

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

Statistics updated 2025-07-04