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 1 1 2 79 2 3 27 215
A risk management perspective on macroprudential policy 0 0 1 21 5 6 26 79
Assessing asset purchases within the ECB’s securities markets programme 0 0 0 206 0 4 23 668
Bank Business Models at Zero Interest Rates 0 0 0 40 0 5 16 98
Bank business models at zero interest rates 0 0 0 36 1 1 14 98
Bank to sovereign risk spillovers across borders: evidence from the ECB’s Comprehensive Assessment 0 0 1 24 0 2 19 91
Can EU bonds serve as euro-denominated safe assets? 0 0 1 21 0 1 27 84
Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk 0 0 1 80 0 3 18 259
Conditional and joint credit risk 0 0 1 24 0 1 11 98
Conditional euro area sovereign default risk 0 0 1 57 2 3 16 131
Do Negative Interest Rates Make Banks Less Safe? 0 0 0 37 0 3 8 68
Do negative interest rates make banks less safe? 0 0 0 41 2 3 21 221
Dynamic clustering of multivariate panel data 0 0 0 80 0 0 8 137
Dynamic clustering of multivariate panel data 0 0 0 6 0 0 17 44
Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008 0 0 0 57 3 4 18 185
Dynamic nonparametric clustering of multivariate panel data 0 0 0 22 0 0 13 37
Euro area sovereign bond risk premia during the Covid-19 pandemic 0 0 2 46 3 7 33 157
Forecasting Cross-Sections of Frailty-Correlated Default 0 0 0 73 0 0 9 285
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 14 122
Macro, Industry and Frailty Effects in Defaults: The 2008 Credit Crisis in Perspective 0 0 0 57 1 1 13 176
Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics 0 0 0 103 0 5 19 210
Modeling extreme events: time-varying extreme tail shape 0 0 0 22 0 1 15 82
Modeling extreme events: time-varying extreme tail shape 0 0 1 29 2 4 24 99
Modeling extreme events:time-varying extreme tail shape 0 0 0 9 0 0 15 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 1 3 15 81
Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 0 57 0 1 9 166
Observation driven mixed-measurement dynamic factor models with an application to credit risk 0 0 1 50 0 1 12 177
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 24 0 1 13 40
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 10 1 1 16 62
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 9 0 0 17 72
Systemic Risk Diagnostics 0 0 0 93 0 2 11 223
Systemic risk diagnostics: coincident indicators and early warning signals 0 0 0 149 1 2 17 485
The Information in Systemic Risk Rankings 0 0 0 28 1 2 16 113
The information in systemic risk rankings 0 0 0 41 1 4 17 170
The risk management approach to macro-prudential policy 0 0 2 42 0 2 23 142
Total Working Papers 1 1 14 1,785 26 77 611 5,644
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 1 2 19 0 4 15 70
Bank Business Models at Zero Interest Rates 0 0 1 8 0 3 16 63
Bank business models at negative interest rates 0 0 0 26 0 0 15 91
Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment 0 0 0 5 0 1 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 18 140
Conditional probabilities and contagion measures for euro area sovereign default risk 0 0 1 19 1 3 15 144
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 1 1 2 32 1 3 16 148
Dynamic Nonparametric Clustering of Multivariate Panel Data* 0 0 1 2 0 0 9 17
Dynamic clustering of multivariate panel data 0 0 3 7 0 3 24 45
Euro area sovereign bond risk premia before and during the Covid-19 pandemic 1 1 9 23 4 4 32 63
Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme 0 0 10 496 3 6 39 1,175
Global Credit Risk: World, Country and Industry Factors 0 0 1 9 0 1 17 111
Modeling Extreme Events: Time-Varying Extreme Tail Shape 0 0 1 4 0 0 17 31
Modeling Financial Sector Joint Tail Risk in the Euro Area 0 0 0 5 0 1 12 58
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 0 1 12 52
Nowcasting and forecasting global financial sector stress and credit market dislocation 0 0 0 19 1 20 29 124
Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 2 46 0 0 16 214
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 7 0 1 14 48
The information in systemic risk rankings 0 0 0 23 0 0 8 108
The safe asset potential of EU-issued bonds 0 0 1 10 0 3 33 57
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 2 3 35 952 11 56 416 3,382

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 1 7 67
Total Chapters 0 0 0 11 0 1 7 67

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Statistics updated 2026-10-11