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 1 1 2 188
A risk management perspective on macroprudential policy 0 0 0 20 1 1 1 53
Assessing asset purchases within the ECB’s securities markets programme 0 0 2 206 0 1 9 643
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 0 1 3 84
Bank to sovereign risk spillovers across borders: evidence from the ECB’s Comprehensive Assessment 0 0 1 23 1 1 4 72
Can EU bonds serve as euro-denominated safe assets? 0 0 0 20 1 2 11 56
Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk 0 0 0 79 1 1 1 241
Conditional and joint credit risk 0 0 0 23 0 0 0 86
Conditional euro area sovereign default risk 0 0 0 56 0 0 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 1 3 26
Dynamic clustering of multivariate panel data 0 0 0 80 1 1 1 129
Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008 0 1 1 57 0 3 4 166
Dynamic nonparametric clustering of multivariate panel data 0 0 1 22 0 0 2 23
Euro area sovereign bond risk premia during the Covid-19 pandemic 0 0 3 44 1 2 10 123
Forecasting Cross-Sections of Frailty-Correlated Default 0 0 0 73 0 0 3 275
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 0 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 22 0 0 2 66
Modeling extreme events: time-varying extreme tail shape 0 1 1 28 1 2 3 75
Modeling extreme events:time-varying extreme tail shape 0 0 0 9 0 0 0 14
Modeling financial sector joint tail risk in the euro area 0 0 0 36 1 1 1 66
Modeling financial sector joint tail risk in the euro area 0 0 0 18 0 0 2 73
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 0 1 3 49 1 2 7 164
Risk endogeneity at the lender/investor-of-last-resort 0 0 1 9 0 0 2 55
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
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 0 5 468
The Information in Systemic Risk Rankings 0 0 0 28 2 4 5 96
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 0 1 8 116
Total Working Papers 0 3 19 1,771 12 26 107 5,015
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 3 8 55
Bank Business Models at Zero Interest Rates 0 0 0 7 0 2 4 47
Bank business models at negative interest rates 1 1 3 26 1 1 5 76
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? 0 1 1 2 0 1 2 12
Conditional Euro Area Sovereign Default Risk 0 0 0 41 0 1 2 122
Conditional probabilities and contagion measures for euro area sovereign default risk 0 0 0 18 1 2 5 129
Do negative interest rates make banks less safe? 0 1 2 65 0 2 4 199
Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 0 0 0 30 0 1 3 131
Dynamic Nonparametric Clustering of Multivariate Panel Data* 0 0 0 0 1 3 6 7
Dynamic clustering of multivariate panel data 0 0 2 4 1 5 13 20
Euro area sovereign bond risk premia before and during the Covid-19 pandemic 2 2 11 13 2 3 16 28
Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme 0 1 14 485 2 9 33 1,135
Global Credit Risk: World, Country and Industry Factors 0 0 1 8 0 2 4 94
Modeling Extreme Events: Time-Varying Extreme Tail Shape 0 1 3 3 0 3 12 14
Modeling Financial Sector Joint Tail Risk in the Euro Area 0 0 0 5 0 2 4 46
Modeling frailty-correlated defaults using many macroeconomic covariates 0 0 0 66 0 1 1 253
New methodologies for systemic risk measurement 0 0 1 7 0 0 2 40
Nowcasting and forecasting global financial sector stress and credit market dislocation 0 0 0 19 1 1 4 95
Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 2 44 0 1 7 198
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 7 0 1 4 34
The information in systemic risk rankings 0 0 0 23 0 0 6 100
The safe asset potential of EU-issued bonds 0 0 4 8 0 1 9 23
Unconventional monetary policy operations – to what extent is there an upside for central bank balance sheet risks? 0 0 0 10 0 0 2 36
Total Journal Articles 3 7 45 913 10 45 157 2,958

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 1 60
Total Chapters 0 0 0 11 0 1 1 60

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Statistics updated 2025-09-05