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 1 71 2 4 10 113
Assessing asset purchases within the ECB’s securities markets programme 1 3 10 178 4 9 37 496
Bank Business Models at Zero Interest Rates 0 0 0 35 1 2 5 57
Bank business models at zero interest rates 0 0 6 31 0 1 18 59
Bank to sovereign risk spillovers across borders: evidence from the ECB’s Comprehensive Assessment 0 0 18 18 2 3 27 27
Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk 1 1 4 74 1 3 13 185
Conditional and joint credit risk 0 0 0 22 0 0 9 67
Conditional euro area sovereign default risk 0 0 3 52 0 0 6 90
Do Negative Interest Rates Make Banks Less Safe? 0 0 0 31 0 0 9 29
Do negative interest rates make banks less safe? 1 2 2 21 3 9 32 64
Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008 0 0 0 49 1 1 9 121
Forecasting Cross-Sections of Frailty-Correlated Default 0 0 0 70 0 1 1 235
Global Credit Risk: World, Country and Industry Factors 0 0 1 26 1 1 5 74
Global credit risk: world country and industry factors 0 0 0 28 4 6 17 57
Macro, Industry and Frailty Effects in Defaults: The 2008 Credit Crisis in Perspective 0 1 1 56 1 2 4 138
Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics 0 0 2 100 0 1 7 167
Modeling financial sector joint tail risk in the euro area 0 0 0 33 4 4 6 37
Modeling financial sector joint tail risk in the euro area 0 0 0 16 2 2 11 34
Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 2 53 0 0 9 121
Observation driven mixed-measurement dynamic factor models with an application to credit risk 1 1 6 35 1 3 29 108
Systemic Risk Diagnostics 0 0 0 92 1 1 4 190
Systemic risk diagnostics: coincident indicators and early warning signals 0 0 0 144 0 3 20 415
The Information in Systemic Risk Rankings 0 1 2 25 0 1 10 71
The information in systemic risk rankings 0 1 3 32 2 9 31 91
Total Working Papers 4 10 61 1,292 30 66 329 3,046

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bank business models at negative interest rates 2 5 15 23 4 12 102 125
Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment 0 0 0 0 2 3 11 11
Conditional Euro Area Sovereign Default Risk 0 1 6 26 0 4 14 71
Conditional probabilities and contagion measures for euro area sovereign default risk 1 2 4 8 1 4 13 39
Do negative interest rates make banks less safe? 0 1 7 10 0 1 23 37
Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 0 1 3 23 0 1 11 92
Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme 5 13 72 283 12 39 166 628
Global Credit Risk: World, Country and Industry Factors 0 0 1 3 1 2 13 23
Modeling Financial Sector Joint Tail Risk in the Euro Area 0 0 1 1 0 0 6 14
Modeling frailty-correlated defaults using many macroeconomic covariates 0 0 2 58 2 3 12 215
New methodologies for systemic risk measurement 0 0 2 5 0 0 7 22
Nowcasting and forecasting global financial sector stress and credit market dislocation 0 0 1 16 3 3 7 60
Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 4 24 2 6 34 124
The information in systemic risk rankings 1 1 1 11 2 3 13 50
Total Journal Articles 9 24 119 491 29 81 432 1,511

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 10 0 0 0 46
Total Chapters 0 0 0 10 0 0 0 46

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Statistics updated 2019-09-09