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 0 186
A risk management perspective on macroprudential policy 0 0 2 20 0 0 3 52
Assessing asset purchases within the ECB’s securities markets programme 0 0 2 206 0 0 7 638
Bank Business Models at Zero Interest Rates 0 0 0 40 0 0 0 82
Bank business models at zero interest rates 0 1 1 36 0 1 1 82
Bank to sovereign risk spillovers across borders: evidence from the ECB’s Comprehensive Assessment 0 0 1 22 1 1 5 70
Can EU bonds serve as euro-denominated safe assets? 0 0 2 20 0 0 11 48
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 0 1 113
Do Negative Interest Rates Make Banks Less Safe? 0 0 0 37 1 1 1 60
Do negative interest rates make banks less safe? 0 0 0 41 0 0 2 200
Dynamic clustering of multivariate panel data 0 0 0 80 0 0 2 128
Dynamic clustering of multivariate panel data 0 0 0 6 1 1 2 24
Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008 0 0 1 56 0 0 2 162
Dynamic nonparametric clustering of multivariate panel data 0 0 2 22 0 0 4 23
Euro area sovereign bond risk premia during the Covid-19 pandemic 0 0 1 42 1 3 9 117
Forecasting Cross-Sections of Frailty-Correlated Default 0 0 0 73 0 1 8 275
Global Credit Risk: World, Country and Industry Factors 0 0 0 26 0 0 1 145
Global credit risk: world country and industry factors 0 0 0 32 1 1 4 107
Macro, Industry and Frailty Effects in Defaults: The 2008 Credit Crisis in Perspective 0 0 0 57 1 3 3 163
Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics 0 0 1 103 0 0 3 191
Modeling extreme events: time-varying extreme tail shape 0 0 0 27 0 0 5 73
Modeling extreme events: time-varying extreme tail shape 0 0 0 22 0 0 1 65
Modeling extreme events:time-varying extreme tail shape 0 0 3 9 0 0 8 14
Modeling financial sector joint tail risk in the euro area 0 0 1 18 0 1 3 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 0 0 3 48 0 1 7 160
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 1 1 2 46
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 8 0 0 1 53
Systemic Risk Diagnostics 0 0 0 93 1 1 1 212
Systemic risk diagnostics: coincident indicators and early warning signals 1 1 2 149 1 1 6 467
The Information in Systemic Risk Rankings 0 0 0 28 0 0 0 91
The information in systemic risk rankings 1 1 2 41 2 3 7 152
The risk management approach to macro-prudential policy 1 1 3 40 3 3 11 113
Total Working Papers 3 4 27 1,764 14 23 121 4,959
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 1 17 0 2 9 51
Bank Business Models at Zero Interest Rates 0 0 0 7 1 2 2 45
Bank business models at negative interest rates 1 2 3 25 1 3 6 74
Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment 0 0 1 5 1 1 4 64
Can EU Bonds Serve as Euro-Denominated Safe Assets? 0 0 0 1 0 0 3 10
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 2 18 1 1 6 126
Do negative interest rates make banks less safe? 0 0 1 64 0 0 8 197
Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 0 0 1 30 0 0 2 128
Dynamic Nonparametric Clustering of Multivariate Panel Data* 0 0 0 0 0 0 2 2
Dynamic clustering of multivariate panel data 0 1 2 3 0 1 10 11
Euro area sovereign bond risk premia before and during the Covid-19 pandemic 2 6 6 8 2 6 13 19
Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme 2 3 17 482 4 7 36 1,119
Global Credit Risk: World, Country and Industry Factors 0 0 0 7 0 0 3 91
Modeling Extreme Events: Time-Varying Extreme Tail Shape 0 0 1 1 2 4 8 8
Modeling Financial Sector Joint Tail Risk in the Euro Area 0 0 1 5 0 1 6 44
Modeling frailty-correlated defaults using many macroeconomic covariates 0 0 0 66 0 0 0 252
New methodologies for systemic risk measurement 0 0 0 6 1 1 1 39
Nowcasting and forecasting global financial sector stress and credit market dislocation 0 0 0 19 1 2 5 94
Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 1 43 1 2 5 195
Risk endogeneity at the lender/investor-of-last-resort 0 0 1 7 0 0 4 32
The information in systemic risk rankings 0 0 0 23 0 2 5 98
The safe asset potential of EU-issued bonds 0 2 4 7 0 3 7 19
Unconventional monetary policy operations – to what extent is there an upside for central bank balance sheet risks? 0 0 1 10 0 0 1 34
Total Journal Articles 5 15 43 895 15 38 148 2,873

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

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Statistics updated 2025-03-03