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 4 15 18 205
A risk management perspective on macroprudential policy 0 0 0 20 2 7 14 66
Assessing asset purchases within the ECB’s securities markets programme 0 0 0 206 1 5 22 662
Bank Business Models at Zero Interest Rates 0 0 0 40 0 3 6 88
Bank business models at zero interest rates 0 0 0 36 0 3 10 92
Bank to sovereign risk spillovers across borders: evidence from the ECB’s Comprehensive Assessment 0 0 1 23 2 10 14 84
Can EU bonds serve as euro-denominated safe assets? 0 0 0 20 2 13 29 77
Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk 0 0 1 80 1 10 15 255
Conditional and joint credit risk 0 1 1 24 2 4 7 93
Conditional euro area sovereign default risk 0 0 1 57 0 3 10 123
Do Negative Interest Rates Make Banks Less Safe? 0 0 0 37 1 2 4 64
Do negative interest rates make banks less safe? 0 0 0 41 3 11 17 217
Dynamic clustering of multivariate panel data 0 0 0 6 2 7 17 42
Dynamic clustering of multivariate panel data 0 0 0 80 0 4 7 135
Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008 0 0 1 57 0 7 17 179
Dynamic nonparametric clustering of multivariate panel data 0 0 0 22 1 2 8 31
Euro area sovereign bond risk premia during the Covid-19 pandemic 0 0 3 45 2 13 29 146
Forecasting Cross-Sections of Frailty-Correlated Default 0 0 0 73 0 3 10 285
Global Credit Risk: World, Country and Industry Factors 0 0 0 26 1 6 9 154
Global credit risk: world country and industry factors 0 0 0 32 1 4 9 116
Macro, Industry and Frailty Effects in Defaults: The 2008 Credit Crisis in Perspective 0 0 0 57 1 5 10 173
Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics 0 0 0 103 0 5 10 201
Modeling extreme events: time-varying extreme tail shape 0 0 2 29 1 6 14 87
Modeling extreme events: time-varying extreme tail shape 0 0 0 22 2 8 13 79
Modeling extreme events:time-varying extreme tail shape 0 0 0 9 2 4 8 22
Modeling financial sector joint tail risk in the euro area 0 0 0 18 0 7 10 83
Modeling financial sector joint tail risk in the euro area 0 0 0 36 0 6 11 76
Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 0 57 1 2 7 163
Observation driven mixed-measurement dynamic factor models with an application to credit risk 0 1 2 50 0 6 13 173
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 24 0 6 9 36
Risk endogeneity at the lender/investor-of-last-resort 0 0 1 9 3 9 17 70
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 10 0 10 12 58
Systemic Risk Diagnostics 0 0 0 93 1 4 8 220
Systemic risk diagnostics: coincident indicators and early warning signals 0 0 0 149 1 5 14 481
The Information in Systemic Risk Rankings 0 0 0 28 0 5 20 111
The information in systemic risk rankings 0 0 0 41 0 7 10 163
The risk management approach to macro-prudential policy 0 0 1 41 1 9 22 136
Total Working Papers 0 2 14 1,778 38 236 480 5,446
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 18 1 5 11 63
Bank Business Models at Zero Interest Rates 0 0 0 7 0 5 13 58
Bank business models at negative interest rates 0 0 1 26 0 8 12 86
Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment 0 0 0 5 0 5 9 73
Can EU Bonds Serve as Euro-Denominated Safe Assets? 0 0 1 2 1 6 10 21
Conditional Euro Area Sovereign Default Risk 0 0 1 42 1 7 12 133
Conditional probabilities and contagion measures for euro area sovereign default risk 0 0 1 19 2 6 11 137
Do negative interest rates make banks less safe? 0 0 1 65 0 3 10 207
Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 0 1 1 31 0 5 13 141
Dynamic Nonparametric Clustering of Multivariate Panel Data* 0 0 1 1 1 3 11 13
Dynamic clustering of multivariate panel data 0 0 3 6 1 7 23 35
Euro area sovereign bond risk premia before and during the Covid-19 pandemic 0 3 11 20 3 11 28 50
Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme 0 1 11 493 1 9 42 1,161
Global Credit Risk: World, Country and Industry Factors 0 0 2 9 3 9 16 107
Modeling Extreme Events: Time-Varying Extreme Tail Shape 0 0 2 3 0 6 16 24
Modeling Financial Sector Joint Tail Risk in the Euro Area 0 0 0 5 1 8 11 55
Modeling frailty-correlated defaults using many macroeconomic covariates 0 0 0 66 2 9 15 267
New methodologies for systemic risk measurement 0 0 1 7 0 3 9 48
Nowcasting and forecasting global financial sector stress and credit market dislocation 0 0 0 19 0 3 7 101
Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 2 45 2 7 14 209
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 7 0 6 8 41
The information in systemic risk rankings 0 0 0 23 0 3 8 106
The safe asset potential of EU-issued bonds 0 0 2 10 5 21 30 51
Unconventional monetary policy operations – to what extent is there an upside for central bank balance sheet risks? 0 0 0 10 0 1 6 40
Total Journal Articles 0 5 42 939 24 156 345 3,227

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 1 1 5 64
Total Chapters 0 0 0 11 1 1 5 64

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Statistics updated 2026-04-09