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 2 4 190
A risk management perspective on macroprudential policy 0 0 0 20 3 6 7 59
Assessing asset purchases within the ECB’s securities markets programme 0 0 0 206 4 12 19 657
Bank Business Models at Zero Interest Rates 0 0 0 40 0 3 3 85
Bank business models at zero interest rates 0 0 1 36 1 5 8 89
Bank to sovereign risk spillovers across borders: evidence from the ECB’s Comprehensive Assessment 0 0 1 23 2 2 5 74
Can EU bonds serve as euro-denominated safe assets? 0 0 0 20 3 7 16 64
Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk 1 1 1 80 3 4 5 245
Conditional and joint credit risk 0 0 0 23 1 2 3 89
Conditional euro area sovereign default risk 0 1 1 57 1 5 7 120
Do Negative Interest Rates Make Banks Less Safe? 0 0 0 37 1 2 3 62
Do negative interest rates make banks less safe? 0 0 0 41 2 6 6 206
Dynamic clustering of multivariate panel data 0 0 0 6 5 8 12 35
Dynamic clustering of multivariate panel data 0 0 0 80 1 2 3 131
Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008 0 0 1 57 2 5 10 172
Dynamic nonparametric clustering of multivariate panel data 0 0 0 22 3 5 6 29
Euro area sovereign bond risk premia during the Covid-19 pandemic 0 1 3 45 4 9 18 133
Forecasting Cross-Sections of Frailty-Correlated Default 0 0 0 73 4 6 7 282
Global Credit Risk: World, Country and Industry Factors 0 0 0 26 1 3 3 148
Global credit risk: world country and industry factors 0 0 0 32 1 4 6 112
Macro, Industry and Frailty Effects in Defaults: The 2008 Credit Crisis in Perspective 0 0 0 57 4 5 7 168
Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics 0 0 0 103 0 5 5 196
Modeling extreme events: time-varying extreme tail shape 1 1 2 29 2 6 8 81
Modeling extreme events: time-varying extreme tail shape 0 0 0 22 1 4 6 71
Modeling extreme events:time-varying extreme tail shape 0 0 0 9 1 3 4 18
Modeling financial sector joint tail risk in the euro area 0 0 0 36 3 4 5 70
Modeling financial sector joint tail risk in the euro area 0 0 0 18 1 3 3 76
Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 0 57 3 4 5 161
Observation driven mixed-measurement dynamic factor models with an application to credit risk 0 0 1 49 0 2 8 167
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 24 2 3 3 30
Risk endogeneity at the lender/investor-of-last-resort 0 0 1 9 2 6 8 61
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 10 1 2 3 48
Systemic Risk Diagnostics 0 0 0 93 2 4 5 216
Systemic risk diagnostics: coincident indicators and early warning signals 0 0 1 149 2 8 10 476
The Information in Systemic Risk Rankings 0 0 0 28 4 9 15 106
The information in systemic risk rankings 0 0 1 41 2 3 6 156
The risk management approach to macro-prudential policy 1 1 2 41 3 8 17 127
Total Working Papers 3 5 16 1,776 75 177 269 5,210
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 18 1 3 8 58
Bank Business Models at Zero Interest Rates 0 0 0 7 1 6 10 53
Bank business models at negative interest rates 0 0 2 26 1 2 5 78
Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment 0 0 0 5 2 4 5 68
Can EU Bonds Serve as Euro-Denominated Safe Assets? 0 0 1 2 1 3 5 15
Conditional Euro Area Sovereign Default Risk 1 1 1 42 2 4 5 126
Conditional probabilities and contagion measures for euro area sovereign default risk 0 1 1 19 0 2 6 131
Do negative interest rates make banks less safe? 0 0 1 65 1 5 7 204
Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 0 0 0 30 2 4 8 136
Dynamic Nonparametric Clustering of Multivariate Panel Data* 0 0 1 1 0 2 8 10
Dynamic clustering of multivariate panel data 0 2 3 6 2 7 17 28
Euro area sovereign bond risk premia before and during the Covid-19 pandemic 0 3 15 17 0 8 26 39
Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme 2 6 12 492 5 16 39 1,152
Global Credit Risk: World, Country and Industry Factors 0 1 2 9 1 4 7 98
Modeling Extreme Events: Time-Varying Extreme Tail Shape 0 0 2 3 4 4 12 18
Modeling Financial Sector Joint Tail Risk in the Euro Area 0 0 0 5 1 1 3 47
Modeling frailty-correlated defaults using many macroeconomic covariates 0 0 0 66 0 5 6 258
New methodologies for systemic risk measurement 0 0 1 7 1 5 7 45
Nowcasting and forecasting global financial sector stress and credit market dislocation 0 0 0 19 1 3 5 98
Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 1 1 2 45 1 4 9 202
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 7 0 1 3 35
The information in systemic risk rankings 0 0 0 23 0 3 5 103
The safe asset potential of EU-issued bonds 1 1 3 10 4 6 12 30
Unconventional monetary policy operations – to what extent is there an upside for central bank balance sheet risks? 0 0 0 10 1 3 5 39
Total Journal Articles 5 17 49 934 32 105 223 3,071

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 2 3 4 63
Total Chapters 0 0 0 11 2 3 4 63

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Statistics updated 2026-01-09