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 1 2 79 2 5 28 217
A risk management perspective on macroprudential policy 0 0 1 21 4 10 29 83
Assessing asset purchases within the ECB’s securities markets programme 0 0 0 206 2 5 24 670
Bank Business Models at Zero Interest Rates 0 0 0 40 2 7 18 100
Bank business models at zero interest rates 0 0 0 36 2 3 16 100
Bank to sovereign risk spillovers across borders: evidence from the ECB’s Comprehensive Assessment 0 0 1 24 0 2 19 91
Can EU bonds serve as euro-denominated safe assets? 1 1 2 22 3 4 29 87
Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk 0 0 1 80 4 6 21 263
Conditional and joint credit risk 0 0 1 24 0 1 10 98
Conditional euro area sovereign default risk 0 0 1 57 0 3 16 131
Do Negative Interest Rates Make Banks Less Safe? 0 0 0 37 2 4 9 70
Do negative interest rates make banks less safe? 0 0 0 41 2 5 22 223
Dynamic clustering of multivariate panel data 0 0 0 80 3 3 11 140
Dynamic clustering of multivariate panel data 0 0 0 6 3 3 19 47
Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008 0 0 0 57 2 6 20 187
Dynamic nonparametric clustering of multivariate panel data 0 0 0 22 4 4 16 41
Euro area sovereign bond risk premia during the Covid-19 pandemic 0 0 2 46 2 8 35 159
Forecasting Cross-Sections of Frailty-Correlated Default 0 0 0 73 4 4 13 289
Global Credit Risk: World, Country and Industry Factors 0 0 0 26 3 3 12 158
Global credit risk: world country and industry factors 0 0 0 32 1 2 12 123
Macro, Industry and Frailty Effects in Defaults: The 2008 Credit Crisis in Perspective 0 0 0 57 4 5 17 180
Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics 0 0 0 103 2 7 17 212
Modeling extreme events: time-varying extreme tail shape 0 0 1 29 0 4 21 99
Modeling extreme events: time-varying extreme tail shape 0 0 0 22 1 1 15 83
Modeling extreme events:time-varying extreme tail shape 0 0 0 9 4 4 17 34
Modeling financial sector joint tail risk in the euro area 0 0 0 36 2 5 17 83
Modeling financial sector joint tail risk in the euro area 0 0 0 18 1 1 11 85
Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 0 57 2 3 11 168
Observation driven mixed-measurement dynamic factor models with an application to credit risk 0 0 1 50 9 10 20 186
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 9 0 0 16 72
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 10 1 2 17 63
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 24 1 1 14 41
Systemic Risk Diagnostics 0 0 0 93 4 5 14 227
Systemic risk diagnostics: coincident indicators and early warning signals 0 0 0 149 2 4 14 487
The Information in Systemic Risk Rankings 0 0 0 28 4 6 19 117
The information in systemic risk rankings 0 0 0 41 4 7 21 174
The risk management approach to macro-prudential policy 0 0 2 42 1 2 21 143
Total Working Papers 1 2 15 1,786 87 155 661 5,731
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 19 0 1 14 70
Bank Business Models at Zero Interest Rates 0 0 1 8 5 5 18 68
Bank business models at negative interest rates 0 0 0 26 0 0 15 91
Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment 0 0 0 5 0 0 16 80
Can EU Bonds Serve as Euro-Denominated Safe Assets? 0 0 0 2 4 4 15 27
Conditional Euro Area Sovereign Default Risk 0 0 1 42 3 4 21 143
Conditional probabilities and contagion measures for euro area sovereign default risk 0 0 1 19 2 5 16 146
Do negative interest rates make banks less safe? 0 0 0 65 0 0 8 209
Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 0 1 2 32 2 3 18 150
Dynamic Nonparametric Clustering of Multivariate Panel Data* 0 0 1 2 0 0 8 17
Dynamic clustering of multivariate panel data 1 1 3 8 4 5 25 49
Euro area sovereign bond risk premia before and during the Covid-19 pandemic 1 2 9 24 5 9 32 68
Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme 0 0 8 496 3 8 37 1,178
Global Credit Risk: World, Country and Industry Factors 0 0 1 9 0 1 17 111
Modeling Extreme Events: Time-Varying Extreme Tail Shape 1 1 2 5 4 4 21 35
Modeling Financial Sector Joint Tail Risk in the Euro Area 0 0 0 5 0 1 12 58
Modeling frailty-correlated defaults using many macroeconomic covariates 0 0 0 66 1 1 18 271
New methodologies for systemic risk measurement 0 0 0 7 0 0 12 52
Nowcasting and forecasting global financial sector stress and credit market dislocation 0 0 0 19 2 21 31 126
Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 2 46 2 2 17 216
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 7 4 5 17 52
The information in systemic risk rankings 0 0 0 23 2 2 9 110
The safe asset potential of EU-issued bonds 0 0 1 10 2 3 33 59
Unconventional monetary policy operations – to what extent is there an upside for central bank balance sheet risks? 0 0 0 10 0 0 4 41
Total Journal Articles 3 6 33 955 45 84 434 3,427

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 8 69
Total Chapters 0 0 0 11 2 3 8 69

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Statistics updated 2026-11-12