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 2 11 15 201
A risk management perspective on macroprudential policy 0 0 0 20 1 8 12 64
Assessing asset purchases within the ECB’s securities markets programme 0 0 0 206 1 8 23 661
Bank Business Models at Zero Interest Rates 0 0 0 40 1 3 6 88
Bank business models at zero interest rates 0 0 0 36 1 4 10 92
Bank to sovereign risk spillovers across borders: evidence from the ECB’s Comprehensive Assessment 0 0 1 23 3 10 12 82
Can EU bonds serve as euro-denominated safe assets? 0 0 0 20 2 14 27 75
Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk 0 1 1 80 3 12 14 254
Conditional and joint credit risk 1 1 1 24 1 3 5 91
Conditional euro area sovereign default risk 0 0 1 57 0 4 10 123
Do Negative Interest Rates Make Banks Less Safe? 0 0 0 37 0 2 3 63
Do negative interest rates make banks less safe? 0 0 0 41 3 10 14 214
Dynamic clustering of multivariate panel data 0 0 0 80 0 5 7 135
Dynamic clustering of multivariate panel data 0 0 0 6 0 10 16 40
Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008 0 0 1 57 3 9 17 179
Dynamic nonparametric clustering of multivariate panel data 0 0 0 22 1 4 7 30
Euro area sovereign bond risk premia during the Covid-19 pandemic 0 0 3 45 6 15 27 144
Forecasting Cross-Sections of Frailty-Correlated Default 0 0 0 73 1 7 10 285
Global Credit Risk: World, Country and Industry Factors 0 0 0 26 1 6 8 153
Global credit risk: world country and industry factors 0 0 0 32 1 4 8 115
Macro, Industry and Frailty Effects in Defaults: The 2008 Credit Crisis in Perspective 0 0 0 57 1 8 9 172
Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics 0 0 0 103 2 5 10 201
Modeling extreme events: time-varying extreme tail shape 0 0 0 22 2 7 12 77
Modeling extreme events: time-varying extreme tail shape 0 1 2 29 3 7 13 86
Modeling extreme events:time-varying extreme tail shape 0 0 0 9 0 3 6 20
Modeling financial sector joint tail risk in the euro area 0 0 0 36 1 9 11 76
Modeling financial sector joint tail risk in the euro area 0 0 0 18 0 8 10 83
Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 0 57 0 4 6 162
Observation driven mixed-measurement dynamic factor models with an application to credit risk 1 1 2 50 1 6 13 173
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 10 3 11 12 58
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 24 3 8 9 36
Risk endogeneity at the lender/investor-of-last-resort 0 0 1 9 1 8 14 67
Systemic Risk Diagnostics 0 0 0 93 0 5 7 219
Systemic risk diagnostics: coincident indicators and early warning signals 0 0 0 149 2 6 13 480
The Information in Systemic Risk Rankings 0 0 0 28 3 9 20 111
The information in systemic risk rankings 0 0 0 41 3 9 11 163
The risk management approach to macro-prudential policy 0 1 1 41 5 11 22 135
Total Working Papers 2 5 14 1,778 61 273 449 5,408
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 0 5 11 62
Bank Business Models at Zero Interest Rates 0 0 0 7 1 6 13 58
Bank business models at negative interest rates 0 0 1 26 5 9 12 86
Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment 0 0 0 5 1 7 9 73
Can EU Bonds Serve as Euro-Denominated Safe Assets? 0 0 1 2 2 6 10 20
Conditional Euro Area Sovereign Default Risk 0 1 1 42 2 8 11 132
Conditional probabilities and contagion measures for euro area sovereign default risk 0 0 1 19 1 4 9 135
Do negative interest rates make banks less safe? 0 0 1 65 0 4 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 1 7 13 141
Dynamic Nonparametric Clustering of Multivariate Panel Data* 0 0 1 1 0 2 10 12
Dynamic clustering of multivariate panel data 0 0 3 6 2 8 23 34
Euro area sovereign bond risk premia before and during the Covid-19 pandemic 1 3 12 20 3 8 28 47
Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme 0 3 11 493 3 13 41 1,160
Global Credit Risk: World, Country and Industry Factors 0 0 2 9 1 7 13 104
Modeling Extreme Events: Time-Varying Extreme Tail Shape 0 0 2 3 2 10 16 24
Modeling Financial Sector Joint Tail Risk in the Euro Area 0 0 0 5 2 8 10 54
Modeling frailty-correlated defaults using many macroeconomic covariates 0 0 0 66 0 7 13 265
New methodologies for systemic risk measurement 0 0 1 7 0 4 9 48
Nowcasting and forecasting global financial sector stress and credit market dislocation 0 0 0 19 2 4 7 101
Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 1 2 45 1 6 12 207
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 7 2 6 9 41
The information in systemic risk rankings 0 0 0 23 0 3 8 106
The safe asset potential of EU-issued bonds 0 1 3 10 7 20 27 46
Unconventional monetary policy operations – to what extent is there an upside for central bank balance sheet risks? 0 0 0 10 0 2 6 40
Total Journal Articles 1 10 44 939 38 164 330 3,203

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

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Statistics updated 2026-03-04