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 1 2 4 190
A risk management perspective on macroprudential policy 0 0 0 20 2 3 4 56
Assessing asset purchases within the ECB’s securities markets programme 0 0 0 206 7 10 15 653
Bank Business Models at Zero Interest Rates 0 0 0 40 3 3 3 85
Bank business models at zero interest rates 0 0 1 36 4 4 7 88
Bank to sovereign risk spillovers across borders: evidence from the ECB’s Comprehensive Assessment 0 0 1 23 0 0 3 72
Can EU bonds serve as euro-denominated safe assets? 0 0 0 20 3 5 13 61
Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk 0 0 0 79 0 1 2 242
Conditional and joint credit risk 0 0 0 23 0 2 2 88
Conditional euro area sovereign default risk 1 1 1 57 4 5 6 119
Do Negative Interest Rates Make Banks Less Safe? 0 0 0 37 0 1 2 61
Do negative interest rates make banks less safe? 0 0 0 41 3 4 4 204
Dynamic clustering of multivariate panel data 0 0 0 80 1 1 2 130
Dynamic clustering of multivariate panel data 0 0 0 6 2 4 7 30
Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008 0 0 1 57 3 4 8 170
Dynamic nonparametric clustering of multivariate panel data 0 0 0 22 1 3 3 26
Euro area sovereign bond risk premia during the Covid-19 pandemic 1 1 3 45 5 6 15 129
Forecasting Cross-Sections of Frailty-Correlated Default 0 0 0 73 2 3 4 278
Global Credit Risk: World, Country and Industry Factors 0 0 0 26 1 2 2 147
Global credit risk: world country and industry factors 0 0 0 32 0 3 5 111
Macro, Industry and Frailty Effects in Defaults: The 2008 Credit Crisis in Perspective 0 0 0 57 1 1 4 164
Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics 0 0 0 103 1 5 5 196
Modeling extreme events: time-varying extreme tail shape 0 0 0 22 2 4 5 70
Modeling extreme events: time-varying extreme tail shape 0 0 1 28 1 4 6 79
Modeling extreme events:time-varying extreme tail shape 0 0 0 9 0 3 3 17
Modeling financial sector joint tail risk in the euro area 0 0 0 18 1 2 3 75
Modeling financial sector joint tail risk in the euro area 0 0 0 36 1 1 2 67
Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 0 57 1 2 2 158
Observation driven mixed-measurement dynamic factor models with an application to credit risk 0 0 1 49 1 3 8 167
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 10 1 1 2 47
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 24 1 1 1 28
Risk endogeneity at the lender/investor-of-last-resort 0 0 1 9 3 4 6 59
Systemic Risk Diagnostics 0 0 0 93 1 2 3 214
Systemic risk diagnostics: coincident indicators and early warning signals 0 0 1 149 1 6 8 474
The Information in Systemic Risk Rankings 0 0 0 28 4 6 11 102
The information in systemic risk rankings 0 0 1 41 1 1 5 154
The risk management approach to macro-prudential policy 0 0 1 40 2 8 14 124
Total Working Papers 2 2 13 1,773 65 120 199 5,135
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 2 8 57
Bank Business Models at Zero Interest Rates 0 0 0 7 2 5 9 52
Bank business models at negative interest rates 0 0 3 26 1 1 6 77
Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment 0 0 0 5 2 2 3 66
Can EU Bonds Serve as Euro-Denominated Safe Assets? 0 0 1 2 2 2 4 14
Conditional Euro Area Sovereign Default Risk 0 0 0 41 2 2 3 124
Conditional probabilities and contagion measures for euro area sovereign default risk 1 1 1 19 1 2 6 131
Do negative interest rates make banks less safe? 0 0 1 65 2 4 6 203
Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 0 0 0 30 2 3 6 134
Dynamic Nonparametric Clustering of Multivariate Panel Data* 0 1 1 1 1 3 8 10
Dynamic clustering of multivariate panel data 1 2 4 6 2 6 16 26
Euro area sovereign bond risk premia before and during the Covid-19 pandemic 2 4 15 17 3 11 26 39
Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme 2 5 11 490 6 12 35 1,147
Global Credit Risk: World, Country and Industry Factors 1 1 2 9 3 3 6 97
Modeling Extreme Events: Time-Varying Extreme Tail Shape 0 0 2 3 0 0 10 14
Modeling Financial Sector Joint Tail Risk in the Euro Area 0 0 0 5 0 0 3 46
Modeling frailty-correlated defaults using many macroeconomic covariates 0 0 0 66 5 5 6 258
New methodologies for systemic risk measurement 0 0 1 7 4 4 6 44
Nowcasting and forecasting global financial sector stress and credit market dislocation 0 0 0 19 2 2 5 97
Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 1 44 2 3 8 201
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 2 3 7 103
The safe asset potential of EU-issued bonds 0 1 4 9 0 3 10 26
Unconventional monetary policy operations – to what extent is there an upside for central bank balance sheet risks? 0 0 0 10 1 2 4 38
Total Journal Articles 7 16 49 929 46 81 204 3,039

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 1 2 61
Total Chapters 0 0 0 11 0 1 2 61

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Statistics updated 2025-12-06