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 1 1 1 78 2 7 25 212
A risk management perspective on macroprudential policy 1 1 1 21 1 7 21 73
Assessing asset purchases within the ECB’s securities markets programme 0 0 0 206 0 2 21 664
Bank Business Models at Zero Interest Rates 0 0 0 40 0 5 11 93
Bank business models at zero interest rates 0 0 0 36 2 5 13 97
Bank to sovereign risk spillovers across borders: evidence from the ECB’s Comprehensive Assessment 0 1 1 24 0 5 18 89
Can EU bonds serve as euro-denominated safe assets? 0 1 1 21 0 6 28 83
Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk 0 0 1 80 0 1 16 256
Conditional and joint credit risk 0 0 1 24 1 4 11 97
Conditional euro area sovereign default risk 0 0 1 57 0 5 14 128
Do Negative Interest Rates Make Banks Less Safe? 0 0 0 37 1 1 5 65
Do negative interest rates make banks less safe? 0 0 0 41 0 1 18 218
Dynamic clustering of multivariate panel data 0 0 0 6 1 2 19 44
Dynamic clustering of multivariate panel data 0 0 0 80 0 2 9 137
Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008 0 0 0 57 1 2 15 181
Dynamic nonparametric clustering of multivariate panel data 0 0 0 22 1 6 14 37
Euro area sovereign bond risk premia during the Covid-19 pandemic 0 1 2 46 0 4 28 150
Forecasting Cross-Sections of Frailty-Correlated Default 0 0 0 73 0 0 10 285
Global Credit Risk: World, Country and Industry Factors 0 0 0 26 0 1 10 155
Global credit risk: world country and industry factors 0 0 0 32 1 5 13 121
Macro, Industry and Frailty Effects in Defaults: The 2008 Credit Crisis in Perspective 0 0 0 57 0 2 12 175
Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics 0 0 0 103 1 4 14 205
Modeling extreme events: time-varying extreme tail shape 0 0 2 29 1 8 22 95
Modeling extreme events: time-varying extreme tail shape 0 0 0 22 0 2 15 81
Modeling extreme events:time-varying extreme tail shape 0 0 0 9 1 8 16 30
Modeling financial sector joint tail risk in the euro area 0 0 0 36 0 2 13 78
Modeling financial sector joint tail risk in the euro area 0 0 0 18 0 1 11 84
Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 0 57 1 2 9 165
Observation driven mixed-measurement dynamic factor models with an application to credit risk 0 0 1 50 1 3 13 176
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 10 0 3 15 61
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 24 0 3 12 39
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 9 0 2 17 72
Systemic Risk Diagnostics 0 0 0 93 0 1 9 221
Systemic risk diagnostics: coincident indicators and early warning signals 0 0 0 149 0 2 15 483
The Information in Systemic Risk Rankings 0 0 0 28 0 0 18 111
The information in systemic risk rankings 0 0 0 41 0 3 13 166
The risk management approach to macro-prudential policy 0 1 2 42 1 4 24 140
Total Working Papers 2 6 14 1,784 17 121 567 5,567
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 3 13 66
Bank Business Models at Zero Interest Rates 0 1 1 8 0 2 14 60
Bank business models at negative interest rates 0 0 1 26 0 5 16 91
Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment 0 0 0 5 1 6 15 79
Can EU Bonds Serve as Euro-Denominated Safe Assets? 0 0 0 2 0 2 11 23
Conditional Euro Area Sovereign Default Risk 0 0 1 42 1 5 17 138
Conditional probabilities and contagion measures for euro area sovereign default risk 0 0 1 19 0 4 14 141
Do negative interest rates make banks less safe? 0 0 0 65 0 2 11 209
Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 0 0 1 31 0 4 15 145
Dynamic Nonparametric Clustering of Multivariate Panel Data* 0 1 2 2 0 4 11 17
Dynamic clustering of multivariate panel data 0 1 3 7 0 7 25 42
Euro area sovereign bond risk premia before and during the Covid-19 pandemic 1 2 11 22 1 9 34 59
Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme 1 3 12 496 2 8 40 1,169
Global Credit Risk: World, Country and Industry Factors 0 0 1 9 0 3 18 110
Modeling Extreme Events: Time-Varying Extreme Tail Shape 1 1 2 4 2 7 20 31
Modeling Financial Sector Joint Tail Risk in the Euro Area 0 0 0 5 0 2 12 57
Modeling frailty-correlated defaults using many macroeconomic covariates 0 0 0 66 0 3 17 270
New methodologies for systemic risk measurement 0 0 0 7 0 3 11 51
Nowcasting and forecasting global financial sector stress and credit market dislocation 0 0 0 19 0 3 10 104
Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 1 2 46 1 5 17 214
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 7 3 6 14 47
The information in systemic risk rankings 0 0 0 23 0 2 8 108
The safe asset potential of EU-issued bonds 0 0 2 10 0 3 31 54
Unconventional monetary policy operations – to what extent is there an upside for central bank balance sheet risks? 0 0 0 10 0 1 5 41
Total Journal Articles 3 10 41 949 11 99 399 3,326

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 7 66
Total Chapters 0 0 0 11 0 2 7 66

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Statistics updated 2026-07-10