Julia Schaumburg
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Julia |
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Schaumburg |
Identifer
Contact
Affiliations
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Vrije Universiteit Amsterdam
/ School of Business and Economics
Research profile
author of:
- Networking the Yield Curve: Implications for Monetary Policy (RePEc:bca:bocawp:21-4)
by Tatjana Dahlhaus & Julia Schaumburg & Tatevik Sekhposyan - Bank business models at zero interest rates (RePEc:ecb:ecbwps:20172084)
by Lucas, André & Schaumburg, Julia & Schwaab, Bernd - Do negative interest rates make banks less safe? (RePEc:ecb:ecbwps:20172098)
by Nucera, Federico & Lucas, André & Schaumburg, Julia & Schwaab, Bernd - Networking the yield curve: implications for monetary policy (RePEc:ecb:ecbwps:20212532)
by Dalhaus, Tatjana & Schaumburg, Julia & Sekhposyan, Tatevik - Predicting extreme value at risk: Nonparametric quantile regression with refinements from extreme value theory (RePEc:eee:csdana:v:56:y:2012:i:12:p:4081-4096)
by Schaumburg, Julia - Accounting for missing values in score-driven time-varying parameter models (RePEc:eee:ecolet:v:148:y:2016:i:c:p:96-98)
by Lucas, André & Opschoor, Anne & Schaumburg, Julia - Do negative interest rates make banks less safe? (RePEc:eee:ecolet:v:159:y:2017:i:c:p:112-115)
by Nucera, Federico & Lucas, André & Schaumburg, Julia & Schwaab, Bernd - Spillover dynamics for systemic risk measurement using spatial financial time series models (RePEc:eee:econom:v:195:y:2016:i:2:p:211-223)
by Blasques, Francisco & Koopman, Siem Jan & Lucas, Andre & Schaumburg, Julia - Forecasting systemic impact in financial networks (RePEc:eee:intfor:v:30:y:2014:i:3:p:781-794)
by Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie - Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory (RePEc:hum:wpaper:sfb649dp2010-009)
by Julia Schaumburg - Financial Network Systemic Risk Contributions (RePEc:hum:wpaper:sfb649dp2011-072)
by Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle - Financial Network Systemic Risk Contributions (RePEc:hum:wpaper:sfb649dp2012-053)
by Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle - Forecasting systemic impact in financial networks (RePEc:hum:wpaper:sfb649dp2013-008)
by Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle - Beyond dimension two: A test for higher-order tail risk (RePEc:hum:wpaper:sfb649dp2014-042)
by Carsten Bormann & Melanie Schienle & Julia Schaumburg - Beyond Dimension two: A Test for Higher-Order Tail Risk (RePEc:oup:jfinec:v:14:y:2016:i:3:p:552-580.)
by Carsten Bormann & Julia Schaumburg & Melanie Schienle - Financial Network Systemic Risk Contributions (RePEc:oup:revfin:v:19:y:2015:i:2:p:685-738.)
by Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle - Do information contagion and business model similarities explain bank credit risk commonalities? (RePEc:srk:srkwps:201994)
by Wang, Dieter & van Lelyveld, Iman & Schaumburg, Julia - Bank Business Models at Zero Interest Rates (RePEc:taf:jnlbes:v:37:y:2019:i:3:p:542-555)
by André Lucas & Julia Schaumburg & Bernd Schwaab - A Test for the Portion of Bivariate Dependence in Multivariate Tail Risk (RePEc:tin:wpaper:20140024)
by Carsten Bormann & Melanie Schienle & Julia Schaumburg - Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models (RePEc:tin:wpaper:20140107)
by Francisco Blasques & Siem Jan Koopman & Andre Lucas & Julia Schaumburg - Bank Business Models at Zero Interest Rates (RePEc:tin:wpaper:20160066)
by Andre Lucas & Julia Schaumburg & Bernd Schwaab - Accounting for Missing Values in Score-Driven Time-Varying Parameter Models (RePEc:tin:wpaper:20160067)
by Andre Lucas & Anne Opschoor & Julia Schaumburg - Do Negative Interest Rates Make Banks Less Safe? (RePEc:tin:wpaper:20170041)
by Federico Nucera & Andre Lucas & Julia Schaumburg & Bernd Schwaab - Do information contagion and business model similarities explain bank credit risk commonalities? (RePEc:tin:wpaper:20180100)
by Name 1 Dieter Wang Email 1 & Iman (I.P.P.) van Lelyveld & Julia (J.) Schaumburg - Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe (RePEc:tin:wpaper:20200008)
by Hannes Boehm & Julia Schaumburg & Lena Tonzer - Dynamic clustering of multivariate panel data (RePEc:tin:wpaper:20200009)
by André Lucas & Julia Schaumburg & Bernd Schwaab - Smooth marginalized particle filters for dynamic network effect models (RePEc:tin:wpaper:20200023)
by Dieter Wang & Julia Schaumburg - Joint Modelling and Estimation of Global and Local Cross-Sectional Dependence in Large Panels (RePEc:tin:wpaper:20210008)
by Siem Jan Koopman & Julia Schaumburg & Quint Wiersma - Clustering Dynamics and Persistence for Financial Multivariate Panel Data (RePEc:tin:wpaper:20210040)
by Igor Custodio João & Andre Lucas & Julia Schaumburg - Vector Autoregressions with Dynamic Factor Coefficients and Conditionally Heteroskedastic Errors (RePEc:tin:wpaper:20210056)
by Paolo Gorgi & Siem Jan Koopman & Julia Schaumburg - Financial network systemic risk contributions (RePEc:zbw:cfswop:201320)
by Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie - Financial linkages and sectoral business cycle synchronisation: Evidence from Europe (RePEc:zbw:iwhdps:22020)
by Böhm, Hannes & Schaumburg, Julia & Tonzer, Lena - Beyond dimension two: A test for higher-order tail risk (RePEc:zbw:kitwps:80)
by Bormann, Carsten & Schaumburg, Julia & Schienle, Melanie - Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory (RePEc:zbw:sfb649:sfb649dp2010-009)
by Schaumburg, Julia - Financial network systemic risk contributions (RePEc:zbw:sfb649:sfb649dp2011-072)
by Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie - Financial network systemic risk contributions (RePEc:zbw:sfb649:sfb649dp2012-053)
by Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie - Forecasting systemic impact in financial networks (RePEc:zbw:sfb649:sfb649dp2013-008)
by Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie - Beyond dimension two: A test for higher-order tail risk (RePEc:zbw:sfb649:sfb649dp2014-042)
by Bormann, Carsten & Schienle, Melanie & Schaumburg, Julia - Spillover dynamics for systemic risk measurement using spatial financial time series models (RePEc:zbw:vfsc14:100632)
by Blasques, Francisco & Koopman, Siem Jan & Lucas, Andre & Schaumburg, Julia