Bernd Schwaab
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- Risk endogeneity at the lender/investor-of-last-resort (RePEc:bis:biswps:766)
by Diego Caballero & André Lucas & Bernd Schwaab & Xin Zhang - Unknown item repec:ecb:ecbdps:202114
- New methodologies for systemic risk measurement (RePEc:ecb:ecbrbu:2011:0012:1)
by Stefano Corradin & Simone Manganelli & Bernd Schwaab - Conditional probabilities and contagion measures for euro area sovereign default risk (RePEc:ecb:ecbrbu:2012:0017:2)
by Bernd Schwaab - Bank business models at negative interest rates (RePEc:ecb:ecbrbu:2017:0040:)
by Schwaab, Bernd - Unconventional monetary policy operations – to what extent is there an upside for central bank balance sheet risks? (RePEc:ecb:ecbrbu:2019:0062:)
by Schwaab, Bernd & Caballero, Diego - A novel risk management perspective for macroprudential policy (RePEc:ecb:ecbrbu:2021:87.1:)
by Chavleishvili, Sulkhan & Fahr, Stephan & Kremer, Manfred & Manganelli, Simone & Schwaab, Bernd - The safe asset potential of EU-issued bonds (RePEc:ecb:ecbrbu:2023:0103:)
by Bletzinger, Tilman & Greif, William & Schwaab, Bernd - Systemic risk diagnostics: coincident indicators and early warning signals (RePEc:ecb:ecbwps:20111327)
by Schwaab, Bernd & Koopman, Siem Jan & Lucas, André - Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008 (RePEc:ecb:ecbwps:20121459)
by Schwaab, Bernd & Koopman, Siem Jan & Lucas, André - Assessing asset purchases within the ECB’s securities markets programme (RePEc:ecb:ecbwps:20131587)
by Schwaab, Bernd & Eser, Fabian - Conditional and joint credit risk (RePEc:ecb:ecbwps:20131621)
by Schwaab, Bernd & Lucas, André & Zhang, Xin - Observation driven mixed-measurement dynamic factor models with an application to credit risk (RePEc:ecb:ecbwps:20131626)
by Schwaab, Bernd & Koopman, Siem Jan & Lucas, André & Creal, Drew - Modeling financial sector joint tail risk in the euro area (RePEc:ecb:ecbwps:20151837)
by Schwaab, Bernd & Lucas, André & Zhang, Xin - The information in systemic risk rankings (RePEc:ecb:ecbwps:20161875)
by Schwaab, Bernd & Koopman, Siem Jan & Lucas, André & Nucera, Federico - Global credit risk: world country and industry factors (RePEc:ecb:ecbwps:20161922)
by Schwaab, Bernd & Koopman, Siem Jan & Lucas, André - 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 - Bank to sovereign risk spillovers across borders: evidence from the ECB’s Comprehensive Assessment (RePEc:ecb:ecbwps:20182193)
by Breckenfelder, Johannes & Schwaab, Bernd - Risk endogeneity at the lender/investor-of-last-resort (RePEc:ecb:ecbwps:20192225)
by Caballero, Diego & Lucas, André & Schwaab, Bernd & Zhang, Xin - Modeling extreme events: time-varying extreme tail shape (RePEc:ecb:ecbwps:20212524)
by Schwaab, Bernd & Zhang, Xin & Lucas, André - A risk management perspective on macroprudential policy (RePEc:ecb:ecbwps:20212556)
by Chavleishvili, Sulkhan & Fahr, Stephan & Kremer, Manfred & Manganelli, Simone & Schwaab, Bernd - Euro area sovereign bond risk premia during the Covid-19 pandemic (RePEc:ecb:ecbwps:20212561)
by Corradin, Stefano & Grimm, Niklas & Schwaab, Bernd - The risk management approach to macro-prudential policy (RePEc:ecb:ecbwps:20212565)
by Chavleishvili, Sulkhan & Engle, Robert F. & Fahr, Stephan & Kremer, Manfred & Manganelli, Simone & Schwaab, Bernd - Dynamic clustering of multivariate panel data (RePEc:ecb:ecbwps:20212577)
by Joao, Igor Custodio & Lucas, André & Schaumburg, Julia & Schwaab, Bernd - Can EU bonds serve as euro-denominated safe assets? (RePEc:ecb:ecbwps:20222712)
by Bletzinger, Tilman & Greif, William & Schwaab, Bernd - Dynamic nonparametric clustering of multivariate panel data (RePEc:ecb:ecbwps:20232780)
by Joao, Igor Custodio & Lucas, André & Schaumburg, Julia & Schwaab, Bernd - 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 - Modeling frailty-correlated defaults using many macroeconomic covariates (RePEc:eee:econom:v:162:y:2011:i:2:p:312-325)
by Koopman, Siem Jan & Lucas, André & Schwaab, Bernd - Dynamic clustering of multivariate panel data (RePEc:eee:econom:v:237:y:2023:i:2:s0304407622000689)
by Custodio João, Igor & Lucas, André & Schaumburg, Julia & Schwaab, Bernd - Euro area sovereign bond risk premia before and during the Covid-19 pandemic (RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000314)
by Corradin, Stefano & Schwaab, Bernd - The information in systemic risk rankings (RePEc:eee:empfin:v:38:y:2016:i:pa:p:461-475)
by Nucera, Federico & Schwaab, Bernd & Koopman, Siem Jan & Lucas, André - Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment (RePEc:eee:empfin:v:49:y:2018:i:c:p:247-262)
by Breckenfelder, Johannes & Schwaab, Bernd - Nowcasting and forecasting global financial sector stress and credit market dislocation (RePEc:eee:intfor:v:30:y:2014:i:3:p:741-758)
by Schwaab, Bernd & Koopman, Siem Jan & Lucas, André - Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme (RePEc:eee:jfinec:v:119:y:2016:i:1:p:147-167)
by Eser, Fabian & Schwaab, Bernd - Risk endogeneity at the lender/investor-of-last-resort (RePEc:eee:moneco:v:116:y:2020:i:c:p:283-297)
by Caballero, Diego & Lucas, André & Schwaab, Bernd & Zhang, Xin - Can EU Bonds Serve as Euro-Denominated Safe Assets? (RePEc:gam:jjrfmx:v:15:y:2022:i:11:p:530-:d:972151)
by Tilman Bletzinger & William Greif & Bernd Schwaab - Conditional euro area sovereign default risk (RePEc:hhs:rbnkwp:0269)
by Lucas, André & Schwaab, Bernd & Zhang, Xin - Modeling financial sector joint tail risk in the euro area (RePEc:hhs:rbnkwp:0308)
by Lucas, André & Schwaab, Bernd & Zhang, Xin - Risk endogeneity at the lender/investor-of-last-resort (RePEc:hhs:rbnkwp:0382)
by Caballero, Diego & Lucas, Andr e & Schwaab, Bernd & Zhang, Xin - Modeling extreme events:time-varying extreme tail shape (RePEc:hhs:rbnkwp:0399)
by Schwaab, Bernd & Zhang, Xin & Lucas, André & D’Innocenzo, Enzo - Dynamic Nonparametric Clustering of Multivariate Panel Data (RePEc:oup:jfinec:v:22:y:2024:i:2:p:335-374.)
by Igor Custodio João & Julia Schaumburg & André Lucas & Bernd Schwaab - Discussion of Bank Funding and Financial Stability (RePEc:rba:rbaacv:acv2013-16)
by Bernd Schwaab - Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 (RePEc:taf:jnlbes:v:30:y:2012:i:4:p:521-532)
by Siem Jan Koopman & André Lucas & Bernd Schwaab - Conditional Euro Area Sovereign Default Risk (RePEc:taf:jnlbes:v:32:y:2014:i:2:p:271-284)
by André Lucas & Bernd Schwaab & Xin Zhang - 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 - Modeling Extreme Events: Time-Varying Extreme Tail Shape (RePEc:taf:jnlbes:v:42:y:2024:i:3:p:903-917)
by Enzo D’Innocenzo & André Lucas & Bernd Schwaab & Xin Zhang - Forecasting Cross-Sections of Frailty-Correlated Default (RePEc:tin:wpaper:20080029)
by Siem Jan Koopman & André Lucas & Bernd Schwaab - Macro, Industry and Frailty Effects in Defaults: The 2008 Credit Crisis in Perspective (RePEc:tin:wpaper:20100004)
by Siem Jan Koopman & Andre Lucas & Bernd Schwaab - Systemic Risk Diagnostics (RePEc:tin:wpaper:20100104)
by Bernd Schwaab & Andre Lucas & Siem Jan Koopman - Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk (RePEc:tin:wpaper:20110042)
by Drew Creal & Bernd Schwaab & Siem Jan Koopman & Andre Lucas - Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk (RePEc:tin:wpaper:20110176)
by Xin Zhang & Bernd Schwaab & Andre Lucas - Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics (RePEc:tin:wpaper:20130063)
by Andre Lucas & Bernd Schwaab & Xin Zhang - A Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions: An Empirical Study of Non-standard Monetary Policy in the Euro Area (RePEc:tin:wpaper:20140071)
by Geert Mesters & Bernd Schwaab & Siem Jan Koopman - Global Credit Risk: World, Country and Industry Factors (RePEc:tin:wpaper:20150029)
by Bernd Schwaab & Siem Jan Koopman & André Lucas - The Information in Systemic Risk Rankings (RePEc:tin:wpaper:20150070)
by Federico Nucera & Bernd Schwaab & Siem Jan Koopman & André Lucas - Bank Business Models at Zero Interest Rates (RePEc:tin:wpaper:20160066)
by Andre Lucas & Julia Schaumburg & Bernd Schwaab - Do Negative Interest Rates Make Banks Less Safe? (RePEc:tin:wpaper:20170041)
by Federico Nucera & Andre Lucas & Julia Schaumburg & Bernd Schwaab - Dynamic clustering of multivariate panel data (RePEc:tin:wpaper:20200009)
by André Lucas & Julia Schaumburg & Bernd Schwaab - Modeling extreme events: time-varying extreme tail shape (RePEc:tin:wpaper:20200076)
by Bernd Schwaab & Xin Zhang & Andre Lucas - Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk (RePEc:tpr:restat:v:96:y:2014:i:5:p:898-915)
by Drew Creal & Bernd Schwaab & Siem Jan Koopman & Andr� Lucas - Modeling Financial Sector Joint Tail Risk in the Euro Area (RePEc:wly:japmet:v:32:y:2017:i:1:p:171-191)
by André Lucas & Bernd Schwaab & Xin Zhang - Global Credit Risk: World, Country and Industry Factors (RePEc:wly:japmet:v:32:y:2017:i:2:p:296-317)
by Bernd Schwaab & Siem Jan Koopman & André Lucas