Browsing All of EconStor by Author Schaumburg, Julia


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Year of PublicationTitleAuthor(s)
2010Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theorySchaumburg, Julia
2011Financial network systemic risk contributionsHautsch, Nikolaus; Schaumburg, Julia; Schienle, Melanie
2012Financial network systemic risk contributionsHautsch, Nikolaus; Schaumburg, Julia; Schienle, Melanie
2013Financial network systemic risk contributionsHautsch, Nikolaus; Schaumburg, Julia; Schienle, Melanie
2013Forecasting systemic impact in financial networksHautsch, Nikolaus; Schaumburg, Julia; Schienle, Melanie
2014A Test for the Portion of Bivariate Dependence in Multivariate Tail RiskBormann, Carsten; Schienle, Melanie; Schaumburg, Julia
2014Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series ModelsBlasques, Francisco; Koopman, Siem Jan; Lucas, Andre; Schaumburg, Julia
2014Spillover dynamics for systemic risk measurement using spatial financial time series modelsBlasques, Francisco; Koopman, Siem Jan; Lucas, Andre; Schaumburg, Julia
2014Beyond dimension two: A test for higher-order tail riskBormann, Carsten; Schienle, Melanie; Schaumburg, Julia
2016Beyond dimension two: A test for higher-order tail riskBormann, Carsten; Schaumburg, Julia; Schienle, Melanie
2016Accounting for Missing Values in Score-Driven Time-Varying Parameter ModelsLucas, Andre; Opschoor, Anne; Schaumburg, Julia
2016Bank Business Models at Zero Interest RatesLucas, Andre; Schaumburg, Julia; Schwaab, Bernd
2017Do negative interest rates make banks less safe?Nucera, Federico; Lucas, Andre; Schaumburg, Julia; Schwaab, Bernd
2017Bank business models at zero interest ratesLucas, André; Schaumburg, Julia; Schwaab, Bernd
2017Do Negative Interest Rates Make Banks Less Safe?Nucera, Federico; Lucas, Andre; Schaumburg, Julia; Schwaab, Bernd
2018Do information contagion and business model similarities explain bank credit risk commonalities?Wang, Dieter; van Lelyveld, Iman; Schaumburg, Julia
2019Do information contagion and business model similarities explain bank credit risk commonalities?Wang, Dieter; van Lelyveld, Iman; Schaumburg, Julia
2020Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from EuropeBoehm, Hannes; Schaumburg, Julia; Tonzer, Lena
2020Dynamic clustering of multivariate panel dataLucas, André; Schaumburg, Julia; Schwaab, Bernd
2020Financial linkages and sectoral business cycle synchronisation: Evidence from EuropeBöhm, Hannes; Schaumburg, Julia; Tonzer, Lena