Browsing All of EconStor by Author Schaumburg, Julia

Jump to a point in the index:

Or type in a year:

Showing results 1 to 20 of 29
next >

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

Showing results 1 to 20 of 29
next >