Julia Schaumburg
Julia Schaumburg
Associate Professor, VU University Amsterdam
Bestätigte E-Mail-Adresse bei vu.nl
TitelZitiert vonJahr
Financial network systemic risk contributions
N Hautsch, J Schaumburg, M Schienle
Review of Finance 19 (2), 685-738, 2014
2612014
Forecasting systemic impact in financial networks
N Hautsch, J Schaumburg, M Schienle
International Journal of Forecasting 30 (3), 781-794, 2014
662014
Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models
F Blasques, SJ Koopman, A Lucas, J Schaumburg
Journal of Econometrics 195 (2), 211-223, 2016
532016
Predicting extreme value at risk: Nonparametric quantile regression with refinements from extreme value theory
J Schaumburg
Computational Statistics & Data Analysis 56 (12), 4081-4096, 2012
45*2012
Bank business models at zero interest rates
A Lucas, J Schaumburg, B Schwaab
Journal of Business & Economic Statistics 37 (3), 542-555, 2019
282019
Do negative interest rates make banks less safe?
F Nucera, A Lucas, J Schaumburg, B Schwaab
Economics Letters 159, 112-115, 2017
222017
Accounting for missing values in score-driven time-varying parameter models
A Lucas, A Opschoor, J Schaumburg
Economics Letters 148, 96-98, 2016
52016
Beyond dimension two: A test for higher-order tail risk
C Bormann, J Schaumburg, M Schienle
Journal of Financial Econometrics 14 (3), 552-580, 2015
22015
Do information contagion and business model similarities explain bank credit risk commonalities?
D Wang, I van Lelyveld, J Schaumburg
De Nederlandsche Bank Working Paper, 2018
12018
Dynamic clustering of multivariate panel data
A Lucas, J Schaumburg, B Schwaab
2019
Do information contagion and business model similarities explain bank credit risk commonalities?
IIPP van Lelyveld, J Schaumburg
Tinbergen Institute, 2018
2018
Web Appendix to Dynamic clustering of multivariate panel data
A Lucas, J Schaumburg, B Schwaab
Das System kann den Vorgang jetzt nicht ausführen. Versuchen Sie es später erneut.
Artikel 1–12