| Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳ s Securities Markets Programme F Eser, B Schwaab Journal of Financial Economics 119 (1), 147-167, 2016 | 355 | 2016 |
| Conditional euro area sovereign default risk A Lucas, B Schwaab, X Zhang Journal of Business & Economic Statistics 32 (2), 271-284, 2014 | 188* | 2014 |
| Conditional euro area sovereign default risk A Lucas, B Schwaab, X Zhang Journal of Business & Economic Statistics 32 (2), 271-284, 2014 | 188* | 2014 |
| Conditional euro area sovereign default risk A Lucas, B Schwaab, X Zhang Journal of Business & Economic Statistics 32 (2), 271-284, 2014 | 170 | 2014 |
| Observation-driven mixed-measurement dynamic factor models with an application to credit risk D Creal, B Schwaab, SJ Koopman, A Lucas Review of Economics and Statistics 96 (5), 898-915, 2014 | 159 | 2014 |
| Modeling frailty-correlated defaults using many macroeconomic covariates SJ Koopman, A Lucas, B Schwaab Journal of Econometrics 162 (2), 312-325, 2011 | 155 | 2011 |
| Assessing asset purchases within the ECB’s securities markets programme F Eser, B Schwaab ECB Working Paper, 2013 | 134 | 2013 |
| Do negative interest rates make banks less safe? F Nucera, A Lucas, J Schaumburg, B Schwaab Economics Letters 159, 112-115, 2017 | 103 | 2017 |
| Systemic risk diagnostics: coincident indicators and early warning signals B Schwaab, SJ Koopman, A Lucas ECB Working paper, 2011 | 87 | 2011 |
| Dynamic factor models with macro, frailty, and industry effects for US default counts: the credit crisis of 2008 SJ Koopman, A Lucas, B Schwaab Journal of Business & Economic Statistics 30 (4), 521-532, 2012 | 86 | 2012 |
| The information in systemic risk rankings F Nucera, B Schwaab, SJ Koopman, A Lucas Journal of Empirical Finance 38, 461-475, 2016 | 74 | 2016 |
| Bank business models at zero interest rates A Lucas, J Schaumburg, B Schwaab Journal of Business & Economic Statistics 37 (3), 542-555, 2019 | 72 | 2019 |
| Global credit risk: World, country and industry factors B Schwaab, SJ Koopman, A Lucas Journal of Applied Econometrics 32 (2), 296-317, 2017 | 53 | 2017 |
| Modeling financial sector joint tail risk in the euro area A Lucas, B Schwaab, X Zhang Journal of Applied Econometrics 32 (1), 171-191, 2017 | 43 | 2017 |
| Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment J Breckenfelder, B Schwaab Journal of Empirical Finance 49, 247-262, 2018 | 37 | 2018 |
| Conditional probabilities and contagion measures for euro area sovereign default risk X Zhang, B Schwaab, A Lucas Tinbergen Institute Discussion Paper, 2011 | 31 | 2011 |
| Euro area sovereign bond risk premia during the Covid-19 pandemic S Corradin, N Grimm, B Schwaab ECB Working paper, 2021 | 28 | 2021 |
| Forecasting cross-sections of frailty-correlated default SJ Koopman, A Lucas, B Schwaab Tinbergen Institute Discussion Paper, 2008 | 21 | 2008 |
| A dynamic yield curve model with stochastic volatility and non-Gaussian interactions: an empirical study of non-standard monetary policy in the euro area G Mesters, B Schwaab, SJ Koopman Tinbergen Institute Discussion Paper 14-071/III, 2014 | 17 | 2014 |
| Macro, industry and frailty effects in defaults: the 2008 credit crisis in perspective SJ Koopman, A Lucas, B Schwaab Tinbergen Institute Discussion Paper, 2010 | 17 | 2010 |
