Bernd Schwaab
Bernd Schwaab
Research Economist; European Central Bank
Bestätigte E-Mail-Adresse bei ecb.int - Startseite
TitelZitiert vonJahr
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
1852016
Conditional euro area sovereign default risk
A Lucas, B Schwaab, X Zhang
Journal of Business & Economic Statistics 32 (2), 271-284, 2014
136*2014
Conditional euro area sovereign default risk
A Lucas, B Schwaab, X Zhang
Journal of Business & Economic Statistics 32 (2), 271-284, 2014
136*2014
Conditional euro area sovereign default risk
A Lucas, B Schwaab, X Zhang
Journal of Business & Economic Statistics 32 (2), 271-284, 2014
1192014
Modeling frailty-correlated defaults using many macroeconomic covariates
SJ Koopman, A Lucas, B Schwaab
Journal of Econometrics 162 (2), 312-325, 2011
1132011
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
1022014
Assessing asset purchases within the ECB’s securities markets programme
F Eser, B Schwaab
ECB Working Paper, 2013
992013
Systemic risk diagnostics: coincident indicators and early warning signals
B Schwaab, SJ Koopman, A Lucas
ECB Working paper, 2011
752011
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
642012
The information in systemic risk rankings
F Nucera, B Schwaab, SJ Koopman, A Lucas
Journal of Empirical Finance 38, 461-475, 2016
312016
Bank business models at zero interest rates
A Lucas, J Schaumburg, B Schwaab
Journal of Business & Economic Statistics 37 (3), 542-555, 2019
282019
Global credit risk: World, country and industry factors
B Schwaab, SJ Koopman, A Lucas
Journal of Applied Econometrics 32 (2), 296-317, 2017
282017
Conditional probabilities and contagion measures for euro area sovereign default risk
X Zhang, B Schwaab, A Lucas
Tinbergen Institute Discussion Paper, 2011
272011
Do negative interest rates make banks less safe?
F Nucera, A Lucas, J Schaumburg, B Schwaab
Economics Letters 159, 112-115, 2017
242017
Forecasting cross-sections of frailty-correlated default
SJ Koopman, A Lucas, B Schwaab
Available at SSRN 1113047, 2008
222008
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
182017
Macro, industry and frailty effects in defaults: the 2008 credit crisis in perspective
SJ Koopman, A Lucas, B Schwaab
Tinbergen Instituut (TI), 2010
182010
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
152014
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
122018
Nowcasting and forecasting global financial sector stress and credit market dislocation
B Schwaab, SJ Koopman, A Lucas
International Journal of Forecasting 30 (3), 741-758, 2014
122014
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