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Bernd Schwaab
Bernd Schwaab
Research Economist; European Central Bank
Verified email at ecb.int - Homepage
Title
Cited by
Cited by
Year
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
3982016
Conditional euro area sovereign default risk
A Lucas, B Schwaab, X Zhang
Journal of Business & Economic Statistics 32 (2), 271-284, 2014
1952014
Conditional euro area sovereign default risk
A Lucas, B Schwaab, X Zhang
Journal of Business & Economic Statistics 32 (2), 271-284, 2014
1952014
Conditional euro area sovereign default risk
A Lucas, B Schwaab, X Zhang
Journal of Business & Economic Statistics 32 (2), 271-284, 2014
1772014
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
1712014
Modeling frailty-correlated defaults using many macroeconomic covariates
SJ Koopman, A Lucas, B Schwaab
Journal of Econometrics 162 (2), 312-325, 2011
1602011
Assessing asset purchases within the ECB’s securities markets programme
F Eser, B Schwaab
ECB Working Paper, 2013
1412013
Do negative interest rates make banks less safe?
F Nucera, A Lucas, J Schaumburg, B Schwaab
Economics Letters 159, 112-115, 2017
1082017
Systemic risk diagnostics: coincident indicators and early warning signals
B Schwaab, SJ Koopman, A Lucas
ECB Working paper, 2011
912011
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
902012
The information in systemic risk rankings
F Nucera, B Schwaab, SJ Koopman, A Lucas
Journal of Empirical Finance 38, 461-475, 2016
802016
Bank business models at zero interest rates
A Lucas, J Schaumburg, B Schwaab
Journal of Business & Economic Statistics 37 (3), 542-555, 2019
782019
Global credit risk: World, country and industry factors
B Schwaab, SJ Koopman, A Lucas
Journal of Applied Econometrics 32 (2), 296-317, 2017
582017
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
472017
Euro area sovereign bond risk premia during the Covid-19 pandemic
S Corradin, N Grimm, B Schwaab
ECB Working paper, 2021
412021
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
402018
Conditional probabilities and contagion measures for euro area sovereign default risk
X Zhang, B Schwaab, A Lucas
Tinbergen Institute Discussion Paper, 2011
322011
The yield impact of central bank asset purchases: the case of the ECB’s Securities Markets Programme’
F Eser, B Schwaab
ECB, mimeo, 2012
232012
The risk management approach to macro-prudential policy
S Chavleishvili, RF Engle, S Fahr, M Kremer, S Manganelli, B Schwaab
ECB Working Paper, 2021
212021
Forecasting cross-sections of frailty-correlated default
SJ Koopman, A Lucas, B Schwaab
Tinbergen Institute Discussion Paper, 2008
212008
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Articles 1–20