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Browsing All of EconStor by Author Schwaab, Bernd


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Year of PublicationTitleAuthor(s)
2008Forecasting Cross-Sections of Frailty-Correlated DefaultKoopman, Siem Jan; Lucas, André; Schwaab, Bernd
2010Macro, Industry and Frailty Effects in Defaults: The 2008 Credit Crisis in PerspectiveKoopman, Siem Jan; Lucas, Andre; Schwaab, Bernd
2010Systemic Risk DiagnosticsSchwaab, Bernd; Lucas, Andre; Koopman, Siem Jan
2011Systemic risk diagnostics: coincident indicators and early warning signalsSchwaab, Bernd; Koopman, Siem Jan; Lucas, André
2011Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit RiskCreal, Drew; Schwaab, Bernd; Koopman, Siem Jan; Lucas, Andre
2011Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default RiskZhang, Xin; Schwaab, Bernd; Lucas, Andre
2012Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008Koopman, Siem Jan; Lucas, André; Schwaab, Bernd
2013Assessing asset purchases within the ECB’s securities markets programmeEser, Fabian; Schwaab, Bernd
2013Conditional euro area sovereign default riskLucas, André; Schwaab, Bernd; Zhang, Xin
2013Conditional and joint credit riskLucas, André; Schwaab, Bernd; Zhang, Xin
2013Measuring Credit Risk in a Large Banking System: Econometric Modeling and EmpiricsLucas, Andre; Schwaab, Bernd; Zhang, Xin
2013Observation driven mixed-measurement dynamic factor models with an application to credit riskCreal, Drew; Schwaab, Bernd; Koopman, Siem Jan; Lucas, André
2014A Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions: An Empirical Study of Non-standard Monetary Policy in the Euro AreaMesters, Geert; Schwaab, Bernd; Koopman, Siem Jan
2015The Information in Systemic Risk RankingsNucera, Federico; Schwaab, Bernd; Koopman, Siem Jan; Lucas, André
2015Modeling financial sector joint tail risk in the euro areaLucas, André; Schwaab, Bernd; Zhang, Xin
2015Global Credit Risk: World, Country and Industry FactorsSchwaab, Bernd; Koopman, Siem Jan; Lucas, André
2015Modeling financial sector joint tail risk in the euro areaLucas, André; Schwaab, Bernd; Zhang, Xin
2016Global credit risk: world country and industry factorsSchwaab, Bernd; Koopman, Siem Jan; Lucas, André
2016The information in systemic risk rankingsNucera, Federico; Schwaab, Bernd; Koopman, Siem Jan; Lucas, André
2016Bank Business Models at Zero Interest RatesLucas, Andre; Schaumburg, Julia; Schwaab, Bernd
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