Bernd Schwaab
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 Journal of Business and Economic Statistics | 2025-01-20 | Paper |
| Conditional Euro Area Sovereign Default Risk Journal of Business and Economic Statistics | 2025-01-20 | Paper |
| Bank Business Models at Zero Interest Rates Journal of Business and Economic Statistics | 2024-11-08 | Paper |
| Modeling Extreme Events: Time-Varying Extreme Tail Shape Journal of Business and Economic Statistics | 2024-10-28 | Paper |
| Dynamic clustering of multivariate panel data Journal of Econometrics | 2023-11-17 | Paper |
| Do negative interest rates make banks less safe? Economics Letters | 2018-09-20 | Paper |
| Modeling frailty-correlated defaults using many macroeconomic covariates Journal of Econometrics | 2016-08-12 | Paper |
Research outcomes over time
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