Bernd Schwaab

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
Macro-prudential policy under asymmetric risks: a Bayesian structural quantile VAR approach Journal of Econometrics	2026-07-14	Paper
Joint Extreme Value-at-Risk and Expected Shortfall Dynamics with a Single Integrated Tail Shape Parameter Journal of Business and Economic Statistics	2026-01-01	Paper
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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