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!

PublicationDate of PublicationType
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
2025-01-20Paper
Conditional Euro Area Sovereign Default Risk
Journal of Business and Economic Statistics
2025-01-20Paper
Bank Business Models at Zero Interest Rates
Journal of Business and Economic Statistics
2024-11-08Paper
Modeling Extreme Events: Time-Varying Extreme Tail Shape
Journal of Business and Economic Statistics
2024-10-28Paper
Dynamic clustering of multivariate panel data
Journal of Econometrics
2023-11-17Paper
Do negative interest rates make banks less safe?
Economics Letters
2018-09-20Paper
Modeling frailty-correlated defaults using many macroeconomic covariates
Journal of Econometrics
2016-08-12Paper


Research outcomes over time


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