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Bernd Schwaab · Study
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Author
Bernd Schwaab
13 works
· latest 2021
· 1 institutions
cluster: provisional
ORCID 0000-0003-4283-5228
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Citations
1,193
Works here
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Most cited in this library
Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme
2015 · 316 citations
Conditional Euro Area Sovereign Default Risk
2013 · 167 citations
Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk
2011 · 130 citations
Modeling frailty-correlated defaults using many macroeconomic covariates
2011 · 113 citations
Do negative interest rates make banks less safe?
2017 · 72 citations
Works
13 shown
Euro Area Sovereign Bond Risk Premia During the COVID-19 Pandemic
SSRN Electronic Journal
·
2021
·
3 authors
·
preprint
·
Open access
35
citations
Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment
Journal of Empirical Finance
·
2018
·
2 authors
·
Open access
35
citations
Do negative interest rates make banks less safe?
Economics Letters
·
2017
·
4 authors
·
Open access
72
citations
Global Credit Risk: World, Country and Industry Factors
Journal of Applied Econometrics
·
2016
·
3 authors
·
Open access
38
citations
Modeling Financial Sector Joint Tail Risk in the Euro Area
Journal of Applied Econometrics
·
2016
·
3 authors
·
Open access
41
citations
The information in systemic risk rankings
Journal of Empirical Finance
·
2016
·
4 authors
·
Open access
58
citations
Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme
Journal of Financial Economics
·
2015
·
2 authors
316
citations
Conditional Euro Area Sovereign Default Risk
Journal of Business and Economic Statistics
·
2013
·
3 authors
·
Open access
167
citations
Assessing Asset Purchases within the ECB’s Securities Markets Programme
SSRN Electronic Journal
·
2013
·
2 authors
·
preprint
·
Open access
72
citations
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
·
2012
·
3 authors
·
Open access
65
citations
Modeling frailty-correlated defaults using many macroeconomic covariates
Journal of Econometrics
·
2011
·
3 authors
113
citations
Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk
The Review of Economics and Statistics
·
2011
·
4 authors
·
Open access
130
citations
Systemic Risk Diagnostics: Coincident Indicators and Early Warning Signals
SSRN Electronic Journal
·
2010
·
3 authors
·
preprint
·
Open access
51
citations