//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Department of Economics working papers"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Discussion paper series / UCL Economics"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"HWWA discussion paper"
~isPartOf:"Working paper series / European Central Bank"
~language:"eng"
~person:"Schwaab, Bernd"
~source:"econis"
~subject:"Kreditrisiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Meta-Analyse"
~subject:"Schätzung"
~subject:"USA"
~subject:"United States"
~subject:"Volatilität"
~type:"book"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Bounded rationality and compet...
Similar by subject
Narrow search
Delete all filters
| 22 applied filters
Year of publication
From:
To:
Subject
All
Kreditrisiko
Maximum-Likelihood-Schätzung
Meta-Analyse
Schätzung
USA
United States
Volatilität
Theorie
11
Theory
11
Credit risk
10
Financial crisis
6
Finanzkrise
6
Systemic risk
6
Welt
6
World
6
EU countries
5
EU-Staaten
5
Forecasting model
5
Portfolio selection
5
Portfolio-Management
5
Prognoseverfahren
5
State space model
5
Systemrisiko
5
Zustandsraummodell
5
Estimation
4
credit portfolio models
4
frailty-correlated defaults
4
state space methods
4
Bank risk
3
Bankrisiko
3
Risikomanagement
3
Risk management
3
Statistical distribution
3
Statistische Verteilung
3
systematic default risk
3
Bankenaufsicht
2
Banking supervision
2
Country risk
2
Euro area
2
Eurozone
2
Geldpolitik
2
Insolvency
2
Insolvenz
2
Länderrisiko
2
Monetary policy
2
more ...
less ...
Online availability
All
Free
13
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Collection of articles written by one author
Handbuch
Non-commercial literature
Arbeitspapier
13
Graue Literatur
13
Working Paper
13
Language
All
English
Author
All
Schwaab, Bernd
Koopman, Siem Jan
59
Lucas, André
45
Caporale, Guglielmo Maria
26
Gil-Alaña, Luis A.
23
McAleer, Michael
18
Groot, Henri L. F. de
15
Bos, Charles S.
14
Teulings, Coen N.
13
Nijkamp, Peter
12
Vries, Casper G. de
11
Blasques, Francisco
10
Dijk, Herman K. van
10
Florax, Raymond J. G. M.
10
Wijnbergen, Sweder van
10
Hommes, Cars H.
9
Creal, Drew
7
Müller, Gernot J.
7
Petrella, Ivan
7
Zhang, Xin
7
Bekaert, Geert
6
Dijk, Dick van
6
Giesecke, Kay
6
Poot, Jacques
6
Pozzi, Lorenzo
6
Amisano, Gianni
5
Busse, Matthias
5
Dées, Stéphane
5
Gautier, Pieter
5
Hoerova, Marie
5
Marcellino, Massimiliano
5
Nikolov, Kalin
5
Ommeren, Jos van
5
Ooms, Marius
5
Scharth, Marcel
5
Sluis, Pieter J. van der
5
Venditti, Fabrizio
5
Allen, David E.
4
Altavilla, Carlo
4
Asai, Manabu
4
more ...
less ...
Published in...
All
Department of Economics working papers
Discussion paper / Tinbergen Institute
Discussion paper series / UCL Economics
Discussion papers / CEPR
Discussion papers of interdisciplinary research project 373
Economics and finance working paper series
HWWA discussion paper
Working paper series / European Central Bank
Sveriges Riksbank working paper series
2
Research series / Universiteit van Amsterdam
1
Tinbergen Institute research series
1
Working papers / Bank for International Settlements
1
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Global credit risk :
world
, country and industry factors
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
-
2016
Persistent link: https://www.econbiz.de/10011618479
Saved in:
2
Global credit risk :
world
, country and industry factors
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
-
2015
area sovereign debt crises. We find that macro and default-specific
world
factors are a primary source of default …
Persistent link: https://www.econbiz.de/10010484886
Saved in:
3
Systemic risk diagnostics : coincident indicators and early warning signals
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
-
2011
components for a large data set comprising the U.S., the EU-27 area, and the respective rest of the
world
. Credit risk conditions …
Persistent link: https://www.econbiz.de/10009006653
Saved in:
4
Systemic risk diagnostics : coincident indicators and early warning signals
Schwaab, Bernd
;
Lucas, André
;
Koopman, Siem Jan
-
2010
Persistent link: https://www.econbiz.de/10008771823
Saved in:
5
Modeling financial sector joint tail risk in the euro area
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
-
2015
Persistent link: https://www.econbiz.de/10011349820
Saved in:
6
Risk endogeneity at the lender/investor-of-last-resort
Caballero, Diego
;
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
-
2019
We address the question to what extent a central bank can de-risk its balance sheet by unconventional monetary policy operations. To this end, we propose a novel risk measurement framework to empirically study the time-variation in central bank portfolio credit risks associated with such...
Persistent link: https://www.econbiz.de/10011959298
Saved in:
7
Macro, industry and frailty effects in defaults : the 2008 credit crisis in perspective
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
-
2010
We determine the magnitude and nature of systematic default risk using 1971{2009) default data from Moody's. We disentangle systematic risk factors due to business cycle effects, common default dynamics (frailty), and industry-specific dynamics (including contagion). To quantify the contribution...
Persistent link: https://www.econbiz.de/10011379607
Saved in:
8
Systemic risk diagnostics
Schwaab, Bernd
;
Lucas, André
;
Koopman, Siem Jan
-
2010
, and the rest of the
world
. Controlling for global,region-specific, and industry effects, we construct coincident measures …
Persistent link: https://www.econbiz.de/10011382067
Saved in:
9
Observation driven mixed-measurement dynamic factor models with an application to credit risk
Creal, Drew
;
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, …
-
2011
This paper has been accepted for publication in the 'Review of Economics and Statistics'.We propose a dynamic factor model for mixed-measurement and mixed-frequency panel data. In this framework time series observations may come from a range of families of parametric distributions, may be...
Persistent link: https://www.econbiz.de/10011383248
Saved in:
10
Conditional and joint credit risk
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
-
2013
Persistent link: https://www.econbiz.de/10010233247
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->