If you made any changes in Pure these will be visible here soon.

Personal profile

Ancillary activities

No ancillary activities

Ancillary activities are updated daily

Fingerprint Dive into the research topics where Julia Schaumburg is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Extreme Value Theory Mathematics
Quantile Regression Mathematics
Value at Risk Mathematics
Business Model Mathematics
Extreme Values Mathematics
Nonparametric Regression Mathematics
Interest Rates Mathematics
Refinement Mathematics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2012 2019

Bank Business Models at Zero Interest Rates

Lucas, A., Schaumburg, J. & Schwaab, B., 2019, In : Journal of Business and Economic Statistics. 37, 3, p. 542-555 14 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
Business Model
Interest Rates
interest rate
bank
Zero

Do information contagion and business model similarities explain bank credit risk commonalities?

Wang, D., van Lelyveld, I. P. P. & Schaumburg, J., 2018, 100/IV ed., Amsterdam: Tinbergen Institute, 36 p. (TI Discussion Paper Series; vol. 2018, no. 100/IV).

Research output: Working paperAcademic

Do negative interest rates make banks less safe?

Nucera, F., Lucas, A., Schaumburg, J. & Schwaab, B., 2017, In : Economics Letters. 159, October, p. 112-115 4 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Interest rates
Business model
Financial crisis
Income
Propensity

Do Negative Interest Rates Make Banks Less Safe?

Nucera, F., Lucas, A., Schaumburg, J. & Schwaab, B., 2017, Amsterdam: Tinbergen Institute, 9 p. (TI Discussion Paper Series; no. 17-041/IV).

Research output: Working paperAcademic

Accounting for Missing Values in Score-Driven Time-Varying Parameter Models

Lucas, A., Opschoor, A. & Schaumburg, J., 2016, In : Economics Letters. 148, p. 96-98

Research output: Contribution to JournalArticleAcademicpeer-review

Missing values
Time-varying parameter model
Missing data
Transition dynamics

Prizes

NWO VENI-grant

Julia Schaumburg (Recipient), 2015

PrizeAcademic