Research Output per year
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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
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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 Journal › Article › Academic › peer-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 paper › Academic
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 Journal › Article › Academic › peer-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 paper › Academic
Accounting for Missing Values in Score-Driven Time-Varying Parameter Models
Lucas, A., Opschoor, A. & Schaumburg, J., 2016, In : Economics Letters. 148, p. 96-98Research output: Contribution to Journal › Article › Academic › peer-review
Missing values
Time-varying parameter model
Missing data
Transition dynamics