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Extreme Value Theory Mathematics
Quantile Regression Mathematics
Value at Risk Mathematics
Financial Time Series Mathematics
Business Model Mathematics
Extreme Values Mathematics
Time Series Models Mathematics
Nonparametric Regression Mathematics

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Research Output 2012 2018

Bank Business Models at Zero Interest Rates

Lucas, A., Schaumburg, J. & Schwaab, B. 25 May 2018 (Accepted/In press) In : Journal of Business and Economic Statistics. p. 1-14 14 p.

Research output: Contribution to journalArticle

Business Model
Interest Rates
interest rate
bank
Zero

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 journalArticle

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

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

Lucas, A., Opschoor, A. & Schaumburg, J. 2016 Amsterdam: Tinbergen Institute, 7 p.(TI Discussion Series; no. 16-067/IV)

Research output: Working paper

Time-varying parameter model
Missing values
Transition dynamics
Missing data