Research Output per year
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Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.
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 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 Journal › Article › Academic › peer-review
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 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, Amsterdam: Tinbergen Institute, 7 p.(TI Discussion Series; no. 16-067/IV)Research output: Working paper › Professional
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
Time-varying parameter model
Missing values
Transition dynamics
Missing data