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Research Output 2012 2019

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Working paper
2018

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

2017

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

2016

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 paperProfessional

Bank Business Models at Zero Interest Rates

Lucas, A., Schaumburg, J. & Schwaab, B., 2016, Amsterdam: Tinbergen Institute, 56 p. (TI Discussion Series; no. 16-066/IV).

Research output: Working paperProfessional

2014

A Test for the Portion of Bivariate Dependence in Multivariate Tail Risk

Bormann, C., Schienle, M. & Schaumburg, J., 2014, Amsterdam: Tinbergen Institute, 33 p. (TI Discussion Paper; no. 14-024/III).

Research output: Working paperProfessional

Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models

Blasques, F., Koopman, S. J., Lucas, A. & Schaumburg, J., 2014, Amsterdam: Tinbergen Institute, 48 p. (TI Discussion Paper; no. 14-107/III).

Research output: Working paperProfessional