| Financial network systemic risk contributions N Hautsch, J Schaumburg, M Schienle Review of Finance 19 (2), 685-738, 2015 | 637 | 2015 |
| Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models F Blasques, SJ Koopman, A Lucas, J Schaumburg Journal of Econometrics 195 (2), 211-223, 2016 | 170 | 2016 |
| Do negative interest rates make banks less safe? F Nucera, A Lucas, J Schaumburg, B Schwaab Economics Letters 159, 112-115, 2017 | 119 | 2017 |
| Forecasting systemic impact in financial networks N Hautsch, J Schaumburg, M Schienle International Journal of Forecasting 30 (3), 781-794, 2014 | 109 | 2014 |
| Bank business models at zero interest rates A Lucas, J Schaumburg, B Schwaab Journal of Business & Economic Statistics 37 (3), 542-555, 2019 | 81 | 2019 |
| Predicting extreme value at risk: Nonparametric quantile regression with refinements from extreme value theory J Schaumburg Computational Statistics & Data Analysis 56 (12), 4081-4096, 2012 | 78* | 2012 |
| Dynamic clustering of multivariate panel data IC Joao, A Lucas, J Schaumburg, B Schwaab Journal of Econometrics, 2022 | 17* | 2022 |
| Do information contagion and business model similarities explain bank credit risk commonalities? D Wang, I van Lelyveld, J Schaumburg ESRB: Working Paper Series, 2019 | 13 | 2019 |
| Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors P Gorgi, SJ Koopman, J Schaumburg Journal of Econometrics, 105750, 2024 | 10* | 2024 |
| Accounting for missing values in score-driven time-varying parameter models A Lucas, A Opschoor, J Schaumburg Economics Letters 148, 96-98, 2016 | 10 | 2016 |
| Financial linkages and sectoral business cycle synchronization: Evidence from Europe H Böhm, J Schaumburg, L Tonzer IMF Economic Review 70 (4), 698-734, 2022 | 9 | 2022 |
| Networking the yield curve: implications for monetary policy T Dalhaus, J Schaumburg, T Sekhposyan ECB Working Paper, 2021 | 5 | 2021 |
| Beyond dimension two: A test for higher-order tail risk C Bormann, J Schaumburg, M Schienle Journal of Financial Econometrics 14 (3), 552-580, 2016 | 4 | 2016 |
| Dynamic nonparametric clustering of multivariate panel data I Custodio João, J Schaumburg, A Lucas, B Schwaab Journal of Financial Econometrics 22 (2), 335-374, 2024 | 3 | 2024 |
| Joint Modelling and Estimation of Global and Local Cross-Sectional Dependence in Large Panels SJ Koopman, J Schaumburg, Q Wiersma Tinbergen Institute Discussion Paper 2021-008/III, 2021 | 2 | 2021 |
| Financial Development and Fragility: A Clustering Analysis IC João, P Calice, A Lucas, J Schaumburg Policy Research Working Paper Series, 2024 | | 2024 |
| Financial Development and Fragility IC João, P Calice, A Lucas, J Schaumburg Washington, DC: World Bank, 2024 | | 2024 |
| Policy Research Working Paper 10850 IC João, P Calice, A Lucas, J Schaumburg Policy, 2024 | | 2024 |
| Responsibility and climate J Schaumburg De Actuaris 31 (5), 38-39, 2024 | | 2024 |
| Bootstrapping GARCH models under dependent innovations E Beutner, J Schaumburg, B Spanjers Tinbergen Institute Discussion Paper, 2024 | | 2024 |
Andre LucasVrije Universiteit Amsterdam and Tinbergen Institutevu.nl의 이메일 확인됨
