MODELING FINANCIAL SECTOR JOINT TAIL RISK IN THE EURO AREA von LUCAS, ANDRÉ, SCHWAAB, BERND, ZHANG, XIN

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Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB's Securities Markets Programme von Eser, Fabian, Schwaab, Bernd

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Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme von Eser, Fabian, Schwaab, Bernd

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Euro area sovereign bond risk premia before and during the Covid-19 pandemic von Corradin, Stefano, Schwaab, Bernd

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Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment von Breckenfelder, Johannes, Schwaab, Bernd

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Do negative interest rates make banks less safe? von Nucera, Federico, Lucas, André, Schaumburg, Julia, Schwaab, Bernd

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Conditional Euro Area Sovereign Default Risk von Lucas, André, Schwaab, Bernd, Zhang, Xin

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Bank Business Models at Zero Interest Rates von Lucas, André, Schaumburg, Julia, Schwaab, Bernd

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OBSERVATION-DRIVEN MIXED-MEASUREMENT DYNAMIC FACTOR MODELS WITH AN APPLICATION TO CREDIT RISK von Creal, Drew, Schwaab, Bernd, Koopman, Siem Jan, Lucas, André

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Risk endogeneity at the lender/investor-of-last-resort von Caballero, Diego, Lucas, André, Schwaab, Bernd, Zhang, Xin

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GLOBAL CREDIT RISK: WORLD, COUNTRY AND INDUSTRY FACTORS von SCHWAAB, BERND, KOOPMAN, SIEM JAN, LUCAS, ANDRÉ

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Dynamic clustering of multivariate panel data von Custodio João, Igor, Lucas, André, Schaumburg, Julia, Schwaab, Bernd

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Can EU Bonds Serve as Euro-Denominated Safe Assets? von Bletzinger, Tilman, Greif, William, Schwaab, Bernd

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The information in systemic risk rankings von Nucera, Federico, Schwaab, Bernd, Koopman, Siem Jan, Lucas, André

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Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 von Koopman, Siem Jan, Lucas, André, Schwaab, Bernd

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Modeling frailty-correlated defaults using many macroeconomic covariates von Koopman, Siem Jan, Lucas, André, Schwaab, Bernd

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Dynamic Nonparametric Clustering of Multivariate Panel Data von Custodio João, Igor, Schaumburg, Julia, Lucas, André, Schwaab, Bernd

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Nowcasting and forecasting global financial sector stress and credit market dislocation von Schwaab, Bernd, Koopman, Siem Jan, Lucas, André

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Modeling Extreme Events: Time-Varying Extreme Tail Shape von D’Innocenzo, Enzo, Lucas, André, Schwaab, Bernd, Zhang, Xin

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Replication data for: Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk von Creal, Drew, Schwaab, Bernd, Koopman, Siem Jan, Lucas, Andre

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