Julia Schaumburg

Julia Schaumburg

VU University of Amsterdam - Amsterdam / Netherlands
Economics & Econometrics / Economics
AD Scientific Index ID: 1794242
Vrije Universiteit Amsterdam
person_outline Julia Schaumburg's MOST POPULAR ARTICLES
1-) Financial network systemic risk contributionsN Hautsch, J Schaumburg, M SchienleReview of Finance 19 (2), 685-738, 20154812015
2-) Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series ModelsF Blasques, SJ Koopman, A Lucas, J SchaumburgJournal of Econometrics 195 (2), 211-223, 20161172016
3-) Do negative interest rates make banks less safe?F Nucera, A Lucas, J Schaumburg, B SchwaabEconomics Letters 159, 112-115, 2017972017
4-) Forecasting systemic impact in financial networksN Hautsch, J Schaumburg, M SchienleInternational Journal of Forecasting 30 (3), 781-794, 20141082014
5-) Bank business models at zero interest ratesA Lucas, J Schaumburg, B SchwaabJournal of Business & Economic Statistics 37 (3), 542-555, 2019802019