Til Schuermann : Citation Profile

Are you Til Schuermann?

21

H index

26

i10 index

2703

Citations

RESEARCH PRODUCTION:

24

Articles

51

Papers

4

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   27 years (1993 - 2020). See details.
   Cites by year: 100
   Journals where Til Schuermann has often published
   Relations with other researchers
   Recent citing documents: 68.    Total self citations: 30 (1.1 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psc73
   Updated: 2024-01-16    RAS profile: 2022-05-27    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Til Schuermann.

Is cited by:

Pesaran, Mohammad (139)

Chudik, Alexander (73)

Feldkircher, Martin (49)

Huber, Florian (45)

Mohaddes, Kamiar (42)

Rebucci, Alessandro (36)

Lucas, Andre (25)

Cesa-Bianchi, Ambrogio (21)

Dees, Stephane (21)

Koopman, Siem Jan (20)

Michaelides, Panayotis (20)

Cites to:

Pesaran, Mohammad (40)

Altman, Edward (24)

Diebold, Francis (21)

Gordy, Michael (19)

Berger, Allen (19)

Lando, David (18)

Acharya, Viral (17)

Rajan, Raghuram (11)

Jarrow, Robert (11)

merton, robert (10)

Duffie, Darrell (10)

Main data

Where Til Schuermann has published?

Journals with more than one article published# docs
Journal of Banking & Finance4
International Journal of Forecasting3
Journal of Business & Economic Statistics2
Economic Policy Review2
Review of Financial Studies2
Current Issues in Economics and Finance2

Working Papers Series with more than one paper published# docs
Staff Reports / Federal Reserve Bank of New York8
Working Papers / University of Pennsylvania, Wharton School, Weiss Center7
CESifo Working Paper Series / CESifo4
NBER Working Papers / National Bureau of Economic Research, Inc3
IEPR Working Papers / Institute of Economic Policy Research (IEPR)2

Recent works citing Til Schuermann (2024 and 2023)

YearTitle of citing document
2023Rating transitions forecasting: a filtering approach. (2021). Lelong, J'Erome ; Cousin, Areski ; Picard, Tom ; Norberg, Ragnar. In: Papers. RePEc:arx:papers:2109.10567.

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2023Funding liquidity, credit risk and unconventional monetary policy in the Euro area: a GVAR approach. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.01078.

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2023Should Bank Stress Tests Be Fair?. (2022). Li, Mike ; Glasserman, Paul. In: Papers. RePEc:arx:papers:2207.13319.

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2023Factor Network Autoregressions. (2022). Cavaliere, Giuseppe ; Moramarco, Graziano ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925.

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2023Risk Budgeting Portfolios from Simulations. (2023). Targino, Rodrigo S ; Pesenti, Silvana M ; Paulo, Bernardo Freitas. In: Papers. RePEc:arx:papers:2302.01196.

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2023Propagation of carbon tax in credit portfolio through macroeconomic factors. (2023). Sopgoui, Lionel ; Jacquier, Antoine ; Ibbou, Smail ; Chassagneux, Jean-Franccois ; Bouveret, G'Eraldine. In: Papers. RePEc:arx:papers:2307.12695.

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2023New evidence on sources of macroeconomic fluctuations in sub?Saharan African countries. (2023). Uwilingiye, Josine ; Taiwo, Shakirudeen. In: African Development Review. RePEc:bla:afrdev:v:35:y:2023:i:2:p:181-197.

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2023The riskiness of outstanding mortgages in the United States, 1999–2019. (2023). Larson, William D. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:2:p:279-310.

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2023One size may not fit all: Financial fragmentation and European monetary policies. (2023). Gimet, Céline ; Gagnon, Mariehelene. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:305-340.

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2023.

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2023.

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2023Credit Ratings and Investments. (2023). Vlahu, Razvan ; Peia, Oana ; Bayona, Anna. In: Working Papers. RePEc:dnb:dnbwpp:776.

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2023Does IFRS 9 increase banks’ resilience?. (2023). Rugilo, Daniel ; Kund, Arndt-Gerrit. In: Working Paper Series. RePEc:ecb:ecbwps:20232792.

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2023An Analysis of Electricity Generation, Supply, and Economic Growth in Selected SADC Countries. (2023). Daw, Olebogeng David ; Lenoke, Mpho ; Hlongwane, Nyiko Worship. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-50.

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2023Does energy efficiency mediate a green economic recovery? Evidence from China. (2023). Hossain, Md Shamim ; Quynh, Le Nhu ; Khudoykulov, Khurshid ; Cong, Phan The ; Alarifi, Ghadah Abdulrahman ; Liu, Zhihong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:802-815.

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2023The cross-border interconnectedness of shadow banking. (2023). Ozgur, Gokcer. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001980.

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2023Cross-border Italian sovereign risk transmission in EMU countries. (2023). Napolitano, Oreste ; Fiorelli, Cristiana ; D'Uva, Marcella ; Capasso, Salvatore. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002365.

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2023Sovereign yield curves and the COVID-19 in emerging markets. (2023). Moura, Rubens ; Candelon, Bertrand. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002651.

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2023Risk budgeting portfolios from simulations. (2023). Targino, Rodrigo S ; Pesenti, Silvana M ; Paulo, Freitas B. In: European Journal of Operational Research. RePEc:eee:ejores:v:311:y:2023:i:3:p:1040-1056.

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2023Promoting renewable energy through national energy legislation. (2023). Feng, Chao ; Liu, Ying. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000026.

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2023Does monetary policy impact CO2 emissions? A GVAR analysis. (2023). Rodrigues, Mauro ; Faria, Joo Ricardo ; Attilio, Luccas Assis. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000579.

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2023How Fintech and effective governance derive the greener energy transition: Evidence from panel-corrected standard errors approach. (2023). Ali, Anis ; Muda, Iskandar ; Leong, Lin Woon ; Chen, Lan ; Zhang, You ; Xu, SI. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003791.

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2023Climate transition risk in U.S. loan portfolios: Are all banks the same?. (2023). , Eric ; McCarten, Matthew ; Kuruppuarachchi, Duminda ; Diaz-Rainey, Ivan ; Nguyen, Quyen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003519.

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2023ECB unconventional monetary policy and volatile bank flows: Spillover effects on emerging market economies. (2023). Ouerk, Salima. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:175-211.

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2023Penalized estimation of panel vector autoregressive models: A panel LASSO approach. (2023). Camehl, Annika. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1185-1204.

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2023Covid-19, credit risk management modeling, and government support. (2023). Telg, Sean ; Lucas, Andre ; Dubinova, Anna. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622002187.

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2023Consistency of banks internal probability of default estimates: Empirical evidence from the COVID-19 crisis. (2023). Teply, Petr ; Stepankova, Barbora. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s037842662300167x.

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2023Securitization of subprime credit and the propagation of housing shocks. (2023). Yamout, Nadine. In: Journal of Economics and Business. RePEc:eee:jebusi:v:125-126:y:2023:i::s0148619523000206.

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2023The paradox of safe asset creation. (2023). Villacorta, Alonso ; Segura, Anatoli. In: Journal of Economic Theory. RePEc:eee:jetheo:v:210:y:2023:i:c:s0022053123000364.

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2023Pricing, issuance volume, and design of innovative securities: The role of investor information. (2023). Straumann, Simon ; Arnold, Marc ; Ammann, Manuel. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:55:y:2023:i:c:s1042957323000244.

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2023The information in joint term structures of bond yields. (2023). Spencer, Peter ; Raczko, Marek ; Meldrum, Andrew. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:134:y:2023:i:c:s0261560623000293.

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2023Industry effects of unconventional monetary policy, within and across countries. (2023). Goto, Eiji. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000761.

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2023Systemwide directional connectedness from Crude Oil to sovereign credit risk. (2023). Singh, Vipul Kumar ; Kumar, Pawan ; Bajaj, Vimmy. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000290.

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2023Sustainability and natural resources management in developed countries: The role of financial inclusion and human development. (2023). Ali, Anis ; Mousa, Saeed ; Kim, Vo Thi ; Liu, Jili ; Cong, Phan The ; Muda, Iskandar. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005864.

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2023Does natural resources cause sustainable financial development or resources curse? Evidence from group of seven economies. (2023). Ding, Yuanyi. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000211.

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2023Examining the symmetrical effect of traditional energy resources, industrial production, and poverty lessening on ecological sustainability: Policy track in the milieu of five neighboring Asian econom. (2023). Shah, Aadil Hameed ; Zaman, Shah ; Zhao, Yuhuan ; Uz, Qamar. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003173.

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2023Data-driven demand forecast for O2O operations: An adaptive hierarchical incremental approach. (2023). Zhou, Weihua ; Chen, Songlin ; Xiao, Qin ; Dai, Hongyan. In: International Journal of Production Economics. RePEc:eee:proeco:v:259:y:2023:i:c:s0925527323000658.

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2023Bridging the gap from the current deposit insurance fund to a fund target. (2023). Ufier, Alexander B ; Okeefe, John P ; Kusaya, Charles. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:148-157.

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2023Nexus of institutional quality and technological innovation on renewable energy development: Moderating role of green finance. (2023). Cao, Jie ; Xin, Yan ; Ghardallou, Wafa ; Li, Zeyun ; Zhang, Peng. In: Renewable Energy. RePEc:eee:renene:v:214:y:2023:i:c:p:233-241.

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2023Return and volatility properties: Stylized facts from the universe of cryptocurrencies and NFTs. (2023). Zulfiqar, Noshaba ; Wee, Jung Bum ; Bouri, Elie ; Ghosh, Bikramaditya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000715.

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2023Loan Securitisation: Default Term Structure and Asset Pricing Based on Loss Prioritisation. (2002). Jobst, Andreas. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp422.

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2023Estimation of the Sensitivity of the EAEU Members to External Shocks Using the GVAR Model. (2023). Kirillova, Maria A ; Zubarev, Andrey V. In: Russian Economic Development. RePEc:gai:recdev:r2354.

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2023???????????? ???????????????? ?????–?????? ???? ? ??????? ????? ??? ?????? ?????? GVAR. (2023). Kirillova, Maria A ; Zubarev, Andrey V. In: Russian Economic Development (in Russian). RePEc:gai:ruserr:r2354.

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2023Impacts of Drought on Loan Repayment. (2023). Breeden, Joseph L. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:85-:d:1053638.

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2023The Dynamic Impact of Financial Technology and Energy Consumption on Environmental Sustainability. (2023). Nagarajan, Chitra Devi ; Dana, Leo Paul ; Kathiravan, Chinnadurai ; Afjal, Mohd. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:12:p:9327-:d:1167376.

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2023Carbon Neutrality Challenge: Analyse the Role of Energy Productivity, Renewable Energy, and Collaboration in Climate Mitigation Technology in OECD Economies. (2023). Marie, Mohamed ; Hassan, Taimoor ; Khan, Yasir ; Shi, Xudong ; Zhang, Xiuqin. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3447-:d:1067510.

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2023Rating transitions forecasting: a filtering approach. (2023). Picard, Tom ; Lelong, Jerome ; Cousin, Areski. In: Post-Print. RePEc:hal:journl:hal-03347521.

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2023One size may not fit all: Financial fragmentation and European monetary policies. (2022). Gimet, Celine ; Gagnon, Mariehelene. In: Post-Print. RePEc:hal:journl:hal-03777950.

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2023Financial asymmetries between Euro area and the United States: An International Political Economy Perspective. (2023). Ibrahim, Dalia ; Sallenave, Audrey Allegret ; Allegret, Jean-Pierre. In: Post-Print. RePEc:hal:journl:hal-04036046.

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2023Energy consumption, financial development, CO2 emissions, and economic growth in 23 developing economies. (2023). Tinoco-Zermeo, Miguel A. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:18:y:2023:i:1:a:2.

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2023Trilemma revisited with dollar dominance in trade and finance. (2023). Dovonou, Vanessa Olakemi. In: Working Papers. RePEc:inf:wpaper:2023.05.

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2023Systematic and Unsystematic Determinants of Sectoral Risk Default Interconnectedness. (2023). Hunjra, Ahmed Imran ; ben Zaied, Younes ; Awijen, Haithem. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10336-5.

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2023Sectoral Exchange Rate Pass-through to Manufacturing Prices: A GVAR Approach. (2023). Mendonça, Diogo ; Kannebley, Sergio ; Santos, Felipe Dos ; de Prince, Diogo. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:4:d:10.1007_s11079-023-09711-y.

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2023The Role of Systemic Risk Spillovers in the Transmission of Euro Area Monetary Policy. (2023). Skouralis, Alexandros. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:5:d:10.1007_s11079-022-09707-0.

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2023Auctions of failed banks: an analysis of losing bidders. (2023). Zhou, Tim M. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01146-3.

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2023A nonlinear inversion procedure for modeling the effects of economic factors on credit risk migration. (2023). Stokes, Jeffrey R. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:3:d:10.1007_s11156-023-01170-3.

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2023Environmental risk of Covid-19 recovery. (2023). Asgary, Ali ; Haskuee, Mortaza Baky. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:7:p:2758-2774.

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2023Supply chains and fake news: a novel input–output neural network approach for the US food sector. (2023). Michaelides, Panayotis ; Xidonas, Panos ; Melissaropoulos, Ioannis G ; Cheilas, Panagiotis T ; Konstantakis, Konstantinos N. In: Annals of Operations Research. RePEc:spr:annopr:v:327:y:2023:i:2:d:10.1007_s10479-022-04817-x.

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2023The level of African forex markets integration and Eurobond issue. (2023). Kuttu, Saint ; Boachie-Yiadom, Eric ; Andoh, Charles ; Mensah, Lord. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:1:d:10.1007_s12197-022-09596-6.

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2023Small open economies and external shocks: an application of Bayesian global vector autoregression model. (2023). Abubakar, Jamaladeen ; Bashir, Nafiu A ; Onipede, Samuel F. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:2:d:10.1007_s11135-022-01423-8.

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2023Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility. (2023). Rodríguez, Gabriel ; Chavez, Paulo. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:159:y:2023:i:2:d:10.1007_s10290-022-00474-1.

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2023Forecasting inflation in open economies: What can a NOEM model do?. (2023). Martinezgarcia, Enrique ; Duncan, Roberto. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:481-513.

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2023Macro?financial effects of monetary policy easing. (2023). Apostolakis, George ; Papadopoulos, Athanasios P ; Giannellis, Nikolaos. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:715-738.

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2023Does Competition Affect Bank Risk?. (2023). Lin, Chen ; Levine, Ross ; Jiang, Liangliang. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:5:p:1043-1076.

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2023Long-term deposit funding and demand for central bank funds: Evidence from targeted longer-term refinancing operations. (2023). Goetz, Martin R ; Fudulache, Adina-Elena. In: Discussion Papers. RePEc:zbw:bubdps:122023.

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2023Enhancing gradient capital allocation with orthogonal convexity scenarios. (2023). Schlutter, Sebastian ; Aigner, Philipp. In: ICIR Working Paper Series. RePEc:zbw:icirwp:4723.

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2023Active driver or passive victim: On the role of international monetary policy transmission. (2023). von Schweinitz, Gregor ; Camehl, Annika. In: IWH Discussion Papers. RePEc:zbw:iwhdps:32023.

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Til Schuermann has edited the books:

YearTitleTypeCited

Works by Til Schuermann:

YearTitleTypeCited
2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article760
2001Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model.(2001) In: Cambridge Working Papers in Economics.
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This paper has nother version. Agregated cites: 760		paper
2001Modelling regional interdependencies using a global error-correcting macroeconometric model.(2001) In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
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This paper has nother version. Agregated cites: 760		paper
2010Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model.(2010) In: EcoMod2003.
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This paper has nother version. Agregated cites: 760		paper
2002Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model.(2002) In: Center for Financial Institutions Working Papers.
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2004Rejoinder In: Journal of Business & Economic Statistics.
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2003Macroeconomic Dynamics and Credit Risk: A Global Perspective In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper176
2003Macroeconomic Dynamics and Credit Risk: A Global Perspective.(2003) In: CESifo Working Paper Series.
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2006Macroeconomic Dynamics and Credit Risk: A Global Perspective.(2006) In: Journal of Money, Credit and Banking.
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Macroeconomic Dynamics and Credit Risk: A Global Perspective.() In: Center for Financial Institutions Working Papers.
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2005Scope for Credit Risk Diversification In: Cambridge Working Papers in Economics.
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2005Scope for Credit Risk Diversification.(2005) In: IEPR Working Papers.
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2005The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification In: Cambridge Working Papers in Economics.
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2005The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification.(2005) In: IEPR Working Papers.
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2008Forecasting Economic and Financial Variables with Global VARs In: Cambridge Working Papers in Economics.
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2008Forecasting Economic and Financial Variables with Global VARs.(2008) In: CESifo Working Paper Series.
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2009Forecasting economic and financial variables with global VARs.(2009) In: International Journal of Forecasting.
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2008Forecasting economic and financial variables with global VARs.(2008) In: Staff Reports.
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2005Firm Heterogeneity and Credit Risk Diversification In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper38
2008Firm heterogeneity and credit risk diversification.(2008) In: Journal of Empirical Finance.
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2005Global Business Cycles and Credit Risk In: CESifo Working Paper Series.
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2007Global Business Cycles and Credit Risk.(2007) In: NBER Chapters.
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2005Global Business Cycles and Credit Risk.(2005) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 32		paper
2012Robust Capital Regulation In: CEPR Discussion Papers.
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2012Robust capital regulation.(2012) In: Current Issues in Economics and Finance.
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2011Robust capital regulation.(2011) In: Staff Reports.
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2013Stress Testing Banks In: Working Papers.
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2014Stress testing banks.(2014) In: International Journal of Forecasting.
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2013Stress Testing Bank Profitability In: Working Papers.
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2014Bank Capital for Operational Risk: A Tale of Fragility and Instability In: Working Papers.
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2015Model Risk and the Great Financial Crisis: The Rise of Modern Model Risk Management In: Working Papers.
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2015Stress Testing Convergence In: Working Papers.
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2016Stress Testing in Wartime and in Peacetime In: Working Papers.
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2016Stress Testing in Wartime and in Peacetime.(2016) In: Working Papers.
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2001The efficiency-equity trade-off of schooling outcomes: public education expenditures and welfare in Mexico In: Economics of Education Review.
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2009Rejoinder to comments on forecasting economic and financial variables with global VARs In: International Journal of Forecasting.
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2002Ratings migration and the business cycle, with application to credit portfolio stress testing In: Journal of Banking & Finance.
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2000Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing.(2000) In: Center for Financial Institutions Working Papers.
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2006Confidence intervals for probabilities of default In: Journal of Banking & Finance.
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2008Credit rating dynamics and Markov mixture models In: Journal of Banking & Finance.
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1998Horizon Problems and Extreme Events in Financial Risk Management.(1998) In: Center for Financial Institutions Working Papers.
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2007Hedge funds, financial intermediation, and systemic risk In: Economic Policy Review.
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2007Hedge funds, financial intermediation, and systemic risk.(2007) In: Staff Reports.
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2008Understanding the securitization of subprime mortgage credit In: Staff Reports.
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2008Understanding the Securitization of Subprime Mortgage Credit.(2008) In: Foundations and Trends(R) in Finance.
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1998Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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1998Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management.(1998) In: Center for Financial Institutions Working Papers.
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1998Modeling Liquidity Risk With Implications for Traditional Market Risk Measurement and Management In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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1998Modeling Liquidity Risk, With Implications for Traditional Market Risk Measurement and Management.(1998) In: Center for Financial Institutions Working Papers.
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2005A review of recent books on credit risk In: Journal of Applied Econometrics.
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2005A review of recent books on credit risk.(2005) In: Journal of Applied Econometrics.
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2005Deposit Insurance and Risk Management of the U.S. Banking System: What is the Loss Distribution Faced by the FDIC? In: Journal of Financial Services Research.
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2007How Do Banks Manage Liquidity Risk? Evidence from the Equity and Deposit Markets in the Fall of 1998 In: NBER Chapters.
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2004How do Banks Manage Liquidity Risk? Evidence from Equity and Deposit Markets in the Fall of 1998.(2004) In: NBER Working Papers.
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2006Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions In: NBER Working Papers.
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2009Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions.(2009) In: Review of Financial Studies.
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2009Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions.(2009) In: Review of Financial Studies.
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2020Capital Adequacy Pre? and Postcrisis and the Role of Stress Testing In: Journal of Money, Credit and Banking.
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2002Deposit Insurance and Risk Management of the U.S. Banking System: How Much? How Safe? Who Pays? In: Center for Financial Institutions Working Papers.
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2002Risk Measurement, Risk Management and Capital Adequacy in Financial Conglomerates In: Center for Financial Institutions Working Papers.
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2003Measurement and Estimation of Credit Migration Matrices In: Center for Financial Institutions Working Papers.
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2003Metrics for Comparing Credit Migration Matrices In: Center for Financial Institutions Working Papers.
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1997Converting 1-Day Volatility to h-Day Volatitlity: Scaling by Root-h is Worse Than You Think In: Center for Financial Institutions Working Papers.
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2015Model Risk and the Great Financial Crisis In: World Scientific Book Chapters.
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1997Businessmens Expectations Are Neither Rational nor Adaptive In: ZEW Discussion Papers.
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