Julia Schaumburg : Citation Profile

Vrije Universiteit Amsterdam

9

H index

9

i10 index

506

Citations

RESEARCH PRODUCTION:

8

Articles

31

Papers

RESEARCH ACTIVITY:

   11 years (2010 - 2021). See details.
   Cites by year: 46
   Journals where Julia Schaumburg has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 17 (3.25 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psc415
   Updated: 2025-03-08    RAS profile: 2023-02-24    
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Relations with other researchers

Works with:

Koopman, Siem Jan (2)

Sekhposyan, Tatevik (2)

Lucas, Andre (2)

Tonzer, Lena (2)

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

Is cited by:

Barigozzi, Matteo (15)

Härdle, Wolfgang (15)

Lucas, Andre (14)

Billio, Monica (13)

Wang, Gang-Jin (13)

Wang, Weining (12)

Caporin, Massimiliano (11)

Brownlees, Christian (11)

Schienle, Melanie (10)

Koopman, Siem Jan (9)

Ahelegbey, Daniel Felix (9)

Cites to:

Lucas, Andre (36)

Koopman, Siem Jan (30)

Schwaab, Bernd (19)

Engle, Robert (15)

Creal, Drew (14)

Härdle, Wolfgang (10)

Hautsch, Nikolaus (10)

Acemoglu, Daron (8)

Acharya, Viral (7)

Hafner, Christian (7)

Schienle, Melanie (7)

Main data

Production by document typearticlepaper20102011201220132014201520162017201820192020202102.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published201020112012201320142015201620172018201920202021010203040Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2011201220132014201520162017201820192020202120222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2010201120122013201420152016201720182019202020210100200300Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 9Most cited documents12345678910110100200300Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025030510h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Julia Schaumburg has published?

Journals with more than one article published# docs
Economics Letters2

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute12
SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk5
Working Paper Series / European Central Bank3

Recent works citing Julia Schaumburg (2025 and 2024)

Year  ↓Title of citing document  ↓
2025Learning Financial Network with Focally Sparse Structure. (2021). Chernozhukov, Victor ; Wang, Weining ; Huang, Chen. In: Papers. RePEc:arx:papers:2105.07424.

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2024Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications. (2022). Mlikota, Marko. In: Papers. RePEc:arx:papers:2211.13610.

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2024Dynamic Analyses of Contagion Risk and Module Evolution on the SSE A-Shares Market Based on Minimum Information Entropy. (2024). Huang, Difang ; Wu, Boyao ; Wang, Yuhang ; Chen, Muzi. In: Papers. RePEc:arx:papers:2403.19439.

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2025Statistical Validation of Contagion Centrality in Financial Networks. (2024). Feinstein, Zachary ; Sadeghi, Agathe. In: Papers. RePEc:arx:papers:2404.14337.

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2024Quantile deep learning models for multi-step ahead time series prediction. (2024). Maddocks, Amelia ; Rangarajan, Smruthi ; Cheung, Jimmy ; Chandra, Rohitash ; Chen, Xizhe. In: Papers. RePEc:arx:papers:2411.15674.

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2024Global Linkages across Sectors and Frequency Bands: A Band Spectral Panel Regression Approach. (2024). Sussmuth, Bernd ; Lyu, Jingjing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10970.

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2024Decomposing systemic risk: the roles of contagion and common exposures. (2024). Hipp, Ruben ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20242929.

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2024The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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2024Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan. (2024). Ruan, Jia ; Ni, Jianhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300178x.

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2024Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies. (2024). Liu, Zixin ; He, Zhipeng ; Zhang, Shuguang ; Hu, Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001748.

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2024Do preferred habitat investors exist? Evidence from the UK government bond market. (2024). Meaning, Jack ; Joyce, Michael ; Giese, Julia ; Worlidge, Jack. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523004883.

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2024Modeling Turning Points in the Global Equity Market. (2024). Casarin, Roberto ; Billio, Monica ; Ahelegbey, Daniel Felix. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:60-75.

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2024Improving efficiency in supply chains with a capital-constrained app developer under the agency contract. (2024). Levy, Priel ; Avinadav, Tal. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:991-1005.

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2024Physical climate risk attention and dynamic volatility connectedness among new energy stocks. (2024). Gong, XU ; Liao, Qin. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004195.

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2024Fintech development and corporate credit risk: Evidence from an emerging market. (2024). Zhou, Peng ; Wu, Xiaomeng ; Mo, Lingyu ; Tan, Changchun. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000164.

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2024Does systemic risk in the fund markets predict future economic downturns?. (2024). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000218.

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2024Systemic risk prediction using machine learning: Does network connectedness help prediction?. (2024). Wang, Gang-Jin ; Zhu, You ; Chen, Yan ; Xie, Chi. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000796.

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2024When one domino falls, others follow: A machine learning analysis of extreme risk spillovers in developed stock markets. (2024). Shafiullah, Muhammad ; Naeem, Muhammad Abubakr ; Karim, Sitara. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001340.

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2024Tail risk spillovers in the stock and forex markets at the major emergencies: Evidence from the G20 countries. (2024). Li, Kelong ; Feng, Yusen ; Mo, Tingcheng ; Xie, Chi ; Ouyang, Yingbo. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006446.

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2024Risk contagion and diversification among sovereign CDS, stock, foreign exchange and commodity markets: Fresh evidence from G7 and BRICS countries. (2024). Zhang, Shuguang ; He, Zhipeng. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002976.

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2024Temporal networks and financial contagion. (2024). Nocciola, Luca ; Vouldis, Angelos ; Franch, Fabio. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000093.

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2024Tail risk network analysis of Asian banks. (2024). Powell, Robert ; Pham, Thach N ; Bannigidadmath, Deepa. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000899.

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2024Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes. (2024). Kumar, Dilip ; Narayan, Shivani. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000905.

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2024Leveraged finance exposure in the banking system: Systemic risk and interconnectedness. (2024). Ranalli, M G ; Tanzi, Musile P ; de Novellis, G ; Stanghellini, E. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001580.

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2024ETFs and tail dependence: Evidence from Chinese stock market. (2024). Ning, Wei ; Zhao, Jiahua ; Jiang, Fuwei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001815.

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2024Do retail-oriented banks have less non-performing loans?. (2024). Vouldis, Angelos ; Farne, Matteo. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494924000070.

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2024Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions. (2024). Wang, Gang-Jin ; Zhou, Xuewei ; Ouyang, Zisheng ; Lu, Min ; Liu, Shuwen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:909-928.

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2024Navigating median and extreme volatility in stock markets: Implications for portfolio strategies. (2024). Naeem, Muhammad Abubakr. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004994.

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2024Over-expected shocks and financial market security: Evidence from Chinas markets. (2024). Sensoy, Ahmet ; Chen, Shoudong ; Li, Yueshan ; Wang, LU. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003203.

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2024Corporate bond defaults and spillover effects on bank risk: Evidence from city commercial banks in China. (2024). Wang, Yaxin ; Ouyang, Yiling ; Gao, Haoyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000448.

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2024Imported financial risk in global stock markets: Evidence from the interconnected network. (2024). Liu, KE ; Lu, Min ; Zhou, Xuewei ; Ouyang, Zisheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s027553192400093x.

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2025Asymmetry in returns and volatility between green financial assets, sustainable investments, clean energy, and international stock markets. (2025). Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar ; ben Jabeur, Sami ; Doan, Buhari. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924004197.

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Works by Julia Schaumburg:

Year  ↓Title  ↓Type  ↓Cited  ↓
2021Networking the Yield Curve: Implications for Monetary Policy In: Staff Working Papers.
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2021Networking the yield curve: implications for monetary policy.(2021) In: Working Paper Series.
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This paper has nother version. Agregated cites: 1		paper
2017Bank business models at zero interest rates In: Working Paper Series.
[Full Text][Citation analysis]		paper30
2019Bank Business Models at Zero Interest Rates.(2019) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 30		article
2016Bank Business Models at Zero Interest Rates.(2016) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 30		paper
2017Do negative interest rates make banks less safe? In: Working Paper Series.
[Full Text][Citation analysis]		paper46
2017Do negative interest rates make banks less safe?.(2017) In: Economics Letters.
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This paper has nother version. Agregated cites: 46		article
2017Do Negative Interest Rates Make Banks Less Safe?.(2017) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 46		paper
2012Predicting extreme value at risk: Nonparametric quantile regression with refinements from extreme value theory In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article10
2016Accounting for missing values in score-driven time-varying parameter models In: Economics Letters.
[Full Text][Citation analysis]		article7
2016Accounting for Missing Values in Score-Driven Time-Varying Parameter Models.(2016) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 7		paper
2016Spillover dynamics for systemic risk measurement using spatial financial time series models In: Journal of Econometrics.
[Full Text][Citation analysis]		article76
2014Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models.(2014) In: Tinbergen Institute Discussion Papers.
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2014Spillover dynamics for systemic risk measurement using spatial financial time series models.(2014) In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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2014Forecasting systemic impact in financial networks In: International Journal of Forecasting.
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.() In: .
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2010Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper5
2011Financial Network Systemic Risk Contributions In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper10
2012Financial Network Systemic Risk Contributions In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper16
2013Forecasting systemic impact in financial networks In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper12
2014Beyond dimension two: A test for higher-order tail risk In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2016Beyond Dimension two: A Test for Higher-Order Tail Risk In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article1
2016Beyond dimension two: A test for higher-order tail risk.(2016) In: Working Paper Series in Economics.
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2015Financial Network Systemic Risk Contributions In: Review of Finance.
[Full Text][Citation analysis]		article241
2013Financial network systemic risk contributions.(2013) In: CFS Working Paper Series.
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2019Do information contagion and business model similarities explain bank credit risk commonalities? In: ESRB Working Paper Series.
[Full Text][Citation analysis]		paper3
2018Do information contagion and business model similarities explain bank credit risk commonalities?.(2018) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 3		paper
2014A Test for the Portion of Bivariate Dependence in Multivariate Tail Risk In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2020Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper2
2020Financial linkages and sectoral business cycle synchronisation: Evidence from Europe.(2020) In: IWH Discussion Papers.
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This paper has nother version. Agregated cites: 2		paper
2020Dynamic clustering of multivariate panel data In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper1
2020Smooth marginalized particle filters for dynamic network effect models In: Tinbergen Institute Discussion Papers.
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2021Joint Modelling and Estimation of Global and Local Cross-Sectional Dependence in Large Panels In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper2
2021Clustering Dynamics and Persistence for Financial Multivariate Panel Data In: Tinbergen Institute Discussion Papers.
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2021Vector Autoregressions with Dynamic Factor Coefficients and Conditionally Heteroskedastic Errors In: Tinbergen Institute Discussion Papers.
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