Bernd Schwaab : Citation Profile

European Central Bank

15

H index

18

i10 index

902

Citations

RESEARCH PRODUCTION:

24

Articles

38

Papers

1

Chapters

RESEARCH ACTIVITY:

   16 years (2008 - 2024). See details.
   Cites by year: 56
   Journals where Bernd Schwaab has often published
   Relations with other researchers
   Recent citing documents: 50.    Total self citations: 33 (3.53 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psc589
   Updated: 2025-05-10    RAS profile: 2024-08-09    
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Relations with other researchers

Works with:

Lucas, Andre (10)

Manganelli, Simone (3)

Bletzinger, Tilman (3)

Kremer, Manfred (3)

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

Is cited by:

Lucas, Andre (69)

Koopman, Siem Jan (32)

Schaumburg, Julia (26)

Blasques, Francisco (24)

Xiao, Tim (18)

Trebesch, Christoph (15)

Nadal De Simone, Francisco (15)

Hautsch, Nikolaus (15)

Schienle, Melanie (13)

Fratzscher, Marcel (12)

Hubert, Paul (11)

Cites to:

Lucas, Andre (83)

Koopman, Siem Jan (74)

Duffie, Darrell (32)

Creal, Drew (26)

Manganelli, Simone (22)

Vayanos, Dimitri (22)

Giannone, Domenico (15)

Reichlin, Lucrezia (15)

Trebesch, Christoph (15)

Acharya, Viral (15)

Engle, Robert (13)

Main data

Where Bernd Schwaab has published?

Journals with more than one article published# docs
Research Bulletin6
Journal of Business & Economic Statistics4
Journal of Applied Econometrics2
Journal of Econometrics2
Journal of Empirical Finance2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank19
Tinbergen Institute Discussion Papers / Tinbergen Institute13
Working Paper Series / Sveriges Riksbank (Central Bank of Sweden)4

Recent works citing Bernd Schwaab (2025 and 2024)

YearTitle of citing document
2024Asymmetric uncertainty : Nowcasting using skewness in real-time data. (2024). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

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2024Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns. (2024). Maneesoonthorn, Worapree ; Smith, Michael Stanley ; Deng, Lin. In: Papers. RePEc:arx:papers:2308.05564.

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2024Generating density nowcasts for U.S. GDP growth with deep learning: Bayes by Backprop and Monte Carlo dropout. (2024). , Krist'Of ; Hadh, D'Aniel. In: Papers. RePEc:arx:papers:2405.15579.

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2024A Spatio-Temporal Machine Learning Model for Mortgage Credit Risk: Default Probabilities and Loan Portfolios. (2024). Sigrist, Fabio ; Kundig, Pascal. In: Papers. RePEc:arx:papers:2410.02846.

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2024From rotational to scalar invariance: Enhancing identifiability in score-driven factor models. (2024). Dzuverovic, Emilija ; Corsi, Fulvio ; Buccheri, Giuseppe. In: Papers. RePEc:arx:papers:2412.01367.

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2024Asymmetric expectations of monetary policy. (2024). Busetto, Filippo. In: Bank of England working papers. RePEc:boe:boeewp:1058.

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2024Growth-at-risk for macroprudential policy stance assessment: a survey. (2024). Škrinjarić, Tihana. In: Bank of England working papers. RePEc:boe:boeewp:1075.

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2024Four years into NextGenerationEU: what impact on the euro area economy. (2024). Huber, Christian ; Modery, Wolfgang ; Dorrucci, Ettore ; Jacquinot, Pascal ; de Stefani, Roberta ; Benalal, Nicholai ; Bouabdallah, Othman ; Bakowski, Krzysztof ; Zwick, Christoph ; Zorell, Nico ; Szrfi, Bla ; Rodrguez-Vives, Marta ; Nerlich, Carolin. In: Occasional Paper Series. RePEc:ecb:ecbops:2024362.

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2025Capital markets union: a deep dive - Five measures to foster a single market for capital. (2025). Arampatzi, Alexia-Styliani ; Christie, Rebecca ; van Overbeek, Fons ; Rouveyrol, Clment ; Parisi, Laura ; Evrard, Johanne. In: Occasional Paper Series. RePEc:ecb:ecbops:2025369.

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2025Investment funds and euro disaster risk. (2025). Kaufmann, Christoph ; Georgiadis, Georgios ; Longaric, Pablo Anaya ; Cera, Katharina. In: Working Paper Series. RePEc:ecb:ecbwps:20253029.

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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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2024Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods. (2024). Haddou, Samira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000111.

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

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2024Dynamic partial correlation models. (2024). Lucas, Andre ; Dinnocenzo, Enzo. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624000939.

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2024A new ordinal mixed-data sampling model with an application to corporate credit rating levels. (2024). Calabrese, Raffaella ; Goldmann, Leonie ; Crook, Jonathan. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:3:p:1111-1126.

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

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2024The 2008 short-selling ban’s impact on tail risk. (2024). Bostandzic, Denefa ; Bartl, Jonas ; Irresberger, Felix ; Weiss, Gregor ; Yang, Ruomei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000677.

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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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2024Structured factor copulas for modeling the systemic risk of European and United States banks. (2024). Nguyen, Hoang ; Galeano, Pedro ; Ausn, Concepcin M ; Virbickait, Audron. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005532.

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2024Quantitative easing and bank risk-taking: Evidence from the federal reserves large-scale asset purchases. (2024). Zhang, Zheng ; Wang, Wenxue ; Song, Ciji. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007827.

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2024Time-varying default risk of Chinese-listed companies: From empirical test to theoretical conjecture. (2024). Qin, Zhaohui ; Chen, Yijie ; Fan, Yali ; Wang, Xiaowan ; Andrianarimanana, Mihasina Harinaivo ; Duok, Dhornor Tarir. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008699.

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

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2024Bond convenience curves and funding costs. (2024). Sihvonen, Markus ; Nissinen, Juuso. In: Journal of International Economics. RePEc:eee:inecon:v:151:y:2024:i:c:s0022199624000965.

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2024Assessment of Economic Policy Uncertainty spillovers: A cross-border analysis of global and BRIC economies. (2024). Hassan, M. Kabir ; Kayani, Umar ; Khan, Maaz ; Nawaz, Farrukh ; Dejan, Austin. In: International Economics. RePEc:eee:inteco:v:179:y:2024:i:c:s2110701724000532.

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2024Default dependence in the insurance and banking sectors: A copula approach. (2024). Zhao, Yang ; Zhang, Xuan ; Kim, Minjoo ; Yan, Cheng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001798.

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2024Central bank policies and financial markets: Lessons from the euro crisis. (2024). Nedeljkovic, Milan ; Mody, Ashoka. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002248.

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2024Operational loss recoveries and the macroeconomic environment: Evidence from the U.S. banking sector. (2024). Frame, Scott W ; McLemore, Ping ; Lazaryan, Nika ; Mihov, Atanas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001377.

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2024Asset purchases and sovereign bond spreads in the euro area during the pandemic. (2024). Blotevogel, Robert ; Hudecz, Gergely ; Vangelista, Elisabetta. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001791.

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2024Heterogeneous macro and financial effects of ECB asset purchase programs. (2024). Kole, Erik ; van der Zwan, Terri ; van der Wel, Michel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000603.

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

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2024Same actions, different effects: The conditionality of monetary policy instruments. (2024). Hubert, Paul ; Creel, Jerome ; Bozou, Caroline ; Blot, Christophe. In: Journal of Monetary Economics. RePEc:eee:moneco:v:147:y:2024:i:s:s0304393224000497.

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2024A database: How the euro crisis ended: Not with a (fiscal) bang but a whimper. (2024). Köhler, Ekkehard ; Hirsch, Patrick ; Palhuca, Leonardo ; Kohler, Ekkehard A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1422-1441.

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2024Liquidity pressure and the sovereign-bank diabolic loop. (2024). Hassan, M. Kabir ; Janbaz, M ; Floreani, J ; Dreassi, A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1039-1057.

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2024The asymmetric response of sovereign credit default swaps spreads to risk aversion, investor sentiment and monetary policy shocks. (2024). Haddou, Samira. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:244-272.

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2024Financial stability: A scientometric analysis and research agenda. (2024). Challita, Sandra ; ben Jabeur, Sami ; Ballouk, Hossein ; Chen, Chaomei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924000874.

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2024Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment. (2024). Ahelegbey, Daniel Felix ; Cerchiello, Paola ; Celani, Alessandro. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s0038012124000417.

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2025Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter. (2025). Dinnocenzo, Enzo ; Zhang, Xin ; Schwaab, Bernd ; Lucas, Andr. In: Working Paper Series. RePEc:hhs:rbnkwp:0446.

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2024Monitoring time-varying systemic risk in sovereign debt and currency markets with generative AI. (2024). Uribe, Jorge ; Chuliá, Helena ; Khalili, Sabuhi ; Chulia, Helena. In: IREA Working Papers. RePEc:ira:wpaper:202402.

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2024A Review of Generalized Hyperbolic Distributions. (2024). Jiang, Xiao ; Hitchen, Thomas ; Nadarajah, Saralees. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10457-5.

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2024Household debt service ratio in a developing economy: borrower-based analytical tools and macroprudential policy overview in Kazakhstan. (2024). Ybrayev, Zhandos ; Kairullayev, Yerlan ; Zharkynbay, Talgat ; Talakin, Andrey. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:25:y:2024:i:1:d:10.1057_s41261-023-00218-7.

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2024The rise of common public debt in Europe: a new chapter in fiscal integration?. (2024). Riet, AD. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:41:y:2024:i:2:d:10.1007_s40888-024-00326-1.

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2024Implicit score-driven filters for time-varying parameter models. (2024). van Dijk, Dick ; Lange, Rutger-Jan ; van Os, Bram. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20220066.

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2024Bootstrapping GARCH Models Under Dependent Innovations. (2024). Schaumburg, Julia ; Beutner, Eric ; Spanjers, Barend. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240008.

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2024Testing for Clustering Under Switching. (2024). Joo, Igor Custodio. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240052.

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2024Robust Multivariate Observation-Driven Filtering for a Common Stochastic Trend: Theory and Application. (2024). van Brummelen, Janneke ; Koopman, Siem Jan ; Gorgi, Paolo ; Blasques, Francisco. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240062.

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2024Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter. (2024). Lucas, Andre ; D'Innocenzo, Enzo ; Zhang, Xin ; Schwaab, Bernd. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240069.

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2024The Transmission of Monetary Policy Shocks: Evidence from Japan. (2024). Nakazono, Yoshiyuki ; Tango, Kento ; Yano, Ritsu. In: TUPD Discussion Papers. RePEc:toh:tupdaa:57.

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2025Unconventional monetary policy in the Euro area: Impacts on loans, employment, and investment. (2025). Pereira, Francisco ; Afonso, Antonio. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:190-220.

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2024Forecasting and stress testing with quantile vector autoregression. (2024). Manganelli, Simone ; Chavleishvili, Sulkhan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:1:p:66-85.

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2024Class‐imbalanced financial distress prediction with machine learning: Incorporating financial, management, textual, and social responsibility features into index system. (2024). Song, Yinghua ; Li, Shixuan ; Zhao, Shengzhe ; Jiang, Minzhe. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:3:p:593-614.

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Works by Bernd Schwaab:

YearTitleTypeCited
2019Risk endogeneity at the lender/investor-of-last-resort In: BIS Working Papers.
[Full Text][Citation analysis]		paper4
2019Risk endogeneity at the lender/investor-of-last-resort.(2019) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2020Risk endogeneity at the lender/investor-of-last-resort.(2020) In: Journal of Monetary Economics.
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This paper has nother version. Agregated cites: 4		article
2019Risk endogeneity at the lender/investor-of-last-resort.(2019) In: Working Paper Series.
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This paper has nother version. Agregated cites: 4		paper
In: .
[Full Text][Citation analysis]		paper7
2011New methodologies for systemic risk measurement In: Research Bulletin.
[Full Text][Citation analysis]		article0
2012Conditional probabilities and contagion measures for euro area sovereign default risk In: Research Bulletin.
[Full Text][Citation analysis]		article25
2012Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk.(2012) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 25		paper
2017Bank business models at negative interest rates In: Research Bulletin.
[Full Text][Citation analysis]		article5
2019Unconventional monetary policy operations – to what extent is there an upside for central bank balance sheet risks? In: Research Bulletin.
[Full Text][Citation analysis]		article0
2021A novel risk management perspective for macroprudential policy In: Research Bulletin.
[Full Text][Citation analysis]		article3
2023The safe asset potential of EU-issued bonds In: Research Bulletin.
[Full Text][Citation analysis]		article1
2011Systemic risk diagnostics: coincident indicators and early warning signals In: Working Paper Series.
[Full Text][Citation analysis]		paper38
2012Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008 In: Working Paper Series.
[Full Text][Citation analysis]		paper28
2012Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008.(2012) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 28		article
2013Assessing asset purchases within the ECB’s securities markets programme In: Working Paper Series.
[Full Text][Citation analysis]		paper81
2013Conditional and joint credit risk In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2013Observation driven mixed-measurement dynamic factor models with an application to credit risk In: Working Paper Series.
[Full Text][Citation analysis]		paper80
2011Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk.(2011) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 80		paper
2014Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk.(2014) In: The Review of Economics and Statistics.
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This paper has nother version. Agregated cites: 80		article
2015Modeling financial sector joint tail risk in the euro area In: Working Paper Series.
[Full Text][Citation analysis]		paper15
2015Modeling financial sector joint tail risk in the euro area.(2015) In: Working Paper Series.
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This paper has nother version. Agregated cites: 15		paper
2017Modeling Financial Sector Joint Tail Risk in the Euro Area.(2017) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 15		article
2016The information in systemic risk rankings In: Working Paper Series.
[Full Text][Citation analysis]		paper34
2016The information in systemic risk rankings.(2016) In: Journal of Empirical Finance.
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This paper has nother version. Agregated cites: 34		article
2015The Information in Systemic Risk Rankings.(2015) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 34		paper
2016Global credit risk: world country and industry factors In: Working Paper Series.
[Full Text][Citation analysis]		paper22
2015Global Credit Risk: World, Country and Industry Factors.(2015) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 22		paper
2017Global Credit Risk: World, Country and Industry Factors.(2017) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 22		article
2017Bank business models at zero interest rates In: Working Paper Series.
[Full Text][Citation analysis]		paper28
2019Bank Business Models at Zero Interest Rates.(2019) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		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: 28		paper
2017Do negative interest rates make banks less safe? In: Working Paper Series.
[Full Text][Citation analysis]		paper47
2017Do negative interest rates make banks less safe?.(2017) In: Economics Letters.
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This paper has nother version. Agregated cites: 47		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: 47		paper
2018Bank to sovereign risk spillovers across borders: evidence from the ECB’s Comprehensive Assessment In: Working Paper Series.
[Full Text][Citation analysis]		paper24
2018Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment.(2018) In: Journal of Empirical Finance.
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This paper has nother version. Agregated cites: 24		article
2021Modeling extreme events: time-varying extreme tail shape In: Working Paper Series.
[Full Text][Citation analysis]		paper6
2023Modeling extreme events:time-varying extreme tail shape.(2023) In: Working Paper Series.
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This paper has nother version. Agregated cites: 6		paper
2024Modeling Extreme Events: Time-Varying Extreme Tail Shape.(2024) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 6		article
2020Modeling extreme events: time-varying extreme tail shape.(2020) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 6		paper
2021A risk management perspective on macroprudential policy In: Working Paper Series.
[Full Text][Citation analysis]		paper3
2021Euro area sovereign bond risk premia during the Covid-19 pandemic In: Working Paper Series.
[Full Text][Citation analysis]		paper19
2021The risk management approach to macro-prudential policy In: Working Paper Series.
[Full Text][Citation analysis]		paper12
2021Dynamic clustering of multivariate panel data In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2023Dynamic clustering of multivariate panel data.(2023) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 2		article
2020Dynamic clustering of multivariate panel data.(2020) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 2		paper
2022Can EU bonds serve as euro-denominated safe assets? In: Working Paper Series.
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2022Can EU Bonds Serve as Euro-Denominated Safe Assets?.(2022) In: JRFM.
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This paper has nother version. Agregated cites: 5		article
2023Dynamic nonparametric clustering of multivariate panel data In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2024Dynamic Nonparametric Clustering of Multivariate Panel Data*.(2024) In: Journal of Financial Econometrics.
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This paper has nother version. Agregated cites: 2		article
2011Modeling frailty-correlated defaults using many macroeconomic covariates In: Journal of Econometrics.
[Full Text][Citation analysis]		article81
2023Euro area sovereign bond risk premia before and during the Covid-19 pandemic In: European Economic Review.
[Full Text][Citation analysis]		article2
2014Nowcasting and forecasting global financial sector stress and credit market dislocation In: International Journal of Forecasting.
[Full Text][Citation analysis]		article6
2016Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme In: Journal of Financial Economics.
[Full Text][Citation analysis]		article177
2013Conditional euro area sovereign default risk In: Working Paper Series.
[Full Text][Citation analysis]		paper99
2014Conditional Euro Area Sovereign Default Risk.(2014) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 99		article
2013Discussion of Bank Funding and Financial Stability In: RBA Annual Conference Volume (Discontinued).
[Full Text][Citation analysis]		chapter0
2008Forecasting Cross-Sections of Frailty-Correlated Default In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper3
2010Macro, Industry and Frailty Effects in Defaults: The 2008 Credit Crisis in Perspective In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper5
2010Systemic Risk Diagnostics In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper13
2014Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper9
2014A Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions: An Empirical Study of Non-standard Monetary Policy in the Euro Area In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper14

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