Til Schuermann : Citation Profile

Are you Til Schuermann?

21

H index

26

i10 index

2785

Citations

RESEARCH PRODUCTION:

31

Articles

51

Papers

4

Chapters

EDITOR:

3

Books edited

RESEARCH ACTIVITY:

   27 years (1993 - 2020). See details.
   Cites by year: 103
   Journals where Til Schuermann has often published
   Relations with other researchers
   Recent citing documents: 127.    Total self citations: 30 (1.07 %)

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   Permalink: http://citec.repec.org/psc73
   Updated: 2024-11-04    RAS profile: 2024-07-04    
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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 (26)

Cesa-Bianchi, Ambrogio (21)

Konstantakis, Konstantinos (21)

Dees, Stephane (21)

Michaelides, Panayotis (21)

Cites to:

Pesaran, Mohammad (38)

Altman, Edward (24)

Diebold, Francis (21)

Gordy, Michael (19)

Berger, Allen (18)

Lando, David (18)

Acharya, Viral (14)

Rajan, Raghuram (11)

Jarrow, Robert (11)

Duffie, Darrell (10)

Carey, Mark (10)

Main data

Where Til Schuermann has published?

Journals with more than one article published# docs
Journal of Risk Management in Financial Institutions6
Journal of Banking & Finance4
International Journal of Forecasting3
The Review of Financial Studies2
Current Issues in Economics and Finance2
Journal of Risk Finance2
Economic Policy Review2
Journal of Business & Economic Statistics2

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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2024Factor 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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2024Propagation 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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2024Macroeconomic Spillovers of Weather Shocks across U.S. States. (2024). Moramarco, Graziano ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2403.10907.

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2024A Markov approach to credit rating migration conditional on economic states. (2024). Packham, Natalie ; Kalkbrener, Michael. In: Papers. RePEc:arx:papers:2403.14868.

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2024Calibration of the rating transition model for high and low default portfolios. (2024). Spreij, Peter ; Khedher, Asma. In: Papers. RePEc:arx:papers:2405.00576.

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

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2023On the transmission of us uncertainty shocks to the European labor market. (2023). de Souza, Michel C. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00423.

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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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2024Asymmetries in the international spillover effects of monetary policy: Based on TGVAR model. (2024). Zhang, YI ; Li, Jiaqi ; Cui, Baisheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001523.

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2023Capturing information in extreme events. (2023). Ardakani, Omid. In: Economics Letters. RePEc:eee:ecolet:v:231:y:2023:i:c:s0165176523003269.

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2024High-dimensional low-rank tensor autoregressive time series modeling. (2024). Li, Guodong ; Zheng, Yao ; Wang, DI. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002609.

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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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2023Nonperforming loans and related lending: Evidence from Ukraine. (2023). Sohn, Wook ; Vyshnevskyi, Iegor. In: Emerging Markets Review. RePEc:eee:ememar:v:57:y:2023:i:c:s1566014123000742.

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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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2023Carbon emissions, environmental distortions, and impact on growth. (2023). Gul, Azeem ; Kayani, Umar Nawaz ; Choudhury, Tonmoy ; Ahmad, Sareer ; Haider, Syed Arslan. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005388.

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2023Intraday and overnight tail risks and return predictability in the crude oil market: Evidence from oil-related regular news and extreme shocks. (2023). Bouri, Elie ; Wang, Cheng ; Zhang, Dingsheng ; Xu, Yahua. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323006199.

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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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2023Identifying systemic risk of assets during international financial crises using Value at Risk elasticities. (2023). Fauzi, Fitriya ; Perera, Devmali ; Borer, Daniel ; Chau, Trinh Nguyen. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003484.

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2023Bank risk aggregation based on the triple perspectives of bank managers, credit raters, and financial analysts. (2023). Miao, Xiyuan ; Wei, LU ; Xie, Zezhong ; Liu, Zhidong ; Jing, Haozhe. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005858.

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2023Ripple effect: Disentangling the global impact web of US monetary policy. (2023). Thomas, Lina. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008036.

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2023The tale of two titans: US and Chinas distinct impact on the global economy. (2023). Thomas, Lina. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009431.

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2024The topological structure of panel variance decomposition networks. (2024). Pagnottoni, Paolo ; Cerchiello, Paola ; Celani, Alessandro. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s157230892400007x.

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2023Global impacts of US monetary policy uncertainty shocks. (2023). Lastauskas, Povilas ; Minh, Anh Dinh. In: Journal of International Economics. RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623001162.

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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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2024Introducing the GVAR-GARCH model: Evidence from financial markets. (2024). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Xidonas, Panos ; Prelorentzos, Arsenios-Georgios N ; Thomakos, Dimitrios D ; Goutte, Stephane. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000027.

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2024Spillover effects of US monetary policy on emerging markets amidst uncertainty. (2024). Lastauskas, Povilas ; Minh, Anh Dinh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000222.

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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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2023The impact of macroeconomic scenarios on recurrent delinquency: A stress testing framework of multi-state models for mortgages. (2023). Andreeva, Galina ; Crook, Jonathan ; Bocchio, Cecilia. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1655-1677.

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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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2024Marginals versus copulas: Which account for more model risk in multivariate risk forecasting?. (2024). Weiss, Gregor ; Timphus, Maike ; Fritzsch, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002261.

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2024Modeling your stress away. (2024). Stebunovs, Viktors ; Niepmann, Friederike. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002327.

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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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2024Price diffusion across international private commercial real estate markets. (2024). Lizieri, Colin ; van Dijk, Dorinth ; Zhu, Bing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001778.

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2024Uncertainty spill-overs: When policy and financial realms overlap. (2024). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s026156062400055x.

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

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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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2024China’s macroeconomic performance affects trading partners: How can their policies respond?. (2024). Hussain, Ibrar ; Ma, Jingmei ; Alam, Aftab. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:46:y:2024:i:2:p:448-474.

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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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2023What is the global causality among renewable energy consumption, financial development, and public health? New perspective of mineral energy substitution. (2023). Feng, Yanchao ; Muttarak, Raya ; Zhao, Mingcheng ; Zhang, Yunpeng. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s030142072300747x.

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2024Driving towards net zero emissions: The role of natural resources, government debt and political stability. (2024). Niu, Yanfang ; Bao, Mengqi ; Han, Yue ; Ur, Jamshaid. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s030142072301190x.

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2024Do the grey clouds of geopolitical risk and political globalization exacerbate environmental degradation? Evidence from resource-rich countries. (2024). Abbas, Shujaat ; Wang, Jianxin ; Quddus, Abdul ; Sabir, Saeed Ahmad ; Feng, Yanchao. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723012448.

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2024Natural resources, decentralized system, financial inclusion and sustainable development: Evidence from top emerging economies with resources abundance. (2024). Wu, Hong ; Gan, Yue ; He, Kang. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000412.

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2024The evolution and determinants of the non-performing loan burden in Italian banking. (2024). Williams, Jonathan ; ap Gwilym, Owain ; Pancotto, Livia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x2400057x.

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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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2023Enduring lending relationships and european firms default. (2023). Rondinella, Sandro ; Errico, Lucia ; Agostino, Mariarosaria ; Trivieri, Francesco. In: Research in Economics. RePEc:eee:reecon:v:77:y:2023:i:4:p:459-477.

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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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2024Institutional investor heterogeneity and systemic financial risk: Evidence from China. (2024). Li, Shi ; Zhu, Yuanhao ; Huang, Wenli ; Xu, Yueling. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s027553192300288x.

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2024Basel liquidity regulation and credit risk market perception: Evidence from large European banks. (2024). Veller, Andrea ; Cavezzali, Elisa ; Rigoni, Ugo ; Simion, Giorgia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000205.

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2024Digital agriculture for sustainable development in China: The promise of computerization. (2024). Gokmenoglu, Korhan K ; Ozdemir, Dicle ; Chandio, Abbas Ali ; Jiang, Yuansheng ; Usman, Muhammad. In: Technology in Society. RePEc:eee:teinso:v:76:y:2024:i:c:s0160791x24000277.

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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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2024Do remittances mitigate poverty? Evidence from selected countries in Africa, Asia and Latin America. (2024). Ibukun, Cleopatra Oluseye ; Ojeyinka, Titus Ayobami. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09666-1.

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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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2023Bank Stress Testing: Public Interest or Regulatory Capture?*. (2023). Yang, Jun ; Strahan, Philip E ; Schneider, Thomas. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:2:p:423-467..

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2024Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk. (2024). Manuel, Ed ; Lloyd, Simon ; Panchev, Konstantin. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00199-7.

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More than 100 citations found, this list is not complete...

Til Schuermann has edited the books:

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Works by Til Schuermann:

YearTitleTypeCited
In: .
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2013Stress Testing Bank Profitability.(2013) In: Working Papers.
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2014Bank Capital for Operational Risk: A Tale of Fragility and Instability.(2014) In: Working Papers.
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In: .
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2015Stress Testing Convergence.(2015) In: Working Papers.
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In: .
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2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article802
2001Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model.(2001) In: Cambridge Working Papers in Economics.
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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: 802		paper
2010Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model.(2010) In: EcoMod2003.
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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.
[Full Text][Citation analysis]		article0
2003Macroeconomic Dynamics and Credit Risk: A Global Perspective In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper188
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.
[Full Text][Citation analysis]		paper1
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.
[Full Text][Citation analysis]		paper5
2005The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification.(2005) In: IEPR Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2008Forecasting Economic and Financial Variables with Global VARs In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper131
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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This paper has nother version. Agregated cites: 131		article
2008Forecasting economic and financial variables with global VARs.(2008) In: Staff Reports.
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This paper has nother version. Agregated cites: 131		paper
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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This paper has nother version. Agregated cites: 38		article
2005Global Business Cycles and Credit Risk In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper32
2007Global Business Cycles and Credit Risk.(2007) In: NBER Chapters.
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This paper has nother version. Agregated cites: 32		chapter
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.
[Full Text][Citation analysis]		paper24
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.
[Full Text][Citation analysis]		paper61
2014Stress testing banks.(2014) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 61		article
2015Model Risk and the Great Financial Crisis: The Rise of Modern Model Risk Management In: Working Papers.
[Full Text][Citation analysis]		paper1
2016Stress Testing in Wartime and in Peacetime In: Working Papers.
[Full Text][Citation analysis]		paper10
2016Stress Testing in Wartime and in Peacetime.(2016) In: Working Papers.
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This paper has nother version. Agregated cites: 10		paper
2001The efficiency-equity trade-off of schooling outcomes: public education expenditures and welfare in Mexico In: Economics of Education Review.
[Full Text][Citation analysis]		article3
2009Rejoinder to comments on forecasting economic and financial variables with global VARs In: International Journal of Forecasting.
[Full Text][Citation analysis]		article104
2002Ratings migration and the business cycle, with application to credit portfolio stress testing In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article254
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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This paper has nother version. Agregated cites: 254		paper
2004Measurement, estimation and comparison of credit migration matrices In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article57
2006Confidence intervals for probabilities of default In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article33
2008Credit rating dynamics and Markov mixture models In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article60
2006A general approach to integrated risk management with skewed, fat-tailed risks In: Journal of Financial Economics.
[Full Text][Citation analysis]		article133
2004A general approach to integrated risk management with skewed, fat-tailed risks.(2004) In: Staff Reports.
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This paper has nother version. Agregated cites: 133		paper
2000Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management In: Journal of Risk Finance.
[Full Text][Citation analysis]		article70
1998Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management.(1998) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]
This paper has nother version. Agregated cites: 70		paper
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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2000Changing Regulatory Capital to Include Liquidity and Management Intervention In: Journal of Risk Finance.
[Full Text][Citation analysis]		article0
2006Hedging bank liquidity risk In: Proceedings.
[Citation analysis]		paper0
2004Why were banks better off in the 2001 recession? In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article9
1998Horizon problems and extreme events in financial risk management In: Economic Policy Review.
[Full Text][Citation analysis]		article29
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.
[Full Text][Citation analysis]		article16
2007Hedge funds, financial intermediation, and systemic risk.(2007) In: Staff Reports.
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2004Estimating probabilities of default In: Staff Reports.
[Full Text][Citation analysis]		paper8
2006Visible and hidden risk factors for banks In: Staff Reports.
[Full Text][Citation analysis]		paper22
2008Understanding the securitization of subprime mortgage credit In: Staff Reports.
[Full Text][Citation analysis]		paper222
2008Understanding the Securitization of Subprime Mortgage Credit.(2008) In: Foundations and Trends(R) in Finance.
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This paper has nother version. Agregated cites: 222		article
2009Macroprudential supervision of financial institutions: lessons from the SCAP In: Staff Reports.
[Full Text][Citation analysis]		paper62
1993Exact maximum likelihood estimation of ARCH models In: Working Papers.
[Citation analysis]		paper3
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.
[Full Text][Citation analysis]		paper19
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.
[Full Text][Citation analysis]		article1
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.
[Full Text][Citation analysis]		article21
2007How Do Banks Manage Liquidity Risk? Evidence from the Equity and Deposit Markets in the Fall of 1998 In: NBER Chapters.
[Full Text][Citation analysis]		chapter13
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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This paper has nother version. Agregated cites: 13		paper
1996Exact Maximum Likelihood Estimation of Observation-Driven Econometric Models In: NBER Technical Working Papers.
[Full Text][Citation analysis]		paper6
2006Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions In: NBER Working Papers.
[Full Text][Citation analysis]		paper132
2009Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions.(2009) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 132		article
2009Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions.(2009) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 132		article
2002Deposit Insurance and Risk Management of the U.S. Banking System: How Much? How Safe? Who Pays? In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]		paper4
2002Risk Measurement, Risk Management and Capital Adequacy in Financial Conglomerates In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]		paper14
2003Measurement and Estimation of Credit Migration Matrices In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]		paper9
2003Metrics for Comparing Credit Migration Matrices In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]		paper5
The New Basel Capital Accord and Questions for Research In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]		paper5
1997Converting 1-Day Volatility to h-Day Volatitlity: Scaling by Root-h is Worse Than You Think In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]		paper23
2009The Seven Deadly Frictions of Subprime Mortgage Credit Securitization In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2015Model Risk and the Great Financial Crisis In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
1994Why You May Need Not Worry About Finite Sample Bias In Simulated Maximum Likelihood Estimation In: Discussion Papers.
[Citation analysis]		paper0
1997Businessmens Expectations Are Neither Rational nor Adaptive In: ZEW Discussion Papers.
[Full Text][Citation analysis]		paper3

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