21
H index
26
i10 index
2681
Citations
Til Schuermann : Citation Profile
| RESEARCH PRODUCTION: 24 Articles 51 Papers 4 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
27 years (1993 - 2020). 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:
| Cites to:
|
Main data
Where Til Schuermann has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Banking & Finance | 4 |
| International Journal of Forecasting | 3 |
| Economic Policy Review | 2 |
| Journal of Business & Economic Statistics | 2 |
| Current Issues in Economics and Finance | 2 |
| Review of Financial Studies | 2 |
Recent works citing Til Schuermann (2023 and 2022)
| Year | Title of citing document | |
|---|---|---|
| 2022 | The Critical Role of Education and ICT in Promoting Environmental Sustainability in Eastern and Southern Africa: A Panel VAR Approach. (2022). Shobande, Olatunji ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/006. Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | Proceedings of the 5th Symposium on Agri-Tech Economics for Sustainable Futures. (2022). Paparas, Dimitrios ; Behrendt, Karl. In: Agri-Tech Economics Proceedings. RePEc:ags:haaepr:335408. Full description at Econpapers || Download paper | |
| 2022 | Proceedings of the 5th Symposium on Agri-Tech Economics for Sustainable Futures. (2022). Paparas, Dimitrios ; Behrendt, Karl. In: Land, Farm & Agribusiness Management Department. RePEc:ags:haaewp:335408. Full description at Econpapers || Download paper | |
| 2022 | Bargaining over a Divisible Good in the Market for Lemons. (2022). Monzon, Ignacio ; Maestri, Lucas ; Gerardi, Dino. In: Working Papers. RePEc:aoz:wpaper:111. Full description at Econpapers || Download paper | |
| 2022 | Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs. (2021). Pfarrhofer, Michael ; Huber, Florian ; Feldkircher, Martin ; Koop, Gary. In: Papers. RePEc:arx:papers:2103.04944. Full description at Econpapers || Download paper | |
| 2023 | Rating transitions forecasting: a filtering approach. (2021). Lelong, J'Erome ; Cousin, Areski ; Picard, Tom ; Norberg, Ragnar. In: Papers. RePEc:arx:papers:2109.10567. Full description at Econpapers || Download paper | |
| 2023 | Funding liquidity, credit risk and unconventional monetary policy in the Euro area: a GVAR approach. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.01078. Full description at Econpapers || Download paper | |
| 2023 | Should Bank Stress Tests Be Fair?. (2022). Li, Mike ; Glasserman, Paul. In: Papers. RePEc:arx:papers:2207.13319. Full description at Econpapers || Download paper | |
| 2023 | Factor Network Autoregressions. (2022). Cavaliere, Giuseppe ; Moramarco, Graziano ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925. Full description at Econpapers || Download paper | |
| 2022 | Interpreting and predicting the economy flows: A time-varying parameter global vector autoregressive integrated the machine learning model. (2022). Tian, Ting ; Yang, Haisheng ; Xiong, Zhixi ; Wang, Xueqin ; Jiang, Yukang. In: Papers. RePEc:arx:papers:2209.05998. Full description at Econpapers || Download paper | |
| 2023 | Risk Budgeting Portfolios from Simulations. (2023). Targino, Rodrigo S ; Pesenti, Silvana M ; Paulo, Bernardo Freitas. In: Papers. RePEc:arx:papers:2302.01196. Full description at Econpapers || Download paper | |
| 2023 | Propagation 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. Full description at Econpapers || Download paper | |
| 2023 | New 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. Full description at Econpapers || Download paper | |
| 2022 | Will financial development and clean energy utilization rejuvenate the environment in BRICS economies?. (2022). Alola, Andrew Adewale ; Gungor, Hasan ; Ekwueme, Daberechi Chikezie ; Zoaka, Joshua Dzankar. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:5:p:2156-2170. Full description at Econpapers || Download paper | |
| 2022 | Crisis and the Chinese miracle: A network—GVAR model. (2022). Prelorentzos, Arseniosgeorgios N ; Chatzieleftheriou, Livia ; Michaelides, Panayotis G ; Konstantakis, Konstantinos N. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:3:p:900-921. Full description at Econpapers || Download paper | |
| 2022 | Asset?Level Transparency and the (E)valuation of Asset?Backed Securities. (2022). Wang, Philip K ; Ryan, Stephen G ; Neilson, Jed J ; Xie, Biqin. In: Journal of Accounting Research. RePEc:bla:joares:v:60:y:2022:i:3:p:1131-1183. Full description at Econpapers || Download paper | |
| 2022 | Financial conditions, local competition, and local market leaders: The case of real estate developers. (2022). Leung, Charles ; Yang, Zan ; Fan, Ying. In: Pacific Economic Review. RePEc:bla:pacecr:v:27:y:2022:i:2:p:131-193. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2023 | One 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. Full description at Econpapers || Download paper | |
| 2022 | Uncertainty spill-overs: when policy and financial realms overlap. (2022). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Working Papers. RePEc:bol:bodewp:wp1174. Full description at Econpapers || Download paper | |
| 2022 | A Structural Dynamic Factor Model for Daily Global Stock Market Returns. (2022). Wu, J ; Tang, H ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2237. Full description at Econpapers || Download paper | |
| 2022 | A Structural Dynamic Factor Model for Daily Global Stock Market Returns. (2022). Tang, H ; Linton, O B ; Wu, J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:camjip:2214. Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | Macroeconomic Determinants of Corporate Credit Spreads: Evidence from Canada. (2022). Jahan, Nusrat. In: Carleton Economic Papers. RePEc:car:carecp:22-07. Full description at Econpapers || Download paper | |
| 2022 | Stochastic debt sustainability analysis using time-varying fiscal reaction functions. An agnostic approach to fiscal forecasting. (2022). Dubbert, Tore. In: CQE Working Papers. RePEc:cqe:wpaper:10422. Full description at Econpapers || Download paper | |
| 2023 | Credit Ratings and Investments. (2023). Vlahu, Razvan ; Peia, Oana ; Bayona, Anna. In: Working Papers. RePEc:dnb:dnbwpp:776. Full description at Econpapers || Download paper | |
| 2022 | A study on the EBA stress test results: influence of bank, portfolio, and country-level characteristics. (2022). Tarancon, Javier ; Suarez, Nuria ; Poblacion, Francisco Javier ; Hernandez, Javier. In: Working Paper Series. RePEc:ecb:ecbwps:20222648. Full description at Econpapers || Download paper | |
| 2023 | Does IFRS 9 increase banks’ resilience?. (2023). Rugilo, Daniel ; Kund, Arndt-Gerrit. In: Working Paper Series. RePEc:ecb:ecbwps:20232792. Full description at Econpapers || Download paper | |
| 2022 | Market Risk Management Practices of the Indian Banking Sector: An Empirical Study. (2022). Brahmaiah, Bezawada. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-03-8. Full description at Econpapers || Download paper | |
| 2022 | Impact of Financial Deepening, Energy Consumption and Total Natural Resource Rent on CO2 Emission in the GCC Countries: Evidence from Advanced Panel Data Simulation. (2022). Hashmi, Nazia ; Duran, Ivan A ; Saqib, Najia. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-02-45. Full description at Econpapers || Download paper | |
| 2022 | Which are the long-run determinants of US outward FDI? Evidence using large long-memory panels. (2022). Tamarit, Salvador Cecilio ; Moliner, Silviano Sergi ; Camarero, Mariam. In: Working Papers. RePEc:eec:wpaper:2210. Full description at Econpapers || Download paper | |
| 2022 | Emerging market responses to external shocks: A cross-country analysis. (2022). Hallam, Bahar Sungurtekin. In: Economic Modelling. RePEc:eee:ecmode:v:115:y:2022:i:c:s0264999322001948. Full description at Econpapers || Download paper | |
| 2022 | A hierarchical mixture cure model with unobserved heterogeneity for credit risk. (2022). Vasnev, Andrey ; Baesens, Bart ; Claeskens, Gerda ; Dirick, Lore. In: Econometrics and Statistics. RePEc:eee:ecosta:v:22:y:2022:i:c:p:39-55. Full description at Econpapers || Download paper | |
| 2022 | The Fama-French model for estimating the cost of equity capital: The impact of real options of investment projects. (2022). Zarzecki, Dariusz ; Urbaski, Stanisaw. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:1:s0939362521000224. Full description at Econpapers || Download paper | |
| 2022 | Interest rates and foreign spillovers. (2022). Zimic, Sreko ; de Santis, Roberto A. In: European Economic Review. RePEc:eee:eecrev:v:144:y:2022:i:c:s001429212200006x. Full description at Econpapers || Download paper | |
| 2023 | Promoting renewable energy through national energy legislation. (2023). Feng, Chao ; Liu, Ying. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000026. Full description at Econpapers || Download paper | |
| 2023 | Does 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. Full description at Econpapers || Download paper | |
| 2022 | International spillover effects of unconventional monetary policies of major central banks. (2022). Okimoto, Tatsuyoshi ; Inoue, Tomoo. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002854. Full description at Econpapers || Download paper | |
| 2023 | Climate 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. Full description at Econpapers || Download paper | |
| 2022 | Global evidence of the COVID-19 shock on real equity prices and real exchange rates: A counterfactual analysis with a threshold-augmented GVAR model. (2022). Wohar, Mark E ; Gupta, Rangan ; Ayinde, Taofeek O ; Salisu, Afees A. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321004864. Full description at Econpapers || Download paper | |
| 2022 | Predicting credit rating changes conditional on economic strength. (2022). Zhou, Jun ; Zhao, Yonggan ; Sawicki, Julia ; Edirisinghe, Chanaka. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000794. Full description at Econpapers || Download paper | |
| 2022 | Skin-in-the-game in ABS transactions: A critical review of policy options. (2022). Wilde, Christian ; Krahnen, Jan-Pieter. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000262. Full description at Econpapers || Download paper | |
| 2023 | ECB 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. Full description at Econpapers || Download paper | |
| 2022 | Housing networks and driving forces. (2022). Hurn, Stan ; Wang, Ben ; Shi, Shuping. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002685. Full description at Econpapers || Download paper | |
| 2022 | Predicting the stressed expected loss of large U.S. banks. (2022). Jondeau, Eric ; Khalilzadeh, Amir. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002727. Full description at Econpapers || Download paper | |
| 2022 | Sensitivity-implied tail-correlation matrices. (2022). Schlutter, Sebastian ; Paulusch, Joachim. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002843. Full description at Econpapers || Download paper | |
| 2022 | Stress testing and bank business patterns: A regression discontinuity study. (2022). Steele, Suzanne ; Garcia, Raffi E. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426620302260. Full description at Econpapers || Download paper | |
| 2022 | Market discipline and regulatory arbitrage: Evidence from ABCP liquidity guarantors. (2022). Chen, Jiakai. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:145:y:2022:i:c:s0378426622002369. Full description at Econpapers || Download paper | |
| 2023 | Covid-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. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2022 | Private deposit insurance, deposit flows, bank lending, and moral hazard. (2022). Schaeck, Klaus ; Lee, Chun Hei ; Danisewicz, Piotr. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:52:y:2022:i:c:s1042957322000201. Full description at Econpapers || Download paper | |
| 2022 | Shadow of the colossus: Euro area spillovers and monetary policy in Central and Eastern Europe. (2022). Tochkov, Kiril ; El-Shagi, Makram. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560621001522. Full description at Econpapers || Download paper | |
| 2022 | The north-south divide, the euro and the world. (2022). Panagiotidis, Theodore ; Mouratidis, Kostas ; Chisiridis, Konstantinos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:121:y:2022:i:c:s0261560621001674. Full description at Econpapers || Download paper | |
| 2022 | Fragmentation in the European Monetary Union: Is it really over?. (2022). Candelon, Bertrand ; Roccazzella, Francesco ; Luisi, Angelo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621001960. Full description at Econpapers || Download paper | |
| 2022 | Fundamentals, regimes and exchange rate forecasts: Insights from a meta exchange rate model. (2022). Lee, Kevin ; Shields, Kalvinder ; Aristidou, Chrystalleni. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:123:y:2022:i:c:s0261560622000043. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2022 | Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path. (2022). Surya, Budhi Arta. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:191:y:2022:i:c:s0047259x22000446. Full description at Econpapers || Download paper | |
| 2022 | Multi-commodity price risk hedging in the Atlantic salmon farming industry. (2022). Strom, Eivind ; Strypet, Kristian ; Lavrutich, Maria ; Haarstad, Aleksander H. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000167. Full description at Econpapers || Download paper | |
| 2022 | The sensitivity of oil price shocks to preexisting market conditions: A GVAR analysis. (2022). Aldayel, Abdullah ; Hatipoglu, Emre ; Considine, Jennifer. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000581. Full description at Econpapers || Download paper | |
| 2022 | The dynamic effects of debt and equity inflows: Evidence from emerging and developing countries. (2022). Alimov, Behzod. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000202. Full description at Econpapers || Download paper | |
| 2022 | Regulation and supervision of the European banking industry. Does one size fit all?. (2022). Witkowski, Bartosz ; Iwanicz-Drozdowska, Magorzata. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:44:y:2022:i:1:p:113-129. Full description at Econpapers || Download paper | |
| 2022 | Economic performance and natural resources: Evaluating the role of economic risk. (2022). Akram, Rabia ; Deng, Wei ; Mirza, Nawazish. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002884. Full description at Econpapers || Download paper | |
| 2022 | The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model. (2022). Salisu, Afees A ; Bouri, Elie ; Nel, Jacobus ; Gupta, Rangan. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003427. Full description at Econpapers || Download paper | |
| 2022 | Economic performance, investment in energy resources, foreign trade, and natural resources volatility nexus: Evidence from Chinas provincial data. (2022). Chang, Hsu Ling ; Sun, Yanpeng ; Vasbieva, Dinara G ; Andlib, Zubaria. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003579. Full description at Econpapers || Download paper | |
| 2022 | Effects of institutional quality and political risk on the renewable energy consumption in the OECD countries. (2022). Gözgör, Giray ; Hu, Guo Heng ; Patel, Gupteswar ; Mahalik, Mantu Kumar ; Wang, Erhong. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004846. Full description at Econpapers || Download paper | |
| 2023 | Sustainability 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. Full description at Econpapers || Download paper | |
| 2023 | Does 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. Full description at Econpapers || Download paper | |
| 2022 | The effects of economic policy uncertainty and country governance on banks liquidity creation: International evidence. (2022). Lee, Chien-Chiang ; Chen, Ming-Chien ; Wang, Chih-Wei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:71:y:2022:i:c:s0927538x22000038. Full description at Econpapers || Download paper | |
| 2023 | Data-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. Full description at Econpapers || Download paper | |
| 2022 | Capital requirements and banks’ behavior: Evidence from bank stress tests. (2022). Shahhosseini, Mehrnoush. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:240-262. Full description at Econpapers || Download paper | |
| 2023 | Bridging 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. Full description at Econpapers || Download paper | |
| 2022 | Modelling the effect of renewable energy and public-private partnership in testing EKC hypothesis: Evidence from methods moment of quantile regression. (2022). Mahmood, Haider ; Saqib, Najia ; Huo, Jiale ; Yang, Qiang. In: Renewable Energy. RePEc:eee:renene:v:192:y:2022:i:c:p:485-494. Full description at Econpapers || Download paper | |
| 2022 | Innovation and carbon emissions: Fixed-effects panel threshold model estimation for renewable energy. (2022). Ostadzad, Ali Hossein. In: Renewable Energy. RePEc:eee:renene:v:198:y:2022:i:c:p:602-617. Full description at Econpapers || Download paper | |
| 2022 | Influence of economic policy uncertainty and financial development on renewable energy consumption in the BRICST region. (2022). Razzaq, Asif ; Zhang, Ren Jie. In: Renewable Energy. RePEc:eee:renene:v:201:y:2022:i:p1:p:526-533. Full description at Econpapers || Download paper | |
| 2022 | Evaluation of European Deposit Insurance Scheme funding based on risk analysis. (2022). Urea, Antonio Partal ; Ruiz, Rafael Moreno ; Martinez, Eduardo Trigo ; Fernandez-Aguado, Pilar Gomez. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:234-247. Full description at Econpapers || Download paper | |
| 2022 | Risky mortgages, credit shocks and cross-border spillovers. (2022). Poblacion, Javier ; de Quinto, Alicia ; Buesa, Alejandro. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:717-733. Full description at Econpapers || Download paper | |
| 2023 | Return 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. Full description at Econpapers || Download paper | |
| 2022 | The Critical Role of Education and ICT in Promoting Environmental Sustainability in Eastern and Southern Africa: A Panel VAR Approach. (2022). Shobande, Olatunji ; Asongu, Simplice. In: Working Papers. RePEc:exs:wpaper:22/006. Full description at Econpapers || Download paper | |
| 2022 | Macroeconomic Forecasting in a Multi-country Context. (2021). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea ; Bai, Yu. In: Working Papers. RePEc:fip:fedcwq:93660. Full description at Econpapers || Download paper | |
| 2022 | Mortgage-Backed Securities. (2022). Vickery, James ; Lucca, David ; Fuster, Andreas. In: Staff Reports. RePEc:fip:fednsr:93695. Full description at Econpapers || Download paper | |
| 2023 | Estimation 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. Full description at Econpapers || Download paper | |
| 2023 | ???????????? ???????????????? ?????–?????? ???? ? ??????? ????? ??? ?????? ?????? GVAR. (2023). Kirillova, Maria A ; Zubarev, Andrey V. In: Russian Economic Development (in Russian). RePEc:gai:ruserr:r2354. Full description at Econpapers || Download paper | |
| 2022 | Structural Compressed Panel VAR with Stochastic Volatility: A Robust Bayesian Model Averaging Procedure. (2022). Pacifico, Antonio. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:3:p:28-:d:860755. Full description at Econpapers || Download paper | |
| 2022 | Measuring Global Macroeconomic Uncertainty and Cross-Country Uncertainty Spillovers. (2022). Moramarco, Graziano. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2022:i:1:p:2-:d:1017952. Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model. (2022). Salisu, Afees ; Demirer, Riza ; Gupta, Rangan. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:8:p:355-:d:883443. Full description at Econpapers || Download paper | |
| 2023 | Impacts of Drought on Loan Repayment. (2023). Breeden, Joseph L. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:85-:d:1053638. Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | Agricultural Grain Markets in the COVID-19 Crisis, Insights from a GVAR Model. (2022). Sabbagh, Maria ; Pierre, Guillaume ; Gutierrez, Luciano. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:16:p:9855-:d:884463. Full description at Econpapers || Download paper | |
| 2022 | Carbon Derivatives-Directed International Supervision Laws and Regulations and Carbon Market Mechanism. (2022). Cheng, Yao. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:23:p:16157-:d:992439. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2023 | Carbon 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. Full description at Econpapers || Download paper | |
| 2023 | Rating transitions forecasting: a filtering approach. (2023). Picard, Tom ; Lelong, Jerome ; Cousin, Areski. In: Post-Print. RePEc:hal:journl:hal-03347521. Full description at Econpapers || Download paper | |
| 2023 | One size may not fit all: Financial fragmentation and European monetary policies. (2022). Gimet, Celine ; Gagnon, Mariehelene. In: Post-Print. RePEc:hal:journl:hal-03777950. Full description at Econpapers || Download paper | |
| 2023 | Financial 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. Full description at Econpapers || Download paper | |
| 2022 | Rating transitions forecasting: a filtering approach. (2021). Lelong, Jerome ; Cousin, Areski ; Picard, Tom ; Norberg, Ragnar. In: Working Papers. RePEc:hal:wpaper:hal-03347521. Full description at Econpapers || Download paper | |
| 2023 | Energy 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. Full description at Econpapers || Download paper | |
| 2022 | Which are the long-run determinants of US outward FDI? Evidence using large long-memory panels. (2022). Tamarit, Cecilio ; Moliner, Sergi ; Camarero, Mariam. In: Working Papers. RePEc:inf:wpaper:2022.08. Full description at Econpapers || Download paper | |
| 2023 | Trilemma revisited with dollar dominance in trade and finance. (2023). Dovonou, Vanessa Olakemi. In: Working Papers. RePEc:inf:wpaper:2023.05. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Til Schuermann has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Til Schuermann:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2004 | Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 744 |
| 2001 | Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model.(2001) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 744 | paper | |
| 2001 | Modelling regional interdependencies using a global error-correcting macroeconometric model.(2001) In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002. [Full Text][Citation analysis] This paper has another version. Agregated cites: 744 | paper | |
| 2010 | Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model.(2010) In: EcoMod2003. [Full Text][Citation analysis] This paper has another version. Agregated cites: 744 | paper | |
| 2002 | Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model.(2002) In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 744 | paper | |
| 2004 | Rejoinder In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
| 2003 | Macroeconomic Dynamics and Credit Risk: A Global Perspective In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 175 |
| 2003 | Macroeconomic Dynamics and Credit Risk: A Global Perspective.(2003) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 175 | paper | |
| 2006 | Macroeconomic Dynamics and Credit Risk: A Global Perspective.(2006) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 175 | article | |
| Macroeconomic Dynamics and Credit Risk: A Global Perspective.() In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 175 | paper | ||
| 2005 | Scope for Credit Risk Diversification In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Scope for Credit Risk Diversification.(2005) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2005 | The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 5 |
| 2005 | The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification.(2005) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2008 | Forecasting Economic and Financial Variables with Global VARs In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 131 |
| 2008 | Forecasting Economic and Financial Variables with Global VARs.(2008) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 131 | paper | |
| 2009 | Forecasting economic and financial variables with global VARs.(2009) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 131 | article | |
| 2008 | Forecasting economic and financial variables with global VARs.(2008) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 131 | paper | |
| 2005 | Firm Heterogeneity and Credit Risk Diversification In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 38 |
| 2008 | Firm heterogeneity and credit risk diversification.(2008) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | article | |
| 2005 | Global Business Cycles and Credit Risk In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 32 |
| 2007 | Global Business Cycles and Credit Risk.(2007) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | chapter | |
| 2005 | Global Business Cycles and Credit Risk.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
| 2012 | Robust Capital Regulation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 24 |
| 2012 | Robust capital regulation.(2012) In: Current Issues in Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | article | |
| 2011 | Robust capital regulation.(2011) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2013 | Stress Testing Banks In: Working Papers. [Full Text][Citation analysis] | paper | 61 |
| 2014 | Stress testing banks.(2014) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 61 | article | |
| 2013 | Stress Testing Bank Profitability In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Bank Capital for Operational Risk: A Tale of Fragility and Instability In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2015 | Model Risk and the Great Financial Crisis: The Rise of Modern Model Risk Management In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Stress Testing Convergence In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Stress Testing in Wartime and in Peacetime In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2016 | Stress Testing in Wartime and in Peacetime.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2001 | The efficiency-equity trade-off of schooling outcomes: public education expenditures and welfare in Mexico In: Economics of Education Review. [Full Text][Citation analysis] | article | 3 |
| 2009 | Rejoinder to comments on forecasting economic and financial variables with global VARs In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 104 |
| 2002 | Ratings migration and the business cycle, with application to credit portfolio stress testing In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 244 |
| 2000 | Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing.(2000) In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 244 | paper | |
| 2004 | Measurement, estimation and comparison of credit migration matrices In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 57 |
| 2006 | Confidence intervals for probabilities of default In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 33 |
| 2008 | Credit rating dynamics and Markov mixture models In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 56 |
| 2006 | A general approach to integrated risk management with skewed, fat-tailed risks In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 130 |
| 2004 | A general approach to integrated risk management with skewed, fat-tailed risks.(2004) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 130 | paper | |
| 2006 | Hedging bank liquidity risk In: Proceedings. [Citation analysis] | paper | 0 |
| 2004 | Why were banks better off in the 2001 recession? In: Current Issues in Economics and Finance. [Full Text][Citation analysis] | article | 9 |
| 1998 | Horizon problems and extreme events in financial risk management In: Economic Policy Review. [Full Text][Citation analysis] | article | 27 |
| 1998 | Horizon Problems and Extreme Events in Financial Risk Management.(1998) In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
| 2007 | Hedge funds, financial intermediation, and systemic risk In: Economic Policy Review. [Full Text][Citation analysis] | article | 15 |
| 2007 | Hedge funds, financial intermediation, and systemic risk.(2007) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2004 | Estimating probabilities of default In: Staff Reports. [Full Text][Citation analysis] | paper | 8 |
| 2006 | Visible and hidden risk factors for banks In: Staff Reports. [Full Text][Citation analysis] | paper | 22 |
| 2008 | Understanding the securitization of subprime mortgage credit In: Staff Reports. [Full Text][Citation analysis] | paper | 219 |
| 2008 | Understanding the Securitization of Subprime Mortgage Credit.(2008) In: Foundations and Trends(R) in Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 219 | article | |
| 2009 | Macroprudential supervision of financial institutions: lessons from the SCAP In: Staff Reports. [Full Text][Citation analysis] | paper | 62 |
| 1993 | Exact maximum likelihood estimation of ARCH models In: Working Papers. [Citation analysis] | paper | 3 |
| 1998 | Pitfalls 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. [Citation analysis] | paper | 64 |
| 1998 | Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management.(1998) In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 64 | paper | |
| 1998 | Modeling 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] | paper | 19 |
| 1998 | Modeling Liquidity Risk, With Implications for Traditional Market Risk Measurement and Management.(1998) In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2005 | A review of recent books on credit risk In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2005 | A review of recent books on credit risk.(2005) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2005 | Deposit 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] | article | 21 |
| 2007 | How Do Banks Manage Liquidity Risk? Evidence from the Equity and Deposit Markets in the Fall of 1998 In: NBER Chapters. [Full Text][Citation analysis] | chapter | 13 |
| 2004 | How do Banks Manage Liquidity Risk? Evidence from Equity and Deposit Markets in the Fall of 1998.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 1996 | Exact Maximum Likelihood Estimation of Observation-Driven Econometric Models In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2006 | Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions In: NBER Working Papers. [Full Text][Citation analysis] | paper | 129 |
| 2009 | Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions.(2009) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 129 | article | |
| 2009 | Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions.(2009) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 129 | article | |
| 2020 | Capital Adequacy Pre? and Postcrisis and the Role of Stress Testing In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 4 |
| 2002 | Deposit 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] | paper | 4 |
| 2002 | Risk Measurement, Risk Management and Capital Adequacy in Financial Conglomerates In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2003 | Measurement and Estimation of Credit Migration Matrices In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2003 | Metrics for Comparing Credit Migration Matrices In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] | paper | 5 |
| The New Basel Capital Accord and Questions for Research In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] | paper | 5 | |
| 1997 | Converting 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] | paper | 22 |
| 2009 | The Seven Deadly Frictions of Subprime Mortgage Credit Securitization In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2015 | Model Risk and the Great Financial Crisis In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 1994 | Why You May Need Not Worry About Finite Sample Bias In Simulated Maximum Likelihood Estimation In: Discussion Papers. [Citation analysis] | paper | 0 |
| 1997 | Businessmens Expectations Are Neither Rational nor Adaptive In: ZEW Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team