Til Schuermann : Citation Profile

21

H index

26

i10 index

2941

Citations

RESEARCH PRODUCTION:

32

Articles

51

Papers

4

Chapters

EDITOR:

3

Books edited

RESEARCH ACTIVITY:

   28 years (1993 - 2021). See details.
   Cites by year: 105
   Journals where Til Schuermann has often published
   Relations with other researchers
   Recent citing documents: 147.    Total self citations: 30 (1.01 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psc73
   Updated: 2026-01-17    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 (141)

Chudik, Alexander (75)

Feldkircher, Martin (49)

Huber, Florian (42)

Mohaddes, Kamiar (42)

Rebucci, Alessandro (36)

Lucas, Andre (26)

Michaelides, Panayotis (22)

Dees, Stephane (21)

Konstantakis, Konstantinos (21)

Cesa-Bianchi, Ambrogio (21)

Cites to:

Pesaran, Mohammad (40)

Altman, Edward (24)

Diebold, Francis (21)

Berger, Allen (19)

Gordy, Michael (19)

Lando, David (18)

Acharya, Viral (17)

Jarrow, Robert (11)

Rajan, Raghuram (11)

Duffie, Darrell (10)

merton, robert (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
Current Issues in Economics and Finance2
Journal of Business & Economic Statistics2
The Review of Financial Studies2
Journal of Risk Finance2
Economic Policy Review2

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 (2025 and 2024)

YearTitle of citing document
2024Macroeconomic Spillovers of Weather Shocks across U.S. States. (2024). Moramarco, Graziano ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: FEEM Working Papers. RePEc:ags:feemwp:343506.

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2024High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks. (2024). Pfarrhofer, Michael ; Stelzer, Anna. In: Papers. RePEc:arx:papers:1912.03158.

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2025Factor Network Autoregressions. (2025). Moramarco, Graziano ; Cavaliere, Giuseppe ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925.

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2024Propagation of a carbon price in a credit portfolio through macroeconomic factors. (2024). Ibbou, Smail ; Sopgoui, Lionel ; Chassagneux, Jean-Franccois ; Bouveret, G'Eraldine ; Jacquier, Antoine. In: Papers. RePEc:arx:papers:2307.12695.

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2024Spurious Default Probability Projections in Credit Risk Stress Testing Models. (2024). Engelmann, Bernd. In: Papers. RePEc:arx:papers:2401.08892.

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2025Macroeconomic 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 ; He, Jian ; Khedher, Asma. In: Papers. RePEc:arx:papers:2405.00576.

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2025Modelling the term-structure of default risk under IFRS 9 within a multistate regression framework. (2025). Botha, Arno ; Breedt, Roland ; Verster, Tanja. In: Papers. RePEc:arx:papers:2502.14479.

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2025Spatiotemporal Impact of Trade Policy Variables on Asian Manufacturing Hubs: Bayesian Global Vector Autoregression Model. (2025). Huang, Jun ; Wang, Haibo ; Sua, Lutfu S. In: Papers. RePEc:arx:papers:2503.17790.

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2025Macroeconomic Forecasting for the G7 countries under Uncertainty Shocks. (2025). Sengupta, Shovon ; Singh, Sunny Kumar ; Chakraborty, Tanujit. In: Papers. RePEc:arx:papers:2510.23347.

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2024The impact of macroeconomic and monetary policy shocks on the default risk of the euro-area corporate sector. (2024). PARLAPIANO, FABIO ; lo Duca, Marco ; Moccero, Diego. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1460_24.

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2024Approaches to Default Probability Estimation of Credit Rating Agencies Rating Scales. (2024). Ozerov, Kirill ; Kutenko, Sergey. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:4:p:98-118.

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2024Agri‐food trade channel and the ASEAN macroeconomic impacts from output and price shocks. (2024). Raghavan, Mala ; DEVADASON, EVELYN ; Khan, Faisal. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:1:p:5-26.

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2024Follow the leader? The long‐run interaction between public and private sector wage growth in the UK. (2024). Hantzsche, Arno ; Dolton, Peter. In: Economica. RePEc:bla:econom:v:91:y:2024:i:363:p:837-879.

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2024Are stress‐tested banks in the United States becoming similar? Evidence from convergence tests. (2024). Payne, James ; Nazlioglu, Saban ; Kirimhan, Destan. In: Journal of Financial Research. RePEc:bla:jfnres:v:47:y:2024:i:1:p:61-88.

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2024The outside option channel of central bank asset purchase programs: A tale of two crises. (2024). Lee, Changhyun. In: Working Papers. RePEc:cda:wpaper:363.

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2024Fiscal Policy Spillovers in the Euro Area – A New Assessment. (2024). Afonso, Antonio ; Loureiro, Daniel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11406.

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2024Fiscal Impacts of Climate Anomalies. (2024). Sterken, Elmer ; Jacobs, Jan ; Pintus, Francesco Jacopo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11548.

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2024The impact of macroeconomic and monetary policy shocks on credit risk in the euro area corporate sector. (2024). PARLAPIANO, FABIO ; lo Duca, Marco ; Moccero, Diego. In: Working Paper Series. RePEc:ecb:ecbwps:20242897.

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2025The impact of capital requirements on bank capital. (2025). Albertazzi, Ugo ; Marques, Aurea Ponte ; Abbondanza, Aurora ; Travaglini, Giulia Leila. In: Working Paper Series. RePEc:ecb:ecbwps:20253128.

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2024Foreign Direct Investment and Domestic Private Investment in WAEMU Countries: Crowding-in or Crowding-out?. (2024). Mano, Hahandou. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-03-7.

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2024Regional Disparities in the Efficacy of Renewable Energy Development for Alleviating Energy Poverty in Indonesia: An In-depth Analysis. (2024). Sabbar, Sabbar Dahham ; Gunawan, Ujang Hendra ; Kadir, Nuraeni ; Sobarsyah, Muhammad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-25.

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2025FiT for purpose? Investigating the effects of feed-in-tariffs on renewable energy penetration in Europe. (2025). Szendrei, Tibor ; Ersoy, Erkal ; Mohammed, Mustapha ; Eross, Andrea. In: Applied Energy. RePEc:eee:appene:v:395:y:2025:i:c:s0306261925008323.

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2025Boosting credit risk models. (2025). Baesens, Bart ; Smedts, Kristien. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:4:s0890838923000884.

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2024Securitization, shadow banking system and macroprudential regulation: A DSGE approach. (2024). Lubello, Federico ; Rouabah, Abdelaziz. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004157.

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2025Climate shocks, economic activity and cross-country spillovers: Evidence from a new global model. (2025). Manera, Matteo ; Valenti, Daniele ; Casoli, Chiara ; Ahmadi, Maryam. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s026499932500077x.

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2025The international spillovers of US monetary policy uncertainty: Is it a dilemma or trilemma for monetary policy?. (2025). Luo, Jingru ; Liu, Jingting ; Alba, Joseph D ; Wang, Peiming. In: Economic Modelling. RePEc:eee:ecmode:v:150:y:2025:i:c:s0264999325001178.

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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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2024Impact of Off-Balance-Sheet Activities on the Effectiveness of Monetary Policy. (2024). Li, Yingting ; Wu, Dan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001013.

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

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2024Variable selection in high dimensional linear regressions with parameter instability. (2024). Pesaran, Hashem M ; Sharifvaghefi, Mahrad ; Chudik, Alexander. In: Journal of Econometrics. RePEc:eee:econom:v:246:y:2024:i:1:s0304407624002513.

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2025Does one size fit all? The country-specific effects of ECB monetary policy. (2025). Tavlas, George ; Wang, Yongli ; Hall, Stephen G ; Gefang, Deborah. In: European Economic Review. RePEc:eee:eecrev:v:175:y:2025:i:c:s0014292125000753.

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2024Does fintech matter for financial inclusion and financial stability in BRICS markets?. (2024). Shakib, Mohammed ; Hassan, M. Kabir ; Vukovi, Darko B ; Kwakye, Bernard ; Febtinugraini, Armike. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000591.

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2025From the core to the European periphery: Spillover effects of financial cycles. (2025). Jursa, Luk ; Jank, Jan. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s1566014125000548.

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2024An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile. (2024). Herrera, Rodrigo ; Candia, Claudio. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000239.

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2024Influencer detection meets network autoregression — Influential regions in the bitcoin blockchain. (2024). Chen, Ying ; Peng, Hanqiu ; Trimborn, Simon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000641.

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2024Extreme co-movements between decomposed oil price shocks and sustainable investments. (2024). Apergis, Nicholas ; Zhang, Zhengjun ; Lu, Xunfa ; He, Pengchao ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002883.

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2025Assessing the internal nexus of energy transition at the global level: Insights from triple aspects of scale, structure, and efficiency. (2025). Pan, Yuxi ; Zhang, Zhenhua ; Yan, Tong ; Feng, Yanchao. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225006814.

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2025Climate change and marginal abatement cost: Policy insights on international treaty. (2025). Baležentis, Tomas ; Ding, Meiying ; Shen, Zhi-Yang ; Baleentis, Tomas ; Chen, Xueli. In: Energy. RePEc:eee:energy:v:321:y:2025:i:c:s0360544225011570.

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2025Energy intensive growth and the transition pathways: Insights into the role of renewable energy and open market conditions in developing countries. (2025). Staniewski, Marcin ; Bekun, Festus ; Agboola, Philips O ; Sun, Lipeng ; Fumey, Michael Provide. In: Energy. RePEc:eee:energy:v:322:y:2025:i:c:s0360544225008345.

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2025The nexus between energy legislation, energy transition, and energy resilience: Evidence from 55 countries worldwide. (2025). Zhang, Zhenhua ; Zhao, Mingcheng ; Feng, Yanchao ; Gao, Yue ; Song, Melody C ; Chen, Yongxi. In: Energy. RePEc:eee:energy:v:324:y:2025:i:c:s0360544225015488.

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2024The impact of energy diversification on firm performance: The moderating role of corporate social responsibility. (2024). Gözgör, Giray ; Mousavi, Mohammad Mahdi ; Li, Jing ; Ho, Thang ; Gozgor, Giray. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006367.

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2025Spotlight on physical risk: Assessing the banks stock reaction to the ECB climate stress test. (2025). Fiordelisi, Franco ; Ricci, Ornella ; Santilli, Gianluca. In: International Review of Financial Analysis. RePEc:eee:finana:v:98:y:2025:i:c:s1057521924008147.

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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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2025Macroeconomic factors, industrial enterprises, and debt default prediction: Based on the VAR-GRU model. (2025). Duan, Mohan ; Luo, YI ; Liu, Zhenqing. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s154461232500385x.

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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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2024International financial stress spillovers during times of unconventional monetary policy interventions. (2024). Giannellis, Nikolaos ; Apostolakis, George N. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000445.

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2024Estimating the impact of supply chain network contagion on financial stability. (2024). Diem, Christian ; Thurner, Stefan ; Borsos, Andrs ; Tabachov, Zlata ; Burger, Csaba. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001219.

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2025Reprint of: Demographics and real interest rates across countries and over time. (2025). Ferrero, Andrea ; Carvalho, Carlos ; Nechio, Fernanda ; Mazin, Felipe. In: Journal of International Economics. RePEc:eee:inecon:v:156:y:2025:i:c:s0022199625000935.

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2025Demographics and real interest rates across countries and over time. (2025). Ferrero, Andrea ; Carvalho, Carlos ; Mazin, Felipe ; Nechio, Fernanda. In: Journal of International Economics. RePEc:eee:inecon:v:157:y:2025:i:c:s0022199625000832.

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2025Impacts of the European energy transition: Spillover effects and transmission channels. (2025). Silva, Emilson ; Attlio, Luccas Assis. In: Innovation and Green Development. RePEc:eee:ingrde:v:4:y:2025:i:3:s294975312500027x.

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2025The impact of the U.S. Covid-19 response on remittance flows to emerging markets and developing economies. (2025). Simpson, Nicole ; Bansak, Cynthia ; Glebocki, Helena. In: International Economics. RePEc:eee:inteco:v:182:y:2025:i:c:s2110701725000034.

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2024Introducing the GVAR-GARCH model: Evidence from financial markets. (2024). Thomakos, Dimitrios ; Prelorentzos, Arsenios-Georgios ; Michaelides, Panayotis ; Konstantakis, Konstantinos ; Xidonas, Panos ; 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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2024Limits to arbitrage and the term structure of CIP violations. (2024). Chen, Xiaohong ; Wohlfarth, Paul. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:95:y:2024:i:c:s1042443124000970.

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2024Global uncertainty and exchange rate conditions: Assessing the impact of uncertainty shocks in emerging markets and advanced economies. (2024). Saha, Sujata ; Glebocki, Helena. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001264.

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2025Other comprehensive income volatility and bank risk. (2025). Zhang, Junrui ; Su, Yang ; Zhou, Mingming ; Zhao, Hong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000058.

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

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

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2024Competition, Product differentiation and Crises: Evidence from 18 million securitized loans. (2024). Haslag, Peter ; Thakor, Anjan V ; Srinivasan, Kandarp. In: Journal of Financial Economics. RePEc:eee:jfinec:v:162:y:2024:i:c:s0304405x24001703.

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2025Bank stress testing, human capital investment and risk management. (2025). Yang, Jun ; Strahan, Philip E ; Schneider, Thomas. In: Journal of Financial Economics. RePEc:eee:jfinec:v:171:y:2025:i:c:s0304405x25001126.

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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 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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2024International macroeconomic vulnerability. (2024). Garcia, Marcio ; Velloso, Joo ; Guillen, Diogo ; Ribeiro, Bernardo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s0261560624000925.

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2025Spillovers between cryptocurrencies and financial markets in a global framework. (2025). Frömmel, Michael ; Vukovi, Darko B ; Zinovev, Vyacheslav ; Vigne, Samuel A ; Frmmel, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:150:y:2025:i:c:s0261560624002225.

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2024Do oil market shocks affect financial distress? Evidence from firm-level global data. (2024). Gözgör, Giray ; Gozgor, Giray ; Mousavi, Mohammad Mahdi ; Acheampong, Albert. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000552.

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

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2025Critical minerals: A new source of macroeconomic fluctuation?. (2025). Attlio, Luccas Assis. In: Resources Policy. RePEc:eee:jrpoli:v:101:y:2025:i:c:s0301420725000194.

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2024Driving towards net zero emissions: The role of natural resources, government debt and political stability. (2024). Rehman, Jamshaid ; Han, Yue ; Niu, Yanfang ; Bao, Mengqi ; 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 ; Feng, Yanchao ; Sabir, Saeed Ahmad ; Wang, Jianxin ; Quddus, Abdul. 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). Gan, Yue ; He, Kang ; Wu, Hong. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000412.

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2024Natural resources utilization, digital technology, and green development expenditures can reduce environmental stress: A case study of emerging economies. (2024). Li, Junhui. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005142.

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2024Unveiling the role of natural resources, energy transition and environmental policy stringency for sustainable environmental development: Evidence from BRIC +1. (2024). Tiwari, Sunil ; Rehman, Mohd Ziaur ; Si, Kamel ; Mentel, Grzegorz ; Lewandowska, Anna. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005713.

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2025The transmission of non-banking liquidity shocks to the banking sector. (2025). Sarmiento, Miguel. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:6:y:2025:i:2:s2666143824000218.

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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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2025Assessing the influence of green finance, renewable energy and digitization in stimulating economic expansion: Lessons from emerging economies. (2025). Acheampong, Patrick ; Owusu, Samuel Mensah. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:212:y:2025:i:c:s1364032125000863.

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2024Forecasting the effect of extreme sea-level rise on financial market risk. (2024). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:1-27.

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2024Re-examining international spillovers: An Asian perspective. (2024). Magkonis, Georgios ; Rudkin, Simon ; Zhang, Shuonan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024005732.

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2024Institutional investor heterogeneity and systemic financial risk: Evidence from China. (2024). Xu, Yueling ; Zhu, Yuanhao ; Huang, Wenli ; Li, Shi. 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). Rigoni, Ugo ; Simion, Giorgia ; Cavezzali, Elisa ; Veller, Andrea. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000205.

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2024Bank equity returns and oil prices: The story from U.S. regional banks during the “shale oil” revolution. (2024). Killins, Robert N ; Egly, Peter V ; Johnk, David W ; Mollick, Andre V. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001272.

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

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2024Macroeconomic Spillovers of Weather Shocks across U.S. States. (2024). Moramarco, Graziano ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Working Papers. RePEc:fem:femwpa:2024.09.

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2025QE, Bank Liquidity Risk Management, and Non-Bank Funding: Evidence from U.S. Administrative Data. (2025). Darst, Matthew ; Vardoulakis, Alexandros ; Peydr, Jos-Luis ; Kontonikas, Alexandros ; Kokas, Sotirios. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-30.

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2024Does Addressing Rural Energy Poverty Contribute to Achieving Sustainable Agricultural Development?. (2024). Zhang, Xuebiao ; Sun, Xiaolong ; Wang, Jingyi. In: Agriculture. RePEc:gam:jagris:v:14:y:2024:i:6:p:795-:d:1399365.

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2025The Response of Global Oil Inventories to Supply Shocks. (2025). al Dayel, Abdullah ; Considine, Jennifer ; Galkin, Philipp ; Hatipoglu, Emre. In: Commodities. RePEc:gam:jcommo:v:4:y:2025:i:2:p:10-:d:1679673.

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2025Inference of Impulse Responses via Bayesian Graphical Structural VAR Models. (2025). Ahelegbey, Daniel Felix. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:2:p:15-:d:1626420.

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2025The Asymmetric Relationship Between Tourism and Economic Growth: A Panel Quantile ARDL Analysis. (2025). Alsaraireh, Ahmad ; Alsarayreh, Ahmad ; Alqaralleh, Huthaifa. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:4:p:97-:d:1625470.

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2024Sustainable Energy Usage for Africa: The Role of Foreign Direct Investment in Green Growth Practices to Mitigate CO 2 Emissions. (2024). Kouassi, Verena Dominique ; Ayimadu, Twum Edwin ; Nadege, Mbula Ngoy ; Xu, Hongyi ; Bosah, Chukwunonso Philip. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:15:p:3847-:d:1449874.

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2025Financing the Green Transition: How Green Finance and Renewable Energy Drive CO 2 Mitigation. (2025). Mabrouk, Fatma ; Elhaj, Manal ; Alotaibi, Layan. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:21:p:5563-:d:1777163.

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2025Renewable Energy Consumption and Green Growth in Sub-Saharan Africa. (2025). Mazorodze, Brian Tavonga. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:7:p:1851-:d:1629242.

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2025The Impact of Central Bank Digital Currencies (CBDCs) on Global Financial Systems in the G20 Country GVAR Approach. (2025). Gafsi, Nesrine. In: FinTech. RePEc:gam:jfinte:v:4:y:2025:i:3:p:35-:d:1708676.

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2024Sovereign Credit Risk in Saudi Arabia, Morocco and Egypt. (2024). Abid, Fathi. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:7:p:283-:d:1429286.

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2025“Feeling Stressed?” A Critical Analysis of the Regulatory Prescribed Stress Tests for Financial Services in the UK. (2025). Pantos, Stavros. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:5:p:246-:d:1648008.

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2025Improving Credit Risk Assessment in Uncertain Times: Insights from IFRS 9. (2025). Jakubík, Petr ; Teleu, Saida ; Jakubik, Petr. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:2:p:38-:d:1595063.

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2024How Financial Inclusion and Green Innovation Promote Green Economic Growth in Developing Countries. (2024). Riaz, Urooj ; Abbas, Sohail ; Kousar, Shazia ; Nasreen, Samia ; Arsh, Saira ; Imran, Muhammad ; Dastgeer, Ghulam. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:15:p:6430-:d:1444063.

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2024Did ESG Affect the Financial Performance of North American Fast-Moving Consumer Goods Firms in the Second Period of the Kyoto Protocol?. (2024). Helhel, Asiyenur ; Akgun, Eray. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:22:p:10009-:d:1522450.

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2024Transforming Agriculture: Empirical Insights into How the Digital Economy Elevates Agricultural Productivity in China. (2024). Ding, Kai ; Wang, Peilin ; Xu, Hao. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:23:p:10225-:d:1527035.

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2025The Role of Tourism Development in Promoting Income Equality: A Case Study of GCC Countries. (2025). Alnafisah, Nouf. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:10:p:4272-:d:1651659.

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

Til Schuermann has edited the books:

YearTitleTypeCited

Works by Til Schuermann:

YearTitleTypeCited
2012Guest Editorial In: Journal of Risk Management in Financial Institutions.
[Full Text][Citation analysis]		article0
2013Stress testing bank profitability In: Journal of Risk Management in Financial Institutions.
[Full Text][Citation analysis]		article1
2013Stress Testing Bank Profitability.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2015Bank capital for operational risk: A tale of fragility and instability In: Journal of Risk Management in Financial Institutions.
[Full Text][Citation analysis]		article5
2014Bank Capital for Operational Risk: A Tale of Fragility and Instability.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2016Stress testing convergence In: Journal of Risk Management in Financial Institutions.
[Full Text][Citation analysis]		article4
2015Stress Testing Convergence.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2019What is enterprise risk management? In: Journal of Risk Management in Financial Institutions.
[Full Text][Citation analysis]		article0
2021Managing the risk of climate change In: Journal of Risk Management in Financial Institutions.
[Full Text][Citation analysis]		article0
2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article871
2001Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model.(2001) In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 871		paper
2001Modelling 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 nother version. Agregated cites: 871		paper
2010Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model.(2010) In: EcoMod2003.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 871		paper
2002Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model.(2002) In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 871		paper
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]		paper193
2003Macroeconomic Dynamics and Credit Risk: A Global Perspective.(2003) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 193		paper
2006Macroeconomic Dynamics and Credit Risk: A Global Perspective.(2006) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 193		article
Macroeconomic Dynamics and Credit Risk: A Global Perspective.() In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 193		paper
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.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
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]		paper139
2008Forecasting Economic and Financial Variables with Global VARs.(2008) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 139		paper
2009Forecasting economic and financial variables with global VARs.(2009) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 139		article
2008Forecasting economic and financial variables with global VARs.(2008) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 139		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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		chapter
2005Global Business Cycles and Credit Risk.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2012Robust Capital Regulation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper25
2012Robust capital regulation.(2012) In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		article
2011Robust capital regulation.(2011) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2013Stress Testing Banks In: Working Papers.
[Full Text][Citation analysis]		paper65
2014Stress testing banks.(2014) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 65		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.
[Full Text][Citation analysis]
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]		article111
2002Ratings migration and the business cycle, with application to credit portfolio stress testing In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article259
2000Ratings 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 nother version. Agregated cites: 259		paper
2004Measurement, estimation and comparison of credit migration matrices In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article60
2006Confidence intervals for probabilities of default In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article34
2008Credit rating dynamics and Markov mixture models In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article62
2006A general approach to integrated risk management with skewed, fat-tailed risks In: Journal of Financial Economics.
[Full Text][Citation analysis]		article137
2004A general approach to integrated risk management with skewed, fat-tailed risks.(2004) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 137		paper
2000Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management In: Journal of Risk Finance.
[Full Text][Citation analysis]		article71
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: 71		paper
1998Pitfalls 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 nother version. Agregated cites: 71		paper
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2007Hedge funds, financial intermediation, and systemic risk In: Economic Policy Review.
[Full Text][Citation analysis]		article17
2007Hedge funds, financial intermediation, and systemic risk.(2007) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
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]		paper34
2008Understanding the securitization of subprime mortgage credit In: Staff Reports.
[Full Text][Citation analysis]		paper229
2008Understanding the Securitization of Subprime Mortgage Credit.(2008) In: Foundations and Trends(R) in Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 229		article
2009Macroprudential supervision of financial institutions: lessons from the SCAP In: Staff Reports.
[Full Text][Citation analysis]		paper72
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]		paper20
1998Modeling 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 nother version. Agregated cites: 20		paper
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
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.
[Full Text][Citation analysis]
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]		paper139
2009Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions.(2009) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 139		article
2009Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions.(2009) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 139		article
2020Capital Adequacy Pre‐ and Postcrisis and the Role of Stress Testing In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article4
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team