1.Systemic risk diagnostics: coincident indicators and early warning signals

作　　者：Bernd Schwaab ;Siem Jan Koopman ;André Lucas

出　　处：Euro Area Balance of Payments and International Investment Position Statistics. 2011 ;.

出版社：European Central Bank

文章 ID：89238939

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2.Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008

作　　者：Siem Jan Koopman ;André Lucas ;Bernd Schwaab

出　　处：Euro Area Balance of Payments and International Investment Position Statistics. 2012 ;.

出版社：European Central Bank

文章 ID：89239108

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3.Observation driven mixed-measurement dynamic factor models with an application to credit risk

作　　者：Drew Creal ;Bernd Schwaab ;Siem Jan Koopman 等

出　　处：Euro Area Balance of Payments and International Investment Position Statistics. 2013 ;.

出版社：European Central Bank

文章 ID：89283743

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4.Conditional and joint credit risk

作　　者：André Lucas ;Bernd Schwaab ;Xin Zhang

出　　处：Euro Area Balance of Payments and International Investment Position Statistics. 2013 ;.

出版社：European Central Bank

文章 ID：89283753

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5.Assessing asset purchases within the ECB’s securities markets programme

作　　者：Fabian Eser ;Bernd Schwaab

出　　处：Euro Area Balance of Payments and International Investment Position Statistics. 2013 ;.

出版社：European Central Bank

文章 ID：89283813

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6.Global credit risk: world country and industry factors

作　　者：Bernd Schwaab ;Siem Jan Koopman ;ré Lucas

出　　处：Euro Area Balance of Payments and International Investment Position Statistics. 2016 ;.

出版社：European Central Bank

文章 ID：185268185

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7.The risk management approach to macro-prudential policy

作　　者：Sulkhan Chavleishvili ;Robert F.Engle ;Stephan Fahr 等

出　　处：Euro Area Balance of Payments and International Investment Position Statistics. 2021 ;2021.

出版社：European Central Bank

文章 ID：1037095973

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8.Modeling extreme events: time-varying extreme tail shape

作　　者：Bernd Schwaab ;Xin Zhang ;André Lucas

出　　处：Euro Area Balance of Payments and International Investment Position Statistics. 2021 ;2021.

出版社：European Central Bank

文章 ID：1037096192

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9.Dynamic clustering of multivariate panel data

作　　者：Igor Custodio Joao ;André Lucas ;Julia Schaumburg 等

出　　处：Euro Area Balance of Payments and International Investment Position Statistics. 2021 ;2021.

出版社：European Central Bank

文章 ID：1037096224

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10.A novel risk management perspective for macroprudential policy

作　　者：Sulkhan Chavleishvili ;Stephan Fahr ;Manfred Kremer 等

出　　处：Euro Area Balance of Payments and International Investment Position Statistics. 2021 ;2021.

出版社：European Central Bank

文章 ID：1037096259

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	有全文链接	6篇
	有本地全文	6篇

	Bernd Schwaab	12篇
	André Lucas	6篇
	Siem Jan Koopman	4篇
	Manfred Kremer	3篇
	Simone Manganelli	3篇

	Stephan Fahr	3篇
	Sulkhan Chavleishvili	3篇
	Xin Zhang	2篇
	Drew Creal	1篇
	Fabian Eser	1篇
	Igor Custodio Joao	1篇
	Julia Schaumburg	1篇
	Niklas Grimm	1篇
	Robert F.Engle	1篇
	Stefano Corradin	1篇
	ré Lucas	1篇

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