• Graduate program
    • Courses
    • Why Tinbergen Institute?
    • Program Structure
    • Course Registration
    • Recent PhD Placements
    • Admissions
    • Facilities
  • Research
  • News
  • Events
    • Events Calendar
    • Tinbergen Institute Lectures
    • Annual Tinbergen Institute Conference
    • Events Archive
    • Crash Course in Experimental Economics
    • Behavioral Macro and Complexity
    • Introduction in Genome-Wide Data Analysis
    • Econometric Methods for Forecasting and Data Science
  • Times
Home | People | Julia Schaumburg
 placeholder

Julia Schaumburg

Research Fellow

University
Vrije Universiteit Amsterdam
Research field
Econometrics
Interests
Applied Econometrics, Econometrics, Financial Econometrics, Risk Management

List of publications

Lucas, A., Schaumburg, J. and Schwaab, B. (2019). Bank Business Models at Zero Interest Rates Journal of Business and Economic Statistics, 37(3):542--555.

Nucera, F., Lucas, A., Schaumburg, J. and Schwaab, B. (2017). Do negative interest rates make banks less safe? Economics Letters, 159(October):112--115.

Lucas, A., Opschoor, A. and Schaumburg, J. (2016). Accounting for Missing Values in Score-Driven Time-Varying Parameter Models Economics Letters, 148:96--98.

Blasques, F., Koopman, S., Lucas, A. and Schaumburg, J. (2016). Spillover dynamics for systemic risk measurement using spatial financial time series models Journal of Econometrics, 195(2):211--223.

Bormann, C., Schaumburg, J. and Schienle, M. (2016). Beyond Dimension two: A Test for Higher-Order Tail Risk Journal of Financial Econometrics, 14(3):442--480.

Hautsch, N., Schaumburg, J. and Schienle, M. (2015). Financial Network Systemic Risk Contributions Review of Finance, 19(2):685--738.

Hautsch, N., Schaumburg, J. and Schienle, M. (2014). Forecasting systemic impact in financial networks International Journal of Forecasting, 30(3):781--794.