Bernd Schwaab

1.4k total citations
57 papers, 903 citations indexed

About

Bernd Schwaab is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics. According to data from OpenAlex, Bernd Schwaab has authored 57 papers receiving a total of 903 indexed citations (citations by other indexed papers that have themselves been cited), including 49 papers in Finance, 24 papers in General Economics, Econometrics and Finance and 17 papers in Economics and Econometrics. Recurrent topics in Bernd Schwaab's work include Credit Risk and Financial Regulations (32 papers), Monetary Policy and Economic Impact (24 papers) and Banking stability, regulation, efficiency (20 papers). Bernd Schwaab is often cited by papers focused on Credit Risk and Financial Regulations (32 papers), Monetary Policy and Economic Impact (24 papers) and Banking stability, regulation, efficiency (20 papers). Bernd Schwaab collaborates with scholars based in Germany, Netherlands and Denmark. Bernd Schwaab's co-authors include André Lucas, Siem Jan Koopman, Fabian Eser, Xin Zhang, Julia Schaumburg, Drew Creal, Johannes Breckenfelder, Stefano Corradin, Simone Manganelli and Robert F. Engle and has published in prestigious journals such as Journal of Financial Economics, The Review of Economics and Statistics and Journal of Econometrics.

In The Last Decade

Bernd Schwaab

50 papers receiving 837 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Bernd Schwaab Germany	15	780	426	287	155	38	57	903
Sassan Alizadeh United States	5	939 1.2×	711 1.7×	266 0.9×	97 0.6×	69 1.8×	6	1.1k
Paul Schneider Switzerland	15	655 0.8×	299 0.7×	126 0.4×	83 0.5×	42 1.1×	48	719
Paul Kofman Australia	14	632 0.8×	595 1.4×	224 0.8×	118 0.8×	42 1.1×	37	775
Nina Boyarchenko United States	12	682 0.9×	480 1.1×	305 1.1×	120 0.8×	46 1.2×	49	877
Pok‐sang Lam United States	10	528 0.7×	593 1.4×	337 1.2×	153 1.0×	58 1.5×	14	784
Ángel León Spain	13	387 0.5×	322 0.8×	127 0.4×	94 0.6×	52 1.4×	35	562
Alfonso Dufour United Kingdom	8	544 0.7×	372 0.9×	126 0.4×	182 1.2×	76 2.0×	32	671
Ólan T. Henry Australia	15	677 0.9×	882 2.1×	529 1.8×	87 0.6×	40 1.1×	33	1.0k
Carsten Tanggaard Denmark	12	467 0.6×	322 0.8×	302 1.1×	103 0.7×	47 1.2×	24	622
Chayawat Ornthanalai Canada	14	925 1.2×	373 0.9×	98 0.3×	203 1.3×	57 1.5×	32	985

Countries citing papers authored by Bernd Schwaab

Since Specialization

Citations

This map shows the geographic impact of Bernd Schwaab's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Bernd Schwaab with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Bernd Schwaab more than expected).

Fields of papers citing papers by Bernd Schwaab

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Bernd Schwaab. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Bernd Schwaab. The network helps show where Bernd Schwaab may publish in the future.

Co-authorship network of co-authors of Bernd Schwaab

This figure shows the co-authorship network connecting the top 25 collaborators of Bernd Schwaab. A scholar is included among the top collaborators of Bernd Schwaab based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Bernd Schwaab. Bernd Schwaab is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Corradin, Stefano & Bernd Schwaab. (2023). Euro area sovereign bond risk premia before and during the Covid-19 pandemic. European Economic Review. 153. 104402–104402. 8 indexed citations

Lucas, André, et al.. (2023). Modeling Extreme Events: Time-Varying Extreme Tail Shape. Journal of Business and Economic Statistics. 42(3). 903–917. 3 indexed citations

Lucas, André, et al.. (2023). Dynamic Nonparametric Clustering of Multivariate Panel Data. SSRN Electronic Journal.

Engle, Robert F., et al.. (2021). The risk management approach to macro-prudential policy. Econstor (Econstor). 2 indexed citations

Fahr, Stephan, et al.. (2021). A novel risk management perspective for macroprudential policy. ETS Research Bulletin Series. 1 indexed citations

Schwaab, Bernd, et al.. (2019). Unconventional monetary policy operations – to what extent is there an upside for central bank balance sheet risks?. RePEc: Research Papers in Economics. 62(62).

Breckenfelder, Johannes & Bernd Schwaab. (2018). Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment. Journal of Empirical Finance. 49. 247–262. 25 indexed citations

Breckenfelder, Johannes & Bernd Schwaab. (2018). Bank to Sovereign Risk Spillovers Across Borders: Evidence from the ECB's Comprehensive Assessment. SSRN Electronic Journal. 4 indexed citations

Schwaab, Bernd. (2017). Bank business models at negative interest rates. ETS Research Bulletin Series. 40. 2 indexed citations

10.

Lucas, André, et al.. (2017). Do Negative Interest Rates Make Banks Less Safe?. SSRN Electronic Journal. 5 indexed citations

11.

Lucas, André, Julia Schaumburg, & Bernd Schwaab. (2017). Bank Business Models at Zero Interest Rates. SSRN Electronic Journal. 5 indexed citations

12.

Zhang, Xin & Bernd Schwaab. (2016). Tail risk in government bond markets and ECB unconventional policies. 3 indexed citations

13.

Schwaab, Bernd, Siem Jan Koopman, & André Lucas. (2016). Global Credit Risk: World, Country and Industry Factors. Journal of Applied Econometrics. 32(2). 296–317. 28 indexed citations

14.

Eser, Fabian & Bernd Schwaab. (2015). Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme. Journal of Financial Economics. 119(1). 147–167. 208 indexed citations

15.

Lucas, André, Bernd Schwaab, & Xin Zhang. (2013). Conditional Euro Area Sovereign Default Risk. SSRN Electronic Journal. 21 indexed citations

16.

Zhang, Xin, Bernd Schwaab, & André Lucas. (2011). Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk. Digital Academic REpository of VU University Amsterdam (Vrije Universiteit Amsterdam). 17. 6–11. 10 indexed citations

17.

Lucas, André, Bernd Schwaab, & Xin Zhang. (2011). Conditional Probabilities for Euro Area Sovereign Default Risk. SSRN Electronic Journal. 7 indexed citations

18.

Schwaab, Bernd, André Lucas, & Siem Jan Koopman. (2010). Systematic risk diagnostics. Digital Academic REpository of VU University Amsterdam (Vrije Universiteit Amsterdam). 4 indexed citations

19.

Koopman, Siem Jan, André Lucas, & Bernd Schwaab. (2009). Modeling Frailty-Correlated Defaults Using Many Macroeconomic Covariates. SSRN Electronic Journal. 5 indexed citations

20.

Koopman, Siem Jan, André Lucas, & Bernd Schwaab. (2008). Forecasting Cross-Sections of Frailty-Correlated Default. SSRN Electronic Journal. 4 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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