Julia Schaumburg

581 total citations
24 papers, 357 citations indexed

About

Julia Schaumburg is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Julia Schaumburg has authored 24 papers receiving a total of 357 indexed citations (citations by other indexed papers that have themselves been cited), including 18 papers in Finance, 16 papers in Economics and Econometrics and 7 papers in General Economics, Econometrics and Finance. Recurrent topics in Julia Schaumburg's work include Banking stability, regulation, efficiency (11 papers), Financial Risk and Volatility Modeling (8 papers) and Monetary Policy and Economic Impact (7 papers). Julia Schaumburg is often cited by papers focused on Banking stability, regulation, efficiency (11 papers), Financial Risk and Volatility Modeling (8 papers) and Monetary Policy and Economic Impact (7 papers). Julia Schaumburg collaborates with scholars based in Netherlands, Germany and Austria. Julia Schaumburg's co-authors include André Lucas, Melanie Schienle, Nikolaus Hautsch, Bernd Schwaab, Francisco Blasques, Siem Jan Koopman, Anne Opschoor, Lena Tonzer, Iman van Lelyveld and Carsten Bormann and has published in prestigious journals such as Journal of Econometrics, Journal of Business and Economic Statistics and Economics Letters.

In The Last Decade

Julia Schaumburg

20 papers receiving 345 citations

Peers

Julia Schaumburg

FINAN

EE

GEEF

ACCOU

MSOR

Burak Saltoğlu Türkiye

Li Yuanzhen United States

Grzegorz Hałaj Germany

Andrew J. Patton United States

Gamini Premaratne Brunei

Geetesh Bhardwaj United States

Filip Žikeš United Kingdom

John Stachurski Australia

Tom Fong Hong Kong

Stefano Nobili Italy

Burak Saltoğlu Türkiye

Julia Schaumburg

312 ×1.2

FINAN

290 ×1.3

EE

132 ×1.6

GEEF

33 ×0.8

ACCOU

59 ×2.8

MSOR

Citations per year, relative to Julia Schaumburg Julia Schaumburg (= 1×) peers Burak Saltoğlu

Countries citing papers authored by Julia Schaumburg

Since Specialization

Citations

This map shows the geographic impact of Julia Schaumburg'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 Julia Schaumburg with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Julia Schaumburg more than expected).

Fields of papers citing papers by Julia Schaumburg

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Julia Schaumburg. 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 Julia Schaumburg. The network helps show where Julia Schaumburg may publish in the future.

Co-authorship network of co-authors of Julia Schaumburg

This figure shows the co-authorship network connecting the top 25 collaborators of Julia Schaumburg. A scholar is included among the top collaborators of Julia Schaumburg 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 Julia Schaumburg. Julia Schaumburg 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

1.

Koopman, Siem Jan, et al.. (2024). Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors. Journal of Econometrics. 244(2). 105750–105750.

2.

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

3.

Lucas, André, et al.. (2022). Dynamic clustering of multivariate panel data. Journal of Econometrics. 237(2). 105281–105281. 3 indexed citations

4.

Schaumburg, Julia, et al.. (2022). Dynamic Nonparametric Clustering of Multivariate Panel Data. Journal of Financial Econometrics. 22(2). 335–374.

5.

Lucas, André, et al.. (2021). Dynamic Clustering of Multivariate Panel Data. SSRN Electronic Journal. 3 indexed citations

6.

Schaumburg, Julia, et al.. (2021). Networking the Yield Curve: Implications for Monetary Policy. SSRN Electronic Journal. 1 indexed citations

7.

Schaumburg, Julia, et al.. (2020). Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe. SSRN Electronic Journal. 1 indexed citations

8.

Lucas, André, Julia Schaumburg, & Bernd Schwaab. (2019). Dynamic Clustering of Multivariate Panel Data. SSRN Electronic Journal.

9.

Lelyveld, Iman van, et al.. (2018). Do Information Contagion and Business Model Similarities Explain Bank Credit Risk Commonalities?. SSRN Electronic Journal. 1 indexed citations

10.

Lelyveld, Iman van, et al.. (2018). Do Information Contagion and Business Model Similarities Explain Bank Credit Risk Commonalities?. SSRN Electronic Journal. 1 indexed citations

11.

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

12.

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

13.

Lucas, André, Julia Schaumburg, & Bernd Schwaab. (2017). Bank Business Models at Zero Interest Rates. Journal of Business and Economic Statistics. 37(3). 542–555. 28 indexed citations

14.

Lucas, André, Anne Opschoor, & Julia Schaumburg. (2016). Accounting for missing values in score-driven time-varying parameter models. Economics Letters. 148. 96–98. 7 indexed citations

15.

Lucas, André, Julia Schaumburg, & Bernd Schwaab. (2016). Bank Business Models at Zero Interest Rates. SSRN Electronic Journal. 3 indexed citations

16.

Blasques, Francisco, Siem Jan Koopman, André Lucas, & Julia Schaumburg. (2016). Spillover dynamics for systemic risk measurement using spatial financial time series models. Journal of Econometrics. 195(2). 211–223. 79 indexed citations

17.

Hautsch, Nikolaus, Julia Schaumburg, & Melanie Schienle. (2014). Forecasting systemic impact in financial networks. International Journal of Forecasting. 30(3). 781–794. 50 indexed citations

18.

Hautsch, Nikolaus, Julia Schaumburg, & Melanie Schienle. (2013). Financial Network Systemic Risk Contributions. SSRN Electronic Journal. 73 indexed citations

19.

Hautsch, Nikolaus, Julia Schaumburg, & Melanie Schienle. (2013). Forecasting Systemic Impact in Financial Networks. SSRN Electronic Journal. 14 indexed citations

20.

Schaumburg, Julia. (2012). Predicting extreme value at risk: Nonparametric quantile regression with refinements from extreme value theory. Computational Statistics & Data Analysis. 56(12). 4081–4096. 28 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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