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Bernd Schwaab's Homepage

Bernd Schwaab's homepage and description of research

http://www.berndschwaab.eu/

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Bernd Schwaab's Homepage | berndschwaab.eu Reviews
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Bernd Schwaab's homepage and description of research
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Bernd Schwaab's Homepage | berndschwaab.eu Reviews

https://berndschwaab.eu

Bernd Schwaab's homepage and description of research

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berndschwaab.eu berndschwaab.eu
1

Bernd Schwaab's Homepage

http://www.berndschwaab.eu/index.html

Welcome to the private website of Bernd Schwaab. I am a Research Economist at the European Central Bank. S Financial Research Division. On this website you can find an overview of my research, computer code, a short bio, and contact information. I hold an M.Phil (2007) and PhD (2011) in Economics from Tinbergen Institute. And VU University Amsterdam. My research interests are in financial econometrics, asset pricing, and risk management.

2

Bernd Schwaab's Research

http://www.berndschwaab.eu/code.html

GAS) models, also known as Dynamic Conditional Score (DCS) models,. Provide a general and entirely practical framework for the modeling of time variation in parametric models. Time-varying parameters can be volatilities, correlations, default probabilities, loss-given-default, rating transition intensities,. The speed at which a central bank buys assets, macro or term structure factors, etc. A brief review of the key idea is here. Is available from the www.gasmodel.com website. KLS (2012, JBES) and SKL (...

3

Bernd Schwaab Resume

http://www.berndschwaab.eu/bio.html

Bernd Schwaab is a Research Economist at the European Central Bank's Financial Research Division. Bernd's research focus is on financial econom[etr]ics, asset pricing, and risk management. His joint research has been published,. Or is forthcoming, in leading international journals such as the Journal of Financial Economics. The Review of Economics and Statistics. The Journal of Business and Economic Statistics. The Journal of Econometrics. The Journal of Applied Econometrics. Bernd also holds a. 2005, on...

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johannesbreckenfelder.eu johannesbreckenfelder.eu

ECB -Financial Research Division | Johannes Breckenfelder, Ph.D.

http://johannesbreckenfelder.eu/fir

Johannes Breckenfelder, Ph.D. Skip to primary content. Skip to secondary content. ECB -Financial Research Division. ECB -Financial Research Division. I am privileged to have great colleagues:. Skander Van den Heuvel.

syrtoproject.eu syrtoproject.eu

Advisory Board | Syrto

http://syrtoproject.eu/advisory-board

Conference on Systemic Risk. A1 Researchers working with the University of Brescia. University of Bologna and IGIER Bocconi). A2 Researchers working with University Cà Foscari Venice. Andrew W. Lo. Roger M. Stein. Viral V. Acharya. Herman K. van Dijk. University of Tasmania and University of Cambridge). University of Toronto and CREST). Norman S. Matloff. CREST and University of Maastricht). Charles J. Stone. ESRB, Deutsche Bundesbank). Andrea M. Maechler. This project has received funding from the.

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Collaborators | Johannes Breckenfelder, Ph.D.

http://johannesbreckenfelder.eu/collaborators

Johannes Breckenfelder, Ph.D. Skip to primary content. Skip to secondary content. ECB -Financial Research Division. Anders Anderson (Swedish House of Finance). Patrick Augustin (McGill University). Hamid Boustanifar (BI Norwegian Business School). Jan Schnitzler (VU Amsterdam). Bernd Schwaab (European Central Bank). Romeo Tedongap (Stockholm School of Economics).

alexanderpopov.org alexanderpopov.org

Alexander A. Popov, Economist

http://www.alexanderpopov.org/personal.html

Alexander A. Popov. PhD, University of Chicago. My Google scholar page. Gregory F. Udell. My colleagues in FIR.

tinbergen.nl tinbergen.nl

Alumni Archive - Tinbergen

http://www.tinbergen.nl/placement

6 reasons to study at Tinbergen Institute. MPhil and PhD programs. Application, admission & deadlines. Tuition fees, scholarships and financial support. Career prospects and job placement services. Locations, housing & research facilities. Contact: meet our students, fellows and staff. Facts and Figures about TI students. Information for current MPhil and PhD students. External participants in MPhil courses. List of MPhil Students. List of PhD Theses. Research Groups & Fellows. TI Alumni Group on LinkedIn.

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Bernd Schwaab's Homepage

Welcome to the private website of Bernd Schwaab. I am a Senior Economist at the European Central Bank. S Financial Research Division. On this website you can find an overview of my research, computer code, a short bio, and contact information. I hold an M.Phil (2007) and PhD (2011) in Economics from Tinbergen Institute. And VU University Amsterdam. My research interests are in financial econom[etr]ics, asset pricing, and risk modeling.

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