Claudia Schwarz

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

9

DOWNLOADS
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Top 43,849

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1,624

SSRN CITATIONS
Rank 34,586

SSRN RANKINGS

Top 34,586

in Total Papers Citations

14

CROSSREF CITATIONS

9

Scholarly Papers (9)

Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors

ECB Working Paper No. 1838
Number of pages: 53 Posted: 26 Aug 2015
Sebastian Kripfganz and Claudia Schwarz
University of Exeter Business School - Department of Economics and European Central Bank (ECB)
Downloads 554 (73,247)
Citation 3

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Dynamic panel data; Time-invariant variables; Two-stage estimation; System GMM; Dynamic gravity equation

Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors

Bundesbank Discussion Paper No. 25/2013
Number of pages: 52 Posted: 21 Jun 2016
Sebastian Kripfganz and Claudia Schwarz
University of Exeter Business School - Department of Economics and European Central Bank (ECB)
Downloads 103 (375,731)
Citation 7

Abstract:

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System GMM, Instrument proliferation, Maximum likelihood, Two-stage estimation, Monte Carlo simulation, Dynamic Mincer equation

2.

Does the Institutionalization of Derivatives Trading Spur Economic Growth?

Number of pages: 29 Posted: 04 Mar 2012 Last Revised: 25 Jan 2013
Paulo Rodrigues, Claudia Schwarz and Norman Seeger
Maastricht University - Department of Finance, European Central Bank (ECB) and VU University Amsterdam
Downloads 323 (138,411)
Citation 5

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Economic growth, derivatives exchanges, empirical analysis, GMM estimation

3.

Rare Events and Return Predictability in a Regime Switching Setting

Number of pages: 41 Posted: 15 Apr 2014
Heinrich Kick and Claudia Schwarz
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 160 (268,804)

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tail events, regime shifting, return predictability

Investor Fears and Risk Premia for Rare Events

Number of pages: 34 Posted: 11 Feb 2014
Claudia Schwarz
European Central Bank (ECB)
Downloads 78 (447,611)

Abstract:

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Crisis indicator, extreme value theory, implied moments

Investor Fears and Risk Premia for Rare Events

Bundesbank Discussion Paper No. 03/2014
Number of pages: 35 Posted: 21 Jun 2016
Claudia Schwarz
European Central Bank (ECB)
Downloads 48 (571,672)

Abstract:

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crisis indicator, extreme value theory, implied moments

5.

The Impact of Lending Standards on Default Rates of Residential Real-Estate Loans

ECB Occasional Paper No. 220 (2019); ISBN 978-92-899-3685-9
Number of pages: 46 Posted: 21 Mar 2019
João Gaudêncio, Agnieszka Mazany and Claudia Schwarz
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 116 (344,021)

Abstract:

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loan defaults, lending standards, residential real estate, loan-level data, default probability

6.

Supervisory Forward Guidance: The Effectiveness of the 2020 Supervisory Capital Relief on the Bank Credit Supply Channel

Number of pages: 49 Posted: 23 Jul 2021 Last Revised: 04 Nov 2021
Silviu Oprica and Claudia Schwarz
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 103 (373,146)

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pandemic support measures, microprudential measures effectiveness, supervisory forward guidance, bank credit supply, large corporates’ lending

7.

Why Accounting Matters: A Central Bank Perspective

ECB Occasional Paper No. 153
Number of pages: 37 Posted: 04 Jul 2014
European Central Bank (ECB), European Central Bank (ECB), European Central Bank and European Central Bank (ECB)
Downloads 98 (385,534)
Citation 2

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accounting standards, financial reporting, central bank balance sheet, financial stability, banking supervision

8.

Asset Encumbrance in Euro Area Banks: Analysing Trends, Drivers and Prediction Properties for Individual Bank Crises

ECB Occasional Paper No. 2021/261
Number of pages: 75 Posted: 01 Sep 2021
French Banking Supervisory Authority - Autorité de Contrôle Prudentiel et de Résolution (ACPR), European Central Bank (ECB), Bank of Italy, De Nederlandsche Bank, European Central Bank (ECB), European Central Bank (ECB), Deutsche Bundesbank, European Central Bank (ECB), Bank of Greece and De Nederlandsche Bank
Downloads 41 (596,952)

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asset encumbrance, bank crisis, bank funding, collateral, early warning model, liquidity, panel econometrics

9.

The Transmission Channels of Monetary, Macro- and Microprudential Policies and Their Interrelations

ECB Occasional Paper No. 191
Posted: 13 Jun 2017
European Central Bank (ECB), European Central Bank (ECB), Central Bank of Cyprus, European Central Bank (ECB), European Central Bank, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)

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Central bank policies, non-standard measures, banking, financial regulation, DSGE models