Niels Schulze

Deutsche Bundesbank - Financial Stability Department

Wilhelm-Epstein-Str. 14

60431 Frankfurt am Main

Germany

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 44,455

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Top 44,455

in Total Papers Downloads

1,235

SSRN CITATIONS

8

CROSSREF CITATIONS

1

Scholarly Papers (6)

1.

The Risk of Beta – Investor Learning and Prospect Theory

Finance and Corporate Governance Conference 2010 Paper
Number of pages: 40 Posted: 15 Jan 2010 Last Revised: 14 Mar 2010
Dirk G. Baur and Niels Schulze
University of Western Australia - Business School and Deutsche Bundesbank - Financial Stability Department
Downloads 480 (72,256)

Abstract:

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Systematic risk, quantile regression, investor learning, herding, prospect theory, correlation asymmetry, asset pricing

2.

Coexceedances in Financial Markets - a Quantile Regression Analysis of Contagion

University of Tuebingen Economics Discussion Paper No. 253
Number of pages: 23 Posted: 17 Nov 2003
Dirk G. Baur and Niels Schulze
University of Western Australia - Business School and Deutsche Bundesbank - Financial Stability Department
Downloads 393 (91,478)
Citation 10

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Financial Crises, Contagion, Coexceedances, Quantile Regression

3.

Financial Stability and Extreme Market Conditions

European Communities Working Paper No. 22174
Number of pages: 15 Posted: 01 Jun 2006
Niels Schulze and Dirk G. Baur
Deutsche Bundesbank - Financial Stability Department and University of Western Australia - Business School
Downloads 320 (115,349)
Citation 2

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Financial stability, Systemic risk, Contagion, Quantile regression

Bargaining Power and Outside Options in the Interbank Lending Market

Bundesbank Discussion Paper No. 31/2017
Number of pages: 46 Posted: 05 Nov 2017
Puriya Abbassi, Falk Bräuning and Niels Schulze
Deutsche Bundesbank, Federal Reserve Banks - Federal Reserve Bank of Boston and Deutsche Bundesbank - Financial Stability Department
Downloads 41 (512,274)

Abstract:

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bargaining power, over-the-counter market, monetary policy, money market segmentation

Bargaining Power and Outside Options in the Interbank Lending Market

FRB of Boston Working Paper No. 20-10
Number of pages: 44 Posted: 23 Oct 2020
Puriya Abbassi, Falk Bräuning and Niels Schulze
Deutsche Bundesbank, Federal Reserve Banks - Federal Reserve Bank of Boston and Deutsche Bundesbank - Financial Stability Department
Downloads 1 (805,232)

Abstract:

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bargaining power, over-the-counter market, monetary policy, money market segmentation

5.

A Microeconometric Characterization of Household Consumption Using Quantile Regression

Applied Economics Quarterly, Vol. 50, No. 2, pp. 183-208, 2004
Posted: 27 Jan 2005
Gerd Ronning and Niels Schulze
University of Tuebingen - Faculty of Economics and Business Administration and Deutsche Bundesbank - Financial Stability Department

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Demand analysis, consumer panel, micro data, quantile regression

6.

Modelling the Effects of Meteorological Variables on Ozone Concentration - a Quantile Regression Approach

Atmospheric Environment, Vol. 38, No. 28, pp. 4689-4699, 2004
Posted: 27 Jan 2005
Dirk G. Baur, Michaela Saisana and Niels Schulze
University of Western Australia - Business School, Joint Research Centre, Italy and Deutsche Bundesbank - Financial Stability Department

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Air pollution, Photochemical modeling, Quantile regression, Conditional density estimation