Til Schuermann
Finance · 2000–2014
A researcher in the Science corpus: 10 papers; trusts 10 researchers and is trusted by 35 researchers here, as inferred from the citation graph.
Subfields
- Finance — 26 citations into it; #1,417 of 10,518 by trust here, #676 by citations
- Economics and Econometrics — 22 citations into it; #4,046 of 23,481 by trust here, #2,015 by citations
- Accounting — 13 citations into it; #2,769 of 8,970 by trust here, #5,666 by citations
- Statistics and Probability — 5 citations into it
Whom Til Schuermann trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Francis X. Diebold
- Halina Frydman
- Jun Yan
- Amiyatosh Purnanandam
- William B. English
- R. Rebonato
- Christopher A. Sims
- P. Pedroni
- Yusuf Jafry
- V. Acharya
Who trusts Til Schuermann overall
- M. Pesaran
- A. Chudik
- Halina Frydman
- James W. Taylor
- Chen Zhou
- P. Hill
- Manfred Gilli
- Alexandra Dias
- Alexander J. McNeil
- V. Acharya
Papers from Til Schuermann's perspective
Ordered by how strongly the researchers Til Schuermann trusts endorse each paper. Same corpus, a different order for every researcher.
- Multi-Period Corporate Default Prediction With Stochastic Covariates
- MACROECONOMICS AND REALITY
- Estimation in the Mixture of Markov Chains Moving With Different Speeds
- Measurement, estimation and comparison of credit migration matrices
- Interest rate risk and bank net interest margins
- The Statistical Analysis of Failure Time Data (Technometrics)
- Survival Analysis: Techniques for Censored and Truncated Data
- Fully modified OLS for heterogeneous cointegrated panels
- A Parametric approach to the Estimation of Cointegration Vectors in Panel Data
- Interest Rate Derivatives at Commercial Banks: An Empirical Investigation
Their papers
- Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004) — 1,352 citations
- Exploring the International Linkages of the Euro Area: A Global VAR Analysis (2006) — 359 citations
- Understanding the Securitization of Subprime Mortgage Credit (2008) — 618 citations
- Stress Testing Banks (2014) — 171 citations
- Modeling Liquidity Risk with Implications for Traditional Market Risk Measurement and Management (2008) — 176 citations
- Credit Rating Dynamics and Markov Mixture Models (2008) — 171 citations
- Measurement, estimation and comparison of credit migration matrices (2004) — 208 citations
- Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing (2002) — 534 citations
- Modelling regional interdependencies using a global error-correcting macroeconometric model (2001) — 320 citations
- Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management (2000) — 313 citations