Details about Claudia Schwarz

Access statistics for papers by Claudia Schwarz.

Last updated 2024-08-09. Update your information in the RePEc Author Service.

Short-id: psc620

Working Papers

2025

1. From flood to fire: is physical climate risk taken into account in banks’ residential mortgage rates?
   Working Paper Series, European Central Bank

2023

2. Risk retention in the European securitization market: skimmed by the skin-in-the-game methods?
   Working Paper Series, European Central Bank

2021

3. Asset encumbrance in euro area banks: analysing trends, drivers and prediction properties for individual bank crises
   Occasional Paper Series, European Central Bank

2019

4. The impact of lending standards on default rates of residential real estate loans
   Occasional Paper Series, European Central Bank View citations (10)

2017

5. The transmission channels of monetary, macro- and microprudential policies and their interrelations
   Occasional Paper Series, European Central Bank View citations (22)

2015

6. Estimation of linear dynamic panel data models with time-invariant regressors
   Working Paper Series, European Central Bank View citations (25)
   Also in Discussion Papers, Deutsche Bundesbank (2013) View citations (16)
   VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association (2013) View citations (19)
   See also Journal Article Estimation of linear dynamic panel data models with time‐invariant regressors, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2019) View citations (44) (2019)

2014

7. Investor fears and risk premia for rare events
   Discussion Papers, Deutsche Bundesbank
8. Why accounting matters: a central bank perspective
   Occasional Paper Series, European Central Bank View citations (10)
   See also Journal Article Why Accounting Matters: A Central Bank Perspective, Accounting, Economics, and Law: A Convivium, De Gruyter (2015) View citations (10) (2015)

Journal Articles

2024

1. Supervisory forward guidance: the effectiveness of the 2020 euro area supervisory capital relief on the bank credit supply channel
   Journal of Banking Regulation, 2024, 25, (1), 20-41

2020

2. Trends in residential real estate lending standards and implications for financial stability
   Financial Stability Review, 2020, 1 View citations (5)

2019

3. Estimation of linear dynamic panel data models with time‐invariant regressors
   Journal of Applied Econometrics, 2019, 34, (4), 526-546 View citations (44)
   See also Working Paper Estimation of linear dynamic panel data models with time-invariant regressors, Working Paper Series (2015) View citations (25) (2015)

2017

4. A Speech on “Why Accounting Matters: A Central Bank Perspective”
   Accounting, Economics, and Law: A Convivium, 2017, 7, (2), 35-42

2015

5. Why Accounting Matters: A Central Bank Perspective
   Accounting, Economics, and Law: A Convivium, 2015, 5, (1), 1-42 View citations (10)
   See also Working Paper Why accounting matters: a central bank perspective, Occasional Paper Series (2014) View citations (10) (2014)