NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Til Schuermann

Working Papers and Chapters

January 2007How Do Banks Manage Liquidity Risk? Evidence from the Equity and Deposit Markets in the Fall of 1998
with Evan Gatev, Philip Strahan
in The Risks of Financial Institutions, Mark Carey and René M. Stulz, editors
Global Business Cycles and Credit Risk
with M. Hashem Pesaran, Bjorn-Jakob Treutler
in The Risks of Financial Institutions, Mark Carey and René M. Stulz, editors
May 2006Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions
with Evan Gatev, Philip E. Strahan: w12234
July 2005Global Business Cycles and Credit Risk
with M. Hashem Pesaran, Björn-Jakob Treutler: w11493
December 2004How do Banks Manage Liquidity Risk? Evidence from Equity and Deposit Markets in the Fall of 1998
with Philip E. Strahan, Evan Gatev: w10982
April 1996Exact Maximum Likelihood Estimation of Observation-Driven Econometric Models
with Francis X. Diebold: t0194

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