NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Til Schuermann

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

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

Published: Evan Gatev & Til Schuermann & Philip E. Strahan, 2009. "Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 22(3), pages 995-1020, March. citation courtesy of

July 2005Global Business Cycles and Credit Risk
with M. Hashem Pesaran, Björn-Jakob Treutler: w11493

Published: Global Business Cycles and Credit Risk, M. Hashem Pesaran, Til Schuermann, Bjorn-Jakob Treutler. in The Risks of Financial Institutions, Carey and Stulz. 2006

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

Published:

April 1996Exact Maximum Likelihood Estimation of Observation-Driven Econometric Models
with Francis X. Diebold: t0194

Published: Mariano, R.S., T. Schuermann, and M. Weeks (eds.) Simulation-Based inference in Econometrics: Methods and Applications. New York: Cambridge University Press, 2008.

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

 
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