| Modeling regional interdependencies using a global error-correcting macroeconometric model MH Pesaran, T Schuermann, SM Weiner Journal of Business & Economic Statistics 22 (2), 129-162, 2004 | 1497 | 2004 |
| Modeling regional interdependencies using a global error-correcting macroeconometric model MH Pesaran, T Schuermann, SM Weiner Journal of Business & Economic Statistics 22 (2), 129-162, 2004 | 1493 | 2004 |
| Modeling regional interdependencies using a global error-correcting macroeconometric model MH Pesaran, T Schuermann, SM Weiner Journal of Business & Economic Statistics 22 (2), 129-162, 2004 | 1493 | 2004 |
| Understanding the securitization of subprime mortgage credit AB Ashcraft, T Schuermann Foundations and TrendsŪ in Finance 2 (3), 191-309, 2008 | 1054 | 2008 |
| Ratings migration and the business cycle, with application to credit portfolio stress testing A Bangia, FX Diebold, A Kronimus, C Schagen, T Schuermann Journal of banking & finance 26 (2-3), 445-474, 2002 | 817 | 2002 |
| A general approach to integrated risk management with skewed, fat-tailed risks JV Rosenberg, T Schuermann Journal of Financial economics 79 (3), 569-614, 2006 | 617 | 2006 |
| What do we know about loss given default? T Schuermann February 2004). Wharton Financial Institutions Center Working Paper, 2004 | 558 | 2004 |
| Macroeconomic dynamics and credit risk: a global perspective MH Pesaran, T Schuermann, BJ Treutler, SM Weiner Journal of Money, Credit and Banking, 1211-1261, 2006 | 482 | 2006 |
| Pitfalls and opportunities in the use of extreme value theory in risk management FX Diebold, T Schuermann, JD Stroughair The Journal of Risk Finance 1 (2), 30-35, 2000 | 454 | 2000 |
| Managing bank liquidity risk: How deposit-loan synergies vary with market conditions E Gatev, T Schuermann, PE Strahan The Review of Financial Studies 22 (3), 995-1020, 2009 | 434 | 2009 |
| Modeling liquidity risk with implications for traditional market risk measurement and management A Bangia, FX Diebold, T Schuermann, J Stroughair NYU Working Paper No. FIN-99-062, 2008 | 421* | 2008 |
| Measurement, estimation and comparison of credit migration matrices Y Jafry, T Schuermann Journal of Banking & Finance 28 (11), 2603-2639, 2004 | 297* | 2004 |
| Measurement, estimation and comparison of credit migration matrices Y Jafry, T Schuermann Journal of Banking & Finance 28 (11), 2603-2639, 2004 | 297* | 2004 |
| Measurement, estimation and comparison of credit migration matrices Y Jafry, T Schuermann Journal of Banking & Finance 28 (11), 2603-2639, 2004 | 272 | 2004 |
| Measurement, estimation and comparison of credit migration matrices Y Jafry, T Schuermann Journal of Banking & Finance 28 (11), 2603-2639, 2004 | 272 | 2004 |
| Credit rating dynamics and Markov mixture models H Frydman, T Schuermann Journal of Banking & Finance 32 (6), 1062-1075, 2008 | 263 | 2008 |
| Forecasting economic and financial variables with global VARs MH Pesaran, T Schuermann, LV Smith International journal of forecasting 25 (4), 642-675, 2009 | 262 | 2009 |
| Stress testing banks T Schuermann International Journal of Forecasting 30 (3), 717-728, 2014 | 259 | 2014 |
| Converting 1-day volatility to h-day volatility: scaling by is worse than you think FX Diebold, A Hickman, A Inoue, T Schuermann Penn Institute for Economic Research Working Papers, 97-030, 1997 | 228 | 1997 |
| Macroprudential supervision of financial institutions: lessons from the SCAP B Hirtle, T Schuermann, KJ Stiroh FRB of New York Staff Report, 2009 | 180 | 2009 |
Francis DieboldProfessor of Economics, University of PennsylvaniaVerified email at sas.upenn.edu
