| 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 | 1552 | 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 | 1548 | 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 | 1548 | 2004 |
| Understanding the securitization of subprime mortgage credit AB Ashcraft, T Schuermann Foundations and TrendsŪ in Finance 2 (3), 191-309, 2008 | 1057 | 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 | 814 | 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 | 628 | 2006 |
| What do we know about loss given default? T Schuermann February 2004). Wharton Financial Institutions Center Working Paper, 2004 | 561 | 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 | 493 | 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 | 460 | 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 | 441 | 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 | 427* | 2008 |
| Measurement, estimation and comparison of credit migration matrices Y Jafry, T Schuermann Journal of Banking & Finance 28 (11), 2603-2639, 2004 | 300* | 2004 |
| Measurement, estimation and comparison of credit migration matrices Y Jafry, T Schuermann Journal of Banking & Finance 28 (11), 2603-2639, 2004 | 300* | 2004 |
| Measurement, estimation and comparison of credit migration matrices Y Jafry, T Schuermann Journal of Banking & Finance 28 (11), 2603-2639, 2004 | 275 | 2004 |
| Measurement, estimation and comparison of credit migration matrices Y Jafry, T Schuermann Journal of Banking & Finance 28 (11), 2603-2639, 2004 | 275 | 2004 |
| Credit rating dynamics and Markov mixture models H Frydman, T Schuermann Journal of Banking & Finance 32 (6), 1062-1075, 2008 | 267 | 2008 |
| Forecasting economic and financial variables with global VARs MH Pesaran, T Schuermann, LV Smith International journal of forecasting 25 (4), 642-675, 2009 | 264 | 2009 |
| Stress testing banks T Schuermann International Journal of Forecasting 30 (3), 717-728, 2014 | 260 | 2014 |
| Scale Models: Why scaling up risk by the square root of time is an even worse approximation than you might expect F Diebold, A Hickman, A Inoue, T Schuermann RISK-LONDON-RISK MAGAZINE LIMITED- 11, 104-107, 1998 | 229* | 1998 |
| Risk measurement, risk management, and capital adequacy in financial conglomerates A Kuritzkes, T Schuermann, SM Weiner Brookings-Wharton Papers on Financial Services 2003 (1), 141-193, 2003 | 185 | 2003 |
M. Hashem Pesaran, M H Pesaran, M...John Elliot Distinguished Chair in Economics at USC, Director, Centre for Applied FinancialVerified email at usc.edu
