Mathias Drehmann : Citation Profile

Are you Mathias Drehmann?

Bank for International Settlements (BIS)

22

H index

28

i10 index

2102

Citations

RESEARCH PRODUCTION:

25

Articles

38

Papers

4

Chapters

RESEARCH ACTIVITY:

   18 years (2000 - 2018). See details.
   Cites by year: 116
   Journals where Mathias Drehmann has often published
   Relations with other researchers
   Recent citing documents: 648.    Total self citations: 38 (1.78 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdr53
   Updated: 2020-08-01    RAS profile: 2019-01-25    
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Relations with other researchers

Works with:

Juselius, John (13)

BORIO, Claudio (8)

Korinek, Anton (5)

Disyatat, Piti (4)

Aldasoro, Iñaki (2)

Tsatsaronis, Kostas (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Mathias Drehmann.

Is cited by:

BORIO, Claudio (66)

Gambacorta, Leonardo (30)

Oechssler, Jörg (25)

Hofmann, Boris (25)

Rungcharoenkitkul, Phurichai (22)

Mehrotra, Aaron (21)

Kim, Soyoung (21)

Detken, Carsten (19)

Filardo, Andrew (18)

Hubert, Paul (17)

Bonfim, Diana (16)

Cites to:

BORIO, Claudio (45)

Terrones, Marco (26)

Reinhart, Carmen (26)

Juselius, John (20)

Jorda, Oscar (20)

Taylor, Alan (17)

Rogoff, Kenneth (16)

Tsatsaronis, Kostas (15)

Schularick, Moritz (15)

Mendoza, Enrique (15)

Murphy, Anthony (12)

Main data

Where Mathias Drehmann has published?

Journals with more than one article published# docs
BIS Quarterly Review10
Journal of Banking & Finance2
International Journal of Central Banking2

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements12
Bonn Econ Discussion Papers / University of Bonn, Bonn Graduate School of Economics (BGSE)3
Working Paper Series / European Central Bank2

Recent works citing Mathias Drehmann (2018 and 2017)

YearTitle of citing document
2017Wave after Wave: Contagion Risk from Commodity Markets. (2017). Leccadito, Arturo ; Algieri, Bernardina. In: Discussion Papers. RePEc:ags:ubzefd:257801.

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2017Reverse stress testing interbank networks. (2017). Caccioli, Fabio ; Grigat, Daniel . In: Papers. RePEc:arx:papers:1702.08744.

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2018Reconstruction methods for networks: the case of economic and financial systems. (2018). Garlaschelli, Diego ; Gabrielli, Andrea ; Cimini, Giulio ; Caldarelli, Guido ; Squartini, Tiziano. In: Papers. RePEc:arx:papers:1806.06941.

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2020An Interacting Agent Model of Economic Crisis. (2020). Ikeda, Yuichi. In: Papers. RePEc:arx:papers:2001.11843.

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2020Modelling Small Open Developing Economies in a Financialized World: A Stock-Flow Consistent Prototype Growth Model. (2020). Yilmaz, Sakir ; Godin, Antoine. In: Working Paper. RePEc:avg:wpaper:en10824.

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2017Asymmetric Effects on Financial Cycles in a Monetary Union with Diverging Country Preferences for Variable- and Fixed-Rate Mortgages. (2017). Richter, Michael. In: Review of Economics & Finance. RePEc:bap:journl:170102.

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2017Cross-Border Bank Flows and Monetary Policy: Implications for Canada. (2017). Zlate, Andrei ; Sapriza, Horacio ; Paligorova, Teodora ; Correa, Ricardo. In: Staff Working Papers. RePEc:bca:bocawp:17-34.

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2017A Counterfactual Valuation of the Stock Index as a Predictor of Crashes. (2017). Roberts, Tom. In: Staff Working Papers. RePEc:bca:bocawp:17-38.

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2017Optimal Interbank Regulation. (2017). Carter, Thomas. In: Staff Working Papers. RePEc:bca:bocawp:17-48.

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2018Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests. (2018). van Oordt, Maarten. In: Staff Working Papers. RePEc:bca:bocawp:18-54.

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2019Macroprudential Policy with Capital Buffers. (2019). Schroth, Josef. In: Staff Working Papers. RePEc:bca:bocawp:19-8.

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2017A Barometer of Canadian Financial System Vulnerabilities. (2017). Roberts, Tom ; Duprey, Thibaut. In: Staff Analytical Notes. RePEc:bca:bocsan:17-24.

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2017Recent Evolution of Canada’s Credit-to-GDP Gap: Measurement and Interpretation. (2017). Duprey, Thibaut ; Hogg, Dylan ; Grieder, Timothy. In: Staff Analytical Notes. RePEc:bca:bocsan:17-25.

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2017Systemic Risk in Financial Systems: a feedback approach. (2017). Tabak, Benjamin ; Silva, Thiago ; da Silva, Michel Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:461.

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2017Systemic Financial Sector and Sovereign Risks. (2017). Nadal De Simone, Francisco ; Jin, Xisong. In: BCL working papers. RePEc:bcl:bclwop:bclwp109.

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2018How much does book value data tell us about systemic risk and its interactions with the macroeconomy? A Luxembourg empirical evaluation. (2018). Jin, Xisong. In: BCL working papers. RePEc:bcl:bclwop:bclwp118.

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2018Stress testing household balance sheets in Luxembourg. (2018). Ziegelmeyer, Michael ; Giordana, Gastón. In: BCL working papers. RePEc:bcl:bclwop:bclwp121.

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2019Measuring credit-to-gdp gaps. The hodrick-prescott filter revisited. (2019). Galan, Jorge. In: Occasional Papers. RePEc:bde:opaper:1906.

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2018Financial institutions business models and the global transmission of monetary policy. (2018). de Haan, Leo ; Frost, Jon ; Duijm, Patty ; Correa, Ricardo ; argimon, isabel ; Bonner, Clemens ; Stebunovs, Viktors. In: Working Papers. RePEc:bde:wpaper:1815.

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2018Empirical assessment of alternative structural methods for identifying cyclical systemic risk in Europe. (2018). Mencia, Javier ; Galan, Jorge. In: Working Papers. RePEc:bde:wpaper:1825.

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2018The relevance of currency-denomination for the cross-border effects of monetary policy. (2018). argimon, isabel. In: Working Papers. RePEc:bde:wpaper:1827.

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2019The SHERLOC: an EWS-based index of vulnerability for emerging economies. (2019). Molina Sánchez, Luis ; Alonso Alvarez, Irma. In: Working Papers. RePEc:bde:wpaper:1946.

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2017Real and financial cycles: estimates using unobserved component models for the Italian economy. (2017). Silvestrini, Andrea ; Delle Monache, Davide ; Burlon, Lorenzo ; Bulligan, Guido. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_382_17.

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2017Monetary policy in a low interest rate environment. (2017). Neri, Stefano ; Ferrero, Giuseppe. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_392_17.

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2018A risk dashboard for the Italian economy. (2018). Venditti, Fabrizio ; Columba, Francesco ; Sorrentino, Alberto Maria. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_425_18.

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2018A Survey of Systemic Risk Indicators. (2018). Rogantini Picco, Anna ; Di Cesare, Antonio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_458_18.

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2019How frequent a BEER? Assessing the impact of data frequency on real exchange rate misalignment estimation. (2019). Giordano, Claire. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_522_19.

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2020Financial crises, macroprudential policy and the reliability of credit-to-GDP gaps. (2020). Galardo, Maddalena ; Alessandri, Piergiorgio ; Bologna, Pierluigi. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_567_20.

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2017Business Cycles, Credit Cycles, and Bank Holdings of Sovereign Bonds: Historical Evidence for Italy 1861-2013. (2017). Piselli, Paolo ; Marzano, Elisabetta ; Chiarini, Bruno ; Bartoletto, Silvana . In: Quaderni di storia economica (Economic History Working Papers). RePEc:bdi:workqs:qse_43.

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2017Vulnerabilidades financieras de los hogares en Colombia. (2017). Yaruro Jaime, Ana ; Pacheco, Daisy ; Yaruro-Jaime, Ana M ; Segovia-Baquero, Santiago D ; Pacheco-Bernal, Daisy J. In: Borradores de Economia. RePEc:bdr:borrec:1026.

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2019Digital Payments Adoption and the Demand for Cash: New International Evidence. (2019). Arango, Carlos ; Suarez-Ariza, Nicolas F ; Arango-Arango, Carlos A. In: Borradores de Economia. RePEc:bdr:borrec:1074.

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2019Indicadores de alerta temprana para el sector corporativo privado colombiano. (2019). Pirateque, Javier ; Segovia-Baquero, Santiago David ; Pirateque-Nio, Javier Eliecer ; Meneses-Gonzalez, Maria Fernanda. In: Borradores de Economia. RePEc:bdr:borrec:1084.

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2017An analytical framework to calibrate macroprudential policy. (2017). Idier, Julien ; Gabrieli, Silvia ; Scalone, V ; Piquard, T ; Lopez, P ; Devulder, A ; Couaillier, C ; Bennani, T. In: Working papers. RePEc:bfr:banfra:648.

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2017Productivité : une énigme française ? - Synthèse de la conférence organisée par la Banque de France et France Stratégie le 1er février 2017. (2017). Lecat, Remy ; Sandoz-Dit, C ; Deschard, F. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2017:211:01.

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2017Le PIB par habitant et la productivité dans les économies avancées : regard sur le XXe siècle et perspectives pour le XXIe. (2017). Lecat, Remy ; Cette, Gilbert ; Bergeaud, Antonin. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2017:211:02.

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2017La stagnation séculaire et la mesure de la croissance - Compte rendu de la conférence du 16 janvier 2017 organisée à Paris par la Banque de France et le Collège de France. (2017). Malgouyres, Clément ; Lequien, Matthieu ; Marx, M ; Jousselin, E. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2017:211:03.

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2017Coût des carences de coordination des politiques économiques dans la zone euro. (2017). , . In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2017:211:04.

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2017La création monétaire au sein de la zone euro limitée par les ventes de titres de dette par des non-résidents. (2017). Andre, J ; Yon, Mosquera T ; Fegar, G ; Roero, C. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2017:211:05.

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2017Mesurer l’excès de crédit avec le « gap bâlois » : pertinence et limites pour la fixation du coussin de fonds propres bancaires contracyclique. (2017). Couaillier, C ; Idier, J. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2017:211:06.

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2020How are household finances holding up against the Covid-19 shock?. (2020). Zabai, Anna. In: BIS Bulletins. RePEc:bis:bisblt:22.

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2019Comments on The global impact of risk-off shocks. (2019). Disyatat, Piti. In: BIS Papers chapters. RePEc:bis:bisbpc:102-04.

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2020How effective are macroprudential policies in Asia Pacific? Evidence from a meta-analysis. (2020). Gambacorta, Leonardo ; Cant, Carlos ; Shim, Ilhyock. In: BIS Papers chapters. RePEc:bis:bisbpc:110-02.

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2020The effectiveness of loan-to-value ratio policy and its interaction with monetary policy in New Zealand: an empirical analysis using supervisory bank-level data. (2020). Lu, Bruce ; Yao, Fang. In: BIS Papers chapters. RePEc:bis:bisbpc:110-05.

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2017Foreign banks and credit conditions in EMEs. (2017). Ehlers, Torsten ; McGuire, Patrick. In: BIS Papers chapters. RePEc:bis:bisbpc:91-10.

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2017Macroprudential frameworks: implementation and effectiveness. (2017). Arslan, Yavuz ; Upper, Christian. In: BIS Papers chapters. RePEc:bis:bisbpc:94-03.

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2020Stress testing in Latin America: A comparison of approaches and methodologies. (2020). Bank for International Settlements, . In: BIS Papers. RePEc:bis:bisbps:108.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2018Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination. (2018). Agenor, Pierre-Richard ; Pereira, Luiz Awazu. In: BIS Papers. RePEc:bis:bisbps:97.

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2018Structural changes in banking after the crisis. (2018). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:60.

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2020Using financial accounts. (2020). Committee, Irving Fisher. In: IFC Bulletins. RePEc:bis:bisifb:51.

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2017Macroprudential database. (2017). Boh, Samo ; Schepens, Thomas ; Calleja, Romain ; Koban, Anne ; Borgioli, Stefano. In: IFC Bulletins chapters. RePEc:bis:bisifc:43-06.

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2017Macroeconomic surveillance of portfolio flows and its real effects: Malaysias experience. (2017). Hwa, Tng Boon ; Huey, Teh Tian ; Raghavan, Mala. In: IFC Bulletins chapters. RePEc:bis:bisifc:43-25.

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2017European Macroprudential Database. (2017). Boh, Samo ; Schepens, Thomas ; Pirovano, Mara ; Kusmierczyk, Piotr ; Veiga, Joao ; Koban, Anne ; Chiriacescu, Bogdan ; Coman, Andra ; Borgioli, Stefano. In: IFC Bulletins chapters. RePEc:bis:bisifc:46-04.

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2017The Towards identification of gaps in data availability for maintaining financial stability – the case of Montenegro. (2017). Ivanovic, Maja ; Vucinic, Milena ; Mitrovic-Mijatovic, Marijana. In: IFC Bulletins chapters. RePEc:bis:bisifc:46-06.

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2020Assessing global liquidity: beyond borders. (2020). Hardy, Bryan. In: IFC Bulletins chapters. RePEc:bis:bisifc:51-18.

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2017Consumption-led expansions. (2017). Kohlscheen, Emanuel ; Kharroubi, Enisse . In: BIS Quarterly Review. RePEc:bis:bisqtr:1703e.

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2017What are the effects of macroprudential policies on macroeconomic performance?. (2017). Pereira da Silva, Luiz Awazu ; Lombardo, Giovanni ; Gambacorta, Leonardo ; Boar, Codruta . In: BIS Quarterly Review. RePEc:bis:bisqtr:1709g.

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2017Is there a debt service channel of monetary transmission?. (2017). Peersman, Gert ; Hofmann, Boris. In: BIS Quarterly Review. RePEc:bis:bisqtr:1712e.

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2017Household debt: recent developments and challenges. (2017). Zabai, Anna . In: BIS Quarterly Review. RePEc:bis:bisqtr:1712f.

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2018Payments are a-changin but cash still rules. (2018). Bech, Morten ; Picillo, Cristina ; Ougaard, Frederik ; Faruqui, Umar. In: BIS Quarterly Review. RePEc:bis:bisqtr:1803g.

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2019Emerging markets reliance on foreign bank credit. (2019). Hardy, Bryan. In: BIS Quarterly Review. RePEc:bis:bisqtr:1903b.

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2019Impact of financial regulations: insights from an online repository of studies. (2019). Claessens, Stijn ; Villegas, Alan ; Cantu, Carlos ; Boissay, Frederic. In: BIS Quarterly Review. RePEc:bis:bisqtr:1903f.

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2019Playing it safe: global systemically important banks after the crisis. (2019). Mathur, Aakriti ; Lewrick, Ulf ; Goel, Tirupam. In: BIS Quarterly Review. RePEc:bis:bisqtr:1909e.

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2020International dimensions of EME corporate debt. (2020). von Peter, Goetz ; McGuire, Patrick ; Avdjiev, Stefan. In: BIS Quarterly Review. RePEc:bis:bisqtr:2006b.

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2017The real effects of household debt in the short and long run. (2017). SHIM, ILHYOCK ; Mohanty, Madhusudan ; Lombardi, Marco. In: BIS Working Papers. RePEc:bis:biswps:607.

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2017Global impact of US and euro area unconventional monetary policies: a comparison. (2017). Zhu, Feng ; Lombardi, Marco ; Chen, Qianying ; Ross, Alex . In: BIS Working Papers. RePEc:bis:biswps:610.

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2017Monetary policy and bank lending in a low interest rate environment: diminishing effectiveness?. (2017). Gambacorta, Leonardo ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:612.

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2017Is monetary policy less effective when interest rates are persistently low?. (2017). Hofmann, Boris ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:628.

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2017The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry data. (2017). Murcia, Andrés ; Gambacorta, Leonardo ; Pabon, Andres Murcia . In: BIS Working Papers. RePEc:bis:biswps:636.

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2017Macroprudential policy and bank risk. (2017). Gambacorta, Leonardo ; Binici, Mahir ; Altunbas, Yener. In: BIS Working Papers. RePEc:bis:biswps:646.

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2017Monetary policy transmission and trade-offs in the United States: Old and new. (2017). Peersman, Gert ; Hofmann, Boris. In: BIS Working Papers. RePEc:bis:biswps:649.

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2017Interest rates and house prices in the United States and around the world. (2017). Mihaljek, Dubravko ; Subelyt, Agn ; Sutton, Gregory . In: BIS Working Papers. RePEc:bis:biswps:665.

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2017Macroprudential Policies in Peru: The effects of Dynamic Provisioning and Conditional Reserve Requirements. (2017). Cabello, Miguel ; Minaya, Elias . In: BIS Working Papers. RePEc:bis:biswps:675.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2017Why so low for so long? A long-term view of real interest rates. (2017). Rungcharoenkitkul, Phurichai ; Juselius, John ; Disyatat, Piti ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:685.

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2018Deflation expectations. (2018). Mehrotra, Aaron ; Banerjee, Ryan. In: BIS Working Papers. RePEc:bis:biswps:699.

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2018Monetary policy in the grip of a pincer movement. (2018). Rungcharoenkitkul, Phurichai ; Juselius, John ; Disyatat, Piti ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:706.

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2018Gauging procyclicality and financial vulnerability in Asia through the BIS banking and financial statistics. (2018). Shin, Hyun Song ; Avdjiev, Stefan ; Berger, Bat-el . In: BIS Working Papers. RePEc:bis:biswps:735.

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2018The role of household debt heterogeneity on consumption: Evidence from Japanese household data. (2018). Nakajima, Jouchi. In: BIS Working Papers. RePEc:bis:biswps:736.

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2018Measuring financial cycle time. (2018). Lombardi, Marco ; Filardo, Andrew ; Raczko, Marek. In: BIS Working Papers. RePEc:bis:biswps:755.

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2019Macroprudential policy with capital buffers. (2019). Schroth, Josef. In: BIS Working Papers. RePEc:bis:biswps:771.

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2019What anchors for the natural rate of interest?. (2019). Rungcharoenkitkul, Phurichai ; Disyatat, Piti ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:777.

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2019Measuring contagion risk in international banking. (2019). Giudici, Paolo ; Avdjiev, Stefan ; Spelta, Alessandro. In: BIS Working Papers. RePEc:bis:biswps:796.

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2019Bank intermediation activity in a low interest rate environment. (2019). Brei, Michael ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:807.

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2019The reaction function channel of monetary policy and the financial cycle. (2019). Rungcharoenkitkul, Phurichai ; Filardo, Andrew ; Author, Phurichai Rungcharoenkitkul ; Hubert, Paul. In: BIS Working Papers. RePEc:bis:biswps:816.

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2019Monetary policy hysteresis and the financial cycle. (2019). Rungcharoenkitkul, Phurichai ; Disyatat, Piti ; Author, Piti Disyatat ; Borio, Claudio. In: BIS Working Papers. RePEc:bis:biswps:817.

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2019Predicting recessions: financial cycle versus term spread. (2019). Author, Dora Xia ; Drehmann, Mathias ; Borio, Claudio. In: BIS Working Papers. RePEc:bis:biswps:818.

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2019Examining macroprudential policy and its macroeconomic effects - some new evidence. (2019). Mehrotra, Aaron ; Kim, Soyoung. In: BIS Working Papers. RePEc:bis:biswps:825.

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2019Central banking in challenging times. (2019). BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:829.

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2020Operational and cyber risks in the financial sector. (2020). Giudici, Paolo ; Gambacorta, Leonardo ; Aldasoro, Iñaki ; Leach, Thomas. In: BIS Working Papers. RePEc:bis:biswps:840.

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2019Determination of the Current Phase of the Credit Cycle in Emerging Markets. (2019). Ponomarenko, Alexey ; Deryugina, Elena. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:2:p:28-42.

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2019Estimates of the Natural Rate of Interest for Russia: Is ‘Navigating by the Stars’ Useful?. (2019). Sinyakov, Andrey ; Porshakov, Alexey. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:4:p:3-47.

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2017Consumer lending in Russia: prospects and risks based on household finance survey. (2017). Sinyakov, Andrey ; Mamedli, Mariam ; Mariam, Mamedli. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:note10.

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2018Regional heterogeneity of household lending based on the findings of the household finance survey: regional features and potential risks. (2018). Sinyakov, Andrey ; Mamedli, Mariam ; Mariam, Mamedli. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:note16.

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2018The 2008–2017 Decade in the Russian Banking Sector: Trends and Factors. (2018). Sinyakov, Andrey ; Pomelnikova, Maria ; Bezdudniy, Mikhail ; Markelov, Vladimir ; Ushakova, Yulia ; Porshakov, Alexey ; Morozov, Alexander ; Simanovskiy, Alexey. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps31.

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2018When are credit gap estimates reliable?. (2018). Ponomarenko, Alexey ; Deryugina, Elena ; Rozhkova, Anna. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps34.

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2019Disinflation and reliability of underlying inflation measures. (2019). Ponomarenko, Alexey ; Deryugina, Elena. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps44.

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2017Indicadores de estabilidad financiera: un nuevo índice para el sector financiero. (2017). Landaberry, Maria Victoria. In: Documentos de trabajo. RePEc:bku:doctra:2017010.

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2019REAL ESTATE AND THE GREAT CRISIS: LESSONS FOR MACROPRUDENTIAL POLICY. (2019). wachter, susan ; Duca, John ; Popoyan, Lilit. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:37:y:2019:i:1:p:121-137.

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More than 100 citations found, this list is not complete...

Works by Mathias Drehmann:

YearTitleTypeCited
2005Herding and Contrarian Behavior in Financial Markets: An Internet Experiment In: American Economic Review.
[Full Text][Citation analysis]		article117
2003Herding and Contrarian Behavior in Financial Markets: An Internet Experiment.(2003) In: University of California at Santa Barbara, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 117		paper
2003Herding and Contrarian Behavior in Financial Markets - An Internet Experiment.(2003) In: Royal Economic Society Annual Conference 2003.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 117		paper
2004Herding and Contrarian Behavior in Financial Markets - An Internet Experiment.(2004) In: Econometric Society 2004 North American Winter Meetings.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 117		paper
2004Herding and Contrarian Behavior in Financial Markets - An Internet Experiment.(2004) In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems.
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2002Herding and Contrarian Behavior in Financial Markets - An Internet Experiment.(2002) In: Experimental.
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2002Herding and Contrarian Behavior in Financial Markets - An Internet Experiment.(2002) In: Finance.
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2002Herding and Contrarian Behavior in Financial Markets: An Internet Experiment.(2002) In: Bonn Econ Discussion Papers.
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2005Herding with and without Payoff Externalities - An Internet Experiment In: Working Papers.
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2005Herding With and Without Payoff Externalities - An Internet Experiment.(2005) In: CEPR Discussion Papers.
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2007Herding with and without payoff externalities -- an internet experiment.(2007) In: International Journal of Industrial Organization.
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2004Herding with and without Payoff Externalities - An Internet Experiment.(2004) In: Bonn Econ Discussion Papers.
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2011Systemic importance: some simple indicators In: BIS Quarterly Review.
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2012Do debt service costs affect macroeconomic and financial stability? In: BIS Quarterly Review.
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2013Total credit as an early warning indicator for systemic banking crises In: BIS Quarterly Review.
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2014The credit-to-GDP gap and countercyclical capital buffers: questions and answers In: BIS Quarterly Review.
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2015How much income is used for debt payments? A new database for debt service ratios In: BIS Quarterly Review.
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2018Early warning indicators of banking crises: expanding the family In: BIS Quarterly Review.
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2018Early warning indicators of banking crises: expanding the family.(2018) In: Journal of Financial Transformation.
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2018The financial cycle and recession risk In: BIS Quarterly Review.
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2009Towards an operational framework for financial stability: fuzzy measurement and its consequences In: BIS Working Papers.
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2011Toward an Operational Framework for Financial Stability: “Fuzzy” Measurement and Its Consequences.(2011) In: Central Banking, Analysis, and Economic Policies Book Series.
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2009Towards an Operational Framework for Financial Stability: Fuzzy Measurement and its Consequences.(2009) In: Working Papers Central Bank of Chile.
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2010Funding liquidity risk: definition and measurement In: BIS Working Papers.
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2009Funding liquidity risk: definition and measurement.(2009) In: Working Paper Series.
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2010Countercyclical capital buffers: exploring options In: BIS Working Papers.
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2013Measuring the systemic importance of interconnected banks.(2013) In: Journal of Financial Intermediation.
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2011Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates.(2011) In: International Journal of Central Banking.
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2014Stress-testing macro stress testing: Does it live up to expectations?.(2014) In: Journal of Financial Stability.
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2012Characterising the financial cycle: dont lose sight of the medium term! In: BIS Working Papers.
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2014Evaluating early warning indicators of banking crises: Satisfying policy requirements.(2014) In: International Journal of Forecasting.
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2015Leverage dynamics and the real burden of debt In: BIS Working Papers.
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2016Monetary policy, the financial cycle and ultra-low interest rates In: BIS Working Papers.
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2016Monetary policy, the financial cycle and ultralow interest rates.(2016) In: Research Discussion Papers.
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2017Monetary Policy, the Financial Cycle, and Ultra-Low Interest Rates.(2017) In: International Journal of Central Banking.
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2017Monetary Policy, the Financial Cycle and Ultra-low Interest Rates.(2017) In: PIER Discussion Papers.
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2017Accounting for debt service : The painful legacy of credit booms.(2017) In: Research Discussion Papers.
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2018Why you should use the Hodrick-Prescott filter - at least to generate credit gaps In: BIS Working Papers.
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2002The challenges facing currency usage: will the traditional transaction medium be able to resist competition from the new technologies? In: Economic Policy.
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2010An economic capital model integrating credit and interest rate risk in the banking book In: Bank of England working papers.
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2009An economic capital model integrating credit and interest rate risk in the banking book.(2009) In: Working Paper Series.
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2010An economic capital model integrating credit and interest rate risk in the banking book.(2010) In: Journal of Banking & Finance.
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2012Liquidity risk, cash-flow constraints and systemic feedbacks In: Bank of England working papers.
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2008The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective In: Bank of England working papers.
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2016Leverage dynamics and the burden of debt In: Research Discussion Papers.
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2018Going with the flows : New borrowing, debt service and the transmission of credit booms In: Research Discussion Papers.
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2018Going With the Flows: New Borrowing, Debt Service and the Transmission of Credit Booms.(2018) In: NBER Working Papers.
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2009Evaluación del riesgo de crisis bancarias: una revisión In: Boletín.
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2009El impacto integrado del riesgo de crédito y de tasa de interés bancarios: una perspectiva del valor económico y suficiencia de capital In: Monetaria.
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2008A research perspective on the propagation of the credit market turmoil In: Research Bulletin.
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2010The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application In: Journal of Banking & Finance.
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2000Is Cash Becoming Technologically Outmoded Or Does it Remain Necessary to Facilitate In: FMG Discussion Papers.
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2007Integrating credit and interest rate risk: A theoretical framework and an application to banks balance sheets In: Money Macro and Finance (MMF) Research Group Conference 2006.
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2011Comment on How to Calculate Systemic Risk Surcharges In: NBER Chapters.
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2007Discussion of Banks, Markets and Liquidity In: RBA Annual Conference Volume (Discontinued).
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2017Debt Service: The Painful Legacy of Credit Booms In: 2017 Meeting Papers.
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2012The effects of countercyclical capital buffers on bank lending In: Applied Economics Letters.
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2013Can We Identify the Financial Cycle? In: World Scientific Book Chapters.
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2002Will an optimal deposit insurance always increase financial stability? In: Bonn Econ Discussion Papers.
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