23
H index
28
i10 index
2210
Citations
Bank for International Settlements (BIS) | 23 H index 28 i10 index 2210 Citations RESEARCH PRODUCTION: 25 Articles 41 Papers 4 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Mathias Drehmann. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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BIS Quarterly Review | 10 |
International Journal of Central Banking | 2 |
Journal of Banking & Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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BIS Working Papers / Bank for International Settlements | 14 |
Bonn Econ Discussion Papers / University of Bonn, Bonn Graduate School of Economics (BGSE) | 3 |
Working Paper Series / European Central Bank | 2 |
Year | Title of citing document | |
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2020 | Credit Risk and Profitability of Commercial Banks in Pakistan. (2020). Gilal, Muhammad Akram ; Khan, Raza Muhammad ; Farooq, Sohail. In: Global Economics Review. RePEc:aaw:journl:v:5:y:2020:i:1:p:75-89. Full description at Econpapers || Download paper | |
2020 | Zombies at large? Corporate debt overhang and the macroeconomy. (2020). Jorda, Oscar ; Taylor, Alan M ; Schularick, Moritz ; Kornejew, Martin. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:042. Full description at Econpapers || Download paper | |
2020 | Fiscal spending multipliers over the household leverage cycle. (2020). Polattimur, Hamza ; Klein, Mathias ; Winkler, Roland. In: Working Papers. RePEc:ant:wpaper:2020007. Full description at Econpapers || Download paper | |
2020 | An Interacting Agent Model of Economic Crisis. (2020). Ikeda, Yuichi. In: Papers. RePEc:arx:papers:2001.11843. Full description at Econpapers || Download paper | |
2020 | Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession. (2020). Pfarrhofer, Michael ; Huber, Florian ; Feldkircher, Martin. In: Papers. RePEc:arx:papers:2007.15419. Full description at Econpapers || Download paper | |
2020 | A Deep Learning Approach for Dynamic Balance Sheet Stress Testing. (2020). Christophides, Theodoros ; Panousis, Konstantinos P ; Siakoulis, Vassilis ; Petropoulos, Anastasios ; Chatzis, Sotirios. In: Papers. RePEc:arx:papers:2009.11075. Full description at Econpapers || Download paper | |
2020 | Copula-Based Factor Model for Credit Risk Analysis. (2020). Hardle, Wolfgang Karl ; Chen, Cathy Yi-Hsuan ; Lu, Meng-Jou. In: Papers. RePEc:arx:papers:2009.12092. Full description at Econpapers || Download paper | |
2020 | Does the Credit-to-GDP Gap Predict Financial Crisis in Nigeria?. (2020). Ihejirika, Peters O. In: International Journal of Social and Administrative Sciences. RePEc:asi:ijosaa:2020:p:109-126. Full description at Econpapers || Download paper | |
2020 | Modelling 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. Full description at Econpapers || Download paper | |
2020 | Secular stagnation – the origin of the concept, a review of the scientific literature and the nature of the academic debate. (2020). Vassilev, Dilian. In: Economic Thought journal. RePEc:bas:econth:y:2020:i:2:p:137-158. Full description at Econpapers || Download paper | |
2020 | Financial crises, macroprudential policy and the reliability of credit-to-GDP gaps. (2020). Galardo, Maddalena ; Bologna, Pierluigi ; Alessandri, Piergiorgio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_567_20. Full description at Econpapers || Download paper | |
2020 | Capital flows during the pandemic: lessons for a more resilient international financial architecture. (2020). van Hombeeck, Carlos Eduardo ; Nispi Landi, Valerio ; Moro, Alessandro ; Eguren Martin, Fernando ; Schiavone, Alessandro ; Maurini, Claudia ; Joy, Mark. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_589_20. Full description at Econpapers || Download paper | |
2020 | Forecasting US recessions: the role of economic uncertainty. (2020). Natoli, Filippo ; Ercolani, Valerio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1299_20. Full description at Econpapers || Download paper | |
2020 | Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap. (2020). Kátay, Gábor ; Matthieu, Lequien ; Lisa, Kerdelhue. In: Working papers. RePEc:bfr:banfra:791. Full description at Econpapers || Download paper | |
2020 | How are household finances holding up against the Covid-19 shock?. (2020). Zabai, Anna. In: BIS Bulletins. RePEc:bis:bisblt:22. Full description at Econpapers || Download paper | |
2020 | The fiscal response to the Covid-19 crisis in advanced and emerging market economies. (2020). Moessner, Richhild ; Cheng, Gong ; Arslan, Yavuz ; Alberola-Ila, Enrique. In: BIS Bulletins. RePEc:bis:bisblt:23. Full description at Econpapers || Download paper | |
2020 | How 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Stress testing in Latin America: A comparison of approaches and methodologies. (2020). Bank for International Settlements, . In: BIS Papers. RePEc:bis:bisbps:108. Full description at Econpapers || Download paper | |
2020 | Using financial accounts. (2020). Committee, Irving Fisher. In: IFC Bulletins. RePEc:bis:bisifb:51. Full description at Econpapers || Download paper | |
2020 | Assessing global liquidity: beyond borders. (2020). Hardy, Bryan. In: IFC Bulletins chapters. RePEc:bis:bisifc:51-18. Full description at Econpapers || Download paper | |
2020 | International dimensions of EME corporate debt. (2020). von Peter, Goetz ; McGuire, Patrick ; Avdjiev, Stefan. In: BIS Quarterly Review. RePEc:bis:bisqtr:2006b. Full description at Econpapers || Download paper | |
2020 | Tools for managing banking distress: historical experience and lessons for today. (2020). Boissay, Frédéric ; Villegas, Alan ; Claessens, Stijn. In: BIS Quarterly Review. RePEc:bis:bisqtr:2012d. Full description at Econpapers || Download paper | |
2020 | International banking amidst Covid-19: resilience and drivers. (2020). Takts, Elod ; Hardy, Bryan. In: BIS Quarterly Review. RePEc:bis:bisqtr:2012g. Full description at Econpapers || Download paper | |
2020 | Operational and cyber risks in the financial sector. (2020). Giudici, Paolo ; Gambacorta, Leonardo ; Aldasoro, Iñaki ; Leach, Thomas. In: BIS Working Papers. RePEc:bis:biswps:840. Full description at Econpapers || Download paper | |
2020 | Fintech and big tech credit: a new database. (2020). Gambacorta, Leonardo ; Frost, Jon ; Rau, Raghavendra ; Cornelli, Giulio ; Ziegler, Tania ; Wardrop, Robert. In: BIS Working Papers. RePEc:bis:biswps:887. Full description at Econpapers || Download paper | |
2020 | Assessing the fiscal implications of banking crises. (2020). Zampolli, Fabrizio ; Contreras, Juan ; Borio, Claudio. In: BIS Working Papers. RePEc:bis:biswps:893. Full description at Econpapers || Download paper | |
2020 | Contagion Accounting. (2020). Kok, Christoffer ; Aldasoro, Iñaki ; Sorensen, Christoffer Kok ; Huser, Anne-Caroline. In: BIS Working Papers. RePEc:bis:biswps:908. Full description at Econpapers || Download paper | |
2020 | Incorporating financial development indicators into early warning systems. (2020). Ponomarenko, Alexey ; Tatarintsev, Stas. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps58. Full description at Econpapers || Download paper | |
2020 | PARTIALLY DISAGGREGATED HOUSEHOLDâ€LEVEL DEBT SERVICE RATIOS: CONSTRUCTION, VALIDATION, AND RELATIONSHIP TO BANKRUPTCY RATES. (2020). Schweitzer, Mark ; Elvery, Joel A. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:38:y:2020:i:1:p:166-187. Full description at Econpapers || Download paper | |
2020 | Bank intermediation activity in a lowâ€interestâ€rate environment. (2020). Gambacorta, Leonardo ; Brei, Michael ; Borio, Claudio. In: Economic Notes. RePEc:bla:ecnote:v:49:y:2020:i:2:n:e12164. Full description at Econpapers || Download paper | |
2020 | A forecast evaluation of the Riksbanks policyâ€rate projections. (2020). Nordstrom, Martin. In: Economic Notes. RePEc:bla:ecnote:v:49:y:2020:i:3:n:e12167. Full description at Econpapers || Download paper | |
2020 | Hysteresis in the normal rate of capacity utilization: A behavioral explanation. (2020). Setterfield, Mark ; Avritzer, Joana David. In: Metroeconomica. RePEc:bla:metroe:v:71:y:2020:i:4:p:898-919. Full description at Econpapers || Download paper | |
2020 | Private Sector Debt, Financial Constraints, and the Effects of Monetary Policy: Evidence from the US. (2020). Scharler, Johann ; Breitenlechner, Max. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:4:p:889-915. Full description at Econpapers || Download paper | |
2020 | The South African Financial Cycle and its Relation to Household Deleveraging. (2020). Koch, Steven F ; Bosch, Adel . In: South African Journal of Economics. RePEc:bla:sajeco:v:88:y:2020:i:2:p:145-173. Full description at Econpapers || Download paper | |
2020 | The Impact of Monetary Policy on Leading Variables for Financial Stability in Norway. (2020). Wieslander, Harald ; Olsen, Helene. In: Working Papers. RePEc:bny:wpaper:0085. Full description at Econpapers || Download paper | |
2020 | Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach. (2020). Kapadia, Sujit ; Bluwstein, Kristina ; Kang, Miao ; Joseph, Andreas ; Buckmann, Marcus ; Simsek, Ozgur. In: Bank of England working papers. RePEc:boe:boeewp:0848. Full description at Econpapers || Download paper | |
2020 | Foundations of system-wide financial stress testing with heterogeneous institutions. (2020). Wetzer, Thom ; Nahai-Williamson, Paul ; Kleinnijenhuis, Alissa M ; Farmer, Doyne J. In: Bank of England working papers. RePEc:boe:boeewp:0861. Full description at Econpapers || Download paper | |
2020 | Contagion accounting. (2020). Kok, Christoffer ; Aldasoro, Iñaki ; Huser, Anne-Caroline. In: Bank of England working papers. RePEc:boe:boeewp:0897. Full description at Econpapers || Download paper | |
2021 | The more the merrier? Evidence from the global financial crisis on the value of multiple requirements in bank regulation. (2021). Marquez, Paula Gallego ; Buckmann, Marcus ; Rismanchi, Katie ; Kapadia, Sujit ; Gimpelewicz, Mariana. In: Bank of England working papers. RePEc:boe:boeewp:0905. Full description at Econpapers || Download paper | |
2020 | The Aino 3.0 model. (2020). Verona, Fabio ; Silvo, Aino. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_009. Full description at Econpapers || Download paper | |
2020 | Forecasting expected and unexpected losses. (2020). Tarashev, Nikola ; Juselius, Mikael. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_018. Full description at Econpapers || Download paper | |
2020 | Perceived vs actual financial crisis and bank credit standards: is there any indication of self-fulfilling prophecy?. (2020). Bragoudakis, Zacharias ; ΜπÏαγουδάκης, ΖαχαÏίας ; Anastasiou, Dimitrios ; Giannoulakis, Stelios. In: Working Papers. RePEc:bog:wpaper:277. Full description at Econpapers || Download paper | |
2020 | Macro Stress Testing Credit Risk: Case of Madagascar Banking Sector. (2020). Rakotonirainy, Miora ; Razafindravonona, Jean ; Rasolomanana, Christian. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:2:p:199-218. Full description at Econpapers || Download paper | |
2020 | Early Warning System for Government Debt Crisis in Developing Countries. (2020). Rachmanira, Sagita ; Wijayanti, Rani. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:103-124. Full description at Econpapers || Download paper | |
2020 | The Determinants of Indonesia’s Business Cycle. (2020). Bary, Pakasa ; Cinditya, Anggita ; Harahap, Berry A. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:215-235. Full description at Econpapers || Download paper | |
2020 | Leaning against the Wind and Crisis Risk. (2020). Ward, Felix ; Steege, Lucas Ter ; Schularick, Moritz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8484. Full description at Econpapers || Download paper | |
2020 | A Prolonged Period of Low Interest Rates: Unintended Consequences. (2020). Malovana, Simona ; Kolcunová, Dominika ; Janku, Jan ; Ehrenbergerova, Dominika ; Bajzik, Josef. In: Research and Policy Notes. RePEc:cnb:rpnrpn:2020/02. Full description at Econpapers || Download paper | |
2020 | Operational and cyber risks in the financial sector. (2020). Aldasoro, Inaki ; Gambacorta, Leonardo ; Giudici, Paolo ; Leach, Thomas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14418. Full description at Econpapers || Download paper | |
2020 | Impact of Credit Market Development and Stability on Productivity: New Evidence from the Industry Level. (2020). Brzozowski, Michalo. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2020:v:21:i:1:brzozowski. Full description at Econpapers || Download paper | |
2020 | Cyclical systemic risk and downside risks to bank profitability. (2020). Lang, Jan Hannes ; Forletta, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20202405. Full description at Econpapers || Download paper | |
2020 | Monetary policy transmission over the leverage cycle: evidence for the euro area. (2020). Bräuer, Leonie ; Brauer, Leonie ; Runstler, Gerhard. In: Working Paper Series. RePEc:ecb:ecbwps:20202421. Full description at Econpapers || Download paper | |
2020 | Nowcasting business cycle turning points with stock networks and machine learning. (2020). Hirschbühl, Dominik ; Azqueta-Gavaldon, Andres ; Saiz, Lorena ; Onorante, Luca ; Hirschbuhl, Dominik. In: Working Paper Series. RePEc:ecb:ecbwps:20202494. Full description at Econpapers || Download paper | |
2020 | Contagion accounting. (2020). Kok, Christoffer ; Aldasoro, Iñaki ; Huser, Anne-Caroline. In: Working Paper Series. RePEc:ecb:ecbwps:20202499. Full description at Econpapers || Download paper | |
2020 | Forecasting Economic Cycle with a Structural Equation Model: Evidence from Thailand. (2020). Sethapramote, Yuthana ; Vichitthamaros, Preecha ; Pumjaroen, Jeerawadee. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-03-7. Full description at Econpapers || Download paper | |
2020 | Coordination on bubbles in large-group asset pricing experiments. (2020). Hommes, Cars ; Bao, Te ; Massaro, Domenico ; Hennequin, Myrna. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:110:y:2020:i:c:s0165188919300880. Full description at Econpapers || Download paper | |
2020 | The role of household debt heterogeneity on consumption: Evidence from Japanese household data. (2020). Nakajima, Jouchi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:65:y:2020:i:c:p:186-197. Full description at Econpapers || Download paper | |
2020 | When are credit gap estimates reliable?. (2020). Ponomarenko, Alexey ; Rozhkova, Anna ; Deryugina, Elena. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:67:y:2020:i:c:p:221-238. Full description at Econpapers || Download paper | |
2020 | Equilibrium real interest rates and the financial cycle: Empirical evidence for Euro area member countries. (2020). Klose, Jens ; Belke, Ansgar. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:357-366. Full description at Econpapers || Download paper | |
2020 | Should monetary policy lean against the wind? Simulations based on a DSGE model with an occasionally binding credit constraint. (2020). ŽáÄek, Jan. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:293-311. Full description at Econpapers || Download paper | |
2020 | Volatility spillovers and the global financial cycle across economies: Evidence from a global semi-structural model. (2020). Gómez-Pineda, Javier ; Gomez-Pineda, Javier G. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:331-373. Full description at Econpapers || Download paper | |
2020 | Collateral rehypothecation, safe asset scarcity, and unconventional monetary policy. (2020). Giri, Federico ; Gallegati, Mauro ; Grilli, Ruggero. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:633-645. Full description at Econpapers || Download paper | |
2020 | Are microfinance institutions resilient to economic slowdown? Evidence from their capital ratio adjustment over the business cycle. (2020). , Helyoth ; Tchuigoua, Hubert Tchakoute ; TchakouteTchuigoua, Hubert ; Soumare, Issouf. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:1-22. Full description at Econpapers || Download paper | |
2020 | Financial cycles in asset markets and regions. (2020). Beirne, John. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:358-374. Full description at Econpapers || Download paper | |
2020 | Determinants of corporate default risk in China: The role of financial constraints. (2020). Liu, Ding ; Xu, Liao ; Ouyang, Ruolan ; Zhang, Xuan. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:87-98. Full description at Econpapers || Download paper | |
2020 | Financial cycle and business cycle: An empirical analysis based on the data from the U.S. (2020). Huang, Kevin ; Yan, Chuanpeng. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:693-701. Full description at Econpapers || Download paper | |
2020 | Predicting stock market crises using daily stock market valuation and investor sentiment indicators. (2020). Wu, Xiang ; Liu, Yufang ; Zhou, Qingling ; Fu, Junhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818304108. Full description at Econpapers || Download paper | |
2020 | Forecasting US recessions: The role of economic uncertainty. (2020). Natoli, Filippo ; Ercolani, Valerio. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520302020. Full description at Econpapers || Download paper | |
2020 | Reducing estimation risk using a Bayesian posterior distribution approach: Application to stress testing mortgage loan default. (2020). Andreeva, Galina ; Crook, Jonathan ; Wang, Zheqi. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:2:p:725-738. Full description at Econpapers || Download paper | |
2020 | SME lending and banking system stability: Some mechanisms at work. (2020). Mehrotra, Aaron ; Brei, Michael ; Gadanecz, Blaise. In: Emerging Markets Review. RePEc:eee:ememar:v:43:y:2020:i:c:s1566014118303789. Full description at Econpapers || Download paper | |
2020 | The run-up to the global financial crisis: A longer historical view of financial liberalization, capital inflows, and asset bubbles. (2020). Kemme, David ; Roy, Saktinil . In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521918303880. Full description at Econpapers || Download paper | |
2020 | The consumption response to household leverage in China: The role of investment at household level. (2020). Guo, Rui ; Zhang, Dongyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302246. Full description at Econpapers || Download paper | |
2020 | Who is unhappy for Brexit? A machine-learning, agent-based study on financial instability. (2020). Katsaiti, Marina-Selini ; Polyzos, Stathis ; Samitas, Aristeidis. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302349. Full description at Econpapers || Download paper | |
2020 | Bank-specific shocks and aggregate leverage: Empirical evidence from a panel of developed countries. (2020). Fazio, Giorgio ; Casalin, Fabrizio ; Sleibi, Yacoub. In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300218. Full description at Econpapers || Download paper | |
2020 | Predicting systemic financial crises with recurrent neural networks. (2020). Tolo, Eero. In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300243. Full description at Econpapers || Download paper | |
2020 | The contribution of shadow insurance to systemic risk. (2020). Urga, Giovanni ; Pellegrini, Carlo Bellavite ; Leong, Soon Heng. In: Journal of Financial Stability. RePEc:eee:finsta:v:51:y:2020:i:c:s1572308920300772. Full description at Econpapers || Download paper | |
2020 | Measuring the Natural Rate of Interest with Financial Gaps: The Cases of Japan and South Korea. (2020). Park, Ki Young ; Hahm, Joon-Ho ; Lee, Dongjin. In: Japan and the World Economy. RePEc:eee:japwor:v:54:y:2020:i:c:s0922142519300635. Full description at Econpapers || Download paper | |
2020 | Is full banking integration desirable?. (2020). Tortosa-Ausina, Emili ; Peiro-Palomino, Jesus ; Arribas, Ivan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617301887. Full description at Econpapers || Download paper | |
2020 | Interbank contagion: An agent-based model approach to endogenously formed networks. (2020). Zhang, Xingjia ; Yang, Steve Y ; Paddrik, Mark ; Liu, Anqi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617301942. Full description at Econpapers || Download paper | |
2020 | Home, safe home: Cross-country monitoring framework for vulnerabilities in the residential real estate sector. (2020). Lepers, Etienne ; Grothe, Magdalena ; Bengtsson, Elias. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617302935. Full description at Econpapers || Download paper | |
2020 | The anatomy of financial vulnerabilities and banking crises. (2020). Stebunovs, Viktors ; Posenau, Kelly E ; Lee, Seung Jung. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426618300864. Full description at Econpapers || Download paper | |
2020 | Does mortgage lending impact business credit? Evidence from a new disaggregated bank credit data set. (2020). Samarina, Anna ; Zhang, LU ; Bezemer, Dirk. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300273. Full description at Econpapers || Download paper | |
2020 | Bank-based versus market-based financing: Implications for systemic risk. (2020). Houben, Aerdt ; Bats, Joost. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300443. Full description at Econpapers || Download paper | |
2020 | Capital, risk and profitability of WAEMU banks: Does bank ownership matter?. (2020). Soumare, Issouf ; Murinde, Victor ; Kanga, Desire. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300819. Full description at Econpapers || Download paper | |
2020 | Liquidity at risk: Joint stress testing of solvency and liquidity. (2020). Valderrama, Laura ; Kotlicki, Artur ; Cont, Rama. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301370. Full description at Econpapers || Download paper | |
2020 | Multi-channel singular-spectrum analysis of financial cycles in ten developed economies for 1970–2018. (2020). Skare, Marinko ; Porada-Rocho, Magorzata. In: Journal of Business Research. RePEc:eee:jbrese:v:112:y:2020:i:c:p:567-575. Full description at Econpapers || Download paper | |
2020 | Market impact and performance of arbitrageurs of financial bubbles in an agent-based model. (2020). Sornette, Didier ; Westphal, Rebecca. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:171:y:2020:i:c:p:1-23. Full description at Econpapers || Download paper | |
2020 | The impact of macroprudential policies in Latin America: An empirical analysis using credit registry data. (2020). Murcia, Andrés ; Gambacorta, Leonardo. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:42:y:2020:i:c:s1042957319300361. Full description at Econpapers || Download paper | |
2020 | Financial cycles: Characterisation and real-time measurement. (2020). Peltonen, Tuomas A ; Hiebert, Paul P ; Schuler, Yves S. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:100:y:2020:i:c:s0261560619301597. Full description at Econpapers || Download paper | |
2020 | Transmission of monetary policy in times of high household debt. (2020). Lim, Hyunjoon ; Kim, Youngju. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070418302015. Full description at Econpapers || Download paper | |
2020 | Forecasting recessions: the importance of the financial cycle. (2020). BORIO, Claudio ; Xia, Fan Dora ; Drehmann, Mathias. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:66:y:2020:i:c:s016407042030183x. Full description at Econpapers || Download paper | |
2020 | Do the business cycle and revenue diversification matter for banks’ capital buffer and credit risk: Evidence from ASEAN banks. (2020). Shams, Syed ; Gunasekarage, Abeyratna ; Bose, Sudipta ; Ovi, Nafisa. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:16:y:2020:i:1:s1815566920300047. Full description at Econpapers || Download paper | |
2020 | Equilibrium real interest rates for the BRICS countries. (2020). Klose, Jens. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300025. Full description at Econpapers || Download paper | |
2020 | The cyclically-adjusted primary balance: A novel approach for the euro area. (2020). Sacchi, Agnese ; Carnazza, Giovanni ; Liberati, Paolo. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:5:p:1123-1145. Full description at Econpapers || Download paper | |
2020 | Crisis transmission: Visualizing vulnerability. (2020). Volkov, Vladimir ; Islam, Raisul ; Dungey, Mardi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x19302665. Full description at Econpapers || Download paper | |
2020 | Real estate bubbles in a bank-real estate loan network model integrating economic cycle and macro-prudential stress testing. (2020). Meng, YI ; Wang, Jining ; Li, Shouwei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119314748. Full description at Econpapers || Download paper | |
2020 | The impact of the Basel III liquidity ratios on banks: Evidence from a simulation study. (2020). Kuhn, Andre ; Grundke, Peter. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:167-190. Full description at Econpapers || Download paper | |
2020 | Stress testing household balance sheets in Luxembourg. (2020). Ziegelmeyer, Michael ; Giordana, Gastón. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:115-138. Full description at Econpapers || Download paper | |
2020 | Cross-border spillovers of macroprudential policy in the Euro area. (2020). Figuet, Jean-Marc ; Carias, Marcos ; Badarau, Cristina. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:1-13. Full description at Econpapers || Download paper | |
2020 | Liquidity risk in the Saudi banking system: Is there any Islamic banking specificity?. (2020). Djelassi, Mouldi ; Boukhatem, Jamel. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:206-219. Full description at Econpapers || Download paper | |
2020 | Bank capital, financial stability and Basel regulation in a low interest-rate environment. (2020). Rubio, Margarita ; Yao, Fang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:378-392. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2005 | Herding and Contrarian Behavior in Financial Markets: An Internet Experiment In: American Economic Review. [Full Text][Citation analysis] | article | 119 |
2003 | Herding 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: 119 | paper | |
2003 | Herding 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: 119 | paper | |
2004 | Herding 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: 119 | paper | |
2004 | Herding 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. [Full Text][Citation analysis] This paper has another version. Agregated cites: 119 | paper | |
2002 | Herding and Contrarian Behavior in Financial Markets - An Internet Experiment.(2002) In: Experimental. [Full Text][Citation analysis] This paper has another version. Agregated cites: 119 | paper | |
2002 | Herding and Contrarian Behavior in Financial Markets - An Internet Experiment.(2002) In: Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 119 | paper | |
2002 | Herding and Contrarian Behavior in Financial Markets: An Internet Experiment.(2002) In: Bonn Econ Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 119 | paper | |
2005 | Herding with and without Payoff Externalities - An Internet Experiment In: Working Papers. [Full Text][Citation analysis] | paper | 24 |
2005 | Herding With and Without Payoff Externalities - An Internet Experiment.(2005) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2007 | Herding with and without payoff externalities -- an internet experiment.(2007) In: International Journal of Industrial Organization. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | article | |
2004 | Herding with and without Payoff Externalities - An Internet Experiment.(2004) In: Bonn Econ Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2020 | Central bank bond purchases in emerging market economies In: BIS Bulletins. [Full Text][Citation analysis] | paper | 7 |
2009 | Assessing the risk of banking crises - revisited In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 298 |
2009 | Macro stress tests and crises: what can we learn? In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 57 |
2011 | Systemic importance: some simple indicators In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 54 |
2012 | Do debt service costs affect macroeconomic and financial stability? In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 49 |
2013 | How much does the private sector really borrow - a new database for total credit to the private non-financial sector In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 79 |
2013 | Total credit as an early warning indicator for systemic banking crises In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 29 |
2014 | The credit-to-GDP gap and countercyclical capital buffers: questions and answers In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 93 |
2015 | How much income is used for debt payments? A new database for debt service ratios In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 13 |
2018 | Early warning indicators of banking crises: expanding the family In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 25 |
2018 | Early warning indicators of banking crises: expanding the family.(2018) In: Journal of Financial Transformation. [Citation analysis] This paper has another version. Agregated cites: 25 | article | |
2018 | The financial cycle and recession risk In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 8 |
2009 | Towards an operational framework for financial stability: fuzzy measurement and its consequences In: BIS Working Papers. [Full Text][Citation analysis] | paper | 97 |
2011 | Toward an Operational Framework for Financial Stability: “Fuzzy” Measurement and Its Consequences.(2011) In: Central Banking, Analysis, and Economic Policies Book Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 97 | chapter | |
2009 | Towards an Operational Framework for Financial Stability: Fuzzy Measurement and its Consequences.(2009) In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] This paper has another version. Agregated cites: 97 | paper | |
2010 | Funding liquidity risk: definition and measurement In: BIS Working Papers. [Full Text][Citation analysis] | paper | 19 |
2009 | Funding liquidity risk: definition and measurement.(2009) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2010 | Countercyclical capital buffers: exploring options In: BIS Working Papers. [Full Text][Citation analysis] | paper | 136 |
2011 | Measuring the systemic importance of interconnected banks In: BIS Working Papers. [Full Text][Citation analysis] | paper | 119 |
2013 | Measuring the systemic importance of interconnected banks.(2013) In: Journal of Financial Intermediation. [Full Text][Citation analysis] This paper has another version. Agregated cites: 119 | article | |
2011 | Anchoring countercyclical capital buffers: the role of credit aggregates In: BIS Working Papers. [Full Text][Citation analysis] | paper | 241 |
2011 | Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates.(2011) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 241 | article | |
2012 | Stress-testing macro stress testing: does it live up to expectations? In: BIS Working Papers. [Full Text][Citation analysis] | paper | 81 |
2014 | Stress-testing macro stress testing: Does it live up to expectations?.(2014) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | article | |
2012 | Characterising the financial cycle: dont lose sight of the medium term! In: BIS Working Papers. [Full Text][Citation analysis] | paper | 158 |
2013 | Evaluating early warning indicators of banking crises: Satisfying policy requirements In: BIS Working Papers. [Full Text][Citation analysis] | paper | 174 |
2014 | Evaluating early warning indicators of banking crises: Satisfying policy requirements.(2014) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 174 | article | |
2015 | Leverage dynamics and the real burden of debt In: BIS Working Papers. [Full Text][Citation analysis] | paper | 25 |
2016 | Monetary policy, the financial cycle and ultra-low interest rates In: BIS Working Papers. [Full Text][Citation analysis] | paper | 63 |
2016 | Monetary policy, the financial cycle and ultralow interest rates.(2016) In: Research Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
2017 | Monetary Policy, the Financial Cycle, and Ultra-Low Interest Rates.(2017) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | article | |
2017 | Monetary Policy, the Financial Cycle and Ultra-low Interest Rates.(2017) In: PIER Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
2017 | Accounting for debt service: the painful legacy of credit booms In: BIS Working Papers. [Full Text][Citation analysis] | paper | 12 |
2017 | Accounting for debt service : The painful legacy of credit booms.(2017) In: Research Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2018 | Why you should use the Hodrick-Prescott filter - at least to generate credit gaps In: BIS Working Papers. [Full Text][Citation analysis] | paper | 15 |
2019 | Predicting recessions: financial cycle versus term spread In: BIS Working Papers. [Full Text][Citation analysis] | paper | 3 |
2020 | Which credit gap is better at predicting financial crises? A comparison of univariate filters In: BIS Working Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Leverage Dynamics and the Burden of Debt In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 2 |
2016 | Leverage dynamics and the burden of debt.(2016) In: Research Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2010 | An economic capital model integrating credit and interest rate risk in the banking book In: Bank of England working papers. [Full Text][Citation analysis] | paper | 38 |
2009 | An economic capital model integrating credit and interest rate risk in the banking book.(2009) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
2010 | An economic capital model integrating credit and interest rate risk in the banking book.(2010) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | article | |
2012 | Liquidity risk, cash-flow constraints and systemic feedbacks In: Bank of England working papers. [Full Text][Citation analysis] | paper | 21 |
2008 | The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective In: Bank of England working papers. [Full Text][Citation analysis] | paper | 26 |
2018 | Going with the flows : New borrowing, debt service and the transmission of credit booms In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2018 | Going With the Flows: New Borrowing, Debt Service and the Transmission of Credit Booms.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2009 | Evaluación del riesgo de crisis bancarias: una revisión In: Boletín. [Full Text][Citation analysis] | article | 0 |
2009 | El impacto integrado del riesgo de crédito y de tasa de interés bancarios: una perspectiva del valor económico y suficiencia de capital In: Monetaria. [Full Text][Citation analysis] | article | 0 |
2008 | A research perspective on the propagation of the credit market turmoil In: Research Bulletin. [Full Text][Citation analysis] | article | 2 |
2010 | The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 58 |
2000 | Is Cash Becoming Technologically Outmoded Or Does it Remain Necessary to Facilitate In: FMG Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2007 | Integrating 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. [Full Text][Citation analysis] | paper | 6 |
2011 | Comment on How to Calculate Systemic Risk Surcharges In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
2007 | Discussion of Banks, Markets and Liquidity In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] | chapter | 1 |
2017 | Debt Service: The Painful Legacy of Credit Booms In: 2017 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | The effects of countercyclical capital buffers on bank lending In: Applied Economics Letters. [Full Text][Citation analysis] | article | 43 |
2013 | Can We Identify the Financial Cycle? In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 2 |
2002 | Will an optimal deposit insurance always increase financial stability? In: Bonn Econ Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team