Mathias Drehmann : Citation Profile


Are you Mathias Drehmann?

Bank for International Settlements (BIS)

21

H index

25

i10 index

1632

Citations

RESEARCH PRODUCTION:

23

Articles

34

Papers

4

Chapters

RESEARCH ACTIVITY:

   18 years (2000 - 2018). See details.
   Cites by year: 90
   Journals where Mathias Drehmann has often published
   Relations with other researchers
   Recent citing documents: 337.    Total self citations: 34 (2.04 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdr53
   Updated: 2018-11-10    RAS profile: 2018-05-09    
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Relations with other researchers


Works with:

Juselius, John (13)

BORIO, Claudio (6)

Korinek, Anton (5)

Disyatat, Piti (4)

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 (49)

Gambacorta, Leonardo (25)

Hofmann, Boris (25)

Oechssler, Jörg (24)

Detken, Carsten (21)

Peltonen, Tuomas (15)

Roider, Andreas (14)

Alessandri, Piergiorgio (14)

Bonfim, Diana (14)

Mehrotra, Aaron (13)

Guarino, Antonio (13)

Cites to:

BORIO, Claudio (35)

Reinhart, Carmen (26)

Terrones, Marco (25)

Jorda, Oscar (19)

Juselius, John (18)

Rogoff, Kenneth (16)

Mendoza, Enrique (15)

Taylor, Alan (15)

Schularick, Moritz (15)

Tsatsaronis, Kostas (13)

Murphy, Anthony (12)

Main data


Where Mathias Drehmann has published?


Journals with more than one article published# docs
BIS Quarterly Review9
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 Settlements11
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). Algieri, Bernardina ; Leccadito, Arturo. In: Discussion Papers. RePEc:ags:ubzefd:257801.

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

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

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2017Asymmetric Effects on Financial Cycles in a Monetary Union with Diverging Country Preferences for Variable- and Fixed-Rate Mortgages. (2017). . 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 ; Correa, Ricardo ; Paligorova, Teodora. 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 J. In: Staff Working Papers. RePEc:bca:bocawp:17-48.

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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). Jin, Xisong ; de Simone, Francisco Nadal . 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, Gaston. In: BCL working papers. RePEc:bcl:bclwop:bclwp121.

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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 ; Stebunovs, Viktors ; Bonner, Clemens ; Argimon, Isabel. 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). Galan, Jorge E ; Mencia, Javier . 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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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). Di Cesare, Antonio ; Picco, Anna Rogantini . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_458_18.

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2017Business Cycles, Credit Cycles, and Bank Holdings of Sovereign Bonds: Historical Evidence for Italy 1861-2013. (2017). Chiarini, Bruno ; Piselli, Paolo ; Marzano, Elisabetta ; 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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2017An analytical framework to calibrate macroprudential policy. (2017). Gabrieli, Silvia ; Scalone, V ; Piquard, T ; Lopez, P ; Idier, J ; 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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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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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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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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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 ; Gambacorta, Leonardo ; Lombardo, Giovanni ; 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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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). Lombardi, Marco ; Ross, Alex ; Chen, Qianying ; Zhu, Feng. 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). Minaya, Elias ; Cabello, Miguel . 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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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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2018Why you should use the Hodrick-Prescott filter - at least to generate credit gaps. (2018). Drehmann, Mathias ; Yetman, James. In: BIS Working Papers. RePEc:bis:biswps:744.

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

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2018The 2008–2017 Decade in the Russian Banking Sector: Trends and Factors. (2018). Simanovskiy, Alexey ; Bezdudniy, Mikhail ; Markelov, Vladimir ; Ushakova, Yulia ; Pomelnikova, Maria ; Porshakov, Alexey ; Sinyakov, Andrey ; Morozov, Alexander. 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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2017Do debit cards decrease cash demand?: causal inference and sensitivity analysis using principal stratification. (2017). Mercatanti, Andrea ; Li, Fan. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:66:y:2017:i:4:p:759-776.

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2017Bank Capital Requirements and Collateralised Lending Markets. (2017). Rubio, Margarita ; Carrasco-Gallego, José. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i::p:79-103.

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2017The Future of Money: Liquidity co-movement between financial institutions and real estate firms: evidence from China. (2017). Huang, Sheng ; Xie, RU ; Williams, Jonathan. In: Working Papers. RePEc:bng:wpaper:17004.

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2017Financial imbalances, crisis probability and monetary policy in Norway. (2017). Alstadheim, Ragna ; Vonen, Nikka Husom ; Robstad, Orjan. In: Working Paper. RePEc:bno:worpap:2017_21.

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2018Rethinking financial stability. (2018). HALDANE, ANDREW ; Aikman, David ; Kapadia, Sujit ; Hinterschweiger, Marc. In: Bank of England working papers. RePEc:boe:boeewp:0712.

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2017Effects of monetary and macro-prudential policies – evidence from inflation targeting economies in the Asia-Pacific region and potential implications for China. (2017). Mehrotra, Aaron ; Kim, Soyoung. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_004.

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2018The credit risk of Chinese households : A micro-level assessment. (2018). Funke, Michael ; Zhu, Linxu ; Sun, Rongrong. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_012.

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2017Wavelet decomposition of the financial cycle : An early warning system for financial tsunamis. (2017). Voutilainen, Ville . In: Research Discussion Papers. RePEc:bof:bofrdp:2017_011.

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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: Research Discussion Papers. RePEc:bof:bofrdp:2017_036.

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2018Testing the systemic risk differences in banks. (2018). Jokivuolle, Esa ; Vioto, Davide ; Tunaru, Radu. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_013.

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2018Is Cash Dead? Using Economic Concepts To Motivate Learning and Economic Thinking. (2018). Gunby, Philip ; Hickson, Stephen . In: Working Papers in Economics. RePEc:cbt:econwp:18/10.

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2017Hacia un indicador de vulnerabilidad bancaria basado en pruebas de estrés. (2017). Mermelstein, David. In: CEMA Working Papers: Serie Documentos de Trabajo.. RePEc:cem:doctra:610.

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2017Monetary Policy Transmission and Trade-offs in the United States: Old and New. (2017). Peersman, Gert ; Hofmann, Boris. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6745.

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2018Cash in Circulation and the Shadow Economy: An Empirical Investigation for Euro Area Countries and Beyond. (2018). Seitz, Franz ; Schneider, Friedrich ; Reimers, Hans-Eggert . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7143.

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2017Foreign Booms, Domestic Busts: The Global Dimension of Banking Crises. (2017). Thwaites, Gregory ; Eguren Martin, Fernando ; Cesa-Bianchi, Ambrogio. In: Discussion Papers. RePEc:cfm:wpaper:1708.

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2018Taxonomy of Chilean Financial Fragility Periods from 1975 to 2017. (2018). Martinez, Juan Francisco ; Oda, Daniel ; Matus, Jose Miguel . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:822.

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2018Characterization of the Chilean Financial Cycle, Early Warning Indicators and Implications for Macro-Prudential Policies. (2018). Martinez, Juan Francisco ; Oda, Daniel . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:823.

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2017The countercyclical capital buffer in the Czech Republic. (2017). Hajek, Jan ; Plasil, Miroslav ; Frait, Jan. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:fsr1617/1.

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2018The effect of accommodative monetary policy on the risk weights applied by domestic banks. (2018). Malovana, Simona ; Broz, Vaclav ; Kolcunova, Dominika. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:fsr1718/2.

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2017Does Monetary Policy Influence Banks Perception of Risks?. (2017). Malovana, Simona ; Kolcunová, Dominika ; Brož, Václav ; Broz, Vaclav ; Kolcunova, Dominika. In: Working Papers. RePEc:cnb:wpaper:2017/9.

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2018A Profit-to-Provisioning Approach to Setting the Countercyclical Capital Buffer: The Czech Example. (2018). Hodula, Martin ; Pfeifer, Lukas. In: Working Papers. RePEc:cnb:wpaper:2018/5.

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2017Model Uncertainty in Macroeconomics: On the Implications of Financial Frictions. (2017). Wieland, Volker ; Lieberknecht, Philipp ; Quintana, Jorge ; Binder, Michael. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12013.

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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. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12027.

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2017Macroprudential policy and bank risk. (2017). Gambacorta, Leonardo ; Binici, Mahir ; Altunbas, Yener. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12138.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2017Does Monetary Policy generate Asset Price Bubbles?. (2017). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: Working Papers. RePEc:crb:wpaper:2017-06.

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2018The natural rate of interest from a monetary and financial perspective. (2018). Bonam, Dennis ; Hindrayanto, Irma ; de Haan, Leo ; van den End, Jan Willem ; van Els, Peter . In: DNB Occasional Studies. RePEc:dnb:dnbocs:1603.

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2017Fundamental uncertainty and unconventional monetary policy: an info-gap approach. (2017). End, Jan Willem ; Demertzis, Maria ; Ben-Haim, Yakov ; van den End, Jan Willem. In: DNB Working Papers. RePEc:dnb:dnbwpp:544.

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2017The shift in bank credit allocation: new data and new findings. (2017). Samarina, Anna ; Zhang, LU ; Bezemer, Dirk. In: DNB Working Papers. RePEc:dnb:dnbwpp:559.

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2017Modeling the business and financial cycle in a multivariate structural time series model. (2017). Koopman, Siem Jan ; de Winter, Jasper ; Chouhan, Anjali ; Hindrayanto, Irma. In: DNB Working Papers. RePEc:dnb:dnbwpp:573.

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2017Bank-based versus market-based financing: implications for systemic risk. (2017). Houben, Aerdt ; Bats, Joost. In: DNB Working Papers. RePEc:dnb:dnbwpp:577.

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2018Macroprudential policy and income inequality. (2018). Frost, Jon ; van Stralen, Rene. In: DNB Working Papers. RePEc:dnb:dnbwpp:598.

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2018Spillovers of monetary policy across borders: International lending of Dutch banks, insurers and pension funds. (2018). de Haan, Leo ; Bonner, Clemens ; Duijm, Patty ; Frost, Jon. In: DNB Working Papers. RePEc:dnb:dnbwpp:609.

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2017A new database for financial crises in European countries. (2017). Peltonen, Tuomas ; Lang, Jan Hannes ; Klaus, Benjamin ; Detken, Carsten ; Kusmierczyk, Piotr ; Bengtsson, Elias ; Basten, Marisa ; Koban, Anne ; lo Duca, Marco. In: Occasional Paper Series. RePEc:ecb:ecbops:2017194.

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2017Optimizing policymakers loss functions in crisis prediction: before, within or after?. (2017). von Schweinitz, Gregor ; Sarlin, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20172025.

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2017The implications of global and domestic credit cycles for emerging market economies: measures of finance-adjusted output gaps. (2017). Manu, Ana-Simona ; Lodge, David ; Grintzalis, Ioannis . In: Working Paper Series. RePEc:ecb:ecbwps:20172034.

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2017Necessity as the mother of invention: monetary policy after the crisis. (2017). Jansen, David-Jan ; Ehrmann, Michael ; de Haan, Jakob ; Blinder, Alan. In: Working Paper Series. RePEc:ecb:ecbwps:20172047.

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2017How to predict financial stress? An assessment of Markov switching models. (2017). Klaus, Benjamin ; Duprey, Thibaut. In: Working Paper Series. RePEc:ecb:ecbwps:20172057.

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2017Estimating the impact of shocks to bank capital in the euro area. (2017). Moccero, Diego ; Maurin, Laurent ; Martin, Reiner ; Kanngiesser, Derrick . In: Working Paper Series. RePEc:ecb:ecbwps:20172077.

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2017Destabilizing effects of bank overleveraging on real activity - an analysis based on a threshold MCS-GVAR. (2017). Semmler, Willi ; Henry, Jerome ; Gross, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20172081.

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2018Detrending and financial cycle facts across G7 countries: mind a spurious medium term!. (2018). Schüler, Yves ; Schuler, Yves S. In: Working Paper Series. RePEc:ecb:ecbwps:20182138.

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2018Countercyclical capital regulation in a small open economy DSGE model. (2018). Lozej, Matija ; Rannenberg, Ansgar ; Onorante, Luca. In: Working Paper Series. RePEc:ecb:ecbwps:20182144.

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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.
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2003Herding and Contrarian Behavior in Financial Markets: An Internet Experiment.(2003) In: University of California at Santa Barbara, Economics Working Paper Series.
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2003Herding and Contrarian Behavior in Financial Markets - An Internet Experiment.(2003) In: Royal Economic Society Annual Conference 2003.
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2004Herding and Contrarian Behavior in Financial Markets - An Internet Experiment.(2004) In: Econometric Society 2004 North American Winter Meetings.
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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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This paper has another version. Agregated cites: 102
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2002Herding and Contrarian Behavior in Financial Markets - An Internet Experiment.(2002) In: Finance.
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This paper has another version. Agregated cites: 102
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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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This paper has another version. Agregated cites: 19
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2007Herding with and without payoff externalities -- an internet experiment.(2007) In: International Journal of Industrial Organization.
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This paper has another version. Agregated cites: 19
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2009Assessing the risk of banking crises - revisited In: BIS Quarterly Review.
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article233
2009Macro stress tests and crises: what can we learn? In: BIS Quarterly Review.
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article49
2011Systemic importance: some simple indicators In: BIS Quarterly Review.
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article48
2012Do debt service costs affect macroeconomic and financial stability? In: BIS Quarterly Review.
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article34
2013How much does the private sector really borrow - a new database for total credit to the private non-financial sector In: BIS Quarterly Review.
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article59
2013Total credit as an early warning indicator for systemic banking crises In: BIS Quarterly Review.
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article21
2014The credit-to-GDP gap and countercyclical capital buffers: questions and answers In: BIS Quarterly Review.
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article58
2015How much income is used for debt payments? A new database for debt service ratios In: BIS Quarterly Review.
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article5
2018Early warning indicators of banking crises: expanding the family In: BIS Quarterly Review.
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article2
2009Towards an operational framework for financial stability: fuzzy measurement and its consequences In: BIS Working Papers.
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paper90
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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This paper has another version. Agregated cites: 90
chapter
2009Towards an Operational Framework for Financial Stability: Fuzzy Measurement and its Consequences.(2009) In: Working Papers Central Bank of Chile.
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This paper has another version. Agregated cites: 90
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2010Funding liquidity risk: definition and measurement In: BIS Working Papers.
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paper13
2009Funding liquidity risk: definition and measurement.(2009) In: Working Paper Series.
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This paper has another version. Agregated cites: 13
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2010Countercyclical capital buffers: exploring options In: BIS Working Papers.
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paper104
2011Measuring the systemic importance of interconnected banks In: BIS Working Papers.
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paper96
2013Measuring the systemic importance of interconnected banks.(2013) In: Journal of Financial Intermediation.
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This paper has another version. Agregated cites: 96
article
2011Anchoring countercyclical capital buffers: the role of credit aggregates In: BIS Working Papers.
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paper182
2011Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates.(2011) In: International Journal of Central Banking.
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This paper has another version. Agregated cites: 182
article
2012Stress-testing macro stress testing: does it live up to expectations? In: BIS Working Papers.
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paper55
2014Stress-testing macro stress testing: Does it live up to expectations?.(2014) In: Journal of Financial Stability.
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This paper has another version. Agregated cites: 55
article
2012Characterising the financial cycle: dont lose sight of the medium term! In: BIS Working Papers.
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paper106
2013Evaluating early warning indicators of banking crises: Satisfying policy requirements In: BIS Working Papers.
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paper104
2014Evaluating early warning indicators of banking crises: Satisfying policy requirements.(2014) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 104
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2015Leverage dynamics and the real burden of debt In: BIS Working Papers.
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paper15
2016Monetary policy, the financial cycle and ultra-low interest rates In: BIS Working Papers.
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paper26
2016Monetary policy, the financial cycle and ultralow interest rates.(2016) In: Research Discussion Papers.
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This paper has another version. Agregated cites: 26
paper
2017Monetary Policy, the Financial Cycle, and Ultra-Low Interest Rates.(2017) In: International Journal of Central Banking.
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This paper has another version. Agregated cites: 26
article
2017Monetary Policy, the Financial Cycle and Ultra-low Interest Rates.(2017) In: PIER Discussion Papers.
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This paper has another version. Agregated cites: 26
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2017Accounting for debt service: the painful legacy of credit booms In: BIS Working Papers.
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paper4
2017Accounting for debt service : The painful legacy of credit booms.(2017) In: Research Discussion Papers.
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This paper has another version. Agregated cites: 4
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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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article54
2010An economic capital model integrating credit and interest rate risk in the banking book In: Bank of England working papers.
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paper31
2009An economic capital model integrating credit and interest rate risk in the banking book.(2009) In: Working Paper Series.
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This paper has another version. Agregated cites: 31
paper
2010An economic capital model integrating credit and interest rate risk in the banking book.(2010) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 31
article
2012Liquidity risk, cash-flow constraints and systemic feedbacks In: Bank of England working papers.
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paper18
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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paper21
2016Leverage dynamics and the burden of debt In: Research Discussion Papers.
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paper0
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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article0
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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article0
2008A research perspective on the propagation of the credit market turmoil In: Research Bulletin.
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article0
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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article45
2000Is Cash Becoming Technologically Outmoded Or Does it Remain Necessary to Facilitate In: FMG Discussion Papers.
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paper3
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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paper5
2011Comment on How to Calculate Systemic Risk Surcharges In: NBER Chapters.
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chapter0
2007Discussion of Banks, Markets and Liquidity In: RBA Annual Conference Volume.
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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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article30
2013Can We Identify the Financial Cycle? In: World Scientific Book Chapters.
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