Mathias Drehmann : Citation Profile


Are you Mathias Drehmann?

Bank for International Settlements (BIS)

26

H index

33

i10 index

3247

Citations

RESEARCH PRODUCTION:

29

Articles

40

Papers

5

Chapters

RESEARCH ACTIVITY:

   19 years (2002 - 2021). See details.
   Cites by year: 170
   Journals where Mathias Drehmann has often published
   Relations with other researchers
   Recent citing documents: 464.    Total self citations: 42 (1.28 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdr53
   Updated: 2022-06-25    RAS profile: 2022-03-15    
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Relations with other researchers


Works with:

Juselius, John (11)

BORIO, Claudio (9)

Korinek, Anton (5)

Disyatat, Piti (4)

Yetman, James (3)

Xia, Fan Dora (2)

Aldasoro, Iñaki (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 (83)

Gambacorta, Leonardo (40)

Rungcharoenkitkul, Phurichai (30)

Hubert, Paul (29)

Hofmann, Boris (27)

Oechssler, Jörg (25)

Detken, Carsten (24)

Labondance, Fabien (24)

Juselius, John (22)

Disyatat, Piti (22)

Bonfim, Diana (22)

Cites to:

BORIO, Claudio (86)

Jorda, Oscar (35)

Taylor, Alan (31)

Tsatsaronis, Kostas (29)

Terrones, Marco (27)

Juselius, John (26)

Schularick, Moritz (26)

Reinhart, Carmen (24)

Claessens, Stijn (15)

Kose, Ayhan (15)

Rogoff, Kenneth (14)

Main data


Where Mathias Drehmann has published?


Journals with more than one article published# docs
BIS Quarterly Review11
International Journal of Central Banking3
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements14
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 (2021 and 2020)


YearTitle of citing document
2021Expecting the unexpected: economic growth under stress. (2021). Ortega, Esther Ruiz ; Rodriguez-Caballero, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: CREATES Research Papers. RePEc:aah:create:2021-06.

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2020Credit 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.

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2020Measuring Cyclical Behavior of Islamic and Conventional Financing: Evidence from Indonesian Dual Banking System ???? ???? ??????? ???????? ???????? ????????: ???? ?? ?????? ??????? ?????????? ???????. (2020). Widodo, Arif. In: Journal of King Abdulaziz University: Islamic Economics. RePEc:abd:kauiea:v:33:y:2020:i:2:no:13:p:173-192.

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2022Working Paper 362 - Economic Growth, Total Factor Productivity and Output Gap in Sierra Leone. (2022). Kumo, Wolassa L. In: Working Paper Series. RePEc:adb:adbwps:2488.

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2021Dating business cycles in France: A reference chronology. (2021). DIEBOLT, Claude ; Pionnier, Pierre-Alain ; Mignon, Valrie ; Heyer, Eric ; Ferrara, Laurent ; Doz, Catherine ; BEC, Frdrique ; Aviat, Antonin. In: Working Papers. RePEc:afc:wpaper:08-21.

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2020Impact of credit guarantee on the output gap: A panel data analysis of Asian sovereigns. (2020). Mustafa, Mohammad. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:281-288.

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2021The rich, the poor, and the middle class: banking crises and income distribution. (2021). El Herradi, Mehdi ; Leroy, Aurelien. In: AMSE Working Papers. RePEc:aim:wpaimx:2136.

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2020Zombies 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.

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2021.

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2020Fiscal spending multipliers over the household leverage cycle. (2020). Polattimur, Hamza ; Klein, Mathias ; Winkler, Roland. In: Working Papers. RePEc:ant:wpaper:2020007.

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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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2020Measuring 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.

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2020A 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.

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2020Copula-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.

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2021Modeling Long Cycles. (2020). Marmer, Vadim ; Kang, Natasha. In: Papers. RePEc:arx:papers:2010.13877.

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2021Portfolio risk allocation through Shapley value. (2021). Woodward, Diana E ; Skoufis, Georgios E ; Lesniewski, Andrew ; Hagan, Patrick S. In: Papers. RePEc:arx:papers:2103.05453.

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2021The Physics of Financial Networks. (2021). Garlaschelli, Diego ; Cimini, Giulio ; Caccioli, Fabio ; Battiston, Stefano ; Barucca, Paolo ; Bardoscia, Marco ; Caldarelli, Guido ; Squartini, Tiziano ; Saracco, Fabio. In: Papers. RePEc:arx:papers:2103.05623.

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2021Financial-cycle ratios and multi-year predictions of GDP: Evidence from the United States. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.00822.

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2020Does 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.

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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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2020Secular 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.

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2020Monetary Policy Independence and the Strength of the Global Financial Cycle. (2020). Leiva-Leon, Danilo ; Guérin, Pierre ; Friedrich, Christian. In: Staff Working Papers. RePEc:bca:bocawp:20-25.

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2022International Monetary and Financial Hierarchies: Macroeconomic Implications for Emerging Market Economies. (2022). Kaltenbrunner, Annina. In: Ensayos Económicos. RePEc:bcr:ensayo:v:1:y:2022:i:79:p:159-167.

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2022Consumer Loans Dynamics in 2020 in Argentina: An Approach Using Error Correction Models. (2022). Krysa, Ariel ; Aguirre, Maximiliano Gomez. In: BCRA Working Paper Series. RePEc:bcr:wpaper:202298.

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2021Report on the Latin American Economy. Second half of 2021. Outlook, vulnerabilities and policy space. (2021). de Economia, Departamento. In: Economic Bulletin. RePEc:bde:journl:y:2021:i:04:d:aa:n:38.

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2021Report on the Latin American economy. First half of 2021. Outlook, vulnerabilities and policy space. (2021). International Economics, ; Euro Area Department, . In: Economic Bulletin. RePEc:bde:journl:y:2021:i:06:d:aa:n:14.

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2021CREWS: a CAMELS-based early warning system of systemic risk in the banking sector. (2021). Galan, Jorge E. In: Occasional Papers. RePEc:bde:opaper:2132.

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2020Financial 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.

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2020A silent revolution: How central bank statistics have changed in the last 25 years. (2020). De Bonis, Riccardo ; Piazza, Matteo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_579_20.

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2020Capital 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.

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2022Calibrating the countercyclical capital buffer for Italy. (2022). Galardo, Maddalena ; Bologna, Pierluigi. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_679_22.

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2021Inside the black box: tools for understanding cash circulation. (2021). Valentini, Massimo ; Sene, Gabriele ; Rocco, Giorgia ; Nobili, Andrea ; Maddaloni, Gianluca ; lo Russo, Michelina ; Brandi, Marco ; Bonifacio, Elisa ; Baldo, Luca. In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_007_21.

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2020Forecasting 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.

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2021Modeling and forecasting macroeconomic downside risk. (2021). Petrella, Ivan ; Delle Monache, Davide ; de Polis, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1324_21.

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2021A liquidity risk early warning indicator for Italian banks: a machine learning approach. (2021). Nobili, Stefano ; Drudi, Maria Ludovica. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1337_21.

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2021Capital Flows to Emerging Economies and Global Risk Aversion during the COVID-19 Pandemic. (2021). Ibarra, Raul ; Hernandez, Juan ; Alba, Carlos ; Ibarra-Ramrez, Ral ; Hernndez, Juan R ; Cuadra, Gabriel. In: Working Papers. RePEc:bdm:wpaper:2021-17.

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2020Climate-Related Scenarios for Financial Stability Assessment: an Application to France. (2020). Lisack, Noëmie ; Dees, Stephane ; CLERC, Laurent ; CAICEDO, Mateo ; Vernet, Lucas ; Svartzman, Romain ; Allen, Thomas ; Rabate, Marie ; Pegoraro, Fulvio ; Diot, Sebastien ; Devulder, Antoine ; de Gaye, Annabelle ; Chouard, Valerie ; Boissinot, Jean. In: Working papers. RePEc:bfr:banfra:774.

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2020Semi-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.

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2021Risk-to-Buffer: Setting Cyclical and Structural Capital Buffers through Banks Stress Tests. (2021). Scalone, Valerio ; Couaillier, Cyril. In: Working papers. RePEc:bfr:banfra:830.

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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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2020The 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.

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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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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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2022Covid-19 and the monetary-fiscal policy nexus in Africa. (2022). Tejada, Albert Pierres ; Alberola-Ila, Enrique ; Adam, Christopher. In: BIS Papers. RePEc:bis:bisbps:121.

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

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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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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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2020Tools 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.

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2020International banking amidst Covid-19: resilience and drivers. (2020). Takts, Elod ; Hardy, Bryan. In: BIS Quarterly Review. RePEc:bis:bisqtr:2012g.

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2021How much stress could Covid put on corporate credit? Evidence using sectoral data. (2021). Rees, Daniel ; Mojon, Benoit ; Schmieder, Christian. In: BIS Quarterly Review. RePEc:bis:bisqtr:2103e.

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2022Cross-border regulatory spillovers and macroprudential policy coordination. (2022). Pereira, Luiz Awazu ; Jackson, Timothy ; Agenor, Pierre-Richard. In: BIS Working Papers. RePEc:bis:biswps:1007.

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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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2020Fintech 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.

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2020Assessing the fiscal implications of banking crises. (2020). Zampolli, Fabrizio ; Contreras, Juan ; Borio, Claudio. In: BIS Working Papers. RePEc:bis:biswps:893.

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2020Contagion Accounting. (2020). Kok, Christoffer ; Aldasoro, Iñaki ; Sorensen, Christoffer Kok ; Huser, Anne-Caroline. In: BIS Working Papers. RePEc:bis:biswps:908.

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2020Forecasting expected and unexpected losses. (2020). Tarashev, Nikola ; Juselius, John. In: BIS Working Papers. RePEc:bis:biswps:913.

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2021A global database on central banks monetary responses to Covid-19. (2021). Yetman, James ; Cantu Garcia, Carlos ; Cavallino, Paolo ; de Fiore, Fiorella. In: BIS Working Papers. RePEc:bis:biswps:934.

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2021Indebted Demand. (2021). Mian, Atif ; Sufi, Amir ; Straub, Ludwig. In: BIS Working Papers. RePEc:bis:biswps:968.

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2021Back to the future: intellectual challenges for monetary policy. (2021). BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:981.

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2021Navigating by r*: safe or hazardous?. (2021). BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:982.

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2021Losing traction? The real effects of monetary policy when interest rates are low. (2021). Hofmann, Boris ; BORIO, Claudio ; Disyatat, Piti ; Ahmed, Rashad. In: BIS Working Papers. RePEc:bis:biswps:983.

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2020Financial Shocks and Credit Cycles. (2020). Pestova, Anna ; Akhmetov, Renat ; Pankova, Vera ; Mamonov, Mikhail. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:4:p:45-74.

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2020Incorporating financial development indicators into early warning systems. (2020). Ponomarenko, Alexey ; Tatarintsev, Stas. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps58.

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2021How Risky Is Australian Household Debt?. (2021). Norman, David ; Major, Mike ; Kearns, Jonathan. In: Australian Economic Review. RePEc:bla:ausecr:v:54:y:2021:i:3:p:313-330.

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2021Can “Concerted” Macroprudential Policies Mitigate Cross?border Contagion of Financial Risks? Evidence from China and Its Financially Connected Economies. (2021). Chen, Xiaoli ; Liu, Xiaoyu. In: China & World Economy. RePEc:bla:chinae:v:29:y:2021:i:3:p:26-54.

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2020PARTIALLY DISAGGREGATED HOUSEHOLD‐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.

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2021The Wall Street Consensus. (2021). Gabor, Daniela. In: Development and Change. RePEc:bla:devchg:v:52:y:2021:i:3:p:429-459.

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2020Hong Kong: Inevitably irrelevant to China?. (2020). Liu, Kerry. In: Economic Affairs. RePEc:bla:ecaffa:v:40:y:2020:i:1:p:2-23.

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2020Bank intermediation activity in a low‐interest‐rate environment. (2020). Gambacorta, Leonardo ; Brei, Michael ; Borio, Claudio. In: Economic Notes. RePEc:bla:ecnote:v:49:y:2020:i:2:n:e12164.

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2020A forecast evaluation of the Riksbanks policy‐rate projections. (2020). Nordstrom, Martin. In: Economic Notes. RePEc:bla:ecnote:v:49:y:2020:i:3:n:e12167.

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2021Back to the Future: Intellectual Challenges for Monetary Policy. (2021). BORIO, Claudio. In: Economic Papers. RePEc:bla:econpa:v:40:y:2021:i:4:p:273-287.

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2021Political credit cycles. (2021). Kern, Andreas ; Amri, Puspa. In: Economics and Politics. RePEc:bla:ecopol:v:33:y:2021:i:1:p:76-108.

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2022Credit derivatives and loan yields. (2022). Tannous, George F ; Mamun, Abdullah ; Azam, Nimita. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:205-241.

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2021Revisiting the relationship between cross?border capital flows and credit. (2021). Carvalho, Daniel. In: International Finance. RePEc:bla:intfin:v:24:y:2021:i:2:p:179-218.

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2021Measuring Systemic Risk: Capital Shortfall and CSRISK. (2021). Lee, Joeming ; Hsu, Yuanteng ; Wang, Jyingnan ; Chen, Chihchun. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:1:p:358-369.

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2021Turning point and oscillatory cycles: Concepts, measurement, and use. (2021). pagan, adrian ; Kulish, Mariano. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:4:p:977-1006.

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2022Hero or villain? The financial system in the 21st century. (2022). Libich, Jan ; Lenten, Liam. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:3-40.

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2022Predictable Financial Crises. (2022). Sorensen, Jakob Ahm ; Shleifer, Andrei ; Hanson, Samuel G ; Greenwood, Robin. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:863-921.

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2020Hysteresis 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.

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2020Private 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.

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2022Joint Decomposition of Business and Financial Cycles: Evidence from Eight Advanced Economies. (2022). Koopman, Siem Jan ; Hindrayanto, Irma ; de Winter, Jasper. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:57-79.

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2022Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom. (2022). Duprey, Thibaut ; Hacioluhoke, Sinem ; Chiu, Chingwai ; Chatterjee, Somnath. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:380-400.

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2021Fiscal response to the COVID?19 crisis in advanced and emerging market economies†. (2021). Moessner, Richhild ; Cheng, Gong ; Arslan, Yavuz ; Alberola, Enrique. In: Pacific Economic Review. RePEc:bla:pacecr:v:26:y:2021:i:4:p:459-468.

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2021COVID?19, asset markets and capital flows. (2021). Volz, Ulrich ; Beirne, John ; Renzhi, Nuobu ; Sugandi, Eric. In: Pacific Economic Review. RePEc:bla:pacecr:v:26:y:2021:i:4:p:498-538.

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2020Measuring the Financial Cycle in South Africa. (2020). Farrell, Greg ; Kemp, Esti. In: South African Journal of Economics. RePEc:bla:sajeco:v:88:y:2020:i:2:p:123-144.

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2020The 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.

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2021Measuring the effectiveness of US monetary policy during the COVID?19 recession. (2021). Pfarrhofer, Michael ; Huber, Florian ; Feldkircher, Martin. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:3:p:287-297.

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2021How frequent a BEER? Assessing the impact of data frequency on real exchange rate misalignment estimation. (2021). Giordano, Claire. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:3:p:365-404.

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2020The Impact of Monetary Policy on Leading Variables for Financial Stability in Norway. (2020). Wieslander, Harald ; Olsen, Helene. In: Working Papers. RePEc:bny:wpaper:0085.

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2020Credit 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.

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2020Foundations 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.

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2020Contagion accounting. (2020). Kok, Christoffer ; Aldasoro, Iñaki ; Huser, Anne-Caroline. In: Bank of England working papers. RePEc:boe:boeewp:0897.

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2021The 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.

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2020The Aino 3.0 model. (2020). Verona, Fabio ; Silvo, Aino. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_009.

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2020Forecasting expected and unexpected losses. (2020). Tarashev, Nikola ; Juselius, Mikael. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_018.

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2020Perceived vs actual financial crisis and bank credit standards: is there any indication of self-fulfilling prophecy?. (2020). Bragoudakis, Zacharias ; Μπραγουδάκης, Ζαχαρίας ; Anastasiou, Dimitrios ; Giannoulakis, Stelios. In: Working Papers. RePEc:bog:wpaper:277.

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2021Chinas Long-Term Growth Potential: Can Productivity Convergence Be Sustained?. (2021). Yoshino, Koichi ; Mukoyama, Yui ; Sakata, Tomoya ; Sasaki, Takatoshi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp21e07.

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2020Network-Based Measures of Systemic Risk in Korea. (2020). Lee, Jieun ; Choi, Jaewon. In: Working Papers. RePEc:bok:wpaper:2008.

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2021Determinants of Non-Core Liabilities of Banks in Emerging Markets in the Post-Crisis Era. (2021). Eki, Ozan ; Akdoaan, Kurma. In: Bogazici Journal, Review of Social, Economic and Administrative Studies. RePEc:boz:journl:v:35:y:2021:i:1:p:68-86.

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2020The macroeconomic impact of shocks to bank capital buffers in the Euro Area. (2020). Moccero, Diego ; Laurent, Maurin ; Reiner, Martin ; Derrick, Kanngiesser ; Diego, Moccero. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:20:y:2020:i:1:p:17:n:15.

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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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article138
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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paper
2002Herding and Contrarian Behavior in Financial Markets - An Internet Experiment.(2002) In: Experimental.
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paper
2002Herding and Contrarian Behavior in Financial Markets - An Internet Experiment.(2002) In: Finance.
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This paper has another version. Agregated cites: 138
paper
2002Herding and Contrarian Behavior in Financial Markets: An Internet Experiment.(2002) In: Bonn Econ Discussion Papers.
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This paper has another version. Agregated cites: 138
paper
2005Herding with and without Payoff Externalities - An Internet Experiment In: Working Papers.
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paper29
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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article
2004Herding with and without Payoff Externalities - An Internet Experiment.(2004) In: Bonn Econ Discussion Papers.
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This paper has another version. Agregated cites: 29
paper
2020Central bank bond purchases in emerging market economies In: BIS Bulletins.
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paper25
2009Assessing the risk of banking crises - revisited In: BIS Quarterly Review.
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article393
2009Macro stress tests and crises: what can we learn? In: BIS Quarterly Review.
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article64
2011Systemic importance: some simple indicators In: BIS Quarterly Review.
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article69
2012Do debt service costs affect macroeconomic and financial stability? In: BIS Quarterly Review.
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article76
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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article122
2013Total credit as an early warning indicator for systemic banking crises In: BIS Quarterly Review.
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article43
2014The credit-to-GDP gap and countercyclical capital buffers: questions and answers In: BIS Quarterly Review.
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article126
2015How much income is used for debt payments? A new database for debt service ratios In: BIS Quarterly Review.
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article19
2018Early warning indicators of banking crises: expanding the family In: BIS Quarterly Review.
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article50
2018Early warning indicators of banking crises: expanding the family.(2018) In: Journal of Financial Transformation.
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This paper has another version. Agregated cites: 50
article
2018The financial cycle and recession risk In: BIS Quarterly Review.
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article22
2020Changes in monetary policy operating procedures over the last decade: insights from a new database In: BIS Quarterly Review.
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article0
2009Towards an operational framework for financial stability: fuzzy measurement and its consequences In: BIS Working Papers.
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paper115
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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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: 115
paper
2010Funding liquidity risk: definition and measurement In: BIS Working Papers.
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paper31
2009Funding liquidity risk: definition and measurement.(2009) In: Working Paper Series.
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This paper has another version. Agregated cites: 31
paper
2010Countercyclical capital buffers: exploring options In: BIS Working Papers.
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paper192
2011Measuring the systemic importance of interconnected banks In: BIS Working Papers.
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paper148
2013Measuring the systemic importance of interconnected banks.(2013) In: Journal of Financial Intermediation.
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This paper has another version. Agregated cites: 148
article
2011Anchoring countercyclical capital buffers: the role of credit aggregates In: BIS Working Papers.
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paper309
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: 309
article
2012Stress-testing macro stress testing: does it live up to expectations? In: BIS Working Papers.
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paper131
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: 131
article
2012Characterising the financial cycle: dont lose sight of the medium term! In: BIS Working Papers.
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paper406
2013Evaluating early warning indicators of banking crises: Satisfying policy requirements In: BIS Working Papers.
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paper217
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: 217
article
2015Leverage dynamics and the real burden of debt In: BIS Working Papers.
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paper37
2016Monetary policy, the financial cycle and ultra-low interest rates In: BIS Working Papers.
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paper98
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: 98
paper
2017Monetary Policy, the Financial Cycle, and Ultra-Low Interest Rates.(2017) In: International Journal of Central Banking.
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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: 98
paper
2017Accounting for debt service: the painful legacy of credit booms In: BIS Working Papers.
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paper15
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: 15
paper
2018Why you should use the Hodrick-Prescott filter - at least to generate credit gaps In: BIS Working Papers.
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paper46
2019Predicting recessions: financial cycle versus term spread In: BIS Working Papers.
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paper5
2020Which credit gap is better at predicting financial crises? A comparison of univariate filters In: BIS Working Papers.
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paper5
2021Which Credit Gap Is Better at Predicting Financial Crises? A Comparison of Univariate Filters.(2021) In: International Journal of Central Banking.
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article
2020Leverage Dynamics and the Burden of Debt In: Oxford Bulletin of Economics and Statistics.
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article5
2016Leverage dynamics and the burden of debt.(2016) In: Research Discussion Papers.
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This paper has another version. Agregated cites: 5
paper
2010An economic capital model integrating credit and interest rate risk in the banking book In: Bank of England working papers.
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paper44
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: 44
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: 44
article
2012Liquidity risk, cash-flow constraints and systemic feedbacks In: Bank of England working papers.
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paper24
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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paper26
2018Going with the flows : New borrowing, debt service and the transmission of credit booms In: Research Discussion Papers.
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paper14
2018Going With the Flows: New Borrowing, Debt Service and the Transmission of Credit Booms.(2018) In: NBER Working Papers.
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paper
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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article4
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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article63
2020Forecasting recessions: the importance of the financial cycle In: Journal of Macroeconomics.
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article1
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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paper6
2011Comment on How to Calculate Systemic Risk Surcharges In: NBER Chapters.
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chapter0
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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article60
2007Discussion of Banks, Markets and Liquidity In: RBA Annual Conference Volume (Discontinued).
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chapter2
2017Debt Service: The Painful Legacy of Credit Booms In: 2017 Meeting Papers.
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paper10
2012The effects of countercyclical capital buffers on bank lending In: Applied Economics Letters.
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article54
2011Financial Instability and Macroeconomics: Bridging the Gulf In: World Scientific Book Chapters.
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chapter0
2013Can We Identify the Financial Cycle? In: World Scientific Book Chapters.
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chapter2
2002Will an optimal deposit insurance always increase financial stability? In: Bonn Econ Discussion Papers.
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paper1

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