Mathias Drehmann : Citation Profile

Are you Mathias Drehmann?

Bank for International Settlements (BIS)

28

H index

38

i10 index

3865

Citations

RESEARCH PRODUCTION:

29

Articles

48

Papers

5

Chapters

RESEARCH ACTIVITY:

   20 years (2002 - 2022). See details.
   Cites by year: 193
   Journals where Mathias Drehmann has often published
   Relations with other researchers
   Recent citing documents: 123.    Total self citations: 47 (1.2 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdr53
   Updated: 2024-01-16    RAS profile: 2023-01-16    
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Relations with other researchers

Works with:

BORIO, Claudio (2)

Yetman, James (2)

Juselius, John (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 (100)

Gambacorta, Leonardo (45)

Hubert, Paul (40)

Rungcharoenkitkul, Phurichai (35)

Labondance, Fabien (34)

Juselius, John (28)

Disyatat, Piti (27)

Alessandri, Piergiorgio (27)

Hofmann, Boris (27)

Bonfim, Diana (26)

Detken, Carsten (25)

Cites to:

BORIO, Claudio (115)

Schularick, Moritz (57)

Jorda, Oscar (57)

Taylor, Alan (55)

Juselius, John (42)

Tsatsaronis, Kostas (40)

Terrones, Marco (38)

Reinhart, Carmen (28)

Claessens, Stijn (23)

Kose, Ayhan (23)

Mian, Atif (22)

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 Settlements16
Bank of Finland Research Discussion Papers / Bank of Finland5
Bonn Econ Discussion Papers / University of Bonn, Bonn Graduate School of Economics (BGSE)3
Working Paper Series / European Central Bank2
Working Papers Central Bank of Chile / Central Bank of Chile2

Recent works citing Mathias Drehmann (2024 and 2023)

YearTitle of citing document
2023.

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2023Modeling Long Cycles. (2020). Marmer, Vadim ; Kang, Natasha. In: Papers. RePEc:arx:papers:2010.13877.

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2023.

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2023.

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2023Estimating the Output Gap After COVID: How to Address Unprecedented Macroeconomic Variations. (2023). Parra-Amado, Daniel ; Granados, Camilo. In: Borradores de Economia. RePEc:bdr:borrec:1249.

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2023Central bank asset purchases in response to the Covid-19 crisis. (2023). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:68.

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2023Prudential policy and financial dominance: exploring the link. (2023). SHIM, ILHYOCK ; Leonte, Cristina ; Borio, Claudio ; Boissay, Frederic. In: BIS Quarterly Review. RePEc:bis:bisqtr:2303e.

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2023Covid, central banks and the bank-sovereign nexus. (2023). Zhu, Sonya ; Hardy, Bryan. In: BIS Quarterly Review. RePEc:bis:bisqtr:2303h.

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2023Overcoming original sin: insights from a new dataset. (2023). Onen, Mert ; von Peter, Goetz ; Shin, Hyun Song. In: BIS Working Papers. RePEc:bis:biswps:1075.

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2023CBDC policies in open economies. (2023). Sokol, Andrej ; Rungcharoenkitkul, Phurichai ; Pinchetti, Marco ; Kumhof, Michael. In: BIS Working Papers. RePEc:bis:biswps:1086.

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2023Tackling the fiscal policy-financial stability nexus. (2023). BORIO, Claudio ; Zampolli, Fabrizio ; Farag, Marc. In: BIS Working Papers. RePEc:bis:biswps:1090.

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2023Long-term debt propagation and real reversals. (2023). Korinek, Anton ; Juselius, Mikael ; Drehmann, Mathias. In: BIS Working Papers. RePEc:bis:biswps:1098.

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2023Global banking, financial spillovers and macroprudential policy coordination. (2023). Pereira, Luiz A ; Jackson, Timothy P ; Agenor, Pierrerichard. In: Economica. RePEc:bla:econom:v:90:y:2023:i:359:p:1003-1040.

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2023Towards Better Banking Crisis Prediction: Could an Automatic Variable Selection Process Improve the Performance?. (2023). Liu, Xianglong. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:325:p:288-312.

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2023A prolonged period of low interest rates in Europe: Unintended consequences. (2023). Malovana, Simona ; Jank, Jan ; Ehrenbergerova, Dominika ; Bajzik, Josef. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:526-572.

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2023Risky news and credit market sentiment. (2023). Thorsrud, Leif Anders ; Labonne, Paul. In: Working Papers. RePEc:bny:wpaper:0125.

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2023Negative rates, monetary policy transmission and cross-border lending via international financial centres. (2023). Meunier, Baptiste ; Lloyd, Simon ; Ho, Kelvin ; Froemel, Maren ; Everett, Mary ; Coman, Andra ; Ochowski, Dawid ; Andreeva, Desislava ; Wong, Eric ; Reinhardt, Dennis ; Pedrono, Justine. In: Bank of England working papers. RePEc:boe:boeewp:1010.

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2023Semi-Structural Model with Household Debt for Israel. (2023). Cohen, Nimrod ; Ilek, Alex. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2023.03.

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2023.

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2023Business and financial cycles of major global economies. (2023). Dolezal, Jakub. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:geo2023/9.

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2023Macroprudential Policy and Income Inequality: The Trade-off Between Crisis Prevention and Credit Redistribution. (2023). Malovana, Simona ; Hodula, Martin ; Janku, Jan. In: Working Papers. RePEc:cnb:wpaper:2023/3.

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2023The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2023). Signoretti, Federico ; Nikolov, Kalin ; Ambrocio, Gene ; Heider, Florian ; Jovanovic, Mario ; Lewis, Vivien ; Miettinen, Pavo ; Policy, Monetary ; Bonatti, Guido ; Prieto, Esteban ; Redak, Vanessa ; Altavilla, Carlo ; Geiger, Felix ; Chalamandaris, Dimitrios ; Fourel, Valere ; Jan, Jansen David ; Kok, Christoffer ; Mazelis, Falk ; Balfoussia, Hiona ; Licak, Marek ; Patriek, Matic ; Pogulis, Armands ; Adolf, Petra ; Garabedian, Garo ; Cassar, Alan ; Weigert, Benjamin ; Fahr, Stephan ; Ioannidis, Michael ; Vlassopoulos, Thomas ; Maddaloni, Angela ; Klein, Melanie ; Papageorghiou, Maria ; Galati, Gabriele ; Fernandez, Luis ; Busch, Ulrike ; Valderrama, Maria ; Bussiere, Mat
2023Negative rates, monetary policy transmission and cross-border lending via international financial centres. (2023). Froemel, Maren ; Everett, Mary ; Coman, Andra ; Andreeva, Desislava ; Ochowski, Dawid ; Wong, Eric ; Reinhardt, Dennis ; Pedrono, Justine. In: Working Paper Series. RePEc:ecb:ecbwps:20232775.

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2023Does IFRS 9 increase banks’ resilience?. (2023). Rugilo, Daniel ; Kund, Arndt-Gerrit. In: Working Paper Series. RePEc:ecb:ecbwps:20232792.

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2023Medium-term growth-at-risk in the euro area. (2023). Greiwe, Moritz ; Rusnak, Marek ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232808.

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2023Estimating systemic risk for non-listed euro-area banks. (2023). Engle, Robert ; Pizzeghello, Riccardo ; Parisi, Laura ; Manganelli, Simone ; Emambakhsh, Tina. In: Working Paper Series. RePEc:ecb:ecbwps:20232856.

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2023Do Payment Technology Innovations Affect Currency Demand in Tunisia?. (2023). Mbazia, Nadia. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-01-17.

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2023Instability constraints and development traps: an empirical analysis of growth cycles and economic volatility in Latin America. (2023). Spinola, Danilo. In: Revista CEPAL. RePEc:ecr:col070:48967.

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2023COVID-19 policy actions and inflation targeting in South Asia. (2023). Pathirage, Kasun ; Aun, Syed. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001324.

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2023Do NBFCs propagate real shocks?. (2023). Mazumder, Debojyoti ; Ghosh, Saurabh. In: Journal of Asian Economics. RePEc:eee:asieco:v:85:y:2023:i:c:s1049007823000106.

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2023Reconstruction of international energy trade networks with given marginal data: A comparative analysis. (2023). Zhou, Wei-Xing ; Jawadi, Fredj ; Wang, Zhi-Yuan ; Xu, Hai-Chuan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:167:y:2023:i:c:s0960077922012103.

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2023Multivariate stress scenario selection in interbank networks. (2023). Kwon, Eunji ; Kim, Kyoung-Kuk ; Ahn, Dohyun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001185.

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2023What are firms borrowing for? The role of financial assets. (2023). Rella, Giacomo ; Kim, YK ; de Souza, Joao ; Davis, Leila. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001414.

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2023The cross-border interconnectedness of shadow banking. (2023). Ozgur, Gokcer. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001980.

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2023Topological properties of reconstructed credit networks and banking systemic risk. (2023). Li, Menyu ; Chen, Boyi ; Liu, Xiaoxing ; Wang, Chao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000360.

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2023Kicking the can down the road: A historical growth-at-risk perspective. (2023). Scharler, Johann ; Hasler, Elias ; Gachter, Martin. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001581.

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2023Credit behavior and financial stability in an emerging economy. (2023). Costa, Agata ; de Moraes, Claudio Oliveira. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000619.

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2023Preventing financial disasters: Macroprudential policy and financial crises. (2023). Fernandez-Gallardo, Alvaro. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122002306.

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2023The COVID-19 pandemic and financial markets in Central Europe: Macroeconomic measures and international policy spillovers. (2023). Stawasz-Grabowska, Ewa ; Janus, Jakub ; Grabowski, Wojciech. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s156601412200108x.

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2023Credit gaps as banking crisis predictors: A different tune for middle- and low-income countries. (2023). el Ouardi, Sofiane ; Bouvatier, Vincent. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000067.

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2023Measuring financial soundness around the world: A machine learning approach. (2023). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s105752192200401x.

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2023Heterogeneous effects of macroprudential policies on firm leverage and value. (2023). Suh, Hyunduk ; Yang, Jin Young. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000704.

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2023The impacts of climate policy uncertainty on stock markets: Comparison between China and the US. (2023). lucey, brian ; An, Haizhong ; Huang, Shupei ; Xu, Xin. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001874.

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2023Examining financial and business cycle interaction using cross recurrence plot analysis. (2023). Egan, Paul ; Ashe, Sinead. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006377.

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2023Central bank asset purchase programs in emerging market economies. (2023). Beirne, John ; Sugandi, Eric. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001423.

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2023Macroprudential policy in central banks: Integrated or separate? Survey among academics and central bankers. (2023). Malovana, Simona ; Hodula, Martin ; Bajzik, Josef ; Gric, Zuzana. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000074.

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2023Unobserved components model estimates of credit cycles: Tests and predictions. (2023). Hessler, Andrew. In: Journal of Financial Stability. RePEc:eee:finsta:v:66:y:2023:i:c:s1572308923000207.

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2023How effective are bad bank resolutions? New evidence from Europe. (2023). Gambacorta, Leonardo ; Brei, Michael ; Parigi, Bruno Maria ; Lucchetta, Marcella. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000530.

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2023The macro-financial effects of international bank lending on emerging markets. (2023). Aldasoro, Iñaki ; Mancini-Griffoli, Tommaso ; Grinberg, Federico ; Beltran, Paula. In: Journal of International Economics. RePEc:eee:inecon:v:142:y:2023:i:c:s0022199623000193.

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2023Global systemic risk dynamic network connectedness during the COVID-19: Evidence from nonlinear Granger causality. (2023). Sha, Yezhou ; Yin, Shiqi ; Zhang, Ping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000513.

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2023Scenario-free analysis of financial stability with interacting contagion channels. (2023). Farmer, Doyne J ; Wetzer, Thom ; Kleinnijenhuis, Alissa M ; Wiersema, Garbrand. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002643.

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2023Does macroprudential policy alleviate the adverse impact of COVID-19 on the resilience of banks?. (2023). Mirzaei, Ali ; Igan, Deniz ; Moore, Tomoe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s037842662200019x.

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2023Fintech and big tech credit: Drivers of the growth of digital lending. (2023). Gambacorta, Leonardo ; Frost, Jon ; Cornelli, Giulio ; Ziegler, Tania ; Wardrop, Robert ; Rau, Raghavendra P. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003223.

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2023The more the merrier? Evidence on the value of multiple requirements in bank regulation. (2023). Rismanchi, Katie ; Kapadia, Sujit ; Gimpelewicz, Mariana ; Marquez, Paula Gallego ; Buckmann, Marcus. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426622003338.

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2023Evaluating the validity of regulatory interest rate risk measures – a simulation approach. (2023). Platte, Daniel ; Claussen, Catharina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001383.

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2023Forecasting real activity using cross-sectoral stock market information. (2023). Stalla-Bourdillon, Arthur ; Chinn, Menzie D ; Chatelais, Nicolas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000013.

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2023Incorporating financial development indicators into early warning systems. (2023). Ponomarenko, Alexey ; Tatarintsev, Stas. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000445.

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2023The effects of countercyclical leverage buffers on macroeconomic and financial stability. (2023). Pozo, Jorge. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:194-217.

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2023The FOMCs Use of Operational Targets: 85 Years and Counting. (2023). Rodriguez-Shah, Ethan ; Klee, Elizabeth C ; Kiernan, Kevin F ; Huther, Jeff W. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96641.

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2023Identifying Financial Crises Using Machine Learning on Textual Data. (2023). Sicilian, Martin ; Lee, Seung Jung ; Kitschelt, Isabel ; Dehaven, Matthew ; Chen, Mary. In: International Finance Discussion Papers. RePEc:fip:fedgif:1374.

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2023Modelling Systemic Risk in Morocco’s Banking System. (2023). Madkour, Jaouad ; el Msiyah, Cherif ; Kyoud, Ayoub. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:2:p:70-:d:1151988.

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2023On the Direction of Causality between Business and Financial Cycles. (2023). Tsiakas, Ilias ; Zhang, Haibin. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:10:p:430-:d:1250131.

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2023Macroeconomic Risks and Monetary Policy in Central European Countries: Parallels in the Czech Republic, Hungary, and Poland. (2023). Siklos, Pierre ; Abel, Istvan. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:11:p:200-:d:1281101.

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2023Can governments sleep more soundly when holding international reserves? A banking and financial vulnerabilities perspective. (2023). Omay, Tolga ; Allegret-Sallenave, Audrey. In: Post-Print. RePEc:hal:journl:hal-03945433.

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2023Macroprudential stance assessment: problems of measurement, literature review and some comments for the case of Croatia. (2023). Škrinjarić, Tihana. In: Working Papers. RePEc:hnb:wpaper:72.

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2023Easier said than done: Predicting downside risks to house prices in Croatia. (2023). Škrinjarić, Tihana ; Sabol, Maja. In: Working Papers. RePEc:hnb:wpaper:73.

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2023How Do Regulators Set the Countercyclical Capital Buffer?. (2023). Keller, Jochen ; Herz, Bernhard. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:3:a:3.

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2023Central Clearing and Systemic Liquidity Risk. (2023). Prono, Todd ; Paulson, Anna ; Nesmith, Travis D ; King, Thomas B. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:4:a:3.

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2023Introducing a composite indicator of cyclical systemic risk in Croatia: possibilities and limitations. (2023). Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:47:y:2023:i:1:p:1-39.

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2023Leading indicators of financial stress in Croatia: a regime switching approach. (2023). Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:47:y:2023:i:2:p:0-0.

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2023Are the Eurozone Financial and Business Cycles Convergent Across Time and Frequency?. (2023). Ibrahim, Dalia ; Mansour-Ibrahim, Dalia. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10212-8.

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2023Financial cycles in Europe: dynamics, synchronicity and implications for business cycles and macroeconomic imbalances. (2023). Adarov, Amat. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:2:d:10.1007_s10663-022-09566-5.

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2023Monetary policy responses to COVID-19 in emerging European economies: measuring the QE announcement effects on foreign exchange markets. (2023). Uz, Idil. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:3:d:10.1007_s10663-023-09578-9.

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2023Effects of Macroprudential Policies on Bank Lending and Credit Risks. (2023). Behncke, Stefanie. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:63:y:2023:i:2:d:10.1007_s10693-022-00378-z.

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2023Household Debt and Economic Growth: Debt Service Matters. (2023). Kilinc, Mustafa ; Tunc, Cengiz. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:1:d:10.1007_s11079-021-09659-x.

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2023Az államadósság fenntarthatósága alacsony kamatkörnyezetben. (2023). Czeczeli, Vivien. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:2157.

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2023A Simple Model of Herding and Contrarian Behaviour with Biased Informed Traders. (2023). Lu, Pengguang. In: Economics Discussion Paper Series. RePEc:man:sespap:2307.

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2023Green risk in Europe. (2023). Ossola, Elisa ; Morana, Claudio ; Cassola, Nuno. In: Working Papers. RePEc:mib:wpaper:526.

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2023Shaping a resilient future in response to COVID-19. (2023). Huq, Saleemul ; Harikishun, Ameil ; Folke, Carl ; Biggs, Reinette ; Matthews, Nathanial ; Norstrom, Albert V ; Rockstrom, Johan ; Nel, Deon ; Warszawski, Lila ; Krishnan, Nisha. In: Nature Sustainability. RePEc:nat:natsus:v:6:y:2023:i:8:d:10.1038_s41893-023-01105-9.

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2023The relationship between payment inclusion and the demand for cash. (2023). Ak, Adrian ; Czuchryta, Magorzata ; Skibiska-Fabrowska, Ilona. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:54:y:2023:i:4:p:365-388.

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2023The Impact of Risk Cycles on Business Cycles: A Historical View. (2023). Zer, Ilknur ; Valenzuela, Marcela ; Danielsson, Jon. In: Review of Financial Studies. RePEc:oup:rfinst:v:36:y:2023:i:7:p:2922-2961..

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2023Credit-to-GDP Gap Estimates in Real Time: A Stable Indicator for Macroprudential Policy Making in Croatia. (2023). Škrinjarić, Tihana. In: Comparative Economic Studies. RePEc:pal:compes:v:65:y:2023:i:3:d:10.1057_s41294-023-00220-y.

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2023Macrofinancial Causes of Optimism in Growth Forecasts. (2023). Carrière-Swallow, Yan ; Marzluf, Jose ; Carriere-Swallow, Yan. In: IMF Economic Review. RePEc:pal:imfecr:v:71:y:2023:i:2:d:10.1057_s41308-022-00187-3.

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2023Monetary policy models: lessons from the Eurozone crisis. (2023). Pal, Tibor ; Gutierrez-Diez, Pedro J. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-02030-0.

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2023The mean reversion/persistence of financial cycles: Empirical evidence for 24 countries worldwide. (2023). Skare, Marinko ; Qin, Yong ; Fan, Xuecheng ; Xu, Zeshui ; Lv, Shengnan. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:18:y:2023:i:1:p:11-47.

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2023Cognitive Ability and Perceived Disagreement in Learning. (2023). Garfagnini, Umberto ; Evdokimov, Piotr. In: Rationality and Competition Discussion Paper Series. RePEc:rco:dpaper:381.

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2023Should Monetary Policy Target Financial Stability. (). Phelan, Gregory ; Chen, William. In: Review of Economic Dynamics. RePEc:red:issued:21-244.

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2023Green risk in Europe. (2023). Ossola, Elisa ; Morana, Claudio ; Cassola, Nuno. In: Working Paper series. RePEc:rim:rimwps:23-14.

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

Works by Mathias Drehmann:

YearTitleTypeCited
2005Herding and Contrarian Behavior in Financial Markets: An Internet Experiment In: American Economic Review.
[Full Text][Citation analysis]		article150
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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This paper has nother version. Agregated cites: 150		paper
2004Herding and Contrarian Behavior in Financial Markets - An Internet Experiment.(2004) In: Econometric Society 2004 North American Winter Meetings.
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This paper has nother version. Agregated cites: 150		paper
2004Herding and Contrarian Behavior in Financial Markets - An Internet Experiment.(2004) In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems.
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2002Herding and Contrarian Behavior in Financial Markets - An Internet Experiment.(2002) In: Experimental.
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This paper has nother version. Agregated cites: 150		paper
2002Herding and Contrarian Behavior in Financial Markets - An Internet Experiment.(2002) In: Finance.
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This paper has nother version. Agregated cites: 150		paper
2002Herding and Contrarian Behavior in Financial Markets: An Internet Experiment.(2002) In: Bonn Econ Discussion Papers.
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This paper has nother version. Agregated cites: 150		paper
2005Herding with and without Payoff Externalities - An Internet Experiment In: Working Papers.
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2005Herding With and Without Payoff Externalities - An Internet Experiment.(2005) In: CEPR Discussion Papers.
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2007Herding with and without payoff externalities -- an internet experiment.(2007) In: International Journal of Industrial Organization.
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This paper has nother version. Agregated cites: 30		article
2004Herding with and without Payoff Externalities - An Internet Experiment.(2004) In: Bonn Econ Discussion Papers.
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This paper has nother version. Agregated cites: 30		paper
2020Central bank bond purchases in emerging market economies In: BIS Bulletins.
[Full Text][Citation analysis]		paper42
2009Assessing the risk of banking crises - revisited In: BIS Quarterly Review.
[Full Text][Citation analysis]		article430
2009Macro stress tests and crises: what can we learn? In: BIS Quarterly Review.
[Full Text][Citation analysis]		article67
2011Systemic importance: some simple indicators In: BIS Quarterly Review.
[Full Text][Citation analysis]		article74
2012Do debt service costs affect macroeconomic and financial stability? In: BIS Quarterly Review.
[Full Text][Citation analysis]		article92
2013How 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]		article148
2013Total credit as an early warning indicator for systemic banking crises In: BIS Quarterly Review.
[Full Text][Citation analysis]		article50
2014The credit-to-GDP gap and countercyclical capital buffers: questions and answers In: BIS Quarterly Review.
[Full Text][Citation analysis]		article152
2015How much income is used for debt payments? A new database for debt service ratios In: BIS Quarterly Review.
[Full Text][Citation analysis]		article25
2018Early warning indicators of banking crises: expanding the family In: BIS Quarterly Review.
[Full Text][Citation analysis]		article62
2018Early warning indicators of banking crises: expanding the family.(2018) In: Journal of Financial Transformation.
[Citation analysis]
This paper has nother version. Agregated cites: 62		article
2018The financial cycle and recession risk In: BIS Quarterly Review.
[Full Text][Citation analysis]		article31
2020Changes in monetary policy operating procedures over the last decade: insights from a new database In: BIS Quarterly Review.
[Full Text][Citation analysis]		article1
2022The Holt-Winters filter and the one-sided HP filter: A close correspondence In: BIS Working Papers.
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2022The Holt-Winters filter and the one-sided HP filter: A close correspondence.(2022) In: Working Papers Central Bank of Chile.
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2022The scarring effects of deep contractions In: BIS Working Papers.
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This paper has nother version. Agregated cites: 5		paper
2009Towards an operational framework for financial stability: fuzzy measurement and its consequences In: BIS Working Papers.
[Full Text][Citation analysis]		paper181
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 nother version. Agregated cites: 181		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 nother version. Agregated cites: 181		paper
2010Funding liquidity risk: definition and measurement In: BIS Working Papers.
[Full Text][Citation analysis]		paper32
2009Funding liquidity risk: definition and measurement.(2009) In: Working Paper Series.
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This paper has nother version. Agregated cites: 32		paper
2010Countercyclical capital buffers: exploring options In: BIS Working Papers.
[Full Text][Citation analysis]		paper213
2011Measuring the systemic importance of interconnected banks In: BIS Working Papers.
[Full Text][Citation analysis]		paper162
2013Measuring the systemic importance of interconnected banks.(2013) In: Journal of Financial Intermediation.
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This paper has nother version. Agregated cites: 162		article
2011Anchoring countercyclical capital buffers: the role of credit aggregates In: BIS Working Papers.
[Full Text][Citation analysis]		paper347
2011Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates.(2011) In: International Journal of Central Banking.
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This paper has nother version. Agregated cites: 347		article
2012Stress-testing macro stress testing: does it live up to expectations? In: BIS Working Papers.
[Full Text][Citation analysis]		paper148
2014Stress-testing macro stress testing: Does it live up to expectations?.(2014) In: Journal of Financial Stability.
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This paper has nother version. Agregated cites: 148		article
2012Characterising the financial cycle: dont lose sight of the medium term! In: BIS Working Papers.
[Full Text][Citation analysis]		paper452
2013Evaluating early warning indicators of banking crises: Satisfying policy requirements In: BIS Working Papers.
[Full Text][Citation analysis]		paper269
2014Evaluating early warning indicators of banking crises: Satisfying policy requirements.(2014) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 269		article
2015Leverage dynamics and the real burden of debt In: BIS Working Papers.
[Full Text][Citation analysis]		paper41
2016Monetary policy, the financial cycle and ultra-low interest rates In: BIS Working Papers.
[Full Text][Citation analysis]		paper100
2017Monetary Policy, the Financial Cycle, and Ultra-Low Interest Rates.(2017) In: International Journal of Central Banking.
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2017Monetary Policy, the Financial Cycle and Ultra-low Interest Rates.(2017) In: PIER Discussion Papers.
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.() In: .
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2017Accounting for debt service: the painful legacy of credit booms In: BIS Working Papers.
[Full Text][Citation analysis]		paper18
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This paper has nother version. Agregated cites: 18		paper
2018Why you should use the Hodrick-Prescott filter - at least to generate credit gaps In: BIS Working Papers.
[Full Text][Citation analysis]		paper64
2019Predicting recessions: financial cycle versus term spread In: BIS Working Papers.
[Full Text][Citation analysis]		paper14
2020Which credit gap is better at predicting financial crises? A comparison of univariate filters In: BIS Working Papers.
[Full Text][Citation analysis]		paper11
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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2020Leverage Dynamics and the Burden of Debt In: Oxford Bulletin of Economics and Statistics.
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2010An economic capital model integrating credit and interest rate risk in the banking book In: Bank of England working papers.
[Full Text][Citation analysis]		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 nother 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 nother version. Agregated cites: 44		article
2012Liquidity risk, cash-flow constraints and systemic feedbacks In: Bank of England working papers.
[Full Text][Citation analysis]		paper27
2008The 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]		paper27
2016Leverage dynamics and the burden of debt In: Research Discussion Papers.
[Full Text][Citation analysis]		paper2
2016Monetary policy, the financial cycle and ultralow interest rates In: Research Discussion Papers.
[Full Text][Citation analysis]		paper46
2017Accounting for debt service : The painful legacy of credit booms In: Research Discussion Papers.
[Full Text][Citation analysis]		paper18
2018Going with the flows : New borrowing, debt service and the transmission of credit booms In: Research Discussion Papers.
[Full Text][Citation analysis]		paper19
2009Evaluación del riesgo de crisis bancarias: una revisión In: Boletín.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article0
2008A research perspective on the propagation of the credit market turmoil In: Research Bulletin.
[Full Text][Citation analysis]		article4
2010The 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]		article67
2020Forecasting recessions: the importance of the financial cycle In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article6
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.
[Full Text][Citation analysis]		paper6
2011Comment on How to Calculate Systemic Risk Surcharges In: NBER Chapters.
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2018Going With the Flows: New Borrowing, Debt Service and the Transmission of Credit Booms In: NBER Working Papers.
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2002The challenges facing currency usage: will the traditional transaction medium be able to resist competition from the new technologies? In: Economic Policy.
[Full Text][Citation analysis]		article76
2007Discussion of Banks, Markets and Liquidity In: RBA Annual Conference Volume (Discontinued).
[Full Text][Citation analysis]		chapter2
2017Debt Service: The Painful Legacy of Credit Booms In: 2017 Meeting Papers.
[Full Text][Citation analysis]		paper13
2012The effects of countercyclical capital buffers on bank lending In: Applied Economics Letters.
[Full Text][Citation analysis]		article65
2011Financial Instability and Macroeconomics: Bridging the Gulf In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter5
2013Can We Identify the Financial Cycle? In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter3
2002Will an optimal deposit insurance always increase financial stability? In: Bonn Econ Discussion Papers.
[Full Text][Citation analysis]		paper1

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