Mathias Drehmann : Citation Profile

Are you Mathias Drehmann?

Bank for International Settlements (BIS)

28

H index

38

i10 index

3832

Citations

RESEARCH PRODUCTION:

29

Articles

48

Papers

5

Chapters

RESEARCH ACTIVITY:

   20 years (2002 - 2022). See details.
   Cites by year: 191
   Journals where Mathias Drehmann has often published
   Relations with other researchers
   Recent citing documents: 268.    Total self citations: 47 (1.21 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdr53
   Updated: 2023-11-04    RAS profile: 2023-01-16    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

BORIO, Claudio (5)

Juselius, John (4)

Yetman, James (3)

Korinek, Anton (2)

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 (100)

Gambacorta, Leonardo (44)

Hubert, Paul (40)

Rungcharoenkitkul, Phurichai (35)

Labondance, Fabien (34)

Juselius, John (28)

Alessandri, Piergiorgio (27)

Hofmann, Boris (27)

Bonfim, Diana (26)

Disyatat, Piti (26)

Mehrotra, Aaron (25)

Cites to:

BORIO, Claudio (115)

Jorda, Oscar (57)

Schularick, Moritz (57)

Taylor, Alan (55)

Juselius, John (42)

Tsatsaronis, Kostas (40)

Terrones, Marco (38)

Reinhart, Carmen (28)

Kose, Ayhan (23)

Claessens, Stijn (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 Papers Central Bank of Chile / Central Bank of Chile2
Working Paper Series / European Central Bank2

Recent works citing Mathias Drehmann (2023 and 2022)

YearTitle of citing document
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.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022Behavioral Significance in the Credit Decision Making ProcessAbstract: Behavioral finance research is an attempt to close the gaps in traditional theory, to maximize the expected usefulness of rationa. (2022). Brezeanu, Petre ; Cristea, Roxana Elena. In: Finante - provocarile viitorului (Finance - Challenges of the Future). RePEc:aio:fpvfcf:v:1:y:2022:i:24:p:40-49.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2022A Deep Learning Approach for Dynamic Balance Sheet Stress Testing. (2020). Christophides, Theodoros ; Panousis, Konstantinos P ; Siakoulis, Vassilis ; Petropoulos, Anastasios ; Chatzis, Sotirios. In: Papers. RePEc:arx:papers:2009.11075.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2022The boosted HP filter is more general than you might think. (2022). Shi, Zhentao ; PEter, ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2209.09810.

Full description at Econpapers || Download paper

2022Central Banks and Climate Policy: Unpleasant Trade–Offs? A Principal–Agent Approach. (2022). Russo, Riccardo ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp22181.

Full description at Econpapers || Download paper

2022Using household-level data to guide borrower-based macro-prudential policy. (2022). Ziegelmeyer, Michael ; Giordana, Gaston. In: BCL working papers. RePEc:bcl:bclwop:bclwp161.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022Sectoral indicators for applying the Banco de España’s new macroprudential tools. (2022). Melnychuk, Mariya ; Caceres, Esther ; Broto, Carmen. In: Financial Stability Review. RePEc:bde:revisl:y:2022:i:5:n:5.

Full description at Econpapers || Download paper

2022Sectoral indicators for applying the Banco de España’s new macroprudential tools. (2022). Broto, Carmen ; Melnychuk, Mariya ; Caceres, Esther. In: Financial Stability Review. RePEc:bde:revisl:y:2022:i:spring:n:5.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022SRISK: una medida de riesgo sistémico para la banca colombiana 2005-2021. (2022). Sanchez-Quinto, Camilo Eduardo. In: Borradores de Economia. RePEc:bdr:borrec:1207.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Macroeconomic Forecasting Using Filtered Signals from a Stock Market Cross Section. (2022). Stalla-Bourdillon, Arthur ; Chinn, Menzie ; Chatelais, Nicolas. In: Working papers. RePEc:bfr:banfra:903.

Full description at Econpapers || Download paper

2022Monetary and fiscal policy interactions in the wake of the pandemic in Korea. (2022). Of, Bank. In: BIS Papers chapters. RePEc:bis:bisbpc:122-13.

Full description at Econpapers || Download paper

2022Monetary and fiscal policy interactions in the wake of the pandemic. (2022). Of, Central Bank. In: BIS Papers chapters. RePEc:bis:bisbpc:122-14.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Private sector debt and financial stability. (2022). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:67.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2022Under pressure: market conditions and stress. (2022). Zhu, Sonya ; Hordahl, Peter ; Aldasoro, Iaki. In: BIS Quarterly Review. RePEc:bis:bisqtr:2209c.

Full description at Econpapers || Download paper

2022Borrower vulnerabilities, their distribution and credit losses. (2022). Riederer, Stephane ; Franceschi, Francesco ; Banerjee, Ryan Niladri. In: BIS Quarterly Review. RePEc:bis:bisqtr:2209e.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Debt sustainability and monetary policy: the case of ECB asset purchases. (2022). Cheng, Gong ; Zenios, Stavros A ; Consiglio, Andrea ; Alberola-Ila, Enrique. In: BIS Working Papers. RePEc:bis:biswps:1034.

Full description at Econpapers || Download paper

2022Macro-financial stability frameworks: experience and challenges. (2022). SHIM, ILHYOCK ; BORIO, Claudio ; Shin, Hyun Song. In: BIS Working Papers. RePEc:bis:biswps:1057.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2022Measuring the Debt Service Ratio in Russia: A Micro-Level Data Approach. (2022). Burova, Anna. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:3:p:72-88.

Full description at Econpapers || Download paper

2022Debt Service: Evidence Based on Consolidated Statements of Russian Companies. (2022). Burova, Anna ; Koshelev, Denis ; Makhankova, Natalia. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps103.

Full description at Econpapers || Download paper

2022Financial cycle, business cycle, and policy uncertainty in India: An empirical investigation. (2022). Kamaiah, Bandi ; Bhandari, Avishek ; Paramanik, Rajendra N. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:3:p:825-837.

Full description at Econpapers || Download paper

2022Historical evidence for larger government spending multipliers in uncertain times than in slumps. (2022). Goemans, Pascal. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:3:p:1164-1185.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Foreign?funded credit: Funding the credit cycle?. (2022). Duijm, Patty. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:2:p:167-182.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Monetary policy or macroprudential policies: What can tame the cycles?. (2022). Vollmer, Uwe. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:5:p:1510-1538.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Financial Cycles in Euro Area Economies: A Cross?Country Perspective Using Wavelet Analysis. (2022). Mandler, Martin ; Scharnagl, Michael. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:569-593.

Full description at Econpapers || Download paper

2022The credit risk of Chinese households: A micro?level assessment. (2022). Funke, Michael ; Zhu, Linxu ; Sun, Rongrong. In: Pacific Economic Review. RePEc:bla:pacecr:v:27:y:2022:i:3:p:254-276.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2022Financial cycle ? A critical analysis of the methodology for its identification. (2021). Kurowski, Ukasz. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:10:y:2021:i:3:p:99-116.

Full description at Econpapers || Download paper

2022Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect. (2022). Simsek, Alp ; Caballero, Ricardo J. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9632.

Full description at Econpapers || Download paper

2022Alternative Measures for the Global Financial Cycle: Do They Make a Difference?. (2022). Jacobs, Jan ; de Haan, Jakob ; Tian, Xin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9730.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Renewal of Public Action: Co-Production and Financial Regulation. (2022). Ulgen, Faruk. In: CIRIEC Studies Series. RePEc:crc:chapte:3-09.

Full description at Econpapers || Download paper

2022The boosted HP filter is more general than you might think. (2022). , Peter ; PEter, ; Shi, Zhentao ; Mei, Ziwei. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2348.

Full description at Econpapers || Download paper

2022The northern ireland housing market: would unification with the south be problematic?. (2022). Miles, William R. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00714.

Full description at Econpapers || Download paper

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
2022Ideology and monetary policy: the role of political parties’ stances in the ECB’s parliamentary hearings. (2022). Persson, Eric ; Jamet, Jean-Francois ; Giovannini, Alessandro ; Fraccaroli, Nicolo. In: Working Paper Series. RePEc:ecb:ecbwps:20222655.

Full description at Econpapers || Download paper

2022Informing macroprudential policy choices using credit supply and demand decompositions. (2022). Barbieri, Claudio ; Dacri, Costanza Rodriguez ; Perales, Cristian ; Couaillier, Cyril. In: Working Paper Series. RePEc:ecb:ecbwps:20222702.

Full description at Econpapers || Download paper

2022The certification role of the EU-wide stress testing exercises in the stock market. What can we learn from the stress tests (2014-2021)?. (2022). Marques, Aurea ; Ongena, Steven ; Durrani, Agha. In: Working Paper Series. RePEc:ecb:ecbwps:20222711.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022A unified approach for jointly estimating the business and financial cycle, and the role of financial factors. (2022). Wong, Benjamin ; Richter, Julia ; Berger, Tino. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188922000203.

Full description at Econpapers || Download paper

2022Contagion accounting in stress-testing. (2022). Kok, Christoffer ; Huser, Anne-Caroline ; Aldasoro, Iaki. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000598.

Full description at Econpapers || Download paper

2022Market liquidity and excess volatility: Theory and experiment. (2022). Choi, Jae Hoon ; Munro, David. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001476.

Full description at Econpapers || Download paper

2022Monetary and macroprudential policy coordination with biased preferences. (2022). Jackson, Timothy P ; Agenor, Pierre-Richard. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002238.

Full description at Econpapers || Download paper

2022Capital flows liberalisation and macroprudential policies: The effects on credit cycles in emerging economies. (2022). Nedeljkovic, Milan ; Lazarevic, Jelisaveta ; Kuzman, Tanja . In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:602-619.

Full description at Econpapers || Download paper

2022Monetary policy dysregulation with data distortion. (2022). Chen, Zhongfei ; Liu, Ying ; Wang, XI. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002516.

Full description at Econpapers || Download paper

2022Global financial risk, the risk-taking channel, and monetary policy in emerging markets. (2022). Yildirim, Zekeriya. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002796.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Effect of banking and macroeconomic variables on systemic risk: An application of ΔCOVAR for an emerging economy. (2018). de Mendonça, Helder ; da Silva, Rafael Bernardo ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:141-157.

Full description at Econpapers || Download paper

2022Risk spillover analysis of China’s financial sectors based on a new GARCH copula quantile regression model. (2022). Niu, Rong ; Guo, Fei ; Tian, Maoxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001528.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Fiscal spending multipliers over the household leverage cycle. (2022). Winkler, Roland ; Polattimur, Hamza ; Klein, Mathias. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002671.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Measuring credit procyclicality: A new database. (2022). Rehault, Pierre-Nicolas ; Delatte, Anne-Laure ; Bouvatier, Vincent. In: Emerging Markets Review. RePEc:eee:ememar:v:52:y:2022:i:c:s1566014122000309.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Systemic risk in the Chinese financial system: A panel Granger causality analysis. (2022). Urga, Giovanni ; Cincinelli, Peter ; Pellini, Elisabetta. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001405.

Full description at Econpapers || Download paper

2022Measuring systemic risk contribution of global stock markets: A dynamic tail risk network approach. (2022). Di, Zengru ; Tang, Renwu ; Chen, Zhihua ; Sun, Qingru ; Huang, Shupei ; Gao, Xiangyun ; Wang, ZE. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003118.

Full description at Econpapers || Download paper

2022Do capital buffers matter? Evidence from the stocks and flows of nonperforming loans. (2022). Cotugno, Matteo ; Torluccio, Giuseppe ; Perdichizzi, Salvatore ; Cicchiello, Antonella Francesca. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003192.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Financial Cycles Synchronization in WAEMU Countries: Implications for Macroprudential Policy. (2022). Gammadigbe, Vigninou. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003214.

Full description at Econpapers || Download paper

2022Financial cycle and the effect of monetary policy. (2022). Xu, Man ; Zhao, Xiuyi ; Deng, Chuang. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005237.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Early warning systems using dynamic factor models: An application to Asian economies. (2022). Villafuerte, James ; Truck, Stefan ; Sheen, Jeffrey ; Truong, Chi. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308921000450.

Full description at Econpapers || Download paper

2022An integrated macroprudential stress test of bank liquidity and solvency. (2022). Wolfe, Simon ; Mishra, Tapas ; Gerding, Enrico ; Bakoush, Mohamed. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000377.

Full description at Econpapers || Download paper

2022Systemic risk measures and regulatory challenges. (2022). Brzeszczyski, Janusz ; Sharma, Satish ; Ellis, Scott. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308921001194.

Full description at Econpapers || Download paper

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]		article149
2003Herding and Contrarian Behavior in Financial Markets: An Internet Experiment.(2003) In: University of California at Santa Barbara, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 149		paper
2003Herding and Contrarian Behavior in Financial Markets - An Internet Experiment.(2003) In: Royal Economic Society Annual Conference 2003.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 149		paper
2004Herding and Contrarian Behavior in Financial Markets - An Internet Experiment.(2004) In: Econometric Society 2004 North American Winter Meetings.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 149		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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 149		paper
2002Herding and Contrarian Behavior in Financial Markets - An Internet Experiment.(2002) In: Experimental.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 149		paper
2002Herding and Contrarian Behavior in Financial Markets - An Internet Experiment.(2002) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 149		paper
2002Herding and Contrarian Behavior in Financial Markets: An Internet Experiment.(2002) In: Bonn Econ Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 149		paper
2005Herding with and without Payoff Externalities - An Internet Experiment In: Working Papers.
[Full Text][Citation analysis]		paper30
2005Herding With and Without Payoff Externalities - An Internet Experiment.(2005) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		paper
2007Herding with and without payoff externalities -- an internet experiment.(2007) In: International Journal of Industrial Organization.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		article
2004Herding with and without Payoff Externalities - An Internet Experiment.(2004) In: Bonn Econ Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		paper
2020Central bank bond purchases in emerging market economies In: BIS Bulletins.
[Full Text][Citation analysis]		paper39
2009Assessing the risk of banking crises - revisited In: BIS Quarterly Review.
[Full Text][Citation analysis]		article429
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]		article73
2012Do debt service costs affect macroeconomic and financial stability? In: BIS Quarterly Review.
[Full Text][Citation analysis]		article91
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]		article150
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 another version. Agregated cites: 62		article
2018The financial cycle and recession risk In: BIS Quarterly Review.
[Full Text][Citation analysis]		article30
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.
[Full Text][Citation analysis]		paper0
2022The Holt-Winters filter and the one-sided HP filter: A close correspondence.(2022) In: Working Papers Central Bank of Chile.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2022The scarring effects of deep contractions In: BIS Working Papers.
[Full Text][Citation analysis]		paper4
.() In: .
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2009Towards an operational framework for financial stability: fuzzy measurement and its consequences In: BIS Working Papers.
[Full Text][Citation analysis]		paper180
2011Toward an Operational Framework for Financial Stability: “Fuzzy” Measurement and Its Consequences.(2011) In: Central Banking, Analysis, and Economic Policies Book Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 180		chapter
2009Towards an Operational Framework for Financial Stability: Fuzzy Measurement and its Consequences.(2009) In: Working Papers Central Bank of Chile.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 180		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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32		paper
2010Countercyclical capital buffers: exploring options In: BIS Working Papers.
[Full Text][Citation analysis]		paper210
2011Measuring the systemic importance of interconnected banks In: BIS Working Papers.
[Full Text][Citation analysis]		paper161
2013Measuring the systemic importance of interconnected banks.(2013) In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 161		article
2011Anchoring countercyclical capital buffers: the role of credit aggregates In: BIS Working Papers.
[Full Text][Citation analysis]		paper344
2011Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates.(2011) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 344		article
2012Stress-testing macro stress testing: does it live up to expectations? In: BIS Working Papers.
[Full Text][Citation analysis]		paper147
2014Stress-testing macro stress testing: Does it live up to expectations?.(2014) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 147		article
2012Characterising the financial cycle: dont lose sight of the medium term! In: BIS Working Papers.
[Full Text][Citation analysis]		paper450
2013Evaluating early warning indicators of banking crises: Satisfying policy requirements In: BIS Working Papers.
[Full Text][Citation analysis]		paper263
2014Evaluating early warning indicators of banking crises: Satisfying policy requirements.(2014) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 263		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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 100		article
2017Monetary Policy, the Financial Cycle and Ultra-low Interest Rates.(2017) In: PIER Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 100		paper
.() In: .
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 100		paper
2017Accounting for debt service: the painful legacy of credit booms In: BIS Working Papers.
[Full Text][Citation analysis]		paper18
.() In: .
[Full Text][Citation analysis]
This paper has another 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]		paper10
2021Which Credit Gap Is Better at Predicting Financial Crises? A Comparison of Univariate Filters.(2021) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		article
2020Leverage Dynamics and the Burden of Debt In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article5
.() In: .
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		paper44
2009An economic capital model integrating credit and interest rate risk in the banking book.(2009) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 44		paper
2010An economic capital model integrating credit and interest rate risk in the banking book.(2010) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 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]		article66
2020Forecasting recessions: the importance of the financial cycle In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article5
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.
[Full Text][Citation analysis]		chapter0
2018Going With the Flows: New Borrowing, Debt Service and the Transmission of Credit Booms In: NBER Working Papers.
[Full Text][Citation analysis]		paper18
.() In: .
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
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]		article63
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team