Mathias Drehmann : Citation Profile

Bank for International Settlements (BIS)

28

H index

40

i10 index

4183

Citations

RESEARCH PRODUCTION:

31

Articles

53

Papers

1

Books

5

Chapters

RESEARCH ACTIVITY:

   22 years (2002 - 2024). See details.
   Cites by year: 190
   Journals where Mathias Drehmann has often published
   Relations with other researchers
   Recent citing documents: 157.    Total self citations: 50 (1.18 %)

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   Permalink: http://citec.repec.org/pdr53
   Updated: 2025-06-21    RAS profile: 2025-06-10    
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Relations with other researchers

Works with:

Juselius, John (4)

Yetman, James (2)

Korinek, Anton (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 (111)

Gambacorta, Leonardo (45)

Hubert, Paul (42)

Rungcharoenkitkul, Phurichai (37)

Labondance, Fabien (35)

Disyatat, Piti (34)

Detken, Carsten (33)

Juselius, John (28)

Hofmann, Boris (28)

Alessandri, Piergiorgio (27)

Bologna, Pierluigi (27)

Cites to:

BORIO, Claudio (116)

Schularick, Moritz (62)

Jorda, Oscar (60)

Taylor, Alan (59)

Juselius, John (47)

Tsatsaronis, Kostas (40)

Terrones, Marco (38)

Reinhart, Carmen (32)

Mian, Atif (26)

Claessens, Stijn (23)

Kose, Ayhan (23)

Main data

Where Mathias Drehmann has published?

Journals with more than one article published# docs
BIS Quarterly Review12
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 Settlements18
Bank of Finland Research Discussion Papers / Bank of Finland6
Bonn Econ Discussion Papers / University of Bonn, Bonn Graduate School of Economics (BGSE)3
NBER Working Papers / National Bureau of Economic Research, Inc2
Working Paper Series / European Central Bank2
Working Papers Central Bank of Chile / Central Bank of Chile2

Recent works citing Mathias Drehmann (2025 and 2024)

YearTitle of citing document
2024The Effect of Monetary Policy on Systemic Bank Funding Stability. (2024). Grimm, Maximilian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:341.

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2025Dollarization and Growth: An Application of the Synthetic Control Method to the Case of Ecuador. (2025). Vera, Leonardo ; Perez, Bryan. In: World Journal of Applied Economics. RePEc:ana:journl:v:11:y:2025:i:1:p:17-37.

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2024.

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2025.

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2024Synchronizacja cyklu gospodarczego i finansowego w krajach Unii Europejskiej. (2024). Markowski, Ukasz ; Ostrowska, Aleksandra. In: Ekonomista. RePEc:aoq:ekonom:y:2024:i:2:p:178-208.

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2024Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States. (2024). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.00822.

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2024The boosted HP filter is more general than you might think. (2024). Shi, Zhentao ; Phillips, Peter ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2209.09810.

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2024Applying News and Media Sentiment Analysis for Generating Forex Trading Signals. (2024). Olaiyapo, Oluwafemi F. In: Papers. RePEc:arx:papers:2403.00785.

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2024Credit Risk Assessment Model for UAE Commercial Banks: A Machine Learning Approach. (2024). Dungore, Parizad ; Saxena, Aditya. In: Papers. RePEc:arx:papers:2407.12044.

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2024New approaches of the DCC-GARCH residual: Application to foreign exchange rates. (2024). Yamakami, Tomohisa ; Shiraya, Kenichiro ; Suzuki, Kanji. In: Papers. RePEc:arx:papers:2411.08246.

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2025A data-driven econo-financial stress-testing framework to estimate the effect of supply chain networks on financial systemic risk. (2025). Diem, Christian ; Fialkowski, Jan ; Borsos, Andr'As ; Thurner, Stefan. In: Papers. RePEc:arx:papers:2502.17044.

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2025Failing Banks. (2025). Correia, Sergio ; Verner, Emil ; Luck, Stephan. In: Papers. RePEc:arx:papers:2506.06082.

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2024Decomposing Systemic Risk: The Roles of Contagion and Common Exposures. (2024). Hipp, Ruben ; Halaj, Grzegorz. In: Staff Working Papers. RePEc:bca:bocawp:24-19.

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2025Assessing consumer CBDC adoption in Luxembourg: A micro-simulation approach. (2025). Giordana, Gastón. In: BCL working papers. RePEc:bcl:bclwop:bclwp193.

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2024Impact of Financial Inclusion in Line with Mobile Money on Currency in Circulation. (2024). Kaluba, Temwa Joshua ; Kaira, Benjamin. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:9:p:3593-3604.

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2024Partial identification of treatment response under complementarity and substitutability. (2024). Rainone, Edoardo ; Arduini, Tiziano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1473_24.

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2024Detecting excessive credit growth: An approach based on structural counterfactuals. (2024). Sass, Magnus. In: Berlin School of Economics Discussion Papers. RePEc:bdp:dpaper:0046.

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2024Who Takes the Land? Quantifying the Use of Built-Up Land by French Economic Sectors to Assess Their Vulnerability to the No Net Land Take Policy. (2024). Salin, Mathilde ; De, Etienne. In: Working papers. RePEc:bfr:banfra:941.

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2024Risky Firms and Fragile Banks: Implications for Macroprudential Policy. (2024). Villa, Stefania ; Moyen, Stéphane ; Lewis, Vivien ; Gasparini, Tommaso. In: Working papers. RePEc:bfr:banfra:944.

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2024Doubling Down: The Synergy of CCyB Release and Monetary Policy Easing. (2024). Jude, Cristina ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:961.

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2024Keeping the momentum: how finance can continue to support growth in EMEs. (2024). Zampolli, Fabrizio ; Mehrotra, Aaron ; Banerjee, Ryan Niladri. In: BIS Papers chapters. RePEc:bis:bisbpc:148-01.

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2024Interest rate risk exposures of non-financial corporates and households. (2024). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:70.

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2025International finance through the lens of BIS statistics: the international dimensions of credit. (2025). Ehlers, Torsten ; Hardy, Bryan ; McGuire, Patrick. In: BIS Quarterly Review. RePEc:bis:bisqtr:2503f.

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2024Whither inflation targeting as a global monetary standard?. (2024). BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:1230.

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2024Calibrating the countercyclical capital buffer using AUROCs. (2024). Bologna, Pierluigi ; Galardo, Maddalena. In: Economic Notes. RePEc:bla:ecnote:v:53:y:2024:i:1:n:e12230.

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2024American financial hegemony, global capital cycles, and the macroeconomic growth environment. (2024). Winecoff, William K ; Ba, Heather. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:1:p:334-372.

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2024Loan‐to‐value limits as a macroprudential policy tool: Developments in theory and practice. (2024). Gatt, William. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:232-267.

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2024Financial stability, stranded assets and the low‐carbon transition – A critical review of the theoretical and applied literatures. (2024). Daumas, Louis. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:601-716.

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2024Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect. (2024). Caballero, Ricardo ; Simsek, Alp. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:1719-1753.

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2024Effects of COVID‐19 support measures on bank lending: Lessons from the release of countercyclical capital buffer and loan guarantee schemes in Hong Kong. (2024). Ho, Vincent Pok ; Wong, Andrew. In: Pacific Economic Review. RePEc:bla:pacecr:v:29:y:2024:i:3:p:299-327.

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2024The Time-varying Zone-like and Asymmetric Preference of Central Banks: Evidence from China. (2024). Yu, Jun ; Chen, Chuanglian ; Zeng, Tao ; Liu, Xiaobin. In: Working Papers. RePEc:boa:wpaper:202421.

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2024A Stress Test Approach to the Calibration of Borrower-Based Measures: A Case Study of the Czech Republic. (2024). Gregor, Jiri. In: Working Papers. RePEc:cnb:wpaper:2024/2.

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2024Challenges for monetary and fiscal policy interactions in the post-pandemic era. (2024). Skotida, Ifigeneia ; Silgado-Gómez, Edgar ; Renault, Théodore ; Rannenberg, Ansgar ; Papageorgiou, Dimitris ; Patella, Valeria ; Notarpietro, Alessandro ; Moyen, Stéphane ; McClung, Nigel ; Mavromatis, Kostas(Konstantinos) ; Marx, Magali ; Kolasa, Marcin ; Kataryniuk, Iván ; Hurtado, Samuel ; Gomes, Sandra ; Dominguez-Diaz, Ruben ; Christoffel, Kai ; Buss, Ginters ; Brzoza-Brzezina, Michal ; Bonam, Dennis ; Aldama, Pierre ; Dobrew, Michael ; Lechthaler, Wolfgang ; Holm-Hadulla, Federic ; Schmoller, Michaela Elfsbacka ; Silgado-Gomez, Edgar ; Ciccarelli, Matteo ; Estoad, Toma ; Eleznik, Martin ; Menendez-Alvarez, Carolina ; Hauptmeier, Sebastian ; von Thadden, Leo ; Bakowski, Krzysztof ; Jacquinot, Pascal ; da Costa, Jose Cardoso ; Bouabdallah, Othman ; Mui, Ivan. In: Occasional Paper Series. RePEc:ecb:ecbops:2024337.

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2024Stress testing with multiple scenarios: a tale on tails and reverse stress scenarios. (2024). Budnik, Katarzyna ; Angotti, Romain ; Aikman, David. In: Working Paper Series. RePEc:ecb:ecbwps:20242941.

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2024Buying insurance at low economic cost – the effects of bank capital buffer increases since the pandemic. (2024). Reghezza, Alessio ; Behn, Markus ; Forletta, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20242951.

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2024Risk-to buffer: setting cyclical and structural banks capital requirements through stress test. (2024). Scalone, Valerio ; Couaillier, Cyril. In: Working Paper Series. RePEc:ecb:ecbwps:20242966.

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2024Aim, focus, shoot. The choice of appropriate and effective macroprudential instruments. (2024). Azzone, Michele ; Pirovano, Mara. In: Working Paper Series. RePEc:ecb:ecbwps:20242979.

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2025From losses to buffer - calibrating the positive neutral CCyB rate in the euro area. (2025). Stammwitz, Florian ; Pirovano, Mara ; Pereira, Ana ; de Nora, Giorgia. In: Working Paper Series. RePEc:ecb:ecbwps:20253061.

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2024Impact of global liquidity on Indian financial markets and monetary policy outcomes: An ARDL approach. (2024). CHAUBAL, ADITI ; Padha, Vimarsh. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000945.

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2024Korea’s neutral interest rate: Estimates, determinants, and monetary policy stance. (2024). Ho, Kyu ; Do, Kyeongtak. In: Journal of Asian Economics. RePEc:eee:asieco:v:92:y:2024:i:c:s1049007824000277.

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2024Interbank network reconstruction enforcing density and reciprocity. (2024). Macchiati, Valentina ; Mazzarisi, Piero ; Garlaschelli, Diego. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:186:y:2024:i:c:s0960077924008312.

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2024Data driven cost-sensitive boosted tree for interpretable banking systemic risk prediction. (2024). Wang, Zhijie ; Xia, Meng ; Liu, Wanan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:189:y:2024:i:p1:s0960077924012165.

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2024Frictionless house-price momentum. (2024). Moura, Alban ; Fve, Patrick. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001921.

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2024Does macroprudential policy leak? Evidence from shadow bank lending in EU countries. (2024). Ngo, Ngoc Anh ; Hodula, Martin. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000130.

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2024Estimating the output gap after COVID: How to address unprecedented macroeconomic variations. (2024). Parra-Amado, Daniel ; Granados, Camilo. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000671.

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2024The calibration of initial shocks in bank stress test scenarios: An outlier detection based approach. (2024). Darne, Olivier ; Levy-Rueff, Guy ; Pop, Adrian. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001007.

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2024Business cycle synchronization and asymmetry in the European Union. (2024). Tica, Josip ; Panovska, Irina ; Arčabić, Vladimir ; Arabi, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001676.

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2024Decoding market reactions: The certification role of EU-wide stress tests. (2024). Ongena, Steven ; Marques, Aurea ; Durrani, Agha. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001858.

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2024Monetary and macroprudential policies: How to Be green? A political-economy approach. (2024). Masciandaro, Donato ; Russo, Riccardo. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002888.

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2024Constructing early warning indicators for banks using machine learning models. (2024). Tarkocin, Coskun ; Donduran, Murat. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001419.

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2024How macroeconomic conditions affect systemic risk in the short and long-run?. (2024). Kurter, Zeynep O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082400007x.

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2024Financial cycle comovement with monetary and macroprudential policy and global factors: Evidence from India. (2024). Mundra, Sruti ; Bicchal, Motilal. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000457.

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2024Optimizing composite early warning indicators. (2024). Beltran, Daniel ; Dalal, Vihar M ; Jahan-Parvar, Mohammad R ; Paine, Fiona A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s106294082400175x.

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2024Biodiversity loss and financial stability as a new frontier for central banks: An exploration for France. (2024). Svartzman, Romain ; Godin, Antoine ; Gauthey, Julien ; Calas, Julien ; Berger, Joshua ; Espagne, Etienne ; Vallier, Antoine ; Hadji-Lazaro, Paul ; Salin, Mathilde. In: Ecological Economics. RePEc:eee:ecolec:v:223:y:2024:i:c:s0921800924001435.

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2024A new macro-financial condition index for the euro area. (2024). MORANA, CLAUDIO. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:64-87.

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2024Revisiting international house price convergence using house price level data. (2024). GUPTA, RANGAN ; André, Christophe ; Christou, Christina. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000037.

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2024The asymmetric effects of monetary policy on stock price bubbles. (2024). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001533.

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2025Persistent slumps: Innovation and the credit channel of monetary policy. (2025). Minetti, Raoul ; Tarquini, Giulio ; Cao, Qingqing ; Beqiraj, Elton. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s0014292124002757.

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2024Prescreening bank failures with K-means clustering: Pros and cons. (2024). Parnes, Dror ; Gormus, Alper. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001546.

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2024The writing on the wall: A connectedness-based analysis of ownership structure and bank risk in China. (2024). Wang, Ming-Hui ; Zhou, Jia-Qi ; Wu, Feng-Lin. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003971.

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2025Spotlight on physical risk: Assessing the banks stock reaction to the ECB climate stress test. (2025). Fiordelisi, Franco ; Ricci, Ornella ; Santilli, Gianluca. In: International Review of Financial Analysis. RePEc:eee:finana:v:98:y:2025:i:c:s1057521924008147.

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2024Bank connectedness and excessive risk-taking: Some cross-country evidence. (2024). Yan, Yuanyun ; Wang, Peiwen ; Chen, Minghua ; Wu, JI. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s154461232301293x.

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2024Does the strength of the US dollar affect the interdependence among currency exchange rates of RCEP and CPTPP countries?. (2024). Wang, Mengjiao ; Liu, Jianxu ; Yang, Bing. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001405.

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2024Can local government implicit debt raise regional financial market spillover? Evidence from China. (2024). Wang, Xuya ; Yang, Xin ; Song, Linjia ; Cao, Jie ; Huang, Chuangxia. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324009036.

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2024Financial measures and banking crisis: New evidence. (2024). Aharon, David Y ; Bojaj, Martin M. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013552.

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2024Disentangling the supply and announcement effects of open market operations. (2024). Bulusu, Narayan. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s1386418123000691.

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2024Too-systemic-to-fail: Empirical comparison of systemic risk measures in the Eurozone financial system. (2024). Armanious, Amir. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000585.

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2024Market reaction to the expected loss model in banks. (2024). Onali, Enrico ; Torluccio, Giuseppe ; Cardillo, Giovanni ; Ginesti, Gianluca. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308921000449.

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2024Estimating the impact of supply chain network contagion on financial stability. (2024). Diem, Christian ; Thurner, Stefan ; Borsos, Andrs ; Tabachov, Zlata ; Burger, Csaba. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001219.

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2024Estimating systemic risk for non-listed Euro-area banks. (2024). Parisi, Laura ; Engle, Robert ; Pizzeghello, Riccardo ; Manganelli, Simone ; Emambakhsh, Tina. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001244.

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2024Which witch is which? Deconstructing the foreign exchange markets activity. (2024). Sharma, Rajiv ; Orlov, Alexei G. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s104402832400019x.

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2024A balance sheet analysis of monetary policy effects on banks. (2024). Li, Boyao. In: Global Finance Journal. RePEc:eee:glofin:v:61:y:2024:i:c:s1044028324000450.

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2024Capital flow dynamics and the synchronization of financial cycles and business cycles in emerging market economies. (2024). Juhro, Solikin ; Narayan, Paresh Kumar ; Iyke, Bernard Njindan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000465.

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2024The good, the bad, and the not-so-ugly of credit booms?: capital allocation and financial constraints. (2024). Braun, Matias ; Marcet, Francisco ; Raddatz, Claudio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000189.

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2024Basel III countercyclical bank capital buffer estimation and its relation to monetary policy. (2024). Perote, Javier ; Cortés, Lina ; Cortes, Lina M ; Rendon, Juan F. In: Journal of Economics and Business. RePEc:eee:jebusi:v:130:y:2024:i:c:s0148619524000158.

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2024Losing traction? The real effects of monetary policy when interest rates are low. (2024). Hofmann, Boris ; Disyatat, Piti ; BORIO, Claudio ; Ahmed, Rashad. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560623002000.

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2024Inspecting cross-border macro-financial mechanisms. (2024). Rubio, Margarita ; Leiva-Leon, Danilo ; Gerba, Eddie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000810.

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2025Not all banking crises are alike: Assessing their distributional impacts relative to pre-crisis credit gaps. (2025). Ligonnière, Samuel ; Ligonnire, Samuel ; Mathonnat, Clment ; Atsebi, Jean-Marc. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:150:y:2025:i:c:s0261560624002079.

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2024Traditional output dynamics: A structural perspective. (2024). Malikane, Christopher. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:82:y:2024:i:c:s0164070424000557.

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2024Effects of a fearful emotional state on financial decisions in the presence of prior outcome information. (2024). Lopez-Guzman, Silvia ; Sautua, Santiago I. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:101:y:2024:i:c:s016748702400014x.

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2024Optimal capital adequacy ratios for banks. (2024). Juelsrud, Ragnar Enger ; Andersen, Henrik. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:2:s2666143823000285.

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2024Early warning models for systemic banking crises: Can political indicators improve prediction?. (2024). Uebelmesser, Silke ; Huynh, Tran. In: European Journal of Political Economy. RePEc:eee:poleco:v:81:y:2024:i:c:s0176268023001283.

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2024Political institutions and output collapses. (2024). Temple, Jonathan ; Imam, Patrick. In: European Journal of Political Economy. RePEc:eee:poleco:v:85:y:2024:i:c:s0176268024000752.

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2024Asymmetric nexus between shadow economy and financial instability: Does institutional quality matter?. (2024). Ramakrishnan, Suresh ; Faisal, Faisal ; Ghazi, Hamid ; Ali, Adnan ; Ur, Sami. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001388.

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2024Corruption, lending and bank performance. (2024). Molyneux, Philip ; Al-Fayoumi, Nedal ; ben Ammar, Mouldi ; Abuzayed, Bana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:802-830.

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2024Central bank intervention and financial bubbles. (2024). Beteto, Danilo Lopomo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1-19.

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2024Central banks and climate risks: Where we are and where we are going?. (2024). Fatima, R ; Care, R ; Boitan, I A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1200-1229.

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2024Assessment of the effectiveness of the macroprudential measures implemented in the context of the Covid-19 pandemic. (2024). Oliveira, Vitor ; Avezum, Lucas ; Serra, Diogo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1542-1555.

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2024Loan growth and quality over the credit cycle. (2024). Sohn, Wook ; Kim, Dohan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004519.

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2024Time-varying exchange rate pass-through over 2005–2021 using dynamic model averaging. (2024). Erden, Lutfi ; Colak, Yasemin ; Ozkan, Ibrahim. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005069.

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2024Has FinTech changed the sensitivity of corporate investment to interest rates?—Evidence from China. (2024). Lu, Yao ; Zhan, Shuwei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923002945.

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2024A Structural Vector Autoregression Exploration of South Africa’s Monetary and Macroprudential Policy Interactions. (2024). Nzimande, Ntokozo ; Magubane, Khwazi. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:10:p:278-:d:1499400.

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2025The Stability of the Financial Cycle: Insights from a Markov Switching Regression in South Africa. (2025). Magubane, Khwazi. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:2:p:76-:d:1582545.

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2025Is There a Common Financial Cycle in Systemic Economies?. (2025). Magubane, Khwazi. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:3:p:119-:d:1598489.

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2025A Multi-Stage Financial Distress Early Warning System: Analyzing Corporate Insolvency with Random Forest. (2025). Hamori, Shigeyuki ; Tanaka, Katsuyuki ; Higashide, Takuo ; Kinkyo, Takuji. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:4:p:195-:d:1628059.

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2024Looking Back Deeper, Recovering up Better: Resilience-Oriented Contrarian Thinking about COVID-19 Economic Impact. (2024). Chen, YU ; Lin, Xiaochen. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:15:p:6687-:d:1450048.

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2024Domestic vs. Foreign Institutional Investors: Who Improves ESG and Value of Chinese Companies?. (2024). Chang, Yu Jin ; Yoo, Jae Wook. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:18:p:8238-:d:1482992.

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2024Can governments sleep more soundly when holding international reserves? A banking and financial vulnerabilities perspective. (2024). Omay, Tolga ; Allegret, Jean-Pierre ; Allegret-Sallenave, Audrey. In: Post-Print. RePEc:hal:journl:hal-03945433.

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2025Is the CEMAC Banking System Resilient to Macrofinancial Shocks ?. (2025). Avom, Dsir ; Blaise, Etienne Indit ; Ntonga, Fabien Clive. In: Post-Print. RePEc:hal:journl:hal-05057312.

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2024Has Higher Household Indebtedness Weakened Monetary Policy Transmission?. (2024). Gelos, R. Gaston ; Rawat, Umang ; Mancini-Griffoli, Tommaso ; Khan, Shujaat ; Narita, Machiko ; Grinberg, Federico. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2024:q:1:a:8.

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2024How Micro Data Improve the Estimation of Household Credit Risk Within the Macro Stress Testing Framework. (2024). Klacso, Ján. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10453-9.

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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]		article155
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 nother version. Agregated cites: 155		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 nother version. Agregated cites: 155		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 nother version. Agregated cites: 155		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 nother version. Agregated cites: 155		paper
2002Herding and Contrarian Behavior in Financial Markets - An Internet Experiment.(2002) In: Experimental.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 155		paper
2002Herding and Contrarian Behavior in Financial Markets - An Internet Experiment.(2002) In: Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 155		paper
2002Herding and Contrarian Behavior in Financial Markets: An Internet Experiment.(2002) In: Bonn Econ Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 155		paper
2005Herding with and without Payoff Externalities - An Internet Experiment In: Working Papers.
[Full Text][Citation analysis]		paper2
2020Central bank bond purchases in emerging market economies In: BIS Bulletins.
[Full Text][Citation analysis]		paper46
2023Global tightening, banking stress and market resilience in EMEs In: BIS Papers.
[Full Text][Citation analysis]		book1
2009Assessing the risk of banking crises - revisited In: BIS Quarterly Review.
[Full Text][Citation analysis]		article460
2009Macro stress tests and crises: what can we learn? In: BIS Quarterly Review.
[Full Text][Citation analysis]		article70
2011Systemic importance: some simple indicators In: BIS Quarterly Review.
[Full Text][Citation analysis]		article77
2012Do debt service costs affect macroeconomic and financial stability? In: BIS Quarterly Review.
[Full Text][Citation analysis]		article109
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]		article152
2013Total credit as an early warning indicator for systemic banking crises In: BIS Quarterly Review.
[Full Text][Citation analysis]		article55
2014The credit-to-GDP gap and countercyclical capital buffers: questions and answers In: BIS Quarterly Review.
[Full Text][Citation analysis]		article163
2015How much income is used for debt payments? A new database for debt service ratios In: BIS Quarterly Review.
[Full Text][Citation analysis]		article27
2018Early warning indicators of banking crises: expanding the family In: BIS Quarterly Review.
[Full Text][Citation analysis]		article74
2018Early warning indicators of banking crises: expanding the family.(2018) In: Journal of Financial Transformation.
[Citation analysis]
This paper has nother version. Agregated cites: 74		article
2018The financial cycle and recession risk In: BIS Quarterly Review.
[Full Text][Citation analysis]		article35
2020Changes in monetary policy operating procedures over the last decade: insights from a new database In: BIS Quarterly Review.
[Full Text][Citation analysis]		article4
2022The global foreign exchange market in a higher-volatility environment In: BIS Quarterly Review.
[Full Text][Citation analysis]		article7
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.
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This paper has nother version. Agregated cites: 0		paper
2023The Holt–Winters filter and the one-sided HP filter: A close correspondence.(2023) In: Economics Letters.
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This paper has nother version. Agregated cites: 0		article
2022The scarring effects of deep contractions In: BIS Working Papers.
[Full Text][Citation analysis]		paper12
2022The scarring effects of deep contractions.(2022) In: Bank of Finland Research Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2023Long-term debt propagation and real reversals In: BIS Working Papers.
[Full Text][Citation analysis]		paper1
2023Long-term debt propagation and real reversals.(2023) In: Bank of Finland Research Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2024Aggregate debt servicing and the limit on private credit In: BIS Working Papers.
[Full Text][Citation analysis]		paper0
2024Aggregate Debt Servicing and the Limit on Private Credit.(2024) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2009Towards an operational framework for financial stability: fuzzy measurement and its consequences In: BIS Working Papers.
[Full Text][Citation analysis]		paper183
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 nother version. Agregated cites: 183		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 nother version. Agregated cites: 183		paper
2010Funding liquidity risk: definition and measurement In: BIS Working Papers.
[Full Text][Citation analysis]		paper33
2009Funding liquidity risk: definition and measurement.(2009) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2010Countercyclical capital buffers: exploring options In: BIS Working Papers.
[Full Text][Citation analysis]		paper231
2011Measuring the systemic importance of interconnected banks In: BIS Working Papers.
[Full Text][Citation analysis]		paper171
2013Measuring the systemic importance of interconnected banks.(2013) In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 171		article
2011Anchoring countercyclical capital buffers: the role of credit aggregates In: BIS Working Papers.
[Full Text][Citation analysis]		paper377
2011Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates.(2011) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 377		article
2012Stress-testing macro stress testing: does it live up to expectations? In: BIS Working Papers.
[Full Text][Citation analysis]		paper171
2014Stress-testing macro stress testing: Does it live up to expectations?.(2014) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 171		article
2012Characterising the financial cycle: dont lose sight of the medium term! In: BIS Working Papers.
[Full Text][Citation analysis]		paper471
2013Evaluating early warning indicators of banking crises: Satisfying policy requirements In: BIS Working Papers.
[Full Text][Citation analysis]		paper289
2014Evaluating early warning indicators of banking crises: Satisfying policy requirements.(2014) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 289		article
2015Leverage dynamics and the real burden of debt In: BIS Working Papers.
[Full Text][Citation analysis]		paper43
2016Monetary policy, the financial cycle and ultra-low interest rates In: BIS Working Papers.
[Full Text][Citation analysis]		paper109
2017Monetary Policy, the Financial Cycle, and Ultra-Low Interest Rates.(2017) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 109		article
2017Monetary Policy, the Financial Cycle and Ultra-low Interest Rates.(2017) In: PIER Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 109		paper
2016Monetary policy, the financial cycle and ultralow interest rates.(2016) In: Bank of Finland Research Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 109		paper
2017Accounting for debt service: the painful legacy of credit booms In: BIS Working Papers.
[Full Text][Citation analysis]		paper25
2017Accounting for debt service: The painful legacy of credit booms.(2017) In: Bank of Finland Research Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2018Why you should use the Hodrick-Prescott filter - at least to generate credit gaps In: BIS Working Papers.
[Full Text][Citation analysis]		paper80
2019Predicting recessions: financial cycle versus term spread In: BIS Working Papers.
[Full Text][Citation analysis]		paper23
2020Which credit gap is better at predicting financial crises? A comparison of univariate filters In: BIS Working Papers.
[Full Text][Citation analysis]		paper13
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 nother version. Agregated cites: 13		article
2020Leverage Dynamics and the Burden of Debt In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article5
2016Leverage dynamics and the burden of debt.(2016) In: Bank of Finland Research Discussion Papers.
[Full Text][Citation analysis]
This paper has nother 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]		paper45
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 nother version. Agregated cites: 45		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 nother version. Agregated cites: 45		article
2012Liquidity risk, cash-flow constraints and systemic feedbacks In: Bank of England working papers.
[Full Text][Citation analysis]		paper28
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]		paper28
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]		paper47
2017Accounting for debt service : The painful legacy of credit booms In: Research Discussion Papers.
[Full Text][Citation analysis]		paper19
2018Going with the flows : New borrowing, debt service and the transmission of credit booms In: Research Discussion Papers.
[Full Text][Citation analysis]		paper20
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
2005Herding With and Without Payoff Externalities - An Internet Experiment In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper30
2007Herding with and without payoff externalities -- an internet experiment.(2007) In: International Journal of Industrial Organization.
[Full Text][Citation analysis]
This paper has nother 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 nother version. Agregated cites: 30		paper
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]		article73
2020Forecasting recessions: the importance of the financial cycle In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article12
In: .
[Full Text][Citation analysis]		paper3
2007Integrating credit and interest rate risk: A theoretical framework and an application to banks balance sheets In: Money Macro and Finance (MMF) Research Group Conference 2006.
[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]		paper19
2018Going with the flows: New borrowing, debt service and the transmission of credit booms.(2018) In: Bank of Finland Research Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		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]		article79
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]		paper14
2012The effects of countercyclical capital buffers on bank lending In: Applied Economics Letters.
[Full Text][Citation analysis]		article69
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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