28
H index
40
i10 index
4183
Citations
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:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Mathias Drehmann. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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BIS Quarterly Review | 12 |
International Journal of Central Banking | 3 |
Journal of Banking & Finance | 2 |
Year | Title of citing document | |
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2024 | The Effect of Monetary Policy on Systemic Bank Funding Stability. (2024). Grimm, Maximilian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:341. Full description at Econpapers || Download paper | |
2025 | Dollarization 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. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2025 | . Full description at Econpapers || Download paper | |
2024 | Synchronizacja 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. Full description at Econpapers || Download paper | |
2024 | Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States. (2024). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.00822. Full description at Econpapers || Download paper | |
2024 | The boosted HP filter is more general than you might think. (2024). Shi, Zhentao ; Phillips, Peter ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2209.09810. Full description at Econpapers || Download paper | |
2024 | Applying News and Media Sentiment Analysis for Generating Forex Trading Signals. (2024). Olaiyapo, Oluwafemi F. In: Papers. RePEc:arx:papers:2403.00785. Full description at Econpapers || Download paper | |
2024 | Credit Risk Assessment Model for UAE Commercial Banks: A Machine Learning Approach. (2024). Dungore, Parizad ; Saxena, Aditya. In: Papers. RePEc:arx:papers:2407.12044. Full description at Econpapers || Download paper | |
2024 | New 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. Full description at Econpapers || Download paper | |
2025 | A 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. Full description at Econpapers || Download paper | |
2025 | Failing Banks. (2025). Correia, Sergio ; Verner, Emil ; Luck, Stephan. In: Papers. RePEc:arx:papers:2506.06082. Full description at Econpapers || Download paper | |
2024 | Decomposing Systemic Risk: The Roles of Contagion and Common Exposures. (2024). Hipp, Ruben ; Halaj, Grzegorz. In: Staff Working Papers. RePEc:bca:bocawp:24-19. Full description at Econpapers || Download paper | |
2025 | Assessing consumer CBDC adoption in Luxembourg: A micro-simulation approach. (2025). Giordana, Gastón. In: BCL working papers. RePEc:bcl:bclwop:bclwp193. Full description at Econpapers || Download paper | |
2024 | Impact 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. Full description at Econpapers || Download paper | |
2024 | Partial 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. Full description at Econpapers || Download paper | |
2024 | Detecting excessive credit growth: An approach based on structural counterfactuals. (2024). Sass, Magnus. In: Berlin School of Economics Discussion Papers. RePEc:bdp:dpaper:0046. Full description at Econpapers || Download paper | |
2024 | Who 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. Full description at Econpapers || Download paper | |
2024 | Risky Firms and Fragile Banks: Implications for Macroprudential Policy. (2024). Villa, Stefania ; Moyen, Stéphane ; Lewis, Vivien ; Gasparini, Tommaso. In: Working papers. RePEc:bfr:banfra:944. Full description at Econpapers || Download paper | |
2024 | Doubling Down: The Synergy of CCyB Release and Monetary Policy Easing. (2024). Jude, Cristina ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:961. Full description at Econpapers || Download paper | |
2024 | Keeping 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. Full description at Econpapers || Download paper | |
2024 | Interest rate risk exposures of non-financial corporates and households. (2024). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:70. Full description at Econpapers || Download paper | |
2025 | International 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. Full description at Econpapers || Download paper | |
2024 | Whither inflation targeting as a global monetary standard?. (2024). BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:1230. Full description at Econpapers || Download paper | |
2024 | Calibrating 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. Full description at Econpapers || Download paper | |
2024 | American 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. Full description at Econpapers || Download paper | |
2024 | Loan‐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. Full description at Econpapers || Download paper | |
2024 | Financial 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. Full description at Econpapers || Download paper | |
2024 | Monetary 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. Full description at Econpapers || Download paper | |
2024 | Effects 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | A 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. Full description at Econpapers || Download paper | |
2024 | Challenges 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. Full description at Econpapers || Download paper | |
2024 | Stress 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. Full description at Econpapers || Download paper | |
2024 | Buying 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. Full description at Econpapers || Download paper | |
2024 | Risk-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. Full description at Econpapers || Download paper | |
2024 | Aim, focus, shoot. The choice of appropriate and effective macroprudential instruments. (2024). Azzone, Michele ; Pirovano, Mara. In: Working Paper Series. RePEc:ecb:ecbwps:20242979. Full description at Econpapers || Download paper | |
2025 | From 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. Full description at Econpapers || Download paper | |
2024 | Impact 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. Full description at Econpapers || Download paper | |
2024 | Korea’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. Full description at Econpapers || Download paper | |
2024 | Interbank 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. Full description at Econpapers || Download paper | |
2024 | Data 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. Full description at Econpapers || Download paper | |
2024 | Frictionless 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. Full description at Econpapers || Download paper | |
2024 | Does 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. Full description at Econpapers || Download paper | |
2024 | Estimating 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | Business 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. Full description at Econpapers || Download paper | |
2024 | Decoding 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. Full description at Econpapers || Download paper | |
2024 | Monetary 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. Full description at Econpapers || Download paper | |
2024 | Constructing 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. Full description at Econpapers || Download paper | |
2024 | How 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. Full description at Econpapers || Download paper | |
2024 | Financial 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. Full description at Econpapers || Download paper | |
2024 | Optimizing 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. Full description at Econpapers || Download paper | |
2024 | Biodiversity 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. Full description at Econpapers || Download paper | |
2024 | A 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. Full description at Econpapers || Download paper | |
2024 | Revisiting 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2025 | Persistent 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. Full description at Econpapers || Download paper | |
2024 | Prescreening 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2025 | Spotlight 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. Full description at Econpapers || Download paper | |
2024 | Bank 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. Full description at Econpapers || Download paper | |
2024 | Does 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. Full description at Econpapers || Download paper | |
2024 | Can 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. Full description at Econpapers || Download paper | |
2024 | Financial 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. Full description at Econpapers || Download paper | |
2024 | Disentangling 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. Full description at Econpapers || Download paper | |
2024 | Too-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. Full description at Econpapers || Download paper | |
2024 | Market 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. Full description at Econpapers || Download paper | |
2024 | Estimating 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. Full description at Econpapers || Download paper | |
2024 | Estimating 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. Full description at Econpapers || Download paper | |
2024 | Which 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. Full description at Econpapers || Download paper | |
2024 | A 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. Full description at Econpapers || Download paper | |
2024 | Capital 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | Basel 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. Full description at Econpapers || Download paper | |
2024 | Losing 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. Full description at Econpapers || Download paper | |
2024 | Inspecting 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. Full description at Econpapers || Download paper | |
2025 | Not 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. Full description at Econpapers || Download paper | |
2024 | Traditional output dynamics: A structural perspective. (2024). Malikane, Christopher. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:82:y:2024:i:c:s0164070424000557. Full description at Econpapers || Download paper | |
2024 | Effects 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. Full description at Econpapers || Download paper | |
2024 | Optimal 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. Full description at Econpapers || Download paper | |
2024 | Early 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. Full description at Econpapers || Download paper | |
2024 | Political 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. Full description at Econpapers || Download paper | |
2024 | Asymmetric 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. Full description at Econpapers || Download paper | |
2024 | Corruption, 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. Full description at Econpapers || Download paper | |
2024 | Central 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. Full description at Econpapers || Download paper | |
2024 | Central 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. Full description at Econpapers || Download paper | |
2024 | Assessment 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. Full description at Econpapers || Download paper | |
2024 | Loan 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. Full description at Econpapers || Download paper | |
2024 | Time-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. Full description at Econpapers || Download paper | |
2024 | Has 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. Full description at Econpapers || Download paper | |
2024 | A 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. Full description at Econpapers || Download paper | |
2025 | The 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. Full description at Econpapers || Download paper | |
2025 | Is 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. Full description at Econpapers || Download paper | |
2025 | A 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. Full description at Econpapers || Download paper | |
2024 | Looking 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. Full description at Econpapers || Download paper | |
2024 | Domestic 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. Full description at Econpapers || Download paper | |
2024 | Can 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. Full description at Econpapers || Download paper | |
2025 | Is 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. Full description at Econpapers || Download paper | |
2024 | Has 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. Full description at Econpapers || Download paper | |
2024 | How 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. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2005 | Herding and Contrarian Behavior in Financial Markets: An Internet Experiment In: American Economic Review. [Full Text][Citation analysis] | article | 155 |
2003 | Herding 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 | |
2003 | Herding 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 | |
2004 | Herding 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 | |
2004 | Herding 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 | |
2002 | Herding 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 | |
2002 | Herding 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 | |
2002 | Herding 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 | |
2005 | Herding with and without Payoff Externalities - An Internet Experiment In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2020 | Central bank bond purchases in emerging market economies In: BIS Bulletins. [Full Text][Citation analysis] | paper | 46 |
2023 | Global tightening, banking stress and market resilience in EMEs In: BIS Papers. [Full Text][Citation analysis] | book | 1 |
2009 | Assessing the risk of banking crises - revisited In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 460 |
2009 | Macro stress tests and crises: what can we learn? In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 70 |
2011 | Systemic importance: some simple indicators In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 77 |
2012 | Do debt service costs affect macroeconomic and financial stability? In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 109 |
2013 | How 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] | article | 152 |
2013 | Total credit as an early warning indicator for systemic banking crises In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 55 |
2014 | The credit-to-GDP gap and countercyclical capital buffers: questions and answers In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 163 |
2015 | How much income is used for debt payments? A new database for debt service ratios In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 27 |
2018 | Early warning indicators of banking crises: expanding the family In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 74 |
2018 | Early 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 | |
2018 | The financial cycle and recession risk In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 35 |
2020 | Changes in monetary policy operating procedures over the last decade: insights from a new database In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 4 |
2022 | The global foreign exchange market in a higher-volatility environment In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 7 |
2022 | The Holt-Winters filter and the one-sided HP filter: A close correspondence In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | The 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 nother version. Agregated cites: 0 | paper | |
2023 | The Holt–Winters filter and the one-sided HP filter: A close correspondence.(2023) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2022 | The scarring effects of deep contractions In: BIS Working Papers. [Full Text][Citation analysis] | paper | 12 |
2022 | The 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 | |
2023 | Long-term debt propagation and real reversals In: BIS Working Papers. [Full Text][Citation analysis] | paper | 1 |
2023 | Long-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 | |
2024 | Aggregate debt servicing and the limit on private credit In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Aggregate 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 | |
2009 | Towards an operational framework for financial stability: fuzzy measurement and its consequences In: BIS Working Papers. [Full Text][Citation analysis] | paper | 183 |
2011 | Toward 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 | |
2009 | Towards 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 | |
2010 | Funding liquidity risk: definition and measurement In: BIS Working Papers. [Full Text][Citation analysis] | paper | 33 |
2009 | Funding liquidity risk: definition and measurement.(2009) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2010 | Countercyclical capital buffers: exploring options In: BIS Working Papers. [Full Text][Citation analysis] | paper | 231 |
2011 | Measuring the systemic importance of interconnected banks In: BIS Working Papers. [Full Text][Citation analysis] | paper | 171 |
2013 | Measuring 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 | |
2011 | Anchoring countercyclical capital buffers: the role of credit aggregates In: BIS Working Papers. [Full Text][Citation analysis] | paper | 377 |
2011 | Anchoring 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 | |
2012 | Stress-testing macro stress testing: does it live up to expectations? In: BIS Working Papers. [Full Text][Citation analysis] | paper | 171 |
2014 | Stress-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 | |
2012 | Characterising the financial cycle: dont lose sight of the medium term! In: BIS Working Papers. [Full Text][Citation analysis] | paper | 471 |
2013 | Evaluating early warning indicators of banking crises: Satisfying policy requirements In: BIS Working Papers. [Full Text][Citation analysis] | paper | 289 |
2014 | Evaluating 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 | |
2015 | Leverage dynamics and the real burden of debt In: BIS Working Papers. [Full Text][Citation analysis] | paper | 43 |
2016 | Monetary policy, the financial cycle and ultra-low interest rates In: BIS Working Papers. [Full Text][Citation analysis] | paper | 109 |
2017 | Monetary 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 | |
2017 | Monetary 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 | |
2016 | Monetary 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 | |
2017 | Accounting for debt service: the painful legacy of credit booms In: BIS Working Papers. [Full Text][Citation analysis] | paper | 25 |
2017 | Accounting 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 | |
2018 | Why you should use the Hodrick-Prescott filter - at least to generate credit gaps In: BIS Working Papers. [Full Text][Citation analysis] | paper | 80 |
2019 | Predicting recessions: financial cycle versus term spread In: BIS Working Papers. [Full Text][Citation analysis] | paper | 23 |
2020 | Which credit gap is better at predicting financial crises? A comparison of univariate filters In: BIS Working Papers. [Full Text][Citation analysis] | paper | 13 |
2021 | Which 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 | |
2020 | Leverage Dynamics and the Burden of Debt In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 5 |
2016 | Leverage 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 | |
2010 | An economic capital model integrating credit and interest rate risk in the banking book In: Bank of England working papers. [Full Text][Citation analysis] | paper | 45 |
2009 | An 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 | |
2010 | An 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 | |
2012 | Liquidity risk, cash-flow constraints and systemic feedbacks In: Bank of England working papers. [Full Text][Citation analysis] | paper | 28 |
2008 | The 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] | paper | 28 |
2016 | Leverage dynamics and the burden of debt In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2016 | Monetary policy, the financial cycle and ultralow interest rates In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 47 |
2017 | Accounting for debt service : The painful legacy of credit booms In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
2018 | Going with the flows : New borrowing, debt service and the transmission of credit booms In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 20 |
2009 | Evaluación del riesgo de crisis bancarias: una revisión In: Boletín. [Full Text][Citation analysis] | article | 0 |
2009 | El 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] | article | 0 |
2005 | Herding With and Without Payoff Externalities - An Internet Experiment In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 30 |
2007 | Herding 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 | |
2004 | Herding 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 | |
2008 | A research perspective on the propagation of the credit market turmoil In: Research Bulletin. [Full Text][Citation analysis] | article | 4 |
2010 | The 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] | article | 73 |
2020 | Forecasting recessions: the importance of the financial cycle In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 12 |
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2007 | Integrating 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] | paper | 6 |
2011 | Comment on How to Calculate Systemic Risk Surcharges In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
2018 | Going With the Flows: New Borrowing, Debt Service and the Transmission of Credit Booms In: NBER Working Papers. [Full Text][Citation analysis] | paper | 19 |
2018 | Going 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 | |
2002 | The 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] | article | 79 |
2007 | Discussion of Banks, Markets and Liquidity In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] | chapter | 2 |
2017 | Debt Service: The Painful Legacy of Credit Booms In: 2017 Meeting Papers. [Full Text][Citation analysis] | paper | 14 |
2012 | The effects of countercyclical capital buffers on bank lending In: Applied Economics Letters. [Full Text][Citation analysis] | article | 69 |
2011 | Financial Instability and Macroeconomics: Bridging the Gulf In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 5 |
2013 | Can We Identify the Financial Cycle? In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 3 |
2002 | Will an optimal deposit insurance always increase financial stability? In: Bonn Econ Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
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