28
H index
38
i10 index
3832
Citations
Bank for International Settlements (BIS) | 28 H index 38 i10 index 3832 Citations RESEARCH PRODUCTION: 29 Articles 48 Papers 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 | 11 |
International Journal of Central Banking | 3 |
Journal of Banking & Finance | 2 |
Year | Title of citing document | |
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2022 | Working 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 | |
2022 | Behavioral 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 | |
2022 | A 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 | |
2023 | Modeling Long Cycles. (2020). Marmer, Vadim ; Kang, Natasha. In: Papers. RePEc:arx:papers:2010.13877. Full description at Econpapers || Download paper | |
2022 | The 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 | |
2022 | Central 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 | |
2022 | Using 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 | |
2022 | Sectoral 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 | |
2022 | Sectoral 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 | |
2022 | Calibrating 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 | |
2022 | SRISK: 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 | |
2023 | Estimating 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 | |
2022 | Macroeconomic 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 | |
2022 | Monetary 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 | |
2022 | Monetary 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 | |
2022 | Covid-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 | |
2022 | Private sector debt and financial stability. (2022). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:67. Full description at Econpapers || Download paper | |
2023 | Central 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 | |
2022 | Under 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 | |
2022 | Borrower 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 | |
2023 | Prudential 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 | |
2023 | Covid, 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 | |
2022 | Cross-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 | |
2022 | Debt 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 | |
2022 | Macro-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 | |
2023 | Overcoming 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 | |
2023 | CBDC 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 | |
2023 | Tackling 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 | |
2023 | Long-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 | |
2022 | Measuring 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 | |
2022 | Debt 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 | |
2022 | Financial 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 | |
2022 | Historical 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 | |
2023 | Global 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 | |
2023 | Towards 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 | |
2022 | Credit 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 | |
2022 | Foreign?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 | |
2022 | Hero 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 | |
2022 | Monetary 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 | |
2023 | A 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 | |
2022 | Predictable 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 | |
2022 | Joint 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 | |
2022 | Systemic 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 | |
2022 | Financial 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 | |
2022 | The 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 | |
2023 | Negative 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 | |
2023 | Semi-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 | |
2022 | Financial 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 | |
2022 | Monetary 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 | |
2022 | Alternative 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 | |
2023 | Macroprudential 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 | |
2022 | Renewal 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 | |
2022 | The 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 | |
2022 | The 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 | |
2023 | The 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 | |
2022 | Ideology 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 | |
2022 | Informing 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 | |
2022 | The 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 | |
2023 | Negative 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 | |
2023 | Does 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 | |
2023 | Medium-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 | |
2023 | Do 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 | |
2023 | Instability 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 | |
2023 | COVID-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 | |
2023 | Do 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 | |
2023 | Reconstruction 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 | |
2022 | A 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 | |
2022 | Contagion 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 | |
2022 | Market 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 | |
2022 | Monetary 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 | |
2022 | Capital 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 | |
2022 | Monetary 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 | |
2022 | Global 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 | |
2023 | What 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 | |
2023 | Effect 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 | |
2022 | Risk 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 | |
2023 | Topological 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 | |
2022 | Fiscal 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 | |
2023 | Preventing 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 | |
2022 | Measuring 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 | |
2023 | The 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 | |
2023 | Credit 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 | |
2022 | Systemic 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 | |
2022 | Measuring 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 | |
2022 | Do 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 | |
2023 | Measuring 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 | |
2023 | Heterogeneous 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 | |
2022 | Financial 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 | |
2022 | Financial 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 | |
2023 | Examining 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 | |
2023 | Central 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 | |
2022 | Early 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 | |
2022 | An 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 | |
2022 | Systemic 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... |
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 | 149 |
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 another version. Agregated cites: 149 | 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 another version. Agregated cites: 149 | 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 another version. Agregated cites: 149 | 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 another version. Agregated cites: 149 | paper | |
2002 | Herding 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 | |
2002 | Herding 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 | |
2002 | Herding 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 | |
2005 | Herding with and without Payoff Externalities - An Internet Experiment In: Working Papers. [Full Text][Citation analysis] | paper | 30 |
2005 | Herding 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 | |
2007 | Herding 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 | |
2004 | Herding 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 | |
2020 | Central bank bond purchases in emerging market economies In: BIS Bulletins. [Full Text][Citation analysis] | paper | 39 |
2009 | Assessing the risk of banking crises - revisited In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 429 |
2009 | Macro stress tests and crises: what can we learn? In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 67 |
2011 | Systemic importance: some simple indicators In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 73 |
2012 | Do debt service costs affect macroeconomic and financial stability? In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 91 |
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 | 148 |
2013 | Total credit as an early warning indicator for systemic banking crises In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 50 |
2014 | The credit-to-GDP gap and countercyclical capital buffers: questions and answers In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 150 |
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 | 25 |
2018 | Early warning indicators of banking crises: expanding the family In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 62 |
2018 | Early 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 | |
2018 | The financial cycle and recession risk In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 30 |
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 | 1 |
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 another version. Agregated cites: 0 | paper | |
2022 | The scarring effects of deep contractions In: BIS Working Papers. [Full Text][Citation analysis] | paper | 4 |
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2009 | Towards an operational framework for financial stability: fuzzy measurement and its consequences In: BIS Working Papers. [Full Text][Citation analysis] | paper | 180 |
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 another version. Agregated cites: 180 | 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 another version. Agregated cites: 180 | paper | |
2010 | Funding liquidity risk: definition and measurement In: BIS Working Papers. [Full Text][Citation analysis] | paper | 32 |
2009 | Funding liquidity risk: definition and measurement.(2009) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
2010 | Countercyclical capital buffers: exploring options In: BIS Working Papers. [Full Text][Citation analysis] | paper | 210 |
2011 | Measuring the systemic importance of interconnected banks In: BIS Working Papers. [Full Text][Citation analysis] | paper | 161 |
2013 | Measuring 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 | |
2011 | Anchoring countercyclical capital buffers: the role of credit aggregates In: BIS Working Papers. [Full Text][Citation analysis] | paper | 344 |
2011 | Anchoring 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 | |
2012 | Stress-testing macro stress testing: does it live up to expectations? In: BIS Working Papers. [Full Text][Citation analysis] | paper | 147 |
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 another version. Agregated cites: 147 | article | |
2012 | Characterising the financial cycle: dont lose sight of the medium term! In: BIS Working Papers. [Full Text][Citation analysis] | paper | 450 |
2013 | Evaluating early warning indicators of banking crises: Satisfying policy requirements In: BIS Working Papers. [Full Text][Citation analysis] | paper | 263 |
2014 | Evaluating 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 | |
2015 | Leverage dynamics and the real burden of debt In: BIS Working Papers. [Full Text][Citation analysis] | paper | 41 |
2016 | Monetary policy, the financial cycle and ultra-low interest rates In: BIS Working Papers. [Full Text][Citation analysis] | paper | 100 |
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 another version. Agregated cites: 100 | article | |
2017 | Monetary 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 | |
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2017 | Accounting for debt service: the painful legacy of credit booms In: BIS Working Papers. [Full Text][Citation analysis] | paper | 18 |
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2018 | Why you should use the Hodrick-Prescott filter - at least to generate credit gaps In: BIS Working Papers. [Full Text][Citation analysis] | paper | 64 |
2019 | Predicting recessions: financial cycle versus term spread In: BIS Working Papers. [Full Text][Citation analysis] | paper | 14 |
2020 | Which credit gap is better at predicting financial crises? A comparison of univariate filters In: BIS Working Papers. [Full Text][Citation analysis] | paper | 10 |
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 another version. Agregated cites: 10 | article | |
2020 | Leverage Dynamics and the Burden of Debt In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 5 |
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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 | 44 |
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 another version. Agregated cites: 44 | 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 another version. Agregated cites: 44 | article | |
2012 | Liquidity risk, cash-flow constraints and systemic feedbacks In: Bank of England working papers. [Full Text][Citation analysis] | paper | 27 |
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 | 27 |
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 | 46 |
2017 | Accounting for debt service : The painful legacy of credit booms In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
2018 | Going with the flows : New borrowing, debt service and the transmission of credit booms In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
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 |
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 | 66 |
2020 | Forecasting recessions: the importance of the financial cycle In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 5 |
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 | 18 |
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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 | 76 |
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 | 13 |
2012 | The effects of countercyclical capital buffers on bank lending In: Applied Economics Letters. [Full Text][Citation analysis] | article | 63 |
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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