28
H index
38
i10 index
3939
Citations
Bank for International Settlements (BIS) | 28 H index 38 i10 index 3939 Citations RESEARCH PRODUCTION: 31 Articles 50 Papers 1 Books 5 Chapters RESEARCH ACTIVITY: 21 years (2002 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pdr53 |
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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2023 | . 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 | |
2024 | Financial-cycle ratios and multi-year predictions of GDP: Evidence from the United States. (2021). 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. (2022). Shi, Zhentao ; 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 | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . 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 | |
2024 | Risky Firms and Fragile Banks: Implications for Macroprudential Policy. (2024). Villa, Stefania ; Lewis, Vivien ; Moyen, Stephane ; Gasparini, Tommaso. In: Working papers. RePEc:bfr:banfra:944. 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 | |
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 | |
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 | The foreign exchange market. (2023). Sushko, Vladyslav ; Rime, Dagfinn ; Chaboud, Alain. In: BIS Working Papers. RePEc:bis:biswps:1094. Full description at Econpapers || Download paper | |
2023 | Are there financial stability gains from international macroprudential policy coordination?. (2023). Zhang, Xiao ; Liu, Xiaoyu. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:4:p:575-596. 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 | |
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 | |
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 | |
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 | |
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 | |
2023 | Risky news and credit market sentiment. (2023). Thorsrud, Leif Anders ; Labonne, Paul. In: Working Papers. RePEc:bny:wpaper:0125. 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 | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Business and financial cycles of major global economies. (2023). Dolezal, Jakub. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:geo2023/9. 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 | |
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 | |
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 | |
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 | Estimating systemic risk for non-listed euro-area banks. (2023). Engle, Robert ; Pizzeghello, Riccardo ; Parisi, Laura ; Manganelli, Simone ; Emambakhsh, Tina. In: Working Paper Series. RePEc:ecb:ecbwps:20232856. 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 | |
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 | |
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 | |
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 | |
2023 | Multivariate stress scenario selection in interbank networks. (2023). Kwon, Eunji ; Kim, Kyoung-Kuk ; Ahn, Dohyun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001185. Full description at Econpapers || Download paper | |
2023 | A high-resolution, data-driven agent-based model of the housing market. (2023). Vago, Nikolett ; Olah, Zsolt ; Hosszu, Zsuzsanna ; Borsos, Andras ; Mer, Bence. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:155:y:2023:i:c:s0165188923001446. Full description at Econpapers || Download paper | |
2023 | Currency portfolio behavior in seven major Asian markets. (2023). Lin, Chinho ; Chang, Hao-Wen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:540-559. 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 | The cross-border interconnectedness of shadow banking. (2023). Ozgur, Gokcer. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001980. 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 | |
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 | |
2023 | Kicking the can down the road: A historical growth-at-risk perspective. (2023). Scharler, Johann ; Hasler, Elias ; Gachter, Martin. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001581. Full description at Econpapers || Download paper | |
2023 | What is the most prominent reserve indicator that forewarns currency crises?. (2023). Tun, Cengiz ; Aydin, Suat. In: Economics Letters. RePEc:eee:ecolet:v:231:y:2023:i:c:s0165176523003075. 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 | |
2023 | Credit behavior and financial stability in an emerging economy. (2023). Costa, Agata ; de Moraes, Claudio Oliveira. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000619. 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 | |
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 | |
2023 | Energy shocks and bank efficiency in emerging economies. (2023). Kim, Ja Ryong ; Ullah, Subhan ; Nasim, Asma ; Hameed, Affan. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005030. 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 | |
2023 | The impacts of climate policy uncertainty on stock markets: Comparison between China and the US. (2023). lucey, brian ; An, Haizhong ; Huang, Shupei ; Xu, Xin. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001874. 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 | |
2023 | Bank risk aggregation based on the triple perspectives of bank managers, credit raters, and financial analysts. (2023). Miao, Xiyuan ; Wei, LU ; Xie, Zezhong ; Liu, Zhidong ; Jing, Haozhe. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005858. Full description at Econpapers || Download paper | |
2024 | Bank connectedness and excessive risk-taking: Some cross-country evidence. (2024). Yan, Yuanyun ; Wu, JI ; Chen, Minghua ; Wang, Peiwen. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s154461232301293x. 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 | |
2023 | Macroprudential policy in central banks: Integrated or separate? Survey among academics and central bankers. (2023). Malovana, Simona ; Hodula, Martin ; Bajzik, Josef ; Gric, Zuzana. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000074. Full description at Econpapers || Download paper | |
2023 | Unobserved components model estimates of credit cycles: Tests and predictions. (2023). Hessler, Andrew. In: Journal of Financial Stability. RePEc:eee:finsta:v:66:y:2023:i:c:s1572308923000207. Full description at Econpapers || Download paper | |
2023 | How effective are bad bank resolutions? New evidence from Europe. (2023). Gambacorta, Leonardo ; Brei, Michael ; Parigi, Bruno Maria ; Lucchetta, Marcella. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000530. Full description at Econpapers || Download paper | |
2023 | The macro-financial effects of international bank lending on emerging markets. (2023). Aldasoro, Iñaki ; Mancini-Griffoli, Tommaso ; Grinberg, Federico ; Beltran, Paula. In: Journal of International Economics. RePEc:eee:inecon:v:142:y:2023:i:c:s0022199623000193. Full description at Econpapers || Download paper | |
2023 | Credit growth, the yield curve and financial crisis prediction: Evidence from a machine learning approach. (2023). Bluwstein, Kristina ; Buckmann, Marcus ; Imek, Ozgur ; Kapadia, Sujit ; Joseph, Andreas. In: Journal of International Economics. RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623000594. Full description at Econpapers || Download paper | |
2023 | International effects of quantitative easing and foreign exchange intervention. (2023). Kim, Duhyeong. In: Journal of International Economics. RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623001010. Full description at Econpapers || Download paper | |
2023 | Is the European banking system robust? An evaluation through the lens of the ECB׳s Comprehensive Assessment. (2016). Dehmej, Salim ; Arnould, Guillaume. In: International Economics. RePEc:eee:inteco:v:147:y:2016:i:c:p:126-144. Full description at Econpapers || Download paper | |
2023 | Global systemic risk dynamic network connectedness during the COVID-19: Evidence from nonlinear Granger causality. (2023). Sha, Yezhou ; Yin, Shiqi ; Zhang, Ping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000513. Full description at Econpapers || Download paper | |
2023 | Early Warning Systems for identifying financial instability. (2023). Sanfelici, Simona ; Allaj, Erindi. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1777-1803. Full description at Econpapers || Download paper | |
2023 | Scenario-free analysis of financial stability with interacting contagion channels. (2023). Farmer, Doyne J ; Wetzer, Thom ; Kleinnijenhuis, Alissa M ; Wiersema, Garbrand. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002643. Full description at Econpapers || Download paper | |
2023 | Does macroprudential policy alleviate the adverse impact of COVID-19 on the resilience of banks?. (2023). Mirzaei, Ali ; Igan, Deniz ; Moore, Tomoe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s037842662200019x. Full description at Econpapers || Download paper | |
2023 | Fintech and big tech credit: Drivers of the growth of digital lending. (2023). Gambacorta, Leonardo ; Frost, Jon ; Cornelli, Giulio ; Ziegler, Tania ; Wardrop, Robert ; Rau, Raghavendra P. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003223. Full description at Econpapers || Download paper | |
2023 | The more the merrier? Evidence on the value of multiple requirements in bank regulation. (2023). Rismanchi, Katie ; Kapadia, Sujit ; Gimpelewicz, Mariana ; Marquez, Paula Gallego ; Buckmann, Marcus. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426622003338. Full description at Econpapers || Download paper | |
2023 | Evaluating the validity of regulatory interest rate risk measures – a simulation approach. (2023). Platte, Daniel ; Claussen, Catharina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001383. Full description at Econpapers || Download paper | |
2023 | Forecasting real activity using cross-sectoral stock market information. (2023). Stalla-Bourdillon, Arthur ; Chinn, Menzie D ; Chatelais, Nicolas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000013. Full description at Econpapers || Download paper | |
2023 | Incorporating financial development indicators into early warning systems. (2023). Ponomarenko, Alexey ; Tatarintsev, Stas. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000445. Full description at Econpapers || Download paper | |
2023 | Analysing financial stability reports as crisis predictors with the use of text-mining. (2023). Smaga, Pawe ; Kurowski, Ukasz. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000348. Full description at Econpapers || Download paper | |
2023 | Macro-prudential policies to contain the effect of structural risks on financial downturns. (2023). Hodula, Martin ; Jank, Jan ; Pfeifer, Luka. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:6:p:1204-1222. Full description at Econpapers || Download paper | |
2023 | The scars of supply shocks: Implications for monetary policy. (2023). Fornaro, Luca ; Wolf, Martin. In: Journal of Monetary Economics. RePEc:eee:moneco:v:140:y:2023:i:s:p:s18-s36. Full description at Econpapers || Download paper | |
2023 | The effects of countercyclical leverage buffers on macroeconomic and financial stability. (2023). Pozo, Jorge. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:194-217. Full description at Econpapers || Download paper | |
2024 | Corruption, lending and bank performance. (2024). Molyneux, Philip ; ben Ammar, Mouldi ; Abuzayed, Bana ; Al-Fayoumi, Nedal. 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 | Has FinTech changed the sensitivity of corporate investment to interest rates?—Evidence from China. (2024). Zhan, Minghua ; Lu, Yao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923002945. Full description at Econpapers || Download paper | |
2023 | The FOMCs Use of Operational Targets: 85 Years and Counting. (2023). Rodriguez-Shah, Ethan ; Klee, Elizabeth C ; Kiernan, Kevin F ; Huther, Jeff W. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96641. Full description at Econpapers || Download paper | |
2023 | Identifying Financial Crises Using Machine Learning on Textual Data. (2023). Sicilian, Martin ; Lee, Seung Jung ; Kitschelt, Isabel ; Dehaven, Matthew ; Chen, Mary. In: International Finance Discussion Papers. RePEc:fip:fedgif:1374. Full description at Econpapers || Download paper | |
2023 | Modelling Systemic Risk in Morocco’s Banking System. (2023). Madkour, Jaouad ; el Msiyah, Cherif ; Kyoud, Ayoub. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:2:p:70-:d:1151988. Full description at Econpapers || Download paper | |
2023 | On the Direction of Causality between Business and Financial Cycles. (2023). Tsiakas, Ilias ; Zhang, Haibin. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:10:p:430-:d:1250131. Full description at Econpapers || Download paper | |
2023 | Macroeconomic Risks and Monetary Policy in Central European Countries: Parallels in the Czech Republic, Hungary, and Poland. (2023). Siklos, Pierre ; Abel, Istvan. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:11:p:200-:d:1281101. Full description at Econpapers || Download paper | |
2024 | Can governments sleep more soundly when holding international reserves? A banking and financial vulnerabilities perspective. (2023). Omay, Tolga ; Allegret-Sallenave, Audrey. In: Post-Print. RePEc:hal:journl:hal-03945433. Full description at Econpapers || Download paper | |
2023 | Macroprudential stance assessment: problems of measurement, literature review and some comments for the case of Croatia. (2023). Škrinjarić, Tihana. In: Working Papers. RePEc:hnb:wpaper:72. Full description at Econpapers || Download paper | |
2023 | Easier said than done: Predicting downside risks to house prices in Croatia. (2023). Škrinjarić, Tihana ; Sabol, Maja. In: Working Papers. RePEc:hnb:wpaper:73. 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 | 151 |
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: 151 | 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: 151 | 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: 151 | 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: 151 | 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: 151 | 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: 151 | 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 | 43 |
2023 | Global tightening, banking stress and market resilience in EMEs In: BIS Papers. [Full Text][Citation analysis] | book | 0 |
2009 | Assessing the risk of banking crises - revisited In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 437 |
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 | 74 |
2012 | Do debt service costs affect macroeconomic and financial stability? In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 93 |
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 | 149 |
2013 | Total credit as an early warning indicator for systemic banking crises In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 51 |
2014 | The credit-to-GDP gap and countercyclical capital buffers: questions and answers In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 156 |
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 | 24 |
2018 | Early warning indicators of banking crises: expanding the family In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 68 |
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: 68 | article | |
2018 | The financial cycle and recession risk In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 33 |
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 | 3 |
2022 | The global foreign exchange market in a higher-volatility environment In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 5 |
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 | 7 |
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2023 | Long-term debt propagation and real reversals In: BIS Working Papers. [Full Text][Citation analysis] | paper | 1 |
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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 | 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 | 215 |
2011 | Measuring the systemic importance of interconnected banks In: BIS Working Papers. [Full Text][Citation analysis] | paper | 163 |
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: 163 | article | |
2011 | Anchoring countercyclical capital buffers: the role of credit aggregates In: BIS Working Papers. [Full Text][Citation analysis] | paper | 351 |
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: 351 | article | |
2012 | Stress-testing macro stress testing: does it live up to expectations? In: BIS Working Papers. [Full Text][Citation analysis] | paper | 152 |
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: 152 | article | |
2012 | Characterising the financial cycle: dont lose sight of the medium term! In: BIS Working Papers. [Full Text][Citation analysis] | paper | 458 |
2013 | Evaluating early warning indicators of banking crises: Satisfying policy requirements In: BIS Working Papers. [Full Text][Citation analysis] | paper | 272 |
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: 272 | article | |
2015 | Leverage dynamics and the real burden of debt In: BIS Working Papers. [Full Text][Citation analysis] | paper | 42 |
2016 | Monetary policy, the financial cycle and ultra-low interest rates In: BIS Working Papers. [Full Text][Citation analysis] | paper | 102 |
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: 102 | 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: 102 | 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 | 19 |
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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 | 66 |
2019 | Predicting recessions: financial cycle versus term spread In: BIS Working Papers. [Full Text][Citation analysis] | paper | 17 |
2020 | Which credit gap is better at predicting financial crises? A comparison of univariate filters In: BIS Working Papers. [Full Text][Citation analysis] | paper | 12 |
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: 12 | article | |
2020 | Leverage Dynamics and the Burden of Debt In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 5 |
.() In: . [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 | 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 | 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 | 19 |
2003 | Herding and Contrarian Behavior in Financial Markets: An Internet Experiment In: University of California at Santa Barbara, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
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 | 68 |
2020 | Forecasting recessions: the importance of the financial cycle In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 6 |
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 |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | 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 | 77 |
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 | 65 |
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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