Mathias Drehmann : Citation Profile

Bank for International Settlements (BIS)

29

H index

41

i10 index

4389

Citations

RESEARCH PRODUCTION:

33

Articles

54

Papers

2

Books

5

Chapters

RESEARCH ACTIVITY:

   24 years (2002 - 2026). See details.
   Cites by year: 182
   Journals where Mathias Drehmann has often published
   Relations with other researchers
   Recent citing documents: 152.    Total self citations: 50 (1.13 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdr53
   Updated: 2026-08-29    RAS profile: 2025-06-10    
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Relations with other researchers

Works with:

Juselius, John (3)

Alfaro, Rodrigo (3)

Korinek, Anton (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Mathias Drehmann.

Is cited by:

BORIO, Claudio (111)

Gambacorta, Leonardo (45)

Hubert, Paul (42)

Rungcharoenkitkul, Phurichai (37)

Labondance, Fabien (35)

Disyatat, Piti (34)

Detken, Carsten (33)

Bonfim, Diana (32)

Hofmann, Boris (29)

Bologna, Pierluigi (28)

Juselius, John (28)

Cites to:

BORIO, Claudio (116)

Schularick, Moritz (62)

Jorda, Oscar (60)

Taylor, Alan (59)

Juselius, John (47)

Tsatsaronis, Kostas (40)

Terrones, Marco (38)

Reinhart, Carmen (32)

Mian, Atif (29)

Kose, Ayhan (23)

Claessens, Stijn (23)

Main data

Where Mathias Drehmann has published?

Journals with more than one article published# docs
BIS Quarterly Review14
International Journal of Central Banking3
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements18
Bank of Finland Research Discussion Papers / Bank of Finland6
Bonn Econ Discussion Papers / University of Bonn, Bonn Graduate School of Economics (BGSE)3
Working Papers Central Bank of Chile / Central Bank of Chile2
CEPR Discussion Papers / Centre for Economic Policy Research2
Working Paper Series / European Central Bank2
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Mathias Drehmann (2026 and 2025)

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

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2025.

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2025Beyond the Literature: What Policymakers Reveal About Financial Asset Overvaluation?. (2025). Moura, Rubens ; Menna, Lorenzo ; Tobal, Martin. In: Working Papers. RePEc:aoz:wpaper:369.

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

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

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

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2025Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review. (2025). Vivo, Pierpaolo ; Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina. In: Papers. RePEc:arx:papers:2508.12007.

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2025Stabilising Lifetime PD Models under Forecast Uncertainty. (2025). Rostampour, Vahab. In: Papers. RePEc:arx:papers:2509.10586.

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2025Financial Stability Implications of Generative AI: Taming the Animal Spirits. (2025). Lee, Seung Jung ; Hansen, Anne Lundgaard. In: Papers. RePEc:arx:papers:2510.01451.

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2025LLM-Generated Counterfactual Stress Scenarios for Portfolio Risk Simulation via Hybrid Prompt-RAG Pipeline. (2025). Soleimani, Masoud. In: Papers. RePEc:arx:papers:2512.07867.

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2026Reverse Stress Testing Geopolitical Risk in Corporate Credit Portfolios: A Formal and Operational Framework. (2026). Hurlin, Christophe ; Pull, Yoann ; Lajaunie, Quentin. In: Papers. RePEc:arx:papers:2601.03983.

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2026ASRI: An Aggregated Systemic Risk Index for Cryptocurrency Markets. (2026). Farzulla, Murad ; Maksakov, Andrew. In: Papers. RePEc:arx:papers:2602.03874.

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2026A Diagnostics-First Composite Index for Macro-Financial Resilience to Socioeconomic Challenges: The Gondauri Index with Benchmarking and Scenario Evidence. (2026). Gondauri, Davit. In: Papers. RePEc:arx:papers:2604.12368.

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2025Macroeconomic Drivers of Brazils Yield Curve. (2025). Gaglianone, Wagner ; Araujo, Gustavo ; Machado, Jos Valentim. In: Working Papers Series. RePEc:bcb:wpaper:629.

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

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2026A composite indicator of systemic risk related to the Italian financial cycle. (2026). Moller, Luca. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_1007_26.

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2026System-wide stress tests: a survey of empirical evidence, concepts, and methodologies. (2026). Sciarretta, Francesco ; de Chiara, Valeria ; Bado, Valentino ; Sacco, Silvia ; Sigalotti, Laura ; Michelangeli, Valentina ; Scimone, Riccardo ; Reale, Giuseppe ; Quaglia, Ivan ; Miani, Claudia ; Mavilia, Irene ; Ficarola, Francesco ; Eramo, Ginette. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_1048_26.

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2026Risky firms and fragile banks: implications for macroprudential policy. (2026). Villa, Stefania ; Lewis, Vivien ; Gasparini, Tommaso ; Moyen, Stephane. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1518_26.

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2025Output Gap Measurement after COVID for Colombia: Lessons from a Permanent-Transitory Approach. (2025). Parra-Amado, Daniel ; Granados, Camilo. In: Borradores de Economia. RePEc:bdr:borrec:1295.

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

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2025Global FX markets when hedging takes centre stage. (2025). Huang, Wenqian ; Sushko, Vladyslav ; Krohn, Ingomar. In: BIS Quarterly Review. RePEc:bis:bisqtr:2512b.

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2026The evolution of central banks lending operations: insights from the Markets Committee Compendium. (2026). Rime, Bertrand ; McGuire, Patrick ; Kijima, Hinako. In: BIS Quarterly Review. RePEc:bis:bisqtr:2606b.

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2025Harnessing artificial intelligence for monitoring financial markets. (2025). Gelos, R. Gaston ; Perez-Cruz, Fernando ; Park, Taejin ; Godoy, Douglas Kiarelly ; Aquilina, Matteo. In: BIS Working Papers. RePEc:bis:biswps:1291.

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2025Predicting the payment preference for CBDC: a discrete choice experiment. (2025). Park, Soeun ; Choi, Syngjoo ; Kim, Bongseop ; Kwon, Ohik. In: BIS Working Papers. RePEc:bis:biswps:1296.

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2026Lending to vulnerable households and consumption: evidence from Korea. (2026). SHIM, ILHYOCK ; Lee, Jieun. In: BIS Working Papers. RePEc:bis:biswps:1331.

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2026Liquidity regulation and bank funding costs. (2026). Zhou, Haonan ; Doerr, Sebastian ; Aldasoro, Iñaki. In: BIS Working Papers. RePEc:bis:biswps:1352.

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2026Assessing the effects of recent provisioning rules on consumer credit allocation in Colombia. (2026). Sanchez-Quinto, Camilo ; Gamboa, Fredy ; Cuesta-Mora, Diego. In: BIS Working Papers. RePEc:bis:biswps:1366.

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2024Reassessing the Effectiveness and Transmission of Monetary Policy: Review of the Jackson Hole Economic Policy Symposium. (2024). Ivanova, Nadezhda ; Sinyakov, Andrey ; Styrin, Konstantin. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:4:p:119-144.

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2025Econometric Estimation of the Monetary Policy Effect on the Debt Burden at the Industry Level in Russia. (2025). Magzhanov, Timur ; Mirzoyan, Ashot ; Pustovalova, Anna. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:4:p:3-21.

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2025Impact of COVID‐19 Pandemic on Asia‐Pacific Banks. (2025). Kangogo, Moses ; Mutuku, Judith. In: Economic Papers. RePEc:bla:econpa:v:44:y:2025:i:2:p:186-205.

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2025U.S. presidential approval and the macroeconomy: 1960–2022. (2025). Coggin, Daniel T. In: Economics and Politics. RePEc:bla:ecopol:v:37:y:2025:i:1:p:376-399.

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

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2025Combining Traditional Economics with Modern Computing: Toward a Predictive Framework for Financial Crises. (2025). Daria-Maria, Mrginean ; Alina-Oana, Halcea ; Cristina-Maria, Brcea. In: Revista Studentilor Economisti Sibieni. RePEc:blg:revses:v:13:y:2025:i:1:p:138-145:n:20.

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2025Housing and Credit Cycles in Ireland. (2025). Mugrabi, Farah ; Rnstler, Gerhard. In: Research Technical Papers. RePEc:cbi:wpaper:16/rt/25.

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2026Modeling National Financial Cycles with Strong and Weak Cross-Sectional Dependence. (2026). Jacobs, Jan ; de Haan, Jakob ; Elhorst, Paul J ; Tian, Xin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12622.

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2026Long-Run Inflation and Financial Panics. (2026). Menno, Dominik ; Hristov, Nikolay. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12918.

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2025Capital requirements: a pillar or a burden for bank competitiveness?. (2025). Reghezza, Alessio ; Behn, Markus. In: Occasional Paper Series. RePEc:ecb:ecbops:2025376.

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

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2025From risk to buffer: calibrating the positive neutral CCyB rate in the euro area. (2025). Herrera, Luis ; Scalone, Valerio ; Pirovano, Mara. In: Working Paper Series. RePEc:ecb:ecbwps:20253075.

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2026Liquidity spirals. (2026). Wiersema, Garbrand ; Kemp, Esti ; Farmer, Doyne J. In: Working Paper Series. RePEc:ecb:ecbwps:20263169.

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2025Does national culture affect macroprudential policy? An international investigation of regulatory behavior on macroprudential interventions. (2025). Nistor, Simona ; Frca, Ioana Georgiana. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:45:y:2025:i:c:s2214635024001333.

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2025The time-varying zone-like and asymmetric preference of central banks: Evidence from China. (2025). Yu, Jun ; Liu, Xiaobin ; Zeng, Tao ; Chen, Chuanglian. In: China Economic Review. RePEc:eee:chieco:v:94:y:2025:i:pa:s1043951x25001750.

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2025Fear (no more) of floating: Asset purchases and exchange rate dynamics. (2025). Sunel, Enes ; Mimir, Yasin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:177:y:2025:i:c:s0165188925001022.

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2025Credit cycles as predictors of labor market slack: Evidence from the U․S․. (2025). Rosa-García, Alfonso ; Borsi, Mihály ; Lpez-Buenache, Germn ; Rosa-Garca, Alfonso. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:88:y:2025:i:c:p:1097-1111.

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2026Financial and business cycles in the US: A non-parametric time–frequency investigation. (2026). Gallegati, Marco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001871.

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2025Climate change, loss of agricultural output and the macroeconomy: The case of Tunisia. (2025). Yilmaz, Sakir Devrim ; Ben-Nasr, Sawsen ; Mantes, Achilleas ; Ben-Khalifa, Nihed ; Daghari, Issam. In: Ecological Economics. RePEc:eee:ecolec:v:231:y:2025:i:c:s0921800924004099.

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2026Hysteresis through learning by doing: Estimating endogenous productivity. (2026). Tervala, Juha ; Watson, Timothy. In: Economics Letters. RePEc:eee:ecolet:v:260:y:2026:i:c:s0165176526000121.

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2025Macroprudential policy effectiveness and interaction with monetary policy: Lessons from debt service-to-income cap implementation in Kazakhstan. (2025). Mukhambetzhanova, Dana ; Kailrullayev, Erlan ; Baizakov, Azamat ; Ybrayev, Zhandos. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000761.

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

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2025Eurozone economic integration: Historical developments and new challenges ahead. (2025). MORANA, CLAUDIO ; Bagliano, Fabio. In: European Economic Review. RePEc:eee:eecrev:v:176:y:2025:i:c:s001429212500073x.

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2025Doom loops in Latin America. (2025). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Valencia, Oscar M ; Kim, Bum. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s1566014125000834.

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2025Cross-border banking and the transmission of global shocks to credit cycles in developing economies: A commodity price cycles channel. (2025). Murinde, Victor ; Soumar, Issouf ; D'Assises, Franois. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925006027.

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

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2026New developments and perspectives on financial crisis indicators: How can signal processing enrich existing financial crises indicators?. (2026). PARENT, Antoine ; BASTIDON, Cécile ; Borgnat, Pierre ; Abry, Patrice ; Jensen, Pablo ; Pascal, Barbara. In: Finance Research Letters. RePEc:eee:finlet:v:89:y:2026:i:c:s1544612325025747.

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2025Regional bank failures and volatility transmission. (2025). Wiesen, Thomas ; Lastrapes, William D. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000336.

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2025Dating housing booms fueled by credit: A Markov switching approach. (2025). Cañizares Martínez, Carlos ; Martnez, Carlos Caizares. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000415.

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2025Modeling the procyclical impact of monetary policy on bank leverage: A stochastic macroprudential approach. (2025). Perote, Javier ; Rendn, Juan F ; Corts, Lina M. In: Journal of Financial Stability. RePEc:eee:finsta:v:79:y:2025:i:c:s1572308925000506.

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2025Decomposing systemic risk: The roles of contagion and common exposures. (2025). Hipp, Ruben ; Haaj, Grzegorz. In: Journal of Financial Stability. RePEc:eee:finsta:v:80:y:2025:i:c:s1572308925000804.

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2025Understanding central bank responses to geopolitical risks: Evidence from the Fed and ECB. (2025). Salachas, Evangelos ; Kouretas, Georgios ; Laopodis, Nikiforos T. In: Journal of Financial Stability. RePEc:eee:finsta:v:80:y:2025:i:c:s1572308925000816.

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2025Credit Cycles, fiscal policy, and global imbalances. (2025). Rabanal, Pau ; Jones, Callum. In: Journal of International Economics. RePEc:eee:inecon:v:155:y:2025:i:c:s0022199625000194.

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2026Measuring financial stability and comparing financial risk monitoring indicators. (2026). Lan, Man. In: International Economics. RePEc:eee:inteco:v:185:y:2026:i:c:s2110701726000053.

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2026Quantifying credit gaps using survey data on discouraged borrowers. (2026). Gattini, Luca ; Akbas, Ozan E ; Betz, Frank. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:107:y:2026:i:c:s1042443125001696.

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2025Forecasting CPI inflation under economic policy and geopolitical uncertainties. (2025). Chakraborty, Tanujit ; Sengupta, Shovon ; Singh, Sunny Kumar. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:953-981.

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2025Media tone is a priced risk factor in currency markets. (2025). Pukthuanthong, Kuntara ; Heimonen, Kari ; Lehkonen, Heikki. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:180:y:2025:i:c:s0378426625001621.

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2025Payment systems innovations, substitutive effects, and the real economy: The intervening role of currency holdings and excess reserves. (2025). Sharma, Seema ; Singh, Shveta ; Prakash, Navendu. In: Journal of Economics and Business. RePEc:eee:jebusi:v:133:y:2025:i:c:s0148619524000742.

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

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2025Governance arrangements and the use of macroprudential policy. (2025). Shim, Seri ; Mehrotra, Aaron ; Kim, Soyoung. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000427.

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2025Doubling down: The synergy of CCyB release and monetary policy easing. (2025). Levieuge, Grgory ; Jude, Cristina. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:155:y:2025:i:c:s0261560625000658.

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2025How strong is the link between the global financial cycle and national macro-financial dynamics? A wavelet analysis. (2025). Strohsal, Till ; Proaño, Christian ; Virla, Leonardo Quero ; Proao, Christian R. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:159:y:2025:i:c:s0261560625001548.

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2026Risky firms and fragile banks: implications for macroprudential policy. (2026). Villa, Stefania ; Lewis, Vivien ; Gasparini, Tommaso ; Moyen, Stphane. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:160:y:2026:i:c:s026156062500186x.

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2026How Phillips curve dynamics enhance business cycle synchronization analysis in Central and Eastern Europe. (2026). Zrner, Thomas O ; Petz, Nico. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:161:y:2026:i:c:s026156062500230x.

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2026Not all housing cycles are created equal: Macroeconomic consequences of housing booms. (2026). Kido, Yosuke ; Cerutti, Eugenio ; Albuquerque, Bruno ; Varghese, Richard. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:161:y:2026:i:c:s0261560625002311.

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2026Debt service channel for external debt and growth in developing countries. (2026). Kilinc, Mustafa ; Tunc, Cengiz. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:87:y:2026:i:c:s0164070426000017.

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

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2025Nonlinear impact of the conventional monetary policy: A cross-country evidence. (2025). Rojas, Youel ; Pozo, Jorge. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:6:y:2025:i:2:s266614382400019x.

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2025Mapping the future of banking crisis research: Key contributors and emerging areas. (2025). Daimari, Phungkha ; Shamshadali, Perumbalath ; Abdul, C P. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:6:y:2025:i:4:s2666143824000358.

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2025Navigating competitive pressures: The impact of banking competition on corporate short-term borrowing for long-term investment. (2025). Xu, Shaokang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:93:y:2025:i:c:s0927538x25002082.

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2026Early warning of financial crises through critical field dynamics: A nonlocal trend-inhibition delay equation framework. (2026). Zhang, Haoran. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:682:y:2026:i:c:s0378437125008131.

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2025Surfing the credit wave: Government popularity as driver of credit cycles. (2025). Lepers, Etienne. In: European Journal of Political Economy. RePEc:eee:poleco:v:90:y:2025:i:pa:s0176268023001003.

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2025Systemic risk contagion and bailout effects in the global financial system. (2025). Qi, Ming ; Zhang, Jiawei ; Shi, Danyang ; Xu, Jing ; Feng, Shaoyi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s1059056025004617.

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2026Macroprudential and monetary policies with an imperfectly competitive banking sector. (2026). Segev, Nimrod. In: International Review of Economics & Finance. RePEc:eee:reveco:v:106:y:2026:i:c:s1059056026000493.

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2025Interconnected bank networks: Shock amplifiers or absorbers in the financial system?. (2025). Tang, LE ; Ren, Jing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s105905602500142x.

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2025Credit development and ESG performance: Cross-country evidence. (2025). Dang, Huong Dieu ; Coupe, Tom ; Muchenje, Linda Tinofirei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002636.

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2026Banking on the brink: An incremental cost-based view of financial stress. (2026). Madhavan, Vinodh ; Kumar, Satish ; Swain, Pankaj ; Misra, Arun Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:81:y:2026:i:c:s0275531925004295.

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2026Credit efficiency: Another early warning indicator for systemic risk. (2026). Tang, Chenyao ; Ekponon, Adelphe. In: Research in International Business and Finance. RePEc:eee:riibaf:v:81:y:2026:i:c:s0275531925004489.

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2026Interest rate risk supervision and bank capital management: What can the new prudential standards tell us?. (2026). Gianfrancesco, Igor ; Onorato, Grazia ; Curcio, Domenico ; Iannuzzi, Antonia Patrizia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:82:y:2026:i:c:s0275531925004544.

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2025Early warning system for Russian stock market crises: TCN-LSTM-Attention model using imbalanced data and attention mechanism. (2025). Kurkin, Aleksei ; Fayzulin, Maksim ; Teplova, Tamara. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:101:y:2025:i:c:s0038012125001417.

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2025Isolating financial cycles using the fractional cyclical model in selected economies: 1970–2019. (2025). Skare, Marinko ; Gil-Alana, Luis ; Porada-Rochon, Magorzata. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:72:y:2025:i:c:p:67-77.

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2025Stress-testing Inflation Exposure: Systemically significant prices and asymmetric shock propagation in the EU. (2025). Schulz, Jan ; Aminian, Armin ; Ipsen, Leonhard. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:74:y:2025:i:c:p:713-724.

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2025Financial Stability Implications of Generative AI: Taming the Animal Spirits. (2025). Lee, Seung Jung ; Hansen, Anne Lundgaard. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-90.

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2025Supervising Failing Banks. (2025). Verner, Emil ; Luck, Stephan ; Correia, Sergio. In: Staff Reports. RePEc:fip:fednsr:101954.

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2025Failing Banks. (2025). Verner, Emil ; Luck, Stephan ; Correia, Sergio. In: Working Paper. RePEc:fip:fedrwp:101149.

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2025The Measurement and Characteristic Analysis of the Chinese Financial Cycle. (2025). Qiu, Siyuan. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:4:p:187-:d:1764491.

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

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

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

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2025“Feeling Stressed?” A Critical Analysis of the Regulatory Prescribed Stress Tests for Financial Services in the UK. (2025). Pantos, Stavros. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:5:p:246-:d:1648008.

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2025Determinants of Financial Stability and Development in South Africa: Insights from a Quantile ARDL Model of the South African Financial Cycle. (2025). Magubane, Khwazi. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:9:p:495-:d:1742444.

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2025Financial Mechanisms of Corporate Bankruptcy: Are They Different or Similar Across Crises?. (2025). Hamori, Shigeyuki ; Higashide, Takuo ; Tanaka, Katsuyuki ; Kinkyo, Takuji. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:8:p:158-:d:1728687.

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

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2025Breaking the Cycle: Financial Stress, Unsustainable Growth, and the Transition to Sustainability. (2025). Antoniades, Andreas. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:17:p:7830-:d:1738294.

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More than 100 citations found, this list is not complete...

Works by Mathias Drehmann:

YearTitleTypeCited
2005Herding and Contrarian Behavior in Financial Markets: An Internet Experiment In: American Economic Review.
[Full Text][Citation analysis]		article158
2003Herding and Contrarian Behavior in Financial Markets: An Internet Experiment.(2003) In: University of California at Santa Barbara, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 158		paper
2003Herding and Contrarian Behavior in Financial Markets - An Internet Experiment.(2003) In: Royal Economic Society Annual Conference 2003.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 158		paper
2004Herding and Contrarian Behavior in Financial Markets - An Internet Experiment.(2004) In: Econometric Society 2004 North American Winter Meetings.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 158		paper
2004Herding and Contrarian Behavior in Financial Markets - An Internet Experiment.(2004) In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems.
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This paper has nother version. Agregated cites: 158		paper
2002Herding and Contrarian Behavior in Financial Markets - An Internet Experiment.(2002) In: Experimental.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 158		paper
2002Herding and Contrarian Behavior in Financial Markets - An Internet Experiment.(2002) In: Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 158		paper
2002Herding and Contrarian Behavior in Financial Markets: An Internet Experiment.(2002) In: Bonn Econ Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 158		paper
2005Herding with and without Payoff Externalities - An Internet Experiment In: Working Papers.
[Full Text][Citation analysis]		paper2
2020Central bank bond purchases in emerging market economies In: BIS Bulletins.
[Full Text][Citation analysis]		paper50
2023Global tightening, banking stress and market resilience in EMEs In: BIS Papers.
[Full Text][Citation analysis]		book1
2026The liquidity coverage ratio a decade on: a stocktake of the literature In: BIS Papers.
[Full Text][Citation analysis]		book1
2026The Liquidity Coverage Ratio a Decade On: A Stocktake of the Literature.(2026) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2009Assessing the risk of banking crises - revisited In: BIS Quarterly Review.
[Full Text][Citation analysis]		article473
2009Macro stress tests and crises: what can we learn? In: BIS Quarterly Review.
[Full Text][Citation analysis]		article73
2011Systemic importance: some simple indicators In: BIS Quarterly Review.
[Full Text][Citation analysis]		article78
2012Do debt service costs affect macroeconomic and financial stability? In: BIS Quarterly Review.
[Full Text][Citation analysis]		article115
2013How much does the private sector really borrow - a new database for total credit to the private non-financial sector In: BIS Quarterly Review.
[Full Text][Citation analysis]		article155
2013Total credit as an early warning indicator for systemic banking crises In: BIS Quarterly Review.
[Full Text][Citation analysis]		article56
2014The credit-to-GDP gap and countercyclical capital buffers: questions and answers In: BIS Quarterly Review.
[Full Text][Citation analysis]		article167
2015How much income is used for debt payments? A new database for debt service ratios In: BIS Quarterly Review.
[Full Text][Citation analysis]		article28
2018Early warning indicators of banking crises: expanding the family In: BIS Quarterly Review.
[Full Text][Citation analysis]		article78
2018Early warning indicators of banking crises: expanding the family.(2018) In: Journal of Financial Transformation.
[Citation analysis]
This paper has nother version. Agregated cites: 78		article
2018The financial cycle and recession risk In: BIS Quarterly Review.
[Full Text][Citation analysis]		article42
2020Changes in monetary policy operating procedures over the last decade: insights from a new database In: BIS Quarterly Review.
[Full Text][Citation analysis]		article4
2022The global foreign exchange market in a higher-volatility environment In: BIS Quarterly Review.
[Full Text][Citation analysis]		article10
2025Monetary policy operational frameworks - a new taxonomy In: BIS Quarterly Review.
[Full Text][Citation analysis]		article1
2026Uncovering FX settlement risk: new measures from the 2025 BIS Triennial Survey In: BIS Quarterly Review.
[Full Text][Citation analysis]		article0
2022The Holt-Winters filter and the one-sided HP filter: A close correspondence In: BIS Working Papers.
[Full Text][Citation analysis]		paper1
2022The Holt-Winters filter and the one-sided HP filter: A close correspondence.(2022) In: Working Papers Central Bank of Chile.
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This paper has nother version. Agregated cites: 1		paper
2023The Holt–Winters filter and the one-sided HP filter: A close correspondence.(2023) In: Economics Letters.
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This paper has nother version. Agregated cites: 1		article
2022The scarring effects of deep contractions In: BIS Working Papers.
[Full Text][Citation analysis]		paper17
2022The scarring effects of deep contractions.(2022) In: Bank of Finland Research Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2023Long-term debt propagation and real reversals In: BIS Working Papers.
[Full Text][Citation analysis]		paper2
2023Long-term debt propagation and real reversals.(2023) In: Bank of Finland Research Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2024Aggregate debt servicing and the limit on private credit In: BIS Working Papers.
[Full Text][Citation analysis]		paper1
2024Aggregate Debt Servicing and the Limit on Private Credit.(2024) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2009Towards an operational framework for financial stability: fuzzy measurement and its consequences In: BIS Working Papers.
[Full Text][Citation analysis]		paper184
2011Toward an Operational Framework for Financial Stability: “Fuzzy” Measurement and Its Consequences.(2011) In: Central Banking, Analysis, and Economic Policies Book Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 184		chapter
2009Towards an Operational Framework for Financial Stability: Fuzzy Measurement and its Consequences.(2009) In: Working Papers Central Bank of Chile.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 184		paper
2010Funding liquidity risk: definition and measurement In: BIS Working Papers.
[Full Text][Citation analysis]		paper34
2009Funding liquidity risk: definition and measurement.(2009) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2010Countercyclical capital buffers: exploring options In: BIS Working Papers.
[Full Text][Citation analysis]		paper237
2011Measuring the systemic importance of interconnected banks In: BIS Working Papers.
[Full Text][Citation analysis]		paper176
2013Measuring the systemic importance of interconnected banks.(2013) In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 176		article
2011Anchoring countercyclical capital buffers: the role of credit aggregates In: BIS Working Papers.
[Full Text][Citation analysis]		paper390
2011Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates.(2011) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 390		article
2012Stress-testing macro stress testing: does it live up to expectations? In: BIS Working Papers.
[Full Text][Citation analysis]		paper187
2014Stress-testing macro stress testing: Does it live up to expectations?.(2014) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 187		article
2012Characterising the financial cycle: dont lose sight of the medium term! In: BIS Working Papers.
[Full Text][Citation analysis]		paper478
2013Evaluating early warning indicators of banking crises: Satisfying policy requirements In: BIS Working Papers.
[Full Text][Citation analysis]		paper323
2014Evaluating early warning indicators of banking crises: Satisfying policy requirements.(2014) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 323		article
2015Leverage dynamics and the real burden of debt In: BIS Working Papers.
[Full Text][Citation analysis]		paper45
2016Monetary policy, the financial cycle and ultra-low interest rates In: BIS Working Papers.
[Full Text][Citation analysis]		paper110
2017Monetary Policy, the Financial Cycle, and Ultra-Low Interest Rates.(2017) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 110		article
2017Monetary Policy, the Financial Cycle and Ultra-low Interest Rates.(2017) In: PIER Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 110		paper
2016Monetary policy, the financial cycle and ultralow interest rates.(2016) In: Bank of Finland Research Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 110		paper
2017Accounting for debt service: the painful legacy of credit booms In: BIS Working Papers.
[Full Text][Citation analysis]		paper27
2017Accounting for debt service: The painful legacy of credit booms.(2017) In: Bank of Finland Research Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2018Why you should use the Hodrick-Prescott filter - at least to generate credit gaps In: BIS Working Papers.
[Full Text][Citation analysis]		paper96
2019Predicting recessions: financial cycle versus term spread In: BIS Working Papers.
[Full Text][Citation analysis]		paper26
2020Which credit gap is better at predicting financial crises? A comparison of univariate filters In: BIS Working Papers.
[Full Text][Citation analysis]		paper15
2021Which Credit Gap Is Better at Predicting Financial Crises? A Comparison of Univariate Filters.(2021) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2020Leverage Dynamics and the Burden of Debt In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article7
2016Leverage dynamics and the burden of debt.(2016) In: Bank of Finland Research Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2010An economic capital model integrating credit and interest rate risk in the banking book In: Bank of England working papers.
[Full Text][Citation analysis]		paper49
2009An economic capital model integrating credit and interest rate risk in the banking book.(2009) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49		paper
2010An economic capital model integrating credit and interest rate risk in the banking book.(2010) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49		article
2012Liquidity risk, cash-flow constraints and systemic feedbacks In: Bank of England working papers.
[Full Text][Citation analysis]		paper29
2008The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective In: Bank of England working papers.
[Full Text][Citation analysis]		paper28
2016Leverage dynamics and the burden of debt In: Research Discussion Papers.
[Full Text][Citation analysis]		paper2
2016Monetary policy, the financial cycle and ultralow interest rates In: Research Discussion Papers.
[Full Text][Citation analysis]		paper47
2017Accounting for debt service : The painful legacy of credit booms In: Research Discussion Papers.
[Full Text][Citation analysis]		paper20
2018Going with the flows : New borrowing, debt service and the transmission of credit booms In: Research Discussion Papers.
[Full Text][Citation analysis]		paper22
2009Evaluación del riesgo de crisis bancarias: una revisión In: Boletín.
[Full Text][Citation analysis]		article0
2009El impacto integrado del riesgo de crédito y de tasa de interés bancarios: una perspectiva del valor económico y suficiencia de capital In: Monetaria.
[Full Text][Citation analysis]		article0
2005Herding With and Without Payoff Externalities - An Internet Experiment In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper30
2007Herding with and without payoff externalities -- an internet experiment.(2007) In: International Journal of Industrial Organization.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		article
2004Herding with and without Payoff Externalities - An Internet Experiment.(2004) In: Bonn Econ Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2008A research perspective on the propagation of the credit market turmoil In: Research Bulletin.
[Full Text][Citation analysis]		article4
2010The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article75
2020Forecasting recessions: the importance of the financial cycle In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article16
In: .
[Full Text][Citation analysis]		paper3
2007Integrating credit and interest rate risk: A theoretical framework and an application to banks balance sheets In: Money Macro and Finance (MMF) Research Group Conference 2006.
[Full Text][Citation analysis]		paper6
2011Comment on How to Calculate Systemic Risk Surcharges In: NBER Chapters.
[Full Text][Citation analysis]		chapter0
2018Going With the Flows: New Borrowing, Debt Service and the Transmission of Credit Booms In: NBER Working Papers.
[Full Text][Citation analysis]		paper21
2018Going with the flows: New borrowing, debt service and the transmission of credit booms.(2018) In: Bank of Finland Research Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2002The challenges facing currency usage: will the traditional transaction medium be able to resist competition from the new technologies? In: Economic Policy.
[Full Text][Citation analysis]		article82
2007Discussion of Banks, Markets and Liquidity In: RBA Annual Conference Volume (Discontinued).
[Full Text][Citation analysis]		chapter2
2017Debt Service: The Painful Legacy of Credit Booms In: 2017 Meeting Papers.
[Full Text][Citation analysis]		paper14
2012The effects of countercyclical capital buffers on bank lending In: Applied Economics Letters.
[Full Text][Citation analysis]		article80
2011Financial Instability and Macroeconomics: Bridging the Gulf In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter6
2013Can We Identify the Financial Cycle? In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter4
2002Will an optimal deposit insurance always increase financial stability? In: Bonn Econ Discussion Papers.
[Full Text][Citation analysis]		paper1

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