Mathias Drehmann
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Mathias |
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Drehmann |
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Affiliations
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Bank for International Settlements (BIS)
Research profile
author of:
- Herding and Contrarian Behavior in Financial Markets: An Internet Experiment (RePEc:aea:aecrev:v:95:y:2005:i:5:p:1403-1426)
by Mathias Drehmann & Jörg Oechssler & Andreas Roider - Herding with and without Payoff Externalities - An Internet Experiment (RePEc:awi:wpaper:0420)
by Mathias Drehmann & Jörg Oechssler & Andreas Roider - Central bank bond purchases in emerging market economies (RePEc:bis:bisblt:20)
by Yavuz Arslan & Mathias Drehmann & Boris Hofmann - Buffering Covid-19 losses - the role of prudential policy (RePEc:bis:bisblt:9)
by Mathias Drehmann & Marc Farag & Nicola Tarashev & Kostas Tsatsaronis - Global tightening, banking stress and market resilience in EMEs (RePEc:bis:bisbps:134)
by Mathias Drehmann & Bafundi Maronoti & Angela O'Connor - Assessing the risk of banking crises - revisited (RePEc:bis:bisqtr:0903e)
by Claudio Borio & Mathias Drehmann - Macro stress tests and crises: what can we learn? (RePEc:bis:bisqtr:0912e)
by Rodrigo Alfaro & Mathias Drehmann - Systemic importance: some simple indicators (RePEc:bis:bisqtr:1103e)
by Mathias Drehmann & Nikola Tarashev - Do debt service costs affect macroeconomic and financial stability? (RePEc:bis:bisqtr:1209e)
by Mathias Drehmann & Mikael Juselius - How much does the private sector really borrow - a new database for total credit to the private non-financial sector (RePEc:bis:bisqtr:1303h)
by Christian Dembiermont & Mathias Drehmann & Siriporn Muksakunratana - Total credit as an early warning indicator for systemic banking crises (RePEc:bis:bisqtr:1306f)
by Mathias Drehmann - The credit-to-GDP gap and countercyclical capital buffers: questions and answers (RePEc:bis:bisqtr:1403g)
by Mathias Drehmann & Kostas Tsatsaronis - How much income is used for debt payments? A new database for debt service ratios (RePEc:bis:bisqtr:1509h)
by Mathias Drehmann & Anamaria Illes & Mikael Juselius & Marjorie Santos - Early warning indicators of banking crises: expanding the family (RePEc:bis:bisqtr:1803e)
by Iñaki Aldasoro & Claudio Borio & Mathias Drehmann - The financial cycle and recession risk (RePEc:bis:bisqtr:1812g)
by Claudio Borio & Mathias Drehmann & Dora Xia - Changes in monetary policy operating procedures over the last decade: insights from a new database (RePEc:bis:bisqtr:2012c)
by Adam Cap & Mathias Drehmann & Andreas Schrimpf - The global foreign exchange market in a higher-volatility environment (RePEc:bis:bisqtr:2212f)
by Mathias Drehmann & Vladyslav Sushko - The Holt-Winters filter and the one-sided HP filter: A close correspondence (RePEc:bis:biswps:1033)
by Rodrigo Alfaro & Mathias Drehmann - The scarring effects of deep contractions (RePEc:bis:biswps:1043)
by David Aikman & Mathias Drehmann & Mikael Juselius & Xiaochuan Xing - Long-term debt propagation and real reversals (RePEc:bis:biswps:1098)
by Mathias Drehmann & Mikael Juselius & Anton Korinek - Towards an operational framework for financial stability: "fuzzy" measurement and its consequences (RePEc:bis:biswps:284)
by Claudio Borio & Claudio Mathias Drehmann - Funding liquidity risk: definition and measurement (RePEc:bis:biswps:316)
by Mathias Drehmann & Kleopatra Nikolaou - Countercyclical capital buffers: exploring options (RePEc:bis:biswps:317)
by Mathias Drehmann & Claudio Borio & Leonardo Gambacorta & Gabriel Jiminez & Carlos Trucharte - Measuring the systemic importance of interconnected banks (RePEc:bis:biswps:342)
by Nikola Tarashev & Mathias Drehmann - Anchoring countercyclical capital buffers: the role of credit aggregates (RePEc:bis:biswps:355)
by Mathias Drehmann & Claudio Borio & Kostas Tsatsaronis - Stress-testing macro stress testing: does it live up to expectations? (RePEc:bis:biswps:369)
by Claudio Borio & Mathias Drehmann & Kostas Tsatsaronis - Characterising the financial cycle: don't lose sight of the medium term! (RePEc:bis:biswps:380)
by Mathias Drehmann & Claudio Borio & Kostas Tsatsaronis - Evaluating early warning indicators of banking crises: Satisfying policy requirements (RePEc:bis:biswps:421)
by Mathias Drehmann - Leverage dynamics and the real burden of debt (RePEc:bis:biswps:501)
by Mikael Juselius & Mathias Drehmann - Monetary policy, the financial cycle and ultra-low interest rates (RePEc:bis:biswps:569)
by Mikael Juselius & Claudio Borio & Piti Disyatat & Mathias Drehmann - Accounting for debt service: the painful legacy of credit booms (RePEc:bis:biswps:645)
by Mathias Drehmann & Mikael Juselius & Anton Korinek - Why you should use the Hodrick-Prescott filter - at least to generate credit gaps (RePEc:bis:biswps:744)
by Mathias Drehmann & James Yetman - Predicting recessions: financial cycle versus term spread (RePEc:bis:biswps:818)
by Claudio Borio & Mathias Drehmann & Dora Xia Author-X-Name_First: Dora - Which credit gap is better at predicting financial crises? A comparison of univariate filters (RePEc:bis:biswps:878)
by Mathias Drehmann & James Yetman - Leverage Dynamics and the Burden of Debt (RePEc:bla:obuest:v:82:y:2020:i:2:p:347-364)
by Mikael Juselius & Mathias Drehmann - An economic capital model integrating credit and interest rate risk in the banking book (RePEc:boe:boeewp:0388)
by Alessandri, Piergiorgio & Drehmann, Mathias - Liquidity risk, cash-flow constraints and systemic feedbacks (RePEc:boe:boeewp:0456)
by Kapadia, Sujit & Drehmann, Mathias & Elliott, John & Sterne, Gabriel - The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective (RePEc:boe:boeewp:339)
by Mathias Drehmann & Steffen Sorensen & Marco Stringa - Unknown item RePEc:bof:bofrdp:2016_003 (paper)
- Unknown item RePEc:bof:bofrdp:2016_024 (paper)
- Unknown item RePEc:bof:bofrdp:2017_012 (paper)
- Unknown item RePEc:bof:bofrdp:2018_010 (paper)
- Herding and Contrarian Behavior in Financial Markets: An Internet Experiment (RePEc:cdl:ucsbec:qt6zf5469f)
by Drehmann, Mathias & Oechssler, Joerg & Roider, Andreas - Toward an Operational Framework for Financial Stability: “Fuzzy” Measurement and Its Consequences (RePEc:chb:bcchsb:v15c04pp063-123)
by Claudio Borio & Mathias Drehmann - Towards an Operational Framework for Financial Stability: "Fuzzy" Measurement and its Consequences (RePEc:chb:bcchwp:544)
by Claudio Borio & Mathias Drehmann - The Holt-Winters filter and the one-sided HP filter: A close correspondence (RePEc:chb:bcchwp:959)
by Rodrigo Alfaro & Mathias Drehmann - Evaluación del riesgo de crisis bancarias: una revisión (RePEc:cml:boletn:v:lv:y:2009:i:3:p:139-153)
by Claudio Borio & Mathias Drehmann - El impacto integrado del riesgo de crédito y de tasa de interés bancarios: una perspectiva del valor económico y suficiencia de capital (RePEc:cml:moneta:v:xxxii:y:2009:i:1:p:63-115)
by Mathias Drehmann & Steffen Sorensen & Marco Stringa - Long-term debt propagation and real reversals (RePEc:cpr:ceprdp:18075)
by Korinek, Anton & Drehmann, Mathias & Juselius, Mikael - Herding With and Without Payoff Externalities - An Internet Experiment (RePEc:cpr:ceprdp:5310)
by Drehmann, Mathias & Roider, Andreas & Oechssler, Joerg - A research perspective on the propagation of the credit market turmoil (RePEc:ecb:ecbrbu:2008:0007:1)
by Nuno Cassola & Mathias Drehmann & Philipp Hartmann & Marco Lo Duca & Martin Scheicher - Funding liquidity risk: definition and measurement (RePEc:ecb:ecbwps:20091024)
by Nikolaou, Kleopatra & Drehmann, Mathias - An economic capital model integrating credit and interest rate risk in the banking book (RePEc:ecb:ecbwps:20091041)
by Drehmann, Mathias & Alessandri, Piergiorgio - Herding and Contrarian Behavior in Financial Markets - An Internet Experiment (RePEc:ecj:ac2003:177)
by Roider, Andreas & Mathias Drehmann & Jorg Oechssler - Herding and Contrarian Behavior in Financial Markets - An Internet Experiment (RePEc:ecm:nawm04:55)
by Mathias Drehmann & Jörg Oechssler - The Holt–Winters filter and the one-sided HP filter: A close correspondence (RePEc:eee:ecolet:v:222:y:2023:i:c:s0165176522003998)
by Alfaro, Rodrigo & Drehmann, Mathias - Stress-testing macro stress testing: Does it live up to expectations? (RePEc:eee:finsta:v:12:y:2014:i:c:p:3-15)
by Borio, Claudio & Drehmann, Mathias & Tsatsaronis, Kostas - Herding with and without payoff externalities -- an internet experiment (RePEc:eee:indorg:v:25:y:2007:i:2:p:391-415)
by Drehmann, Mathias & Oechssler, Jorg & Roider, Andreas - Evaluating early warning indicators of banking crises: Satisfying policy requirements (RePEc:eee:intfor:v:30:y:2014:i:3:p:759-780)
by Drehmann, Mathias & Juselius, Mikael - The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application (RePEc:eee:jbfina:v:34:y:2010:i:4:p:713-729)
by Drehmann, Mathias & Sorensen, Steffen & Stringa, Marco - An economic capital model integrating credit and interest rate risk in the banking book (RePEc:eee:jbfina:v:34:y:2010:i:4:p:730-742)
by Alessandri, Piergiorgio & Drehmann, Mathias - Measuring the systemic importance of interconnected banks (RePEc:eee:jfinin:v:22:y:2013:i:4:p:586-607)
by Drehmann, Mathias & Tarashev, Nikola - Forecasting recessions: the importance of the financial cycle (RePEc:eee:jmacro:v:66:y:2020:i:c:s016407042030183x)
by Borio, Claudio & Drehmann, Mathias & Xia, Fan Dora - Is Cash Becoming Technologically Outmoded Or Does it Remain Necessary to Facilitate (RePEc:fmg:fmgdps:dp358)
by Matthias Drehmann & Charles Goodhart - Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates (RePEc:ijc:ijcjou:y:2011:q:4:a:8)
by Mathias Drehmann & Claudio Borio & Kostas Tsatsaronis - Monetary Policy, the Financial Cycle, and Ultra-Low Interest Rates (RePEc:ijc:ijcjou:y:2017:q:3:a:2)
by Mikael Juselius & Claudio Borio & Piti Disyatat & Mathias Drehmann - Which Credit Gap Is Better at Predicting Financial Crises? A Comparison of Univariate Filters (RePEc:ijc:ijcjou:y:2021:q:4:a:6)
by Mathias Drehmann & James Yetman - Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets (RePEc:mmf:mmfc06:151)
by Mathias Drehmann & Steffen Sorensen & Marco Stringa - Comment on "How to Calculate Systemic Risk Surcharges" (RePEc:nbr:nberch:12064)
by Mathias Drehmann - Going With the Flows: New Borrowing, Debt Service and the Transmission of Credit Booms (RePEc:nbr:nberwo:24549)
by Mathias Drehmann & Mikael Juselius & Anton Korinek - The challenges facing currency usage: will the traditional transaction medium be able to resist competition from the new technologies?
[‘Statement before the subcommittee on general oversight and i (RePEc:oup:ecpoli:v:17:y:2002:i:34:p:193-228.)
by Mathias Drehmann & Charles Goodhart & Malte Krueger - Monetary Policy, the Financial Cycle and Ultra-low Interest Rates (RePEc:pui:dpaper:55)
by Mikael Juselius & Claudio Borio & Piti Disyatat & Mathias Drehmann - Discussion of 'Banks, Markets and Liquidity' (RePEc:rba:rbaacv:acv2007-13)
by Mathias Drehmann - Debt Service: The Painful Legacy of Credit Booms (RePEc:red:sed017:1258)
by Mikael Juselius & Anton Korinek & Mathias Drehmann - Early warning indicators of banking crises: expanding the family (RePEc:ris:jofitr:1621)
by Aldasoro, Iñaki & Borio, Claudio & Drehmann, Mathias - The effects of countercyclical capital buffers on bank lending (RePEc:taf:apeclt:v:19:y:2012:i:7:p:603-608)
by Mathias Drehmann & Leonardo Gambacorta - Herding and Contrarian Behavior in Financial Markets - An Internet Experiment (RePEc:trf:wpaper:7)
by Drehmann, Mathias & Oechssler, Jörg & Roider, Andreas - Herding and Contrarian Behavior in Financial Markets - An Internet Experiment (RePEc:wpa:wuwpex:0210001)
by Mathias Drehmann & Joerg Oechssler & Andreas Roider - Herding and Contrarian Behavior in Financial Markets - An Internet Experiment (RePEc:wpa:wuwpfi:0210005)
by Mathias Drehmann & Joerg Oechssler & Andreas Roider - Financial Instability and Macroeconomics: Bridging the Gulf (RePEc:wsi:wschap:9789814322096_0017)
by Claudio Borio & Mathias Drehmann - Can We Identify the Financial Cycle? (RePEc:wsi:wschap:9789814449922_0007)
by Mathias Drehmann & Claudio Borio & Kostas Tsatsaronis - The scarring effects of deep contractions (RePEc:zbw:bofrdp:122022)
by Aikman, David & Drehmann, Mathias & Juselius, Mikael & Xing, Xiaochuan - Long-term debt propagation and real reversals (RePEc:zbw:bofrdp:52023)
by Drehmann, Mathias & Juselius, Mikael & Korinek, Anton - Leverage dynamics and the burden of debt (RePEc:zbw:bofrdp:rdp2016_003)
by Juselius, Mikael & Drehmann, Mathias - Monetary policy, the financial cycle and ultralow interest rates (RePEc:zbw:bofrdp:rdp2016_024)
by Juselius, Mikael & Borio, Claudio & Disyatat, Piti & Drehmann, Mathias - Accounting for debt service: The painful legacy of credit booms (RePEc:zbw:bofrdp:rdp2017_012)
by Drehmann, Mathias & Juselius, Mikael & Korinek, Anton - Going with the flows: New borrowing, debt service and the transmission of credit booms (RePEc:zbw:bofrdp:rdp2018_010)
by Drehmann, Mathias & Juselius, Mikael & Korinek, Anton - Herding with and without Payoff Externalities - An Internet Experiment (RePEc:zbw:bonedp:152004)
by Drehmann, Mathias & Oechssler, Jörg & Roider, Andreas - Herding and Contrarian Behavior in Financial Markets: An Internet Experiment (RePEc:zbw:bonedp:252002)
by Drehmann, Mathias & Oechssler, Jörg & Roider, Andreas - Will an optimal deposit insurance always increase financial stability? (RePEc:zbw:bonedp:282002)
by Drehmann, Mathias