Access Statistics for Mathias Drehmann

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Accounting for debt service: The painful legacy of credit booms 0 0 0 46 0 0 3 87
Accounting for debt service: the painful legacy of credit booms 1 1 3 50 1 3 12 119
An economic capital model integrating credit and interest rate risk in the banking book 0 1 3 309 0 2 6 758
An economic capital model integrating credit and interest rate risk in the banking book 1 3 8 159 1 6 17 413
Anchoring countercyclical capital buffers: the role of credit aggregates 0 0 5 141 3 12 42 587
Buffering Covid-19 losses - the role of prudential policy 0 0 13 150 1 8 38 377
Central bank bond purchases in emerging market economies 0 0 4 140 0 5 27 312
Characterising the financial cycle: don't lose sight of the medium term! 2 4 20 579 7 15 74 1,741
Countercyclical capital buffers: exploring options 2 3 4 183 2 5 20 512
Debt Service: The Painful Legacy of Credit Booms 0 0 1 54 0 0 3 118
Evaluating early warning indicators of banking crises: Satisfying policy requirements 0 1 4 162 6 24 51 568
Funding liquidity risk: definition and measurement 3 10 17 333 12 29 64 1,568
Funding liquidity risk: definition and measurement 0 0 1 182 0 2 10 1,081
Going With the Flows: New Borrowing, Debt Service and the Transmission of Credit Booms 0 0 0 81 0 1 2 168
Going with the flows: New borrowing, debt service and the transmission of credit booms 0 0 0 59 1 2 4 86
Herding With and Without Payoff Externalities - An Internet Experiment 1 1 1 116 1 1 1 463
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 1 209 0 0 2 758
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 137 0 1 2 467
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 150 0 1 1 446
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 133 0 0 3 479
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 559 0 0 2 1,479
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment 0 0 0 170 0 0 0 617
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment 0 0 1 10 0 0 4 89
Herding with and without Payoff Externalities - An Internet Experiment 0 0 0 173 0 0 0 554
Herding with and without Payoff Externalities - An Internet Experiment 0 1 1 108 1 3 3 394
Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets 0 1 2 681 1 5 9 1,794
Is Cash Becoming Technologically Outmoded Or Does it Remain Necessary to Facilitate 0 0 0 126 0 0 1 309
Leverage dynamics and the burden of debt 0 0 3 60 0 0 4 112
Leverage dynamics and the real burden of debt 0 1 6 76 1 2 9 235
Liquidity risk, cash-flow constraints and systemic feedbacks 0 0 0 69 0 0 6 193
Measuring the systemic importance of interconnected banks 0 0 1 214 1 2 17 523
Monetary Policy, the Financial Cycle and Ultra-low Interest Rates 0 0 0 57 0 3 18 199
Monetary policy, the financial cycle and ultra-low interest rates 0 0 2 156 1 3 18 280
Monetary policy, the financial cycle and ultralow interest rates 0 0 1 165 0 8 37 244
Predicting recessions: financial cycle versus term spread 0 2 9 101 1 7 31 162
Stress-testing macro stress testing: does it live up to expectations? 0 1 6 159 5 17 54 556
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 0 15 15 0 0 16 16
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 1 18 18 0 2 10 10
The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective 0 0 1 793 0 0 5 2,483
The scarring effects of deep contractions 0 0 20 20 0 0 30 30
The scarring effects of deep contractions 0 1 35 35 0 5 19 19
Towards an Operational Framework for Financial Stability: "Fuzzy" Measurement and its Consequences 0 0 2 73 2 3 13 316
Towards an operational framework for financial stability: "fuzzy" measurement and its consequences 0 0 3 206 0 1 5 577
Which credit gap is better at predicting financial crises? A comparison of univariate filters 0 0 2 19 0 6 16 89
Why you should use the Hodrick-Prescott filter - at least to generate credit gaps 0 1 9 98 3 8 41 240
Will an optimal deposit insurance always increase financial stability? 0 0 0 179 0 0 0 422
Total Working Papers 10 33 222 7,713 51 192 750 23,050


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A research perspective on the propagation of the credit market turmoil 0 0 2 14 0 0 4 63
An economic capital model integrating credit and interest rate risk in the banking book 0 2 7 187 2 12 26 628
Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates 2 2 2 147 4 5 14 532
Assessing the risk of banking crises - revisited 3 4 11 365 11 23 54 1,110
Changes in monetary policy operating procedures over the last decade: insights from a new database 0 0 3 7 1 1 13 32
Do debt service costs affect macroeconomic and financial stability? 0 0 1 70 0 0 11 231
Early warning indicators of banking crises: expanding the family 0 0 0 0 1 5 19 126
Early warning indicators of banking crises: expanding the family 0 2 9 67 3 6 37 308
El impacto integrado del riesgo de crédito y de tasa de interés bancarios: una perspectiva del valor económico y suficiencia de capital 0 0 0 4 0 0 0 52
Evaluación del riesgo de crisis bancarias: una revisión 0 0 0 8 0 0 1 35
Evaluating early warning indicators of banking crises: Satisfying policy requirements 1 4 18 206 6 19 77 561
Forecasting recessions: the importance of the financial cycle 0 2 11 38 5 8 31 98
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment 0 0 3 218 0 2 12 805
Herding with and without payoff externalities -- an internet experiment 1 1 3 74 1 1 3 248
How much does the private sector really borrow - a new database for total credit to the private non-financial sector 1 3 11 92 2 10 42 447
How much income is used for debt payments? A new database for debt service ratios 1 4 21 98 4 12 69 333
Leverage Dynamics and the Burden of Debt 0 1 1 6 0 1 4 25
Macro stress tests and crises: what can we learn? 0 0 0 110 0 0 6 296
Measuring the systemic importance of interconnected banks 0 0 0 86 2 2 8 366
Monetary Policy, the Financial Cycle, and Ultra-Low Interest Rates 0 1 13 109 4 8 51 370
Stress-testing macro stress testing: Does it live up to expectations? 0 1 3 120 0 9 15 378
Systemic importance: some simple indicators 0 2 2 114 1 13 29 403
The challenges facing currency usage: will the traditional transaction medium be able to resist competition from the new technologies? 0 0 3 168 0 0 11 570
The credit-to-GDP gap and countercyclical capital buffers: questions and answers 1 2 8 192 4 9 45 877
The effects of countercyclical capital buffers on bank lending 0 6 12 357 1 9 25 717
The financial cycle and recession risk 1 1 11 77 6 12 34 290
The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application 1 5 10 295 1 11 22 717
Total credit as an early warning indicator for systemic banking crises 1 1 5 99 1 1 18 349
Which Credit Gap Is Better at Predicting Financial Crises? A Comparison of Univariate Filters 0 2 6 7 0 7 15 20
Total Journal Articles 13 46 176 3,335 60 186 696 10,987


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Can We Identify the Financial Cycle? 0 0 0 63 0 1 1 127
Comment on "How to Calculate Systemic Risk Surcharges" 0 0 0 22 0 0 0 74
Discussion of 'Banks, Markets and Liquidity' 0 1 2 27 0 1 6 130
Financial Instability and Macroeconomics: Bridging the Gulf 0 4 11 21 0 5 18 43
Toward an Operational Framework for Financial Stability: “Fuzzy” Measurement and Its Consequences 0 0 3 161 1 1 10 614
Total Chapters 0 5 16 294 1 8 35 988


Statistics updated 2023-05-07