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 1 89
Accounting for debt service: the painful legacy of credit booms 0 1 3 54 1 2 7 131
An economic capital model integrating credit and interest rate risk in the banking book 0 0 2 161 0 0 6 420
An economic capital model integrating credit and interest rate risk in the banking book 0 0 1 310 0 1 4 764
Anchoring countercyclical capital buffers: the role of credit aggregates 0 0 1 145 0 2 10 614
Buffering Covid-19 losses - the role of prudential policy 0 0 5 155 0 2 15 400
Central bank bond purchases in emerging market economies 2 2 7 149 2 5 24 342
Characterising the financial cycle: don't lose sight of the medium term! 1 8 28 616 7 18 99 1,866
Countercyclical capital buffers: exploring options 1 1 5 191 3 4 15 532
Debt Service: The Painful Legacy of Credit Booms 0 0 0 54 0 2 5 125
Evaluating early warning indicators of banking crises: Satisfying policy requirements 0 1 5 168 0 2 15 597
Funding liquidity risk: definition and measurement 0 0 4 187 0 1 9 1,095
Funding liquidity risk: definition and measurement 0 1 9 346 0 3 26 1,622
Going With the Flows: New Borrowing, Debt Service and the Transmission of Credit Booms 0 1 5 87 0 1 10 181
Going with the flows: New borrowing, debt service and the transmission of credit booms 0 0 0 61 0 0 2 92
Herding With and Without Payoff Externalities - An Internet Experiment 0 0 0 116 0 0 2 465
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 559 0 0 0 1,480
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 209 0 1 3 762
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 137 0 0 1 469
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 133 0 0 1 481
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 151 0 0 1 448
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment 0 0 0 10 0 0 1 90
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment 0 1 1 171 1 2 3 621
Herding with and without Payoff Externalities - An Internet Experiment 0 0 1 174 0 0 3 557
Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets 0 0 3 685 0 0 7 1,803
Is Cash Becoming Technologically Outmoded Or Does it Remain Necessary to Facilitate 0 0 0 126 0 0 0 309
Leverage dynamics and the burden of debt 0 0 0 60 0 0 1 114
Leverage dynamics and the real burden of debt 0 0 0 77 0 1 7 249
Liquidity risk, cash-flow constraints and systemic feedbacks 0 0 2 71 0 0 5 201
Long-term debt propagation and real reversals 0 1 4 16 0 1 14 21
Long-term debt propagation and real reversals 0 0 1 7 0 0 3 9
Long-term debt propagation and real reversals 0 1 1 2 0 1 2 4
Measuring the systemic importance of interconnected banks 0 0 2 216 0 0 5 529
Monetary Policy, the Financial Cycle and Ultra-low Interest Rates 0 0 1 59 0 0 4 209
Monetary policy, the financial cycle and ultra-low interest rates 0 0 2 158 0 0 9 301
Monetary policy, the financial cycle and ultralow interest rates 0 0 0 166 0 1 3 251
Predicting recessions: financial cycle versus term spread 0 1 5 107 1 2 8 173
Stress-testing macro stress testing: does it live up to expectations? 0 0 1 160 0 1 6 572
The Holt-Winters filter and the one-sided HP filter: A close correspondence 1 1 2 21 2 2 6 19
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 0 0 15 0 0 3 19
The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective 0 0 0 794 1 2 3 2,490
The scarring effects of deep contractions 0 1 4 40 0 2 14 39
The scarring effects of deep contractions 0 0 3 25 0 1 7 43
Towards an Operational Framework for Financial Stability: "Fuzzy" Measurement and its Consequences 0 1 5 79 0 2 17 337
Towards an operational framework for financial stability: "fuzzy" measurement and its consequences 0 0 0 207 1 1 8 592
Which credit gap is better at predicting financial crises? A comparison of univariate filters 0 0 0 19 1 1 2 92
Why you should use the Hodrick-Prescott filter - at least to generate credit gaps 0 1 2 102 0 2 18 265
Will an optimal deposit insurance always increase financial stability? 0 0 2 182 0 0 3 426
Total Working Papers 5 23 117 7,784 20 66 418 23,310
1 registered items for which data could not be found


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 1 16 0 0 2 66
An economic capital model integrating credit and interest rate risk in the banking book 0 1 7 195 1 2 15 649
Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates 0 0 0 147 0 0 7 539
Assessing the risk of banking crises - revisited 1 3 20 390 7 14 78 1,212
Changes in monetary policy operating procedures over the last decade: insights from a new database 0 0 0 8 1 3 7 44
Do debt service costs affect macroeconomic and financial stability? 0 1 2 72 0 2 15 249
Early warning indicators of banking crises: expanding the family 0 0 0 0 5 6 14 143
Early warning indicators of banking crises: expanding the family 0 0 2 71 0 1 16 330
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 1 3 55
Evaluación del riesgo de crisis bancarias: una revisión 0 0 0 8 0 0 0 35
Evaluating early warning indicators of banking crises: Satisfying policy requirements 0 0 2 212 0 0 7 588
Forecasting recessions: the importance of the financial cycle 1 2 11 50 1 5 27 139
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment 0 0 2 221 0 0 4 812
Herding with and without payoff externalities -- an internet experiment 0 0 1 75 0 0 2 251
How much does the private sector really borrow - a new database for total credit to the private non-financial sector 0 0 2 96 0 3 15 471
How much income is used for debt payments? A new database for debt service ratios 0 0 6 109 1 2 25 367
Leverage Dynamics and the Burden of Debt 0 0 3 11 0 1 6 34
Macro stress tests and crises: what can we learn? 0 0 1 112 0 0 6 306
Measuring the systemic importance of interconnected banks 0 0 2 89 1 1 9 379
Monetary Policy, the Financial Cycle, and Ultra-Low Interest Rates 0 0 3 115 1 6 19 398
Stress-testing macro stress testing: Does it live up to expectations? 0 4 12 132 2 8 22 406
Systemic importance: some simple indicators 0 0 2 117 0 0 12 420
The Holt–Winters filter and the one-sided HP filter: A close correspondence 0 0 2 3 1 1 7 11
The challenges facing currency usage: will the traditional transaction medium be able to resist competition from the new technologies? 1 2 6 176 3 5 17 590
The credit-to-GDP gap and countercyclical capital buffers: questions and answers 0 1 6 202 1 4 27 918
The effects of countercyclical capital buffers on bank lending 1 2 7 369 1 3 14 738
The financial cycle and recession risk 0 1 7 84 2 5 23 320
The global foreign exchange market in a higher-volatility environment 0 3 10 14 3 11 38 60
The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application 1 2 12 313 2 5 29 759
Total credit as an early warning indicator for systemic banking crises 1 1 8 108 2 5 22 377
Which Credit Gap Is Better at Predicting Financial Crises? A Comparison of Univariate Filters 0 0 0 10 0 1 8 32
Total Journal Articles 6 23 137 3,529 35 95 496 11,698


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Global tightening, banking stress and market resilience in EMEs 0 0 5 6 0 0 12 17
Total Books 0 0 5 6 0 0 12 17


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 1 1 65 0 1 4 133
Comment on "How to Calculate Systemic Risk Surcharges" 0 0 0 22 0 0 0 74
Discussion of 'Banks, Markets and Liquidity' 0 0 0 27 0 0 1 132
Financial Instability and Macroeconomics: Bridging the Gulf 1 1 1 24 2 2 6 53
Toward an Operational Framework for Financial Stability: “Fuzzy” Measurement and Its Consequences 0 0 1 164 1 2 11 630
Total Chapters 1 2 3 302 3 5 22 1,022


Statistics updated 2024-09-04