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 2 2 91
Accounting for debt service: the painful legacy of credit booms 0 0 0 54 5 7 11 142
Aggregate Debt Servicing and the Limit on Private Credit 0 0 21 21 1 2 16 16
Aggregate debt servicing and the limit on private credit 0 1 9 9 3 5 16 16
An economic capital model integrating credit and interest rate risk in the banking book 0 0 0 310 2 5 7 773
An economic capital model integrating credit and interest rate risk in the banking book 0 0 0 162 0 2 3 425
Anchoring countercyclical capital buffers: the role of credit aggregates 0 0 0 145 1 1 7 621
Buffering Covid-19 losses - the role of prudential policy 0 0 5 160 0 3 22 422
Central bank bond purchases in emerging market economies 1 1 5 155 3 5 28 374
Characterising the financial cycle: don't lose sight of the medium term! 0 1 14 635 2 13 87 1,970
Countercyclical capital buffers: exploring options 0 0 4 198 1 5 12 549
Debt Service: The Painful Legacy of Credit Booms 0 0 1 55 0 0 2 127
Evaluating early warning indicators of banking crises: Satisfying policy requirements 0 0 2 172 0 2 12 613
Funding liquidity risk: definition and measurement 1 2 2 189 3 9 13 1,109
Funding liquidity risk: definition and measurement 0 1 9 356 5 10 36 1,661
Going With the Flows: New Borrowing, Debt Service and the Transmission of Credit Booms 0 0 0 87 0 2 5 186
Going with the flows: New borrowing, debt service and the transmission of credit booms 0 0 0 61 0 1 1 94
Herding With and Without Payoff Externalities - An Internet Experiment 0 0 0 116 1 2 5 470
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 137 1 2 2 471
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 559 3 3 4 1,484
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 133 1 1 4 485
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 209 1 1 4 766
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 151 0 0 2 450
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment 0 0 0 171 0 0 2 623
Herding with and without Payoff Externalities - An Internet Experiment 0 0 0 174 0 1 2 560
Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets 0 1 4 689 5 6 12 1,816
Is Cash Becoming Technologically Outmoded Or Does it Remain Necessary to Facilitate 0 0 0 126 1 1 2 311
Leverage dynamics and the burden of debt 0 0 0 60 0 0 2 117
Leverage dynamics and the real burden of debt 0 0 0 77 2 3 8 260
Liquidity risk, cash-flow constraints and systemic feedbacks 0 0 0 71 0 0 1 203
Long-term debt propagation and real reversals 0 0 1 4 0 0 23 29
Long-term debt propagation and real reversals 0 0 1 17 0 2 7 32
Long-term debt propagation and real reversals 0 0 0 7 0 1 2 12
Measuring the systemic importance of interconnected banks 0 0 0 216 1 2 3 533
Monetary Policy, the Financial Cycle and Ultra-low Interest Rates 0 0 0 59 0 0 3 213
Monetary policy, the financial cycle and ultra-low interest rates 0 0 1 159 0 3 12 313
Monetary policy, the financial cycle and ultralow interest rates 0 2 4 171 1 6 9 263
Predicting recessions: financial cycle versus term spread 0 0 3 110 0 2 10 187
Stress-testing macro stress testing: does it live up to expectations? 1 1 1 161 2 4 5 579
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 0 2 19 3 6 10 31
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 0 0 21 1 1 7 26
The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective 0 0 0 794 0 1 3 2,494
The scarring effects of deep contractions 0 1 3 45 1 3 19 62
The scarring effects of deep contractions 0 0 1 27 0 1 4 48
Towards an Operational Framework for Financial Stability: "Fuzzy" Measurement and its Consequences 0 1 4 83 6 9 24 364
Towards an operational framework for financial stability: "fuzzy" measurement and its consequences 0 0 4 211 2 4 10 603
Which credit gap is better at predicting financial crises? A comparison of univariate filters 0 1 1 20 2 5 6 99
Why you should use the Hodrick-Prescott filter - at least to generate credit gaps 0 0 3 106 8 10 25 293
Will an optimal deposit insurance always increase financial stability? 0 0 0 182 0 0 0 426
Total Working Papers 3 13 105 7,900 68 154 512 23,812
2 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 0 16 0 0 1 67
An economic capital model integrating credit and interest rate risk in the banking book 0 0 1 196 3 5 8 658
Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates 0 0 0 147 1 4 14 553
Assessing the risk of banking crises - revisited 10 10 22 416 22 42 100 1,329
Changes in monetary policy operating procedures over the last decade: insights from a new database 0 0 1 9 2 2 8 53
Do debt service costs affect macroeconomic and financial stability? 1 1 3 75 1 2 10 259
Early warning indicators of banking crises: expanding the family 0 0 0 0 1 4 16 160
Early warning indicators of banking crises: expanding the family 1 1 2 73 10 14 22 354
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 2 57
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 1 5 218 4 10 25 615
Forecasting recessions: the importance of the financial cycle 0 0 8 58 2 6 23 165
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment 0 0 0 221 1 2 4 818
Herding with and without payoff externalities -- an internet experiment 0 0 0 75 0 0 3 254
How much does the private sector really borrow - a new database for total credit to the private non-financial sector 1 1 5 102 10 17 35 512
How much income is used for debt payments? A new database for debt service ratios 0 3 5 115 21 26 51 424
Leverage Dynamics and the Burden of Debt 1 2 3 15 5 9 16 52
Macro stress tests and crises: what can we learn? 0 0 1 114 0 2 5 313
Measuring the systemic importance of interconnected banks 0 0 4 93 1 1 12 392
Monetary Policy, the Financial Cycle, and Ultra-Low Interest Rates 0 0 5 120 2 5 20 419
Monetary policy operational frameworks - a new taxonomy 1 1 1 1 4 5 5 5
Stress-testing macro stress testing: Does it live up to expectations? 0 0 7 142 7 12 33 442
Systemic importance: some simple indicators 0 0 0 117 2 3 8 428
The Holt–Winters filter and the one-sided HP filter: A close correspondence 0 0 2 6 1 3 6 18
The challenges facing currency usage: will the traditional transaction medium be able to resist competition from the new technologies? 2 2 4 182 3 5 17 612
The credit-to-GDP gap and countercyclical capital buffers: questions and answers 0 0 3 205 2 9 44 965
The effects of countercyclical capital buffers on bank lending 0 1 4 375 0 2 18 758
The financial cycle and recession risk 1 4 10 94 1 6 21 347
The global foreign exchange market in a higher-volatility environment 2 3 7 21 11 21 51 123
The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application 1 5 11 324 8 15 33 795
Total credit as an early warning indicator for systemic banking crises 2 2 4 115 4 10 18 402
Which Credit Gap Is Better at Predicting Financial Crises? A Comparison of Univariate Filters 0 0 3 14 2 5 12 47
Total Journal Articles 23 37 121 3,671 131 247 641 12,431


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 1 2 3 10 2 3 9 31
Total Books 1 2 3 10 2 3 9 31


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 1 68 0 0 2 137
Comment on "How to Calculate Systemic Risk Surcharges" 0 0 0 22 0 0 2 76
Discussion of 'Banks, Markets and Liquidity' 0 0 0 27 1 1 2 134
Financial Instability and Macroeconomics: Bridging the Gulf 0 0 1 25 1 1 6 60
Toward an Operational Framework for Financial Stability: “Fuzzy” Measurement and Its Consequences 0 0 1 165 1 5 15 651
Total Chapters 0 0 3 307 3 7 27 1,058


Statistics updated 2025-11-08