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 13 104
Accounting for debt service: the painful legacy of credit booms 0 0 0 54 0 1 32 169
Aggregate Debt Servicing and the Limit on Private Credit 0 0 2 23 0 2 20 35
Aggregate debt servicing and the limit on private credit 0 0 1 10 2 5 39 52
An economic capital model integrating credit and interest rate risk in the banking book 0 0 0 310 0 2 21 792
An economic capital model integrating credit and interest rate risk in the banking book 0 0 0 162 1 1 15 440
Anchoring countercyclical capital buffers: the role of credit aggregates 0 1 4 149 2 7 53 673
Buffering Covid-19 losses - the role of prudential policy 0 0 3 163 0 1 11 433
Central bank bond purchases in emerging market economies 0 0 4 158 0 1 44 415
Characterising the financial cycle: don't lose sight of the medium term! 2 4 9 644 5 27 141 2,109
Countercyclical capital buffers: exploring options 0 0 0 198 2 3 26 574
Debt Service: The Painful Legacy of Credit Booms 0 0 0 55 1 4 19 146
Evaluating early warning indicators of banking crises: Satisfying policy requirements 0 0 2 174 3 5 42 655
Funding liquidity risk: definition and measurement 0 0 4 360 3 6 41 1,697
Funding liquidity risk: definition and measurement 0 0 3 191 3 7 36 1,142
Going With the Flows: New Borrowing, Debt Service and the Transmission of Credit Booms 0 0 0 87 1 4 25 211
Going with the flows: New borrowing, debt service and the transmission of credit booms 0 0 2 63 0 3 16 110
Herding With and Without Payoff Externalities - An Internet Experiment 0 0 0 116 1 2 20 489
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 151 0 2 18 468
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 209 0 2 11 776
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 133 0 3 13 497
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 137 0 0 13 483
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment 0 0 0 559 1 1 13 1,494
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment 0 0 0 171 0 2 13 636
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment 0 0 0 10 0 2 8 98
Herding with and without Payoff Externalities - An Internet Experiment 0 0 0 174 0 0 24 584
Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets 0 1 2 691 0 2 22 1,833
Is Cash Becoming Technologically Outmoded Or Does it Remain Necessary to Facilitate 0 0 0 126 0 1 6 316
Leverage dynamics and the burden of debt 0 0 0 60 1 1 14 131
Leverage dynamics and the real burden of debt 0 0 1 78 0 6 24 282
Liquidity risk, cash-flow constraints and systemic feedbacks 0 0 2 73 1 4 20 223
Long-term debt propagation and real reversals 0 1 1 8 1 4 12 24
Long-term debt propagation and real reversals 0 0 1 5 1 3 16 45
Long-term debt propagation and real reversals 0 0 1 18 4 9 29 61
Measuring the systemic importance of interconnected banks 0 1 1 217 0 2 13 545
Monetary Policy, the Financial Cycle and Ultra-low Interest Rates 0 0 0 59 0 2 15 228
Monetary policy, the financial cycle and ultra-low interest rates 0 0 1 160 0 2 60 373
Monetary policy, the financial cycle and ultralow interest rates 0 0 0 171 0 2 16 278
Predicting recessions: financial cycle versus term spread 0 0 1 111 0 5 28 215
Stress-testing macro stress testing: does it live up to expectations? 0 0 1 161 0 2 18 595
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 0 0 21 0 1 17 42
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 0 0 19 0 0 10 38
The Liquidity Coverage Ratio a Decade On: A Stocktake of the Literature 1 12 12 12 2 6 6 6
The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective 0 0 3 797 1 2 20 2,514
The scarring effects of deep contractions 0 0 1 28 0 4 12 60
The scarring effects of deep contractions 0 1 1 46 2 4 30 91
Towards an Operational Framework for Financial Stability: "Fuzzy" Measurement and its Consequences 0 0 2 85 0 1 53 411
Towards an operational framework for financial stability: "fuzzy" measurement and its consequences 1 2 5 216 1 4 24 625
Which credit gap is better at predicting financial crises? A comparison of univariate filters 0 0 1 21 4 8 39 136
Why you should use the Hodrick-Prescott filter - at least to generate credit gaps 1 2 6 112 3 6 88 373
Will an optimal deposit insurance always increase financial stability? 0 0 0 182 0 0 5 431
Total Working Papers 5 25 77 7,984 46 174 1,324 25,158
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 0 16 0 2 10 77
An economic capital model integrating credit and interest rate risk in the banking book 0 0 0 196 0 0 17 672
Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates 0 0 0 147 1 6 26 578
Assessing the risk of banking crises - revisited 0 1 22 428 3 10 129 1,436
Changes in monetary policy operating procedures over the last decade: insights from a new database 0 2 2 11 0 8 25 76
Do debt service costs affect macroeconomic and financial stability? 0 0 1 75 0 5 30 288
Early warning indicators of banking crises: expanding the family 0 2 5 77 5 12 75 419
Early warning indicators of banking crises: expanding the family 0 0 0 0 0 1 25 184
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 4 61
Evaluación del riesgo de crisis bancarias: una revisión 0 0 0 8 0 0 2 37
Evaluating early warning indicators of banking crises: Satisfying policy requirements 1 1 5 223 6 15 43 654
Forecasting recessions: the importance of the financial cycle 0 0 3 61 0 1 24 187
Herding and Contrarian Behavior in Financial Markets: An Internet Experiment 0 0 0 221 1 7 18 835
Herding with and without payoff externalities -- an internet experiment 0 0 0 75 1 4 17 271
How much does the private sector really borrow - a new database for total credit to the private non-financial sector 0 1 3 104 1 5 162 664
How much income is used for debt payments? A new database for debt service ratios 0 1 4 119 1 9 93 496
Leverage Dynamics and the Burden of Debt 0 0 5 19 0 2 19 66
Macro stress tests and crises: what can we learn? 0 0 0 114 0 1 17 330
Measuring the systemic importance of interconnected banks 0 0 0 93 0 1 15 406
Monetary Policy, the Financial Cycle, and Ultra-Low Interest Rates 0 0 0 120 0 0 17 434
Monetary policy operational frameworks - a new taxonomy 0 1 3 3 1 17 38 39
Stress-testing macro stress testing: Does it live up to expectations? 0 1 5 147 5 10 52 487
Systemic importance: some simple indicators 0 0 0 117 0 0 21 447
The Holt–Winters filter and the one-sided HP filter: A close correspondence 0 0 0 6 0 2 14 31
The challenges facing currency usage: will the traditional transaction medium be able to resist competition from the new technologies? 0 0 3 183 0 1 12 621
The credit-to-GDP gap and countercyclical capital buffers: questions and answers 0 1 2 207 8 17 87 1,050
The effects of countercyclical capital buffers on bank lending 0 0 2 377 1 2 16 774
The financial cycle and recession risk 0 0 4 97 0 3 29 375
The global foreign exchange market in a higher-volatility environment 0 1 10 29 7 22 195 307
The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application 1 1 4 327 2 3 29 816
Total credit as an early warning indicator for systemic banking crises 0 1 6 119 1 6 61 459
Uncovering FX settlement risk: new measures from the 2025 BIS Triennial Survey 0 0 0 0 9 22 22 22
Which Credit Gap Is Better at Predicting Financial Crises? A Comparison of Univariate Filters 0 0 0 14 1 3 27 72
Total Journal Articles 2 14 89 3,737 54 197 1,371 13,671

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 2 11 1 1 18 47
The liquidity coverage ratio a decade on: a stocktake of the literature 0 0 1 1 2 5 24 24
Total Books 0 0 3 12 3 6 42 71

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 68 1 1 11 148
Comment on "How to Calculate Systemic Risk Surcharges" 0 0 0 22 1 1 8 84
Discussion of 'Banks, Markets and Liquidity' 0 0 0 27 0 1 6 139
Financial Instability and Macroeconomics: Bridging the Gulf 0 0 0 25 0 0 4 63
Toward an Operational Framework for Financial Stability: “Fuzzy” Measurement and Its Consequences 0 0 1 166 0 2 18 668
Total Chapters 0 0 1 308 2 5 47 1,102

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-10-11