E-LIB Suche - Ergebnisse für: Drehmann, Mathias

1

The Holt–Winters filter and the one-sided HP filter: A clos..:

Alfaro, Rodrigo ; Drehmann, Mathias
Economics Letters. 222 (2023) - p. 110925 , 2023

Link: https://doi.org/10.1016/..

2

Forecasting recessions: the importance of the financial cyc..:

Borio, Claudio ; Drehmann, Mathias ; Xia, Fan Dora
Journal of Macroeconomics. 66 (2020) - p. 103258 , 2020

Link: https://doi.org/10.1016/..

3

Leverage Dynamics and the Burden of Debt:

Juselius, Mikael ; Drehmann, Mathias
Oxford Bulletin of Economics and Statistics. 82 (2019) 2 - p. 347-364 , 2019

Link: https://doi.org/10.1111/..

4

Going With the Flows: New Borrowing, Debt Service and the T..

NBER working paper series, no. w24549

Drehmann, Mathias ; Juselius, Mikael ; Korinek, Anton , 2018

Link: https://www.nber.org/pap..

5

Stress-testing macro stress testing: Does it live up to exp..:

Borio, Claudio ; Drehmann, Mathias ; Tsatsaronis, Kostas
Journal of Financial Stability. 12 (2014) - p. 3-15 , 2014

Link: https://doi.org/10.1016/..

6

Evaluating early warning indicators of banking crises: Sati..:

Drehmann, Mathias ; Juselius, Mikael
International Journal of Forecasting. 30 (2014) 3 - p. 759-780 , 2014

Link: https://doi.org/10.1016/..

7

Measuring the systemic importance of interconnected banks:

Drehmann, Mathias ; Tarashev, Nikola
Journal of Financial Intermediation. 22 (2013) 4 - p. 586-607 , 2013

Link: https://doi.org/10.1016/..

8

Funding liquidity risk: Definition and measurement:

Drehmann, Mathias ; Nikolaou, Kleopatra
Journal of Banking & Finance. 37 (2013) 7 - p. 2173-2182 , 2013

Link: https://doi.org/10.1016/..

9

Do Debt Service Costs Affect Macroeconomic and Financial St..:

Drehmann, Mathias ; Juselius, Mikael
BIS Quarterly Review September 2012. , 2012

Link: https://ssrn.com/abstrac..

10

The effects of countercyclical capital buffers on bank lend..:

Drehmann, Mathias ; Gambacorta, Leonardo
Applied Economics Letters. 19 (2012) 7 - p. 603-608 , 2012

Link: https://doi.org/10.1080/..

11

The integrated impact of credit and interest rate risk on b..:

Drehmann, Mathias ; Sorensen, Steffen ; Stringa, Marco
Journal of Banking & Finance. 34 (2010) 4 - p. 713-729 , 2010

Link: https://doi.org/10.1016/..

12

An economic capital model integrating credit and interest r..:

Alessandri, Piergiorgio ; Drehmann, Mathias
Journal of Banking & Finance. 34 (2010) 4 - p. 730-742 , 2010

Link: https://doi.org/10.1016/..

13

Macroeconomic stress-testing banks: a survey of methodologi..:

, In: Stress-testing the Banking System,

Drehmann, Mathias - p. 37-67 , 2009

Link: https://doi.org/10.1017/..

14

Herding with and without payoff externalities — an internet..:

Drehmann, Mathias ; Oechssler, Jörg ; Roider, Andreas
International Journal of Industrial Organization. 25 (2007) 2 - p. 391-415 , 2007

Link: https://doi.org/10.1016/..

15

Herding and Contrarian Behavior in Financial Markets: An In..:

Drehmann, Mathias ; Oechssler, Jörg ; Roider, Andreas
The American Economic Review. 95 (2005) 5 - p. 1403-1426 , 2005

Link: https://www.jstor.org/st..