Mathias Drehmann

Finance · 2002–2016

A researcher in the Science corpus: 19 papers; trusts 66 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 190 citations into it; #6,977 of 10,518 by trust here, #1,294 by citations
• Economics and Econometrics — 174 citations into it; #17,714 of 23,481 by trust here, #5,178 by citations
• Accounting — 26 citations into it
• Management Science and Operations Research — 23 citations into it
• Statistics and Probability — 5 citations into it

Whom Mathias Drehmann trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. C. Borio
2. Markus K. Brunnermeier
3. Michael B. Gordy
4. Luc Laeven
5. Philip W. Lowe
6. L. Gambacorta
7. Y. Amihud
8. Fabián Valencia
9. Franklin Allen
10. Rafael Repullo

Who trusts Mathias Drehmann overall

1. C. Borio
2. C. Detken
3. M. Juselius
4. Yener Altunbaş
5. Lucia Alessi
6. Kostas Tsatsaronis
7. Scott A. Brave
8. Ò. Jordà
9. Diana Bonfim
10. Peter J. Morgan

Papers from Mathias Drehmann's perspective

Ordered by how strongly the researchers Mathias Drehmann trusts endorse each paper. Same corpus, a different order for every researcher.

1. Asset Prices, Financial and Monetary Stability: Exploring the Nexus
2. Market liquidity and funding liquidity
3. Interest and Prices
4. Cyclical implications of the Basel II capital standards
5. Bank Size, Bank Capital, and the Bank Lending Channel
6. Deciphering the Liquidity and Credit Crunch 2007-08
7. Zombie Lending and Depressed Restructuring in Japan
8. A Simple Model of Herd Behavior
9. Systemic Banking Crises: A New Database (Social Science Research Network)
10. The Money View Versus the Credit View (Finance and Economics Discussion Series)

Their papers

• Countercyclical Capital Buffers: Exploring Options (2010) — 352 citations
• The effects of countercyclical capital buffers on bank lending (2012) — 111 citations
• Monetary Policy, the Financial Cycle and Ultralow Interest Rates (2016) — 140 citations
• The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application (2010) — 140 citations
• The Challenges Facing Currency Usage: Will the Traditional Transaction Medium be Able to Resist Competition From the New Technologies? (2002) — 130 citations
• Measuring the systemic importance of interconnected banks (2013) — 270 citations
• The credit-to-GDP gap and countercyclical capital buffers: questions and answers (2014) — 229 citations
• Evaluating early warning indicators of banking crises: Satisfying policy requirements (2014) — 405 citations
• Funding Liquidity Risk: Definition and Measurement (2013) — 405 citations
• How much does the private sector really borrow - a new database for total credit to the private non-financial sector (2013) — 165 citations
• Macro Stress Tests and Crises: What Can We Learn? (2012) — 114 citations
• Stress-Testing Macro Stress Testing: Does it Live Up to Expectations? (2012) — 304 citations
• Do Debt Service Costs Affect Macroeconomic and Financial Stability (2012) — 143 citations
• Characterising the Financial Cycle: Don't Lose Sight of the Medium Term! (2012) — 563 citations
• Systemic Importance: Some Simple Indicators (2011) — 131 citations
• Anchoring Countercyclical Capital Buffers: The Role of Credit Aggregates (2011) — 411 citations
• Towards an operational framework for financial stability : "fuzzy" measurement and its consequences (2009) — 187 citations
• Assessing the Risk of Banking Crises – Revisited (2009) — 670 citations
• Herding and Contrarian Behavior in Financial Markets: An Internet Experiment (2005) — 263 citations