Publications in peer-reviewed journals

Selected journal publications by BIS economists.

Displaying 1-10 of 24
External content 01 Mar 2025
Long-term debt propagation and real reversals
in The Journal of Finance
Authors: Mathias Drehmann, Mikael Juselius and Anton Korinek
External content 01 Jan 2023
The Holt-Winters filter and the one-sided HP filter: A close correspondence
in Economics Letters
Authors: Mathias Drehmann and Rodrigo Alfaro
External content 01 Oct 2021
Which credit gap is better at predicting financial crises? A comparison of univariate filters
in International Journal of Central Banking
Authors: Mathias Drehmann and James Yetman
External content 01 Dec 2020
Forecasting recessions: the importance of the financial cycle
in Journal of Macroeconomics
Authors: Claudio Borio, Mathias Drehmann and Dora Xia
External content 01 Apr 2020
Leverage dynamics and the burden of debt
in Oxford Bulletin of Economics and Statistics
Authors: Mathias Drehmann and Mikael Juselius
External content 01 Sep 2017
Monetary policy, the financial cycle and ultra-low interest rates
in International Journal of Central Banking
Authors: Piti Disyatat, Claudio Borio, Mathias Drehmann and Mikael Juselius
External content 01 Sep 2014
Evaluating early warning indicators of banking crises: satisfying policy requirements
in International Journal of Forecasting
Authors: Mathias Drehmann and Mikael Juselius
External content 01 Jun 2014
Stress-testing macro stress testing: does it live up to expectations?
in Journal of Financial Stability
Authors: Kostas Tsatsaronis, Claudio Borio and Mathias Drehmann
External content 01 Dec 2013
Can we identify the financial cycle?
in The role of central banks in financial stability: how has it changed?
Authors: Kostas Tsatsaronis, Claudio Borio and Mathias Drehmann
External content 01 Jul 2013
Funding liquidity risk: definition and measurement
in Journal of Banking & Finance
Authors: Mathias Drehmann and Kleopatra Nikolaou

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