This author no longer works for the BIS.
|Date||BIS research papers|
Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets
BIS Working Papers No 631
BIS Working Papers No 573
BIS Papers No 78
BIS Working Papers No 423
- " Introducing financial stability considerations into Taylor rules in emerging market economies" (with B Gadanecz and K Miyajima), Applied Economics Letters, vol 22, issue 16, 2015.
- " Optimized Taylor rules with domestic bond yields in emerging market economies" (with B. Gadanecz and K Miyajima), Applied Economics Letters, vol 22, issue 9, 2015. Also published in BIS Papers no 78.