| Date | Research papers |
|---|---|
| Jan 2012 | The sustainability of pension schemesWorking Papers No 368
|
| Apr 2011 | Market structures and systemic risks of exchange-traded fundsWorking Papers No 343
|
| Mar 2009 | US dollar money market funds and non-US banksBIS Quarterly Review March 2009
Other authors: Naohiko Baba and Robert N McCauley |
| Jun 2008 | Managing international reserves: how does diversification affect financial costs?BIS Quarterly Review June 2008
|
| Sep 2006 | 150 years of financial market volatilityBIS Quarterly Review September 2006
Other authors: Stefan Gerlach and Michela Scatigna |
| Aug 1999 | Reserve currency allocation: an alternative methodologyWorking Papers No 72
|
| Nov 1998 | Portfolio selection using fuzzy decision theoryWorking Papers No 59
|
| Jul 1998 | One-step prediction of financial time seriesWorking Papers No 57
|
| Sep 1997 | Global asset allocation in fixed income marketsWorking Papers No 46
|
