Robert Neil McCauley - Central Bank Research Hub

Papers by year: All | 2017 | 2016 | 2015

Title Other author(s)

FX swaps and forwards: missing global debt?

Bank for International Settlements Quarterly Review [View] (Paper: 1709e, 17.09.2017)

JEL: F31, F34, F41

Financial deglobalisation in banking?

Bank for International Settlements Working papers [View] (Paper: 650, 01.06.2017)

JEL: F36, F4, G21

The bond benchmark continues to tip to swaps

Bank for International Settlements Quarterly Review [View] (Paper: 1703h, 06.03.2017)

JEL: G12, G15

Non-deliverable forwards: impact of currency internationalisation and derivatives reform

Bank for International Settlements Quarterly Review [View] (Paper: 1612h, 11.12.2016)

JEL: F31, G15, G18

The failure of covered interest parity: FX hedging demand and costly balance sheets

Bank for International Settlements Working papers [View] (Paper: 590, 27.10.2016)

JEL: F31, G02, G15

Covered interest parity lost: understanding the cross-currency basis

Bank for International Settlements Quarterly Review [View] (Paper: 1609e, 18.09.2016)

JEL: F31, G15, G2

Asset managers, eurodollars and unconventional monetary policy

Bank for International Settlements Working papers [View] (Paper: 578, 29.08.2016)

JEL: E43, E44, E52, F36, G23

Dollar credit to emerging market economies

Bank for International Settlements Quarterly Review [View] (Paper: 1512e, 06.12.2015)

JEL: E43, E51, F34, G21, G23

Papers by year: All | 2017 | 2016 | 2015