Naohiko Baba - Central Bank Research Hub

Papers by year: All | 2011 | 2010 | 2009 | 2008 | 2006 | 2005

	Title	Other author(s)
Abstract Full text	Dislocations in the won-dollar swap markets during the crisis of 2007-09 Bank for International Settlements Working papers [View] (Paper: 344, 21.04.2011)	Ilhyock Shim
Abstract Full text	Policy responses to dislocations in the FX swap market: the experience of Korea Bank for International Settlements Quarterly Review [View] (Paper: 1006e, 14.06.2010) JEL: G12, G13, G18	Ilhyock Shim
Abstract Full text	From turmoil to crisis: dislocations in the FX swap market before and after the failure of Lehman Brothers Bank for International Settlements Working papers [View] (Paper: 285, 07.07.2009) JEL: F31, G15	Frank Packer
Abstract Full text	US dollar money market funds and non-US banks Bank for International Settlements Quarterly Review [View] (Paper: 0903g, 02.03.2009) JEL: E58, F34, G28, G29	Srichander Ramaswamy Robert N. McCauley
Abstract Full text	Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08 Bank for International Settlements Working papers [View] (Paper: 267, 21.01.2009) JEL: F31, G15	Frank Packer
Full text	Extracting market expectations from yield curves augmented by money market interest rates: the case of Japan European Central Bank Working papers [View] (Paper: 0980, 23.12.2008) JEL: E43, E52, G12	Teppei Nagano
Abstract Full text	Price discovery from cross-currency and FX swaps: a structural analysis Bank for International Settlements Working papers [View] (Paper: 264, 13.11.2008) JEL: G12, G14, G15	Yasuaki Amatatsu
Abstract	The spillover of money market turbulence to FX swap and cross-currency swap markets Bank for International Settlements Quarterly Review [View] (Paper: 0803h, 03.03.2008) JEL: G12, G14, G15	Frank Packer Teppei Nagano
Abstract Full text	The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market IJCB International Journal of Central Banking [View] (Paper: 06q1a3, 02.06.2006) JEL: E43, E52	Yosuke Shigemi Kazuo Ueda Motoharu Nakashima
Abstract Full text	Japan’s deflation, problems in the financial system and monetary policy Bank for International Settlements Working papers [View] (Paper: 188, 23.11.2005) JEL: E43, E44, E52, E58, G12	Nobuyuki Oda Hiroshi Ugai Kazuo Ueda Masaaki Shirakawa Shinichi Nishioka

Papers by year: All | 2011 | 2010 | 2009 | 2008 | 2006 | 2005