Naohiko Baba - Central Bank Research Hub

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

Title Other author(s)

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)

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

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

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

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

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

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

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

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

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

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