| Title | Other author(s) | |
|---|---|---|
Debt reduction after crisesBank for International Settlements Quarterly Review [View] (Paper: 1009e, 06.09.2010) |
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What drives interbank rates? Evidence from the Libor panelBank for International Settlements Quarterly Review [View] (Paper: 0803f, 03.03.2008) |
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Changing post-trading arrangements for OTC derivativesBank for International Settlements Quarterly Review [View] (Paper: 0712i, 10.12.2007) |
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The covered bond marketBank for International Settlements Quarterly Review [View] (Paper: 0709f, 03.09.2007) |
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Using counterfactual simulations to assess the danger of contagion in interbank marketsBank for International Settlements Working papers [View] (Paper: 234, 22.08.2007) |
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The tail wags the dog: time-varying information shares in the Bund marketBank for International Settlements Working papers [View] (Paper: 224, 30.01.2007) |
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Derivatives activity and monetary policyBank for International Settlements Quarterly Review [View] (Paper: 0609h, 11.09.2006) |
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Time variation in the tail behaviour of bunds futures returnsEuropean Central Bank Working papers [View] (Paper: 0199, 02.04.2003) |