Haibin Zhu - Central Bank Research Hub

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003

	Title	Other author(s)
Abstract Full text	Loan loss provisioning practices of Asian banks Bank for International Settlements Working papers [View] (Paper: 375, 05.04.2012) JEL: G21, G28	Frank Packer
Abstract Full text	Determinants of house Prices in Nine Asia-Pacific Economies IJCB International Journal of Central Banking [View] (Paper: 11q3a6, 01.09.2011)	Eloisa T. Glindro Jessica Szeto Tientip Subhanij
Abstract Full text	Systemic Risk Contributions Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2011-08, 28.01.2011)	Hao Zhou Xin Huang
Abstract Full text	The impact of CDS trading on the bond market: evidence from Asia Bank for International Settlements Working papers [View] (Paper: 332, 30.11.2010)	Ilhyock Shim
Abstract Full text	Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis Bank for International Settlements Working papers [View] (Paper: 296, 22.01.2010)	Hao Zhou Xin Huang
Abstract Full text	Assessing the Systemic Risk of a Heterogeneous Portfolio of Banks During the Recent Financial Crisis Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2009-44, 31.10.2009)	Hao Zhou Xin Huang
Abstract Full text	A Framework for Assessing the Systemic Risk of Major Financial Institutions Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2009-37, 18.09.2009) JEL: C13, G14, G21, G28	Hao Zhou Xin Huang
Abstract Full text	Credit frictions and optimal monetary policy Bank for International Settlements Working papers [View] (Paper: 281, 29.04.2009) JEL: C13, G14, G21, G28	Hao Zhou Xin Huang
Abstract Full text	Capital regulation, risk-taking and monetary policy: a missing link in the transmission mechanism? Bank for International Settlements Working papers [View] (Paper: 268, 21.01.2009) JEL: E44, E51, E52, G12, G21, G28	Claudio Borio
Abstract Full text	Determinants of house prices in nine Asia-Pacific economies Bank for International Settlements Working papers [View] (Paper: 263, 24.10.2008) JEL: G12, R31	Jessica Szeto Tientip Subhanij Eloisa T Glindro
Abstract Full text	Specification and Calibration Errors in Measures of Portfolio Credit Risk: The Case of the ASRF Model IJCB International Journal of Central Banking [View] (Paper: 08q2a4, 02.06.2008) JEL: C15, G13, G21, G28	Nikola A. Tarashev
Full text	The pricing of correlated default risk: evidence from the credit derivatives market Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2008/09, 30.05.2008) JEL: C15, G12, G13	Nikola A. Tarashev
Abstract Full text	Capital Regulation and Banks' Financial Decisions IJCB International Journal of Central Banking [View] (Paper: 08q1a5, 06.03.2008) JEL: G21, G28
Abstract	Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures Bank for International Settlements Quarterly Review [View] (Paper: 0803i, 03.03.2008) JEL: G24, G32	Ingo Fender Nikola A. Tarashev
Abstract Full text	Capital regulation and banks' financial decisions Bank for International Settlements Working papers [View] (Paper: 232, 27.07.2007) JEL: G21, G28
Abstract Full text	Modelling and calibration errors in measures of portfolio credit risk Bank for International Settlements Working papers [View] (Paper: 230, 28.06.2007) JEL: C15, G13, G21, G28	Nikola A. Tarashev
Abstract	The structure of housing finance markets and house prices in Asia Bank for International Settlements Quarterly Review [View] (Paper: 0612g, 11.12.2006) JEL: G12, G21, O53
Abstract Full text	The pricing of portfolio credit risk Bank for International Settlements Working papers [View] (Paper: 214, 15.09.2006) JEL: C15, G13	Nikola A. Tarashev
Abstract Full text	Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2005-63, 20.12.2005) JEL: C14, G12, G13	Hao Zhou Benjamin Yibin Zhang
Abstract Full text	Explaining credit default swap spreads with equity volatility and jump risks of individual firms Bank for International Settlements Working papers [View] (Paper: 181, 18.09.2005) JEL: C14, G12, G13	Hao Zhou Benjamin Yibin Zhang
Abstract Full text	Commercial property prices and bank performance Bank for International Settlements Working papers [View] (Paper: 175, 20.04.2005) JEL: G12, G21	E. Philip Davis
Abstract Full text	Contractual terms and CDS pricing Bank for International Settlements Quarterly Review [View] (Paper: 0503h, 09.03.2005) JEL: G12, G13	Franck Packer
Abstract Full text	An empirical comparison of credit spreads between the bond market and the credit default swap market Bank for International Settlements Working papers [View] (Paper: 160, 18.08.2004)
Abstract Full text	Bank lending and commercial property cycles: some cross-country evidence Bank for International Settlements Working papers [View] (Paper: 150, 09.03.2004) JEL: G12, G21	E. Philip Davis
Abstract Full text	What drives housing price dynamics: cross-country evidence Bank for International Settlements Quarterly Review [View] (Paper: 0403f, 08.03.2004) JEL: C32, G12, G21	Kostas Tsatsaronis
Full text	The case of the missing commercial real estate cycle Bank for International Settlements Quarterly Review [View] (Paper: 0209g, 01.01.2004)
Abstract Full text	Credit constraints, financial liberalisation and twin crises Bank for International Settlements Working papers [View] (Paper: 124, 06.02.2003) JEL: F3, G21
Abstract Full text	Bank runs without self-fulfilling prophecies Bank for International Settlements Working papers [View] (Paper: 106, 06.02.2003) JEL: C7, G14, G21
Abstract Full text	Bank runs, welfare and policy implications Bank for International Settlements Working papers [View] (Paper: 107, 06.02.2003) JEL: E5, G21, G28

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003