Jeffery D. Amato - Central Bank Research Hub

Papers by year: All | 2006 | 2005 | 2004 | 2003

	Title	Other author(s)
Abstract Full text	Macro factors in the term structure of credit spreads Bank for International Settlements Working papers [View] (Paper: 203, 17.03.2006) JEL: C13, C32, E44, E52, G12, G13, G14	Maurizio Luisi
Abstract Full text	Risk aversion and risk premia in the CDS market Bank for International Settlements Quarterly Review [View] (Paper: 0512e, 05.12.2005) JEL: G12, G13, G14
Abstract Full text	The pricing of unexpected credit losses Bank for International Settlements Working papers [View] (Paper: 190, 23.11.2005) JEL: C13, C32, G12, G13, G14	Eli M. Remolona
Abstract Full text	Research on exchange rates and monetary policy: an overview? Bank for International Settlements Working papers [View] (Paper: 178, 05.07.2005) JEL: E5, F3, F4	Gabriele Galati Feng Zhu Goetz von Peter Andrew Filardo
Abstract Full text	The role of the natural rate of interest in monetary policy Bank for International Settlements Working papers [View] (Paper: 171, 17.03.2005) JEL: E21, E31, E32, E43, E52
Abstract Full text	CDS index tranches and the pricing of credit risk correlations Bank for International Settlements Quarterly Review [View] (Paper: 0503g, 09.03.2005) JEL: G12, G13, G14	Jacob Gyntelberg
Full text	Is there a "Nasdaq effect" in emerging equity markets? Bank for International Settlements Quarterly Review [View] (Paper: 0106e, 01.01.2004)	Kostas Tsatsaronis
Abstract Full text	The credit spread puzzle Bank for International Settlements Quarterly Review [View] (Paper: 0312e, 01.01.2004) JEL: G11, G12	Eli M. Remolona
Abstract Full text	Public and private information in monetary policy models Bank for International Settlements Working papers [View] (Paper: 138, 25.09.2003) JEL: D43, D82, D84, E31, E52	Hyun Song Shin
Abstract Full text	Are credit ratings procyclical? Bank for International Settlements Working papers [View] (Paper: 129, 27.02.2003) JEL: C25, C81, G20, G28, G32	Craig Furfine
Abstract Full text	Communication and monetary policy Bank for International Settlements Working papers [View] (Paper: 123, 06.02.2003)	Hyun Song Shin Stephen Morris
Abstract Full text	Implications of habit formation for optimal monetary policy Bank for International Settlements Working papers [View] (Paper: 121, 06.02.2003) JEL: E31, E32, E52	Thomas Laubach
Abstract Full text	Monetary policy in an estimated optimisation-based model with sticky prices and wages Bank for International Settlements Working papers [View] (Paper: 087, 06.02.2003)	Thomas Laubach
Abstract Full text	Forecast-based monetary policy Bank for International Settlements Working papers [View] (Paper: 089, 06.02.2003)	Thomas Laubach
Abstract Full text	The real-time predictive content of money for output Bank for International Settlements Working papers [View] (Paper: 096, 06.02.2003)	Norman R Swanson
Abstract Full text	Rule-of-Thumb Behaviour and Monetary Policy Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2002-5, 05.02.2003)	Thomas Laubach

Papers by year: All | 2006 | 2005 | 2004 | 2003