Eli M. Remolona - Central Bank Research Hub

Papers by year: All | 2016 | 2015 | 2013 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003

Title Other author(s)

How do global investors differentiate between sovereign risks? The new normal versus the old

Bank for International Settlements Working papers [View] (Paper: 541, 26.01.2016)

JEL: C38, F34, G11, G12, G15

Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve

Bank for International Settlements Working papers [View] (Paper: 527, 17.11.2015)

JEL: E0, E4, G0, G01

The rise of regional banking in Asia and the Pacific

Bank for International Settlements Quarterly Review [View] (Paper: 1509j, 15.09.2015)

JEL: F34, F36, G21

Why do firms issue abroad? Lessons from onshore and offshore corporate bond finance in Asian emerging markets

Bank for International Settlements Working papers [View] (Paper: 401, 22.07.2013)

Credit derivatives and structured credit: the nascent markets of Asia and the Pacific

Bank for International Settlements Quarterly Review [View] (Paper: 0806g, 09.06.2008)

JEL: G12, G13, G15

Risk in carry trades: a look at target currencies in Asia and the Pacific

Bank for International Settlements Quarterly Review [View] (Paper: 0712h, 10.12.2007)

Interpreting sovereign spreads

Bank for International Settlements Quarterly Review [View] (Paper: 0703e, 16.03.2007)

Securitisation in Asia and the Pacific: implications for liquidity and credit risks

Bank for International Settlements Quarterly Review [View] (Paper: 0606f, 23.06.2006)

JEL: G15, G18, G21, O16

The price impact of rating announcements: which announcements matter?

Bank for International Settlements Working papers [View] (Paper: 207, 16.06.2006)

JEL: G14

Corporate bond markets in Asia

Bank for International Settlements Quarterly Review [View] (Paper: 0512g, 05.12.2005)

JEL: G14, G18, M40, O16

The pricing of unexpected credit losses

Bank for International Settlements Working papers [View] (Paper: 190, 23.11.2005)

JEL: C13, C32, G12, G13, G14

Price discovery in a market under stress: the U.S. Treasury market in fall 1998

Chicago Fed Working papers [View] (Paper: WP-2005-06, 17.10.2005)

Opening markets through a regional bond fund: lessons from ABF2

Bank for International Settlements Quarterly Review [View] (Paper: 0506g, 15.06.2005)

JEL: E44, G15, G18, O16

Time-varying exposures and leverage in hedge funds

Bank for International Settlements Quarterly Review [View] (Paper: 0503f, 09.03.2005)

JEL: G11, G12

The price impact of rating announcements: evidence from the credit default swap market

Bank for International Settlements Quarterly Review [View] (Paper: 0406e, 14.06.2004)

JEL: G10, G14

The credit spread puzzle

Bank for International Settlements Quarterly Review [View] (Paper: 0312e, 01.01.2004)

JEL: G11, G12

The euro interest rate swap market

Bank for International Settlements Quarterly Review [View] (Paper: 0303f, 01.01.2004)

Reaching for yield: selected issues for reserve managers

Bank for International Settlements Quarterly Review [View] (Paper: 0309g, 01.01.2004)

What¿s behind the liquidity spread? On-the-run and off-the-run US Treasuries in autumn 1998

Bank for International Settlements Quarterly Review [View] (Paper: 0206f, 01.01.2004)

Changes in market functioning and central bank policy: an overview of the issues

Bank for International Settlements Working papers [View] (Paper: 120, 06.02.2003)

Information flows during the asian crisis: evidence from closed-end funds

Bank for International Settlements Working papers [View] (Paper: 097, 06.02.2003)

Papers by year: All | 2016 | 2015 | 2013 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003