International - Central Bank Research Hub

Title Author(s)

Liquidity risk in markets with trading frictions: What can swing pricing achieve?

Bank for International Settlements Working papers [View] (Paper: 663, 01.10.2017)

JEL: C72, G01, G23, G28

Interest rates and house prices in the United States and around the world

Bank for International Settlements Working papers [View] (Paper: 665, 01.10.2017)

JEL: E39, E43, E58, G12, R31, R32

Is the price right? Swing pricing and investor redemptions

Bank for International Settlements Working papers [View] (Paper: 664, 01.10.2017)

JEL: C72, G01, G23, G28

The real effects of relationship lending

Bank for International Settlements Working papers [View] (Paper: 662, 27.09.2017)

JEL: E44, G21

Central bank cryptocurrencies

Bank for International Settlements Quarterly Review [View] (Paper: 1709f, 17.09.2017)

JEL: E41, E42, E51, E58

Green bond finance and certification

Bank for International Settlements Quarterly Review [View] (Paper: 1709h, 17.09.2017)

JEL: G24, O16, Q50

FX swaps and forwards: missing global debt?

Bank for International Settlements Quarterly Review [View] (Paper: 1709e, 17.09.2017)

JEL: F31, F34, F41

What are the effects of macroprudential policies on macroeconomic performance?

Bank for International Settlements Quarterly Review [View] (Paper: 1709g, 17.09.2017)

JEL: G10, G21, O16, O40

World changes in inequality: an overview of facts, causes, consequences and policies

Bank for International Settlements Working papers [View] (Paper: 654, 07.08.2017)

JEL: D31, D33, F60, H24

Demographics will reverse three multi-decade global trends

Bank for International Settlements Working papers [View] (Paper: 656, 07.08.2017)

JEL: D63, E31, E43, H63, J11, J18

Quality Pricing-to-Market

Bank for International Settlements Working papers [View] (Paper: 657, 01.08.2017)

JEL: E3, E41, F12, F4, L13

Effects of capital controls on foreign exchange liquidity

Bank for International Settlements Working papers [View] (Paper: 659, 01.08.2017)

JEL: F31, F38, G11, G15

How important is the Global Financial Cycle? Evidence from capital flows

Bank for International Settlements Working papers [View] (Paper: 661, 01.08.2017)

JEL: F32, F36, F65, G15

Dollar pricing redux

Bank for International Settlements Working papers [View] (Paper: 653, 01.08.2017)

JEL: F1, F2, F3, F4

The Distance Effect in Banking and Trade

Bank for International Settlements Working papers [View] (Paper: 658, 01.08.2017)

JEL: F14, F34, F65, G21

Informal one-sided target zone model and the Swiss franc

Bank for International Settlements Working papers [View] (Paper: 660, 01.08.2017)

JEL: C61, E42, F31

The discontinuation of the EUR/CHF minimum exchange rate in January 2015: was it expected?

Bank for International Settlements Working papers [View] (Paper: 652, 12.07.2017)

JEL: C53, F31, F37

Segmented money markets and covered interest parity arbitrage

Bank for International Settlements Working papers [View] (Paper: 651, 01.07.2017)

JEL: E43, F31, G15

The evolution of inflation expectations in Japan

Bank for International Settlements Working papers [View] (Paper: 647, 21.06.2017)

JEL: E31, E58

Macroprudential policy and bank risk

Bank for International Settlements Working papers [View] (Paper: 646, 20.06.2017)

JEL: E43, E58, G18, G28

Accounting for debt service: the painful legacy of credit booms

Bank for International Settlements Working papers [View] (Paper: 645, 19.06.2017)

JEL: D14, E17, E44, G01

The shifting drivers of global liquidity

Bank for International Settlements Working papers [View] (Paper: 644, 15.06.2017)

JEL: F34, G10, G21

The international dimensions of macroprudential policies

Bank for International Settlements Working papers [View] (Paper: 643, 08.06.2017)

JEL: E3, E5, F3, F5, G1

The effects of monetary policy shocks on inequality in Japan

Bank for International Settlements Working papers [View] (Paper: 642, 07.06.2017)

JEL: E3, E4, E5

China's evolving monetary policy rule: from inflation-accommodating to anti-inflation policy

Bank for International Settlements Working papers [View] (Paper: 641, 01.06.2017)

JEL: E52, E58, O11, O52

Currency Wars, Coordination, and Capital Controls

IJCB International Journal of Central Banking [View] (Paper: 17q2a08, 01.06.2017)

JEL: F3, F36, F42

Inferring Inflation Expectations from Fixed-Event Forecasts

IJCB International Journal of Central Banking [View] (Paper: 17q2a01, 01.06.2017)

JEL: C32, E37, E52

To Respond or Not to Respond: Measures of the Output Gap in Theory and in Practice

IJCB International Journal of Central Banking [View] (Paper: 17q2a03, 01.06.2017)

JEL: E32, E52

The Effects of Monetary Policy Announcements at the Zero Lower Bound

IJCB International Journal of Central Banking [View] (Paper: 17q2a05, 01.06.2017)

JEL: E43, E44, E52, E58

Joint Validation of Credit Rating PDs under Default Correlation

IJCB International Journal of Central Banking [View] (Paper: 17q2a07, 01.06.2017)

JEL: C12, G21, G28

Fixed Prices and Regulatory Discretion as Triggers for Contingent Capital Conversion: An Experimantal Examination

IJCB International Journal of Central Banking [View] (Paper: 17q2a02, 01.06.2017)

JEL: C92, G14, G28

When the Walk is Not Random: Commodity Prices and Exchange Rates

IJCB International Journal of Central Banking [View] (Paper: 17q2a04, 01.06.2017)

JEL: F10, F31, G12

Assessing the Sources of Credit Supply Tightening: Was the Sovereign Debt Crisis Different from Lehman?

IJCB International Journal of Central Banking [View] (Paper: 17q2a06, 01.06.2017)

JEL: E30, E32, E51

Monetary policy transmission and trade-offs in the United States: Old and new

Bank for International Settlements Working papers [View] (Paper: 649, 01.06.2017)

JEL: E52

Credit ratings of domestic and global agencies: What drives the differences in China and how are they priced?

Bank for International Settlements Working papers [View] (Paper: 648, 01.06.2017)

JEL: G12, G18, G23, G24

Financial deglobalisation in banking?

Bank for International Settlements Working papers [View] (Paper: 650, 01.06.2017)

JEL: F36, F4, G21

Understanding the determinants of financial outcomes and choices: the role of noncognitive abilities

Bank for International Settlements Working papers [View] (Paper: 640, 24.05.2017)

JEL: D10, D14, G02

Supply- and demand-side factors in global banking

Bank for International Settlements Working papers [View] (Paper: 639, 19.05.2017)

JEL: F34, G01, G21

Assessing fiscal policy through the lens of the financial and the commodity price cycles

Bank for International Settlements Working papers [View] (Paper: 638, 17.05.2017)

JEL: E10, E32, E40, E47, E50, E62, Q33

Global value chains and effective exchange rates at the country-sector level

Bank for International Settlements Working papers [View] (Paper: 637, 08.05.2017)

JEL: F1, F3, F4, F6

The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry data

Bank for International Settlements Working papers [View] (Paper: 636, 03.05.2017)

JEL: E43, E58, G18, G28

Evaluating the impact of macroprudential policies on credit growth in Colombia

Bank for International Settlements Working papers [View] (Paper: 634, 03.05.2017)

JEL: C23, E58, G28

The impact of macroprudential housing finance tools in Canada

Bank for International Settlements Working papers [View] (Paper: 632, 03.05.2017)

JEL: C63, D14, G28

Prudential policies and their impact on credit in the United States

Bank for International Settlements Working papers [View] (Paper: 635, 03.05.2017)

JEL: G21, G23, G28

The impact of warnings published in a financial stability report on loan-to value ratios

Bank for International Settlements Working papers [View] (Paper: 633, 03.05.2017)

JEL: E58, G21, G28

Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets

Bank for International Settlements Working papers [View] (Paper: 631, 26.04.2017)

JEL: G12, G14, G15

The beneficial aspect of FX volatility for market liquidity

Bank for International Settlements Working papers [View] (Paper: 629, 25.04.2017)

JEL: F31, G12

How post-crisis regulation has affected bank CEO compensation

Bank for International Settlements Working papers [View] (Paper: 630, 25.04.2017)

JEL: G21, G28, G32

Is monetary policy less effective when interest rates are persistently low?

Bank for International Settlements Working papers [View] (Paper: 628, 24.04.2017)

JEL: E43, E52

External debt composition and domestic credit cycles

Bank for International Settlements Working papers [View] (Paper: 627, 21.04.2017)

JEL: E10, E40, E47, E50