International - Central Bank Research Hub

Title Author(s)

Monetary policy's rising FX impact in the era of ultra-low rates

Bank for International Settlements Working papers [View] (Paper: 626, 11.04.2017)

JEL: E52, E58, F31

Scarcity effects of QE: A transaction-level analysis in the Bund market

Bank for International Settlements Working papers [View] (Paper: 625, 10.04.2017)

JEL: E52, E63, G11, G12, H63

Does exchange rate depreciation have contractionary effects on firm-level investment?

Bank for International Settlements Working papers [View] (Paper: 624, 06.04.2017)

JEL: E2, E3, F2, F3

International inflation spillovers through input linkages

Bank for International Settlements Working papers [View] (Paper: 623, 05.04.2017)

JEL: E31, E52, E58, F02, F14, F33, F41, F42, F62

External financing and economic activity in the euro area - why are bank loans special?

Bank for International Settlements Working papers [View] (Paper: 622, 24.03.2017)

JEL: E30, E40, E50, G20, G30

Commodity price risk management and fiscal policy in a sovereign default model

Bank for International Settlements Working papers [View] (Paper: 620, 23.03.2017)

JEL: F34, F41, F44

Business cycles in an oil economy

Bank for International Settlements Working papers [View] (Paper: 618, 23.03.2017)

JEL: C11, E30, F41, F44

Macro policy responses to natural resource windfalls and the crash in commodity prices

Bank for International Settlements Working papers [View] (Paper: 616, 23.03.2017)

JEL: E60, F34, F35, F43, H21, H63, O11, Q33

The dynamics of investment projects: evidence from Peru

Bank for International Settlements Working papers [View] (Paper: 621, 23.03.2017)

JEL: E43, E51, E52

Volatility risk premia and future commodities returns

Bank for International Settlements Working papers [View] (Paper: 619, 23.03.2017)

JEL: F37, G15, G17, Q02

Oil, equities, and the zero lower bound

Bank for International Settlements Working papers [View] (Paper: 617, 23.03.2017)

JEL: C81, E01, E30, F31, F41

Currency wars or efficient spillovers?

Bank for International Settlements Working papers [View] (Paper: 615, 21.03.2017)

JEL: D61, F13, F33, F42

Changing business models in international bank funding

Bank for International Settlements Working papers [View] (Paper: 614, 09.03.2017)

JEL: C32, F65, G21

Consumption-led expansions

Bank for International Settlements Quarterly Review [View] (Paper: 1703e, 06.03.2017)

JEL: E21, E32, E50, F43, O40

The quest for speed in payments

Bank for International Settlements Quarterly Review [View] (Paper: 1703g, 06.03.2017)

JEL: E58, G20, O30

The new era of expected credit loss provisioning

Bank for International Settlements Quarterly Review [View] (Paper: 1703f, 06.03.2017)

JEL: G21, G28, M40, M48

The bond benchmark continues to tip to swaps

Bank for International Settlements Quarterly Review [View] (Paper: 1703h, 06.03.2017)

JEL: G12, G15

International Banking and Cross-Border Effects of Regulation: Lessons from Canada

IJCB International Journal of Central Banking [View] (Paper: 17q1a02, 01.03.2017)

JEL: F34, G01, G21

International Banking and Cross-Border Effects of Regulation: Lessons from Chile

IJCB International Journal of Central Banking [View] (Paper: 17q1a04, 01.03.2017)

JEL: E32, F32, F34, G15, G21

International Banking and Cross-Border Effects of Regulation: Lessons from France

IJCB International Journal of Central Banking [View] (Paper: 17q1a06, 01.03.2017)

JEL: F36, G21, G28

International Banking and Cross-Border Effects of Regulation: Lessons from Italy

IJCB International Journal of Central Banking [View] (Paper: 17q1a08, 01.03.2017)

JEL: G20, G21

International Banking and Cross-Border Effects of Regulation: Lessons from Korea

IJCB International Journal of Central Banking [View] (Paper: 17q1a10, 01.03.2017)

JEL: F34, G01, G21, G28

International Banking and Cross-Border Effects of Regulation: Lessons from Poland

IJCB International Journal of Central Banking [View] (Paper: 17q1a12, 01.03.2017)

JEL: F42, G18, G21

International Banking and Cross-Border Effects of Regulation: Lessons from Turkey

IJCB International Journal of Central Banking [View] (Paper: 17q1a14, 01.03.2017)

JEL: F42, F44, G15, G21

International Banking and Cross-Border Effects of Regulation: Lessons from the United States

IJCB International Journal of Central Banking [View] (Paper: 17q1a16, 01.03.2017)

JEL: F42, F44, G15, G21

International Prudential Policy Spillovers: A Global Perspective

IJCB International Journal of Central Banking [View] (Paper: 17q1a01, 01.03.2017)

JEL: F42, G15, G21

Cross-Border Prudential Policy Spillovers: How Much? How Important? Evidence from the International Banking Research Network

IJCB International Journal of Central Banking [View] (Paper: 17q1a18, 01.03.2017)

JEL: F34, G01, G21

International Banking and Cross-Border Effects of Regulation: Lessons from Switzerland

IJCB International Journal of Central Banking [View] (Paper: 17q1a03, 01.03.2017)

JEL: F42, G21, G28

International Banking and Cross-Border Effects of Regulation: Lessons from Germany

IJCB International Journal of Central Banking [View] (Paper: 17q1a05, 01.03.2017)

JEL: F30, G01, G20, G28

International Banking and Cross-Border Effects of Regulation: Lessons from Hong Kong

IJCB International Journal of Central Banking [View] (Paper: 17q1a07, 01.03.2017)

JEL: E58, F34, G21, G28

International Banking and Cross-Border Effects of Regulation: Lessons from Mexico

IJCB International Journal of Central Banking [View] (Paper: 17q1a09, 01.03.2017)

JEL: E58, F65, G01, G21, G28

International Banking and Cross-Border Effects of Regulation: Lessons from the Netherlands

IJCB International Journal of Central Banking [View] (Paper: 17q1a11, 01.03.2017)

JEL: F42, F44, G15, G21

International Banking and Cross-Border Effects of Regulation: Lessons from Portugal

IJCB International Journal of Central Banking [View] (Paper: 17q1a13, 01.03.2017)

JEL: F42, G21, G28

International Banking and Cross-Border Effects of Regulation: Lessons from the United Kingdom

IJCB International Journal of Central Banking [View] (Paper: 17q1a15, 01.03.2017)

JEL: F32, F34, G21

Changes in Prudential Policy Instruments - A New Cross-Country Database

IJCB International Journal of Central Banking [View] (Paper: 17q1a17, 01.03.2017)

JEL: E43, E58, G18, G28

Risk sharing and real exchange rates: the role of non-tradable sector and trend shocks

Bank for International Settlements Working papers [View] (Paper: 613, 28.02.2017)

JEL: E32, F41, F44

Monetary policy and bank lending in a low interest rate environment: diminishing effectiveness?

Bank for International Settlements Working papers [View] (Paper: 612, 27.02.2017)

JEL: E44, E51, E52

The effects of tax on bank liability structure

Bank for International Settlements Working papers [View] (Paper: 611, 23.02.2017)

JEL: G21, G32, G38, H25

Global impact of US and euro area unconventional monetary policies: a comparison

Bank for International Settlements Working papers [View] (Paper: 610, 07.02.2017)

JEL: E43, E44, E52, F42, F47

Revisiting the commodity curse: a financial perspective

Bank for International Settlements Working papers [View] (Paper: 609, 04.02.2017)

JEL: F32, F36, F41, F43, O13

Redemption risk and cash hoarding by asset managers

Bank for International Settlements Working papers [View] (Paper: 608, 30.01.2017)

JEL: E52, G11, G15, G23

The real effects of household debt in the short and long run

Bank for International Settlements Working papers [View] (Paper: 607, 27.01.2017)

JEL: E21, E44, G21

Market volatility, monetary policy and the term premium

Bank for International Settlements Working papers [View] (Paper: 606, 17.01.2017)

JEL: E43, E44, E52

Endogenous wage indexation and aggregate shocks

Bank for International Settlements Working papers [View] (Paper: 604, 16.01.2017)

JEL: E24, E32, E58

Wage and price setting: new evidence from Uruguayan firms

Bank for International Settlements Working papers [View] (Paper: 605, 16.01.2017)

JEL: D40, E31, J30, L16

Multiplex interbank networks and systemic importance - An application to European data

Bank for International Settlements Working papers [View] (Paper: 603, 10.01.2017)

JEL: C67, D85, G21

The globalisation of inflation: the growing importance of global value chains

Bank for International Settlements Working papers [View] (Paper: 602, 09.01.2017)

JEL: E31, E32, E58, F02, F14, F41, F42, F62

Asymmetric information and the securitization of SME loans

Bank for International Settlements Working papers [View] (Paper: 601, 03.01.2017)

JEL: D82, G21

The currency dimension of the bank lending channel in international monetary transmission

Bank for International Settlements Working papers [View] (Paper: 600, 29.12.2016)

JEL: E5, F42, G21

Banking industry dynamics and size-dependent capital regulation

Bank for International Settlements Working papers [View] (Paper: 599, 21.12.2016)

JEL: C60, E50, G21, G28