International - Central Bank Research Hub

Title Author(s)

The financial crisis and the changing dynamics of the yield curve

Bank for International Settlements BIS papers [View] (Paper: 65o, 06.06.2012)

The effectiveness of the Federal Reserve's Maturity Extension Program - Operation Twist 2: the portfolio rebalancing channel and public debt management

Bank for International Settlements BIS papers [View] (Paper: 65n, 06.06.2012)

Interactions between sovereign debt management and monetary policy under fiscal dominance and financial instability

Bank for International Settlements BIS papers [View] (Paper: 65l, 06.06.2012)

Countercyclical policies in emerging markets

Bank for International Settlements Quarterly Review [View] (Paper: 1206e, 04.06.2012)

JEL: E30, E43, E63

The expansion of central bank balance sheets in emerging Asia: what are the risks?

Bank for International Settlements Quarterly Review [View] (Paper: 1206g, 04.06.2012)

JEL: E58, E61

Eurodollar banking and currency internationalisation

Bank for International Settlements Quarterly Review [View] (Paper: 1206f, 04.06.2012)

JEL: E4, E5, F3, F4, G15

Estimated Impact of the Federal Reserve's Mortgage-Backed Securities Purchase Program

IJCB International Journal of Central Banking [View] (Paper: 12q2a1, 01.06.2012)

JEL: E52, E58, G01

A Review of Allan Meltzer's A History of the Federal Reserve, Volume 2

IJCB International Journal of Central Banking [View] (Paper: 12q2a7, 01.06.2012)

JEL: E52, E58

Estimating Inflation Expectations with a Limited Number of Inflation-Indexed Bonds

IJCB International Journal of Central Banking [View] (Paper: 12q2a4, 01.06.2012)

JEL: E31, E43, G12

Diagnosing the Financial System: Financial Conditions and Financial Stress

IJCB International Journal of Central Banking [View] (Paper: 12q2a6, 01.06.2012)

JEL: C43, G01, G17

Traditional versus New Keynesian Phillips Curves: Evidence from Output Effects

IJCB International Journal of Central Banking [View] (Paper: 12q2a3, 01.06.2012)

JEL: E31, E32, E40

When capital adequacy and interest rate policy are substitutes (and when they are not)

Bank for International Settlements Working papers [View] (Paper: 379, 07.05.2012)

JEL: E5, G2

Ensuring price stability in post-crisis Asia: lessons from the recovery

Bank for International Settlements Working papers [View] (Paper: 378, 18.04.2012)

JEL: E3, E5, E6, F4

Rapid credit growth and international credit: Challenges for Asia

Bank for International Settlements Working papers [View] (Paper: 377, 12.04.2012)

JEL: E32, F34, F43

Systemic risk in global banking: what can available data tell us and what more data are needed?

Bank for International Settlements Working papers [View] (Paper: 376, 11.04.2012)

JEL: F21, F34, G15, G18, Y1

Loan loss provisioning practices of Asian banks

Bank for International Settlements Working papers [View] (Paper: 375, 05.04.2012)

JEL: G21, G28

FX volume during the financial crisis and now

Bank for International Settlements Quarterly Review [View] (Paper: 1203f, 19.03.2012)

JEL: C82, F31, G15

Bank stock returns, leverage and the business cycle

Bank for International Settlements Quarterly Review [View] (Paper: 1203g, 19.03.2012)

JEL: G21, G28, G3

The impact of Federal Reserve asset purchase programmes: another twist

Bank for International Settlements Quarterly Review [View] (Paper: 1203e, 19.03.2012)

JEL: E52, E63

A Comprehensive Look at Financial Volatility Prediction by Economic Variables

Bank for International Settlements Working papers [View] (Paper: 374, 06.03.2012)

JEL: C53, G12, G15, G17

Collateral requirements for mandatory central clearing of over-the-counter derivatives

Bank for International Settlements Working papers [View] (Paper: 373, 06.03.2012)

JEL: G24, G28

Is Exchange Rate Stabilization an Appropriate Cure for the Dutch Disease?

IJCB International Journal of Central Banking [View] (Paper: 12q1a1, 01.03.2012)

JEL: E52, F31, F41

DSGE Models: I Smell a Rat (and It Smells Good)

IJCB International Journal of Central Banking [View] (Paper: 12q1a3, 01.03.2012)

JEL: E20, E30, E60

The Federal Reserve as an Informed Foreign Exchange Trader: 1973-1995

IJCB International Journal of Central Banking [View] (Paper: 12q1a6, 01.03.2012)

JEL: E52, E58, F31

Reserve Requirements for Price and Financial Stability: When Are They Effective?

IJCB International Journal of Central Banking [View] (Paper: 12q1a4, 01.03.2012)

JEL: E52, E58, F41, G18

Central Banking in an Open Economy

IJCB International Journal of Central Banking [View] (Paper: 12q1a8, 01.03.2012)

JEL: E50, F33

Food Price Pass-Through in the Euro Area: Non-Linearities and the Role of the Common Agricultural Policy

IJCB International Journal of Central Banking [View] (Paper: 12q1a9, 01.03.2012)

JEL: C32, C53, E30, Q17

Inflation Dynamics in the Presence of Informal Labour Markets

Bank for International Settlements Working papers [View] (Paper: 372, 21.02.2012)

JEL: E32, E50, J64, O17

Stochastic Herding in Financial Markets Evidence from Institutional Investor Equity Portfolios

Bank for International Settlements Working papers [View] (Paper: 371, 17.02.2012)

JEL: C16, D80, G14, G20

Get Real: Interpreting Nominal Exchange Rate Fluctuations

IJCB International Journal of Central Banking [View] (Paper: 12q0a9, 09.02.2012)

How Flexible Can Inflation Targeting Be and Still Work?.

IJCB International Journal of Central Banking [View] (Paper: 12q0a3, 09.02.2012)

Tactics and Strategy in Monetary Policy: Benjamin Friedman's Thinking and the Swiss National Bank.

IJCB International Journal of Central Banking [View] (Paper: 12q0a1, 09.02.2012)

Inflation Targeting: A Canadian Perspective

IJCB International Journal of Central Banking [View] (Paper: 12q0a5, 09.02.2012)

The Role of Expectations in Inflation Dynamics

IJCB International Journal of Central Banking [View] (Paper: 12q0a7, 09.02.2012)

Credit at times of stress: Latin American lessons from the global financial crisis

Bank for International Settlements Working papers [View] (Paper: 370, 07.02.2012)

Stress-testing macro stress testing: does it live up to expectations?

Bank for International Settlements Working papers [View] (Paper: 369, 18.01.2012)

The sustainability of pension schemes

Bank for International Settlements Working papers [View] (Paper: 368, 03.01.2012)

Is the long-term interest rate a policy victim, a policy variable or a policy lodestar?

Bank for International Settlements Working papers [View] (Paper: 367, 28.12.2011)

Currency Momentum Strategies

Bank for International Settlements Working papers [View] (Paper: 366, 13.12.2011)

Renminbi internationalisation and China's financial development by Robert McCauley

Bank for International Settlements Quarterly Review [View] (Paper: 1112f, 12.12.2011)

Assessing global liquidity by Dietrich Domanski, Ingo Fender and Patrick McGuire

Bank for International Settlements Quarterly Review [View] (Paper: 1112g, 12.12.2011)

FX strategies in periods of distress by Jacob Gyntelberg and Andreas Schrimpf

Bank for International Settlements Quarterly Review [View] (Paper: 1112e, 12.12.2011)

The impact of recent central bank asset purchase programmes by Jack Meaning and Feng Zhu

Bank for International Settlements Quarterly Review [View] (Paper: 1112h, 12.12.2011)

Enhanced BIS statistics on credit risk transfer by Nicholas Vause

Bank for International Settlements Quarterly Review [View] (Paper: 1112i, 12.12.2011)

Was This Time Different?: Fiscal Policy in Commodity Republics

Bank for International Settlements Working papers [View] (Paper: 365, 09.12.2011)

The "Austerity myth": Gain Without Pain?

Bank for International Settlements Working papers [View] (Paper: 362, 09.12.2011)

Long-term fiscal sustainability in major economies

Bank for International Settlements Working papers [View] (Paper: 361, 09.12.2011)

The Liquidation of Government Debt

Bank for International Settlements Working papers [View] (Paper: 363, 09.12.2011)

Perceptions and misperceptions of fiscal inflation

Bank for International Settlements Working papers [View] (Paper: 364, 09.12.2011)

A Pigovian Approach to Liquidity Regulation

IJCB International Journal of Central Banking [View] (Paper: 11q4a1, 01.12.2011)