International - Central Bank Research Hub

Title Author(s)

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

Bank networks: contagion, systemic risk and prudential policy

Bank for International Settlements Working papers [View] (Paper: 597, 20.12.2016)

JEL: C63, D85, G21, G28, L14

Macroeconomics of bank capital and liquidity regulations

Bank for International Settlements Working papers [View] (Paper: 596, 19.12.2016)

JEL: E60, G18, G28

Bank lending and loan quality: the case of India

Bank for International Settlements Working papers [View] (Paper: 595, 16.12.2016)

JEL: E30, G10, G21

Downsized FX markets: causes and implications

Bank for International Settlements Quarterly Review [View] (Paper: 1612e, 11.12.2016)

JEL: C82, F31, G12, G15

Emerging derivatives markets?

Bank for International Settlements Quarterly Review [View] (Paper: 1612g, 11.12.2016)

JEL: F12, G12, G23

Does the financial channel of exchange rates offset the trade channel?

Bank for International Settlements Quarterly Review [View] (Paper: 1612i, 11.12.2016)

JEL: F31, F41, F43, G15

The changing shape of interest rate derivatives markets

Bank for International Settlements Quarterly Review [View] (Paper: 1612f, 11.12.2016)

JEL: E43, G15, G18, G21, G23

Non-deliverable forwards: impact of currency internationalisation and derivatives reform

Bank for International Settlements Quarterly Review [View] (Paper: 1612h, 11.12.2016)

JEL: F31, G15, G18

A quantitative case for leaning against the wind

Bank for International Settlements Working papers [View] (Paper: 594, 09.12.2016)

JEL: E32, E37, E52, E58

The countercyclical capital buffer and the composition of bank lending

Bank for International Settlements Working papers [View] (Paper: 593, 06.12.2016)

JEL: E51, E58, E60, G01, G21, G28

Fedspeak: Who Moves U.S. Asset Prices?

IJCB International Journal of Central Banking [View] (Paper: 16q4a06, 01.12.2016)

JEL: C1, E5

The Demand for Short-Term, Safe Assets and Financial Stability: Some Evidence and Implications for Central Bank Policies

IJCB International Journal of Central Banking [View] (Paper: 16q4a08, 01.12.2016)

JEL: E4, E5, G12, G18, G2

Consumer Cash Usage: A Cross-Country Comparison with Payment Diary Survey Data

IJCB International Journal of Central Banking [View] (Paper: 16q4a01, 01.12.2016)

JEL: D12, E41, E58

What Is Learned from a Currency Crisis, Fear of Floating, or Hollow Middle? Identifying Exchange Rate Policy in Crisis Countries

IJCB International Journal of Central Banking [View] (Paper: 16q4a03, 01.12.2016)

JEL: C32, E52, F31, F33

Bank Lending in Times of Large Bank Reserves

IJCB International Journal of Central Banking [View] (Paper: 16q4a05, 01.12.2016)

JEL: E42, E43, E51, G21

Globalization, Pass-Through, and Inflation Dynamics

IJCB International Journal of Central Banking [View] (Paper: 16q4a07, 01.12.2016)

JEL: F40, F60

Death of a Reserve Currency

IJCB International Journal of Central Banking [View] (Paper: 16q4a02, 01.12.2016)

JEL: E58, F33, N13

Which Aspects of Central Bank Transparency Matter? A Comprehensive Analysis of the Effect of Transparency on Survey Forecasts

IJCB International Journal of Central Banking [View] (Paper: 16q4a04, 01.12.2016)

JEL: C53, D83, E50

The dollar, bank leverage and the deviation from covered interest parity

Bank for International Settlements Working papers [View] (Paper: 592, 15.11.2016)

JEL: F3, G1, G2

Adding it all up: the macroeconomic impact of Basel III and outstanding reform issues

Bank for International Settlements Working papers [View] (Paper: 591, 07.11.2016)

JEL: E44, E61, G28

The failure of covered interest parity: FX hedging demand and costly balance sheets

Bank for International Settlements Working papers [View] (Paper: 590, 27.10.2016)

JEL: F31, G02, G15

International prudential policy spillovers: a global perspective

Bank for International Settlements Working papers [View] (Paper: 589, 20.10.2016)

JEL: F42, G15, G21

Macroprudential policies, the long-term interest rate and the exchange rate

Bank for International Settlements Working papers [View] (Paper: 588, 19.10.2016)

JEL: E43, E58, F41, G28

Globalisation and financial stability risks: is the residency-based approach of the national accounts old-fashioned?

Bank for International Settlements Working papers [View] (Paper: 587, 18.10.2016)

JEL: C80, C82, F34

Leverage and risk weighted capital requirements

Bank for International Settlements Working papers [View] (Paper: 586, 30.09.2016)

JEL: G21, G28, G32

The effects of a central bank's inflation forecasts on private sector forecasts: Recent evidence from Japan

Bank for International Settlements Working papers [View] (Paper: 585, 23.09.2016)

JEL: E31, E52, E58

Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter

Bank for International Settlements Working papers [View] (Paper: 584, 20.09.2016)

JEL: C18, E17, E32

Exchange rate pass-through: What has changed since the crisis?

Bank for International Settlements Working papers [View] (Paper: 583, 20.09.2016)

JEL: E31, E58, F31

Global inflation forecasts

Bank for International Settlements Working papers [View] (Paper: 582, 20.09.2016)

JEL: C53, E31, E37

Domestic financial markets and offshore bond financing

Bank for International Settlements Quarterly Review [View] (Paper: 1609g, 18.09.2016)

JEL: F23, F36, G15

Foreign exchange market intervention in EMEs: what has changed?

Bank for International Settlements Quarterly Review [View] (Paper: 1609f, 18.09.2016)

JEL: E44, F30, F40, G10

The ECB's QE and euro cross-border bank lending

Bank for International Settlements Quarterly Review [View] (Paper: 1609h, 18.09.2016)

JEL: F34, G15, G21

Covered interest parity lost: understanding the cross-currency basis

Bank for International Settlements Quarterly Review [View] (Paper: 1609e, 18.09.2016)

JEL: F31, G15, G2

Near-money premiums, monetary policy, and the integration of money markets: lessons from deregulation

Bank for International Settlements Working papers [View] (Paper: 581, 14.09.2016)

JEL: E50, G18, N22

Bank capital and dividend externalities

Bank for International Settlements Working papers [View] (Paper: 580, 13.09.2016)

JEL: G01, G21, G24, G28, G32, G35, G38

Regional pull vs global push factors: China and US influence on Asia-Pacific financial markets

Bank for International Settlements Working papers [View] (Paper: 579, 12.09.2016)

JEL: F30, G15

Beggar-Thy-Neighbor? The International Effects of ECB Unconventional Monetary Policy Measures

IJCB International Journal of Central Banking [View] (Paper: 16q3a02, 01.09.2016)

JEL: C11, C32, E52, F42, G15

The Effect of Unconventional Monetary Policy on Inflation Expectations: Evidence from Firms in the United Kingdom

IJCB International Journal of Central Banking [View] (Paper: 16q3a04, 01.09.2016)

JEL: D22, E31, E52

Policy Spillovers and Synergies in a Monetary Union

IJCB International Journal of Central Banking [View] (Paper: 16q3a06, 01.09.2016)

JEL: D42, E44, E63

Rule-of-Thumb Consumers and Labor Tax Cut Policy at the Zero Lower Bound

IJCB International Journal of Central Banking [View] (Paper: 16q3a08, 01.09.2016)

JEL: E52, E62

The Financial and Macroeconomic Effects of the OMT Announcements

IJCB International Journal of Central Banking [View] (Paper: 16q3a01, 01.09.2016)

JEL: C54, E47, E58

Options-Implied Probability Density Functions for Real Interest Rates

IJCB International Journal of Central Banking [View] (Paper: 16q3a03, 01.09.2016)

JEL: C58, E43, G12

Long-Run Inflation Uncertainty

IJCB International Journal of Central Banking [View] (Paper: 16q3a05, 01.09.2016)

JEL: E31, E44, G13

Financial Intermediation in a Global Environment

IJCB International Journal of Central Banking [View] (Paper: 16q3a07, 01.09.2016)

JEL: E44, F40, G01, G21

Dynamic Stochastic General Equilibrium Models and Their Discontents

IJCB International Journal of Central Banking [View] (Paper: 16q3a09, 01.09.2016)

JEL: E32, E37, E62, F15

Asset managers, eurodollars and unconventional monetary policy

Bank for International Settlements Working papers [View] (Paper: 578, 29.08.2016)

JEL: E43, E44, E52, F36, G23

Are star funds really shining? Cross-trading and performance shifting in mutual fund families

Bank for International Settlements Working papers [View] (Paper: 577, 26.08.2016)

JEL: G11, G14, G23

Crises and rescues: liquidity transmission through international banks

Bank for International Settlements Working papers [View] (Paper: 576, 26.08.2016)

JEL: F34, G01, G21

Housing collateral and small firm activity in Europe

Bank for International Settlements Working papers [View] (Paper: 575, 24.08.2016)

JEL: G30, G32, O47, R30