Central Bank Research Hub - Series: Bank for International Settlements Quarterly Review 2005

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Title Author(s)

Risk aversion and risk premia in the CDS market

Paper: 0512e, 05.12.2005

JEL: G12, G13, G14

Foreign banks in emerging market economies: changing players, changing issues

Paper: 0512f, 05.12.2005

JEL: F21, F23, F36, G20

Corporate bond markets in Asia

Paper: 0512g, 05.12.2005

JEL: G14, G18, M40, O16

Reducing financial vulnerability: the development of the domestic government bond market in Mexico

Paper: 0512h, 05.12.2005

JEL: E44, G18, H63, O16

Distinguishing global dollar reserves from official holdings in the United States

Paper: 0509e, 05.09.2005

JEL: E58, F21, F31, F32, F33, F34, G15, N20

The BIS consolidated banking statistics: structure, uses and recent enhancements

Paper: 0509f, 05.09.2005

JEL: C82, F34

The rise and fall of US dollar interest rate volatility: evidence from swaptions

Paper: 0509g, 05.09.2005

JEL: G12, G13, G14

Structural models of default: lessons from firm-level data

Paper: 0509h, 05.09.2005

JEL: C52, G10, G30

Currency choice in international bond issuance

Paper: 0506e, 15.06.2005

JEL: G11, G15, G32

Structured finance: complexity, risk and the use of ratings

Paper: 0506f, 15.06.2005

JEL: G10, G20

Opening markets through a regional bond fund: lessons from ABF2

Paper: 0506g, 15.06.2005

JEL: E44, G15, G18, O16

Trading Asian currencies

Paper: 0503e, 09.03.2005

JEL: F31, F36

Time-varying exposures and leverage in hedge funds

Paper: 0503f, 09.03.2005

JEL: G11, G12

CDS index tranches and the pricing of credit risk correlations

Paper: 0503g, 09.03.2005

JEL: G12, G13, G14

Contractual terms and CDS pricing

Paper: 0503h, 09.03.2005

JEL: G12, G13

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