Central Bank Research Hub - Series: Bank for International Settlements Quarterly Review 2008

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Title Author(s)

Developments in repo markets during the financial turmoil

Paper: 0812e, 08.12.2008

Commodity prices and inflation dynamics

Paper: 0812f, 08.12.2008

Bank health and lending to emerging markets

Paper: 0812g, 08.12.2008

How many in negative equity? The role of mortgage contract characteristics

Paper: 0812h, 08.12.2008

The inflation risk premium in the term structure of interest rates

Paper: 0809e, 01.09.2008

JEL: E43, E44

The development of money markets in Asia

Paper: 0809f, 01.09.2008

JEL: E44, E52, E58, F42

Reducing foreign exchange settlement risk

Paper: 0809g, 01.09.2008

JEL: G15, G18, G2, G21, G28, G32

The ABX: how do the markets price subprime mortgage risk?

Paper: 0809h, 01.09.2008

JEL: E43, G12, G13, G14

International banking activity amidst the turmoil

Paper: 0806e, 09.06.2008

JEL: F34, G15, G21

Managing international reserves: how does diversification affect financial costs?

Paper: 0806f, 09.06.2008

JEL: G11, G18, G28

Credit derivatives and structured credit: the nascent markets of Asia and the Pacific

Paper: 0806g, 09.06.2008

JEL: G12, G13, G15

Asian banks and the international interbank market

Paper: 0806h, 09.06.2008

JEL: E58, F32, F34, G15, G18, G21

Monetary operations and the financial turmoil

Paper: 0803e, 03.03.2008

JEL: E43, E49, G21, G32

What drives interbank rates? Evidence from the Libor panel

Paper: 0803f, 03.03.2008

JEL: G21, G32

Interbank rate fixings during the recent turmoil

Paper: 0803g, 03.03.2008

JEL: F30, G12, G15

The spillover of money market turbulence to FX swap and cross-currency swap markets

Paper: 0803h, 03.03.2008

JEL: G12, G14, G15

Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures

Paper: 0803i, 03.03.2008

JEL: G24, G32

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