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

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Title Author(s)

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

Changing post-trading arrangements for OTC derivatives

Paper: 0712i, 10.12.2007

JEL: G24, G29, G32

International banking centres: a network perspective

Paper: 0712e, 10.12.2007

JEL: C45, F34, G21, L14

International banking with the euro

Paper: 0712f, 10.12.2007

What drives the growth in FX activity? Interpreting the 2007 triennial survey

Paper: 0712g, 10.12.2007

Risk in carry trades: a look at target currencies in Asia and the Pacific

Paper: 0712h, 10.12.2007

Corporate financial restructuring in Asia: implications for financial stability

Paper: 0709i, 23.10.2007

JEL: G32, G38

Evidence of carry trade activity

Paper: 0709e, 03.09.2007

JEL: F31, F32, G15

The covered bond market

Paper: 0709f, 03.09.2007

JEL: G11, G12, G15

Global and regional financial integration: progress in emerging markets

Paper: 0709g, 03.09.2007

JEL: F21, F36, G11

Securitisation in Latin America

Paper: 0709h, 03.09.2007

JEL: G15, G18, G21, O16

The BIS statistics on payments and settlements

Paper: 0706f, 11.06.2007

JEL: E51, E58, G2

Recent episodes of credit card distress in Asia

Paper: 0706g, 11.06.2007

JEL: D14, G14, G23, G28

The search for liquidity in the Brazilian domestic government bond market

Paper: 0706h, 11.06.2007

JEL: E44, G18, H63, O16

Interpreting sovereign spreads

Paper: 0703e, 16.03.2007

Exchange rates and global volatility: implications for Asia-Pacific currencies

Paper: 0703f, 16.03.2007

Financial investors and commodity markets

Paper: 0703g, 16.03.2007

Tracking international bank flows

Paper: 0612e, 11.12.2006

JEL: F34, G15, G21

Internationalising a currency: the case of the Australian dollar

Paper: 0612f, 11.12.2006

JEL: F3, G1

The structure of housing finance markets and house prices in Asia

Paper: 0612g, 11.12.2006

JEL: G12, G21, O53

The role of government-supported housing finance agencies in Asia

Paper: 0612h, 11.12.2006

JEL: G15, G18, G21, G28, H81, O16

The changing composition of official reserves

Paper: 0609e, 11.09.2006

JEL: E58, F31, G15

Foreign exchange reserve accumulation in emerging markets: what are the domestic implications?

Paper: 0609f, 11.09.2006

JEL: E52, E58, F31, F41

Forward currency markets in Asia: lessons from the Australian experience

Paper: 0609g, 11.09.2006

JEL: F31, G15, G18, N25

Derivatives activity and monetary policy

Paper: 0609h, 11.09.2006

JEL: E52, G12

Domestic bond markets in Latin America: achievements and challenges

Paper: 0606e, 23.06.2006

JEL: E44, F34, G15, G18, H63, O16

Securitisation in Asia and the Pacific: implications for liquidity and credit risks

Paper: 0606f, 23.06.2006

JEL: G15, G18, G21, O16

The new BIS effective exchange rate indices

Paper: 0603e, 01.04.2006

JEL: F10, F31

Prime or not so prime? An exploration of US housing finance in the new century

Paper: 0603f, 01.04.2006

JEL: G18, G28, L89

Basket weaving: the euromarket experience with basket currency bonds

Paper: 0603g, 01.04.2006

JEL: E42, E58, F02, F31, F33, F36, G15

Risk premia across asset markets: information from option prices

Paper: 0603h, 01.04.2006

JEL: G12, G13, G14

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

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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