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

Papers by year: All | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004

	Title	Author(s)
Abstract	The structure of housing finance markets and house prices in Asia Paper: 0612g, 11.12.2006 JEL: G12, G21, O53	Haibin Zhu
Abstract	The role of government-supported housing finance agencies in Asia Paper: 0612h, 11.12.2006 JEL: G15, G18, G21, G28, H81, O16	Jacob Gyntelberg Michael Davies Eric Chan
Abstract Full text	The changing composition of official reserves Paper: 0609e, 11.09.2006 JEL: E58, F31, G15	Philip Wooldridge
Abstract Full text	Foreign exchange reserve accumulation in emerging markets: what are the domestic implications? Paper: 0609f, 11.09.2006 JEL: E52, E58, F31, F41	Philip Turner Madhusudan Mohanty
Abstract Full text	Forward currency markets in Asia: lessons from the Australian experience Paper: 0609g, 11.09.2006 JEL: F31, G15, G18, N25	Jacob Gyntelberg Michael Plumb Guy Debelle
Abstract Full text	Derivatives activity and monetary policy Paper: 0609h, 11.09.2006 JEL: E52, G12	Christian Upper
Abstract Full text	Domestic bond markets in Latin America: achievements and challenges Paper: 0606e, 23.06.2006 JEL: E44, F34, G15, G18, H63, O16	Serge Jeanneau Camilo E. Tovar
Abstract Full text	Securitisation in Asia and the Pacific: implications for liquidity and credit risks Paper: 0606f, 23.06.2006 JEL: G15, G18, G21, O16	Jacob Gyntelberg Eli M. Remolona
Abstract Full text	The new BIS effective exchange rate indices Paper: 0603e, 01.04.2006 JEL: F10, F31	Marc Klau San Sau Fung
Abstract Full text	Prime or not so prime? An exploration of US housing finance in the new century Paper: 0603f, 01.04.2006 JEL: G18, G28, L89	Allen Frankel
Abstract Full text	Basket weaving: the euromarket experience with basket currency bonds Paper: 0603g, 01.04.2006 JEL: E42, E58, F02, F31, F33, F36, G15	Clifford R Dammers Robert N. McCauley
Abstract Full text	Risk premia across asset markets: information from option prices Paper: 0603h, 01.04.2006 JEL: G12, G13, G14	Kostas Tsatsaronis Nikola A. Tarashev
Abstract Full text	Risk aversion and risk premia in the CDS market Paper: 0512e, 05.12.2005 JEL: G12, G13, G14	Jeffery D. Amato
Abstract Full text	Foreign banks in emerging market economies: changing players, changing issues Paper: 0512f, 05.12.2005 JEL: F21, F23, F36, G20	Dietrich Domanski
Abstract Full text	Corporate bond markets in Asia Paper: 0512g, 05.12.2005 JEL: G14, G18, M40, O16	Jacob Gyntelberg Guonan Ma Eli M. Remolona
Abstract Full text	Reducing financial vulnerability: the development of the domestic government bond market in Mexico Paper: 0512h, 05.12.2005 JEL: E44, G18, H63, O16	Carlos Perez Verdia Serge Jeanneau
Abstract Full text	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	Robert N. McCauley
Abstract Full text	The BIS consolidated banking statistics: structure, uses and recent enhancements Paper: 0509f, 05.09.2005 JEL: C82, F34	Patrick McGuire Philip Wooldridge
Abstract Full text	The rise and fall of US dollar interest rate volatility: evidence from swaptions Paper: 0509g, 05.09.2005 JEL: G12, G13, G14	Fabio Fornari
Abstract Full text	Structural models of default: lessons from firm-level data Paper: 0509h, 05.09.2005 JEL: C52, G10, G30	Nikola A. Tarashev
Abstract Full text	Currency choice in international bond issuance Paper: 0506e, 15.06.2005 JEL: G11, G15, G32	Benjamin H Cohen
Abstract Full text	Structured finance: complexity, risk and the use of ratings Paper: 0506f, 15.06.2005 JEL: G10, G20	Janet Mitchell Ingo Fender
Abstract Full text	Opening markets through a regional bond fund: lessons from ABF2 Paper: 0506g, 15.06.2005 JEL: E44, G15, G18, O16	Guonan Ma Eli M. Remolona
Abstract Full text	Trading Asian currencies Paper: 0503e, 09.03.2005 JEL: F31, F36	Corrinne Ho Guonan Ma Robert N. McCauley
Abstract Full text	Time-varying exposures and leverage in hedge funds Paper: 0503f, 09.03.2005 JEL: G11, G12	Patrick McGuire Kostas Tsatsaronis Eli M. Remolona
Abstract Full text	CDS index tranches and the pricing of credit risk correlations Paper: 0503g, 09.03.2005 JEL: G12, G13, G14	Jacob Gyntelberg Jeffery D. Amato
Abstract Full text	Contractual terms and CDS pricing Paper: 0503h, 09.03.2005 JEL: G12, G13	Franck Packer Haibin Zhu
Abstract Full text	Assessing new perspectives on country risk Paper: 0412e, 06.12.2004 JEL: F30, G15	Frank Packer Claudio Borio
Abstract Full text	Why has FX trading surged? Paper: 0412f, 06.12.2004 JEL: C42, F31	Michael Melvin Gabriele Galati
Abstract Full text	The syndicated loan market Paper: 0412g, 06.12.2004 JEL: G10, G20	Blaise Gadanecz
Abstract Full text	The nature of credit risk in project finance Paper: 0412h, 06.12.2004 JEL: F34, G12, G28, G32	Marco Sorge
Abstract Full text	Basel II - towards a new common language Paper: 0409e, 08.09.2004 JEL: G18, G28	Ryozo Himino
Abstract Full text	Diversifying with Asian local currency bonds Paper: 0409f, 08.09.2004 JEL: E44, G15, H63, O16	Robert N. McCauley Guorong Jiang
Abstract Full text	A shift in London's eurodollar market Paper: 0409g, 08.09.2004 JEL: G15	Patrick McGuire
Abstract Full text	Macroeconomic announcements and implied volatilities in swaption markets Paper: 0409h, 08.09.2004 JEL: G10, G14	Fabio Fornari
Abstract Full text	The price impact of rating announcements: evidence from the credit default swap market Paper: 0406e, 14.06.2004 JEL: G10, G14	Philip Wooldridge Marian Micu Eli M. Remolona
Abstract Full text	Asian local currency bond markets Paper: 0406f, 14.06.2004 JEL: E44, G15, H63, O16	Robert N. McCauley Guorong Jiang
Abstract Full text	The markets for non-deliverable forwards in Asian currencies Paper: 0406g, 14.06.2004 JEL: F31, G15, G18, N25	Corrinne Ho Guonan Ma Robert N. McCauley
Abstract Full text	Household debt and the macroeconomy Paper: 0403e, 08.03.2004 JEL: E21, E52	Guy Debelle
Abstract Full text	What drives housing price dynamics: cross-country evidence Paper: 0403f, 08.03.2004 JEL: C32, G12, G21	Kostas Tsatsaronis Haibin Zhu
Abstract Full text	Twin peaks in equity and housing prices? Paper: 0403g, 08.03.2004 JEL: E30, E32	Patrick McGuire Claudio Borio
Abstract Full text	The Danish mortgage market Paper: 0403h, 08.03.2004 JEL: G18, G28, L89	Jacob Gyntelberg Mattias Persson Allen Frankel Kristian Kjeldsen
Abstract Full text	The credit spread puzzle Paper: 0312e, 01.01.2004 JEL: G11, G12	Eli M. Remolona Jeffery D. Amato
Abstract Full text	Common factors in emerging market spreads Paper: 0312f, 01.01.2004 JEL: G11, G12, G15	Martijn A Schrijvers Patrick McGuire
Abstract Full text	Sovereign credit default swaps Paper: 0312g, 01.01.2004 JEL: G15	Frank Packer Chamaree Suthiphongchai
Abstract Full text	Unifying government bond markets in East Asia Paper: 0312h, 01.01.2004 JEL: G18	Robert N. McCauley
Full text	Changing links between mature and emerging financial markets Paper: 0309e, 01.01.2004	Philip Wooldridge Anna Cobau Dietrich Domanski
Full text	Mind the gap: domestic versus foreign currency sovereign ratings Paper: 0309f, 01.01.2004	Frank Packer
Full text	Reaching for yield: selected issues for reserve managers Paper: 0309g, 01.01.2004	Martijn A Schrijvers Eli M. Remolona
Full text	Institutional asset managers: industry trends, incentives and implications for market efficiency Paper: 0309h, 01.01.2004	Ingo Fender

Papers by year: All | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004