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

Papers by year: All | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004

Title Author(s)

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

Assessing new perspectives on country risk

Paper: 0412e, 06.12.2004

JEL: F30, G15

Why has FX trading surged?

Paper: 0412f, 06.12.2004

JEL: C42, F31

The syndicated loan market

Paper: 0412g, 06.12.2004

JEL: G10, G20

The nature of credit risk in project finance

Paper: 0412h, 06.12.2004

JEL: F34, G12, G28, G32

Basel II - towards a new common language

Paper: 0409e, 08.09.2004

JEL: G18, G28

Diversifying with Asian local currency bonds

Paper: 0409f, 08.09.2004

JEL: E44, G15, H63, O16

A shift in London's eurodollar market

Paper: 0409g, 08.09.2004

JEL: G15

Macroeconomic announcements and implied volatilities in swaption markets

Paper: 0409h, 08.09.2004

JEL: G10, G14

The price impact of rating announcements: evidence from the credit default swap market

Paper: 0406e, 14.06.2004

JEL: G10, G14

Asian local currency bond markets

Paper: 0406f, 14.06.2004

JEL: E44, G15, H63, O16

The markets for non-deliverable forwards in Asian currencies

Paper: 0406g, 14.06.2004

JEL: F31, G15, G18, N25

Household debt and the macroeconomy

Paper: 0403e, 08.03.2004

JEL: E21, E52

What drives housing price dynamics: cross-country evidence

Paper: 0403f, 08.03.2004

JEL: C32, G12, G21

Twin peaks in equity and housing prices?

Paper: 0403g, 08.03.2004

JEL: E30, E32

The Danish mortgage market

Paper: 0403h, 08.03.2004

JEL: G18, G28, L89

The credit spread puzzle

Paper: 0312e, 01.01.2004

JEL: G11, G12

Common factors in emerging market spreads

Paper: 0312f, 01.01.2004

JEL: G11, G12, G15

Sovereign credit default swaps

Paper: 0312g, 01.01.2004

JEL: G15

Unifying government bond markets in East Asia

Paper: 0312h, 01.01.2004

JEL: G18

Changing links between mature and emerging financial markets

Paper: 0309e, 01.01.2004

Mind the gap: domestic versus foreign currency sovereign ratings

Paper: 0309f, 01.01.2004

Reaching for yield: selected issues for reserve managers

Paper: 0309g, 01.01.2004

Institutional asset managers: industry trends, incentives and implications for market efficiency

Paper: 0309h, 01.01.2004

Capital flows in East Asia since the 1997 crisis

Paper: 0306e, 01.01.2004

Investors┬┐ attitude towards risk: what can we learn from options?

Paper: 0306f, 01.01.2004

What drives investor risk aversion? Daily evidence from the German equity market

Paper: 0306g, 01.01.2004

Choosing instruments in managing dollar foreign exchange reserves

Paper: 0303e, 01.01.2004

The euro interest rate swap market

Paper: 0303f, 01.01.2004

Volatility and derivatives turnover: a tenuous relationship

Paper: 0303g, 01.01.2004

Assessing the risk of banking crises

Paper: 0212e, 01.01.2004

Settlement risk in foreign exchange markets and CLS Bank

Paper: 0212f, 01.01.2004

Interest rate risk and bank net interest margins

Paper: 0212g, 01.01.2004

Integrating the finances of East Asia

Paper: 0212h, 01.01.2004

Housing markets and economic growth: lessons from the US refinancing boom

Paper: 0209e, 01.01.2004

Explaining changes in house prices

Paper: 0209f, 01.01.2004

The case of the missing commercial real estate cycle

Paper: 0209g, 01.01.2004

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