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

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Title Author(s)

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

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

Rising foreign currency liquidity of banks in China

Paper: 0209h, 01.01.2004

The changing information content of market interest rates

Paper: 0206e, 01.01.2004

What’s behind the liquidity spread? On-the-run and off-the-run US Treasuries in autumn 1998

Paper: 0206f, 01.01.2004

Positive feedback trading in the US Treasury market

Paper: 0206g, 01.01.2004

Globalising international banking

Paper: 0203e, 01.01.2004

International bank lending to emerging market countries: explaining the 1990s roller coaster

Paper: 0203f, 01.01.2004

Do syndicated credits anticipate BIS consolidated banking data?

Paper: 0203g, 01.01.2004

Uses of the BIS statistics: an introduction

Paper: 0203h, 01.01.2004

Why has global FX turnover declined? Explaining the 2001 triennial survey

Paper: 0112e, 01.01.2004

The emergence of new benchmark yield curves

Paper: 0112f, 01.01.2004

The impact of transatlantic M&A activity on the dollar/euro exchange rate

Paper: 0112g, 01.01.2004

To provision or not to provision

Paper: 0109e, 01.01.2004

Analysing the growth of Taiwanese deposits in foreign currency

Paper: 0109f, 01.01.2004

Collateral in wholesale financial markets

Paper: 0109g, 01.01.2004

Is there a "Nasdaq effect" in emerging equity markets?

Paper: 0106e, 01.01.2004

Do macro announcements still drive the US bond market?

Paper: 0106f, 01.01.2004

Stress testing in practice: a survey of 43 major financial institutions

Paper: 0106g, 01.01.2004

Benchmark tipping in the money and bond markets

Paper: 0103e, 01.01.2004

Implementing international standards for stronger financial systems

Paper: 0103f, 01.01.2004

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