Central Bank Research Hub - Series: Bank for International Settlements Working papers 2003

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Title Author(s)

Transparency versus constructive ambiguity in foreign exchange intervention

Paper: 144, 24.10.2003

The Balassa-Samuelson effect in central Europe: a disaggregated analysis

Paper: 143, 24.10.2003

JEL: E31, F36, O11, P20

Three episodes of financial fragility in Norway since the 1890s

Paper: 142, 24.10.2003

Financial strains and the zero lower bound: the Japanese experience

Paper: 141, 25.09.2003

Asset prices, financial imbalances and monetary policy: are inflation targets enough?

Paper: 140, 25.09.2003

External constraints on monetary policy and the financial accelerator

Paper: 139, 25.09.2003

Public and private information in monetary policy models

Paper: 138, 25.09.2003

JEL: D43, D82, D84, E31, E52

The Great Depression as a credit boom gone wrong

Paper: 137, 25.09.2003

JEL: E3, N2

The price level, relative prices and economic stability: aspects of the interwar debate

Paper: 136, 25.09.2003

Currency crises and the informational role of interest rates

Paper: 135, 17.09.2003

The cost of barriers to entry: evidence from the market for corporate euro bond underwriting

Paper: 134, 09.09.2003

JEL: G15, G24, G32

How good is the BankScope database? A cross-validation exercise with correction factors for market concentration measures

Paper: 133, 09.09.2003

Developing country economic structure and the pricing of syndicated credits

Paper: 132, 28.07.2003

JEL: F20, F34

Optimal supervisory policies and depositor-preference laws

Paper: 131, 06.06.2003

JEL: G21, G28

Living with flexible exchange rates: issues and recent experience in inflation targeting emerging market economies

Paper: 130, 06.03.2003

JEL: E52, E58, F31

Are credit ratings procyclical?

Paper: 129, 27.02.2003

JEL: C25, C81, G20, G28, G32

Towards a macroprudential framework for financial supervision and regulation?

Paper: 128, 20.02.2003

A tale of two perspectives: old or new challenges for monetary policy?

Paper: 127, 20.02.2003

A survey of cyclical effects in credit risk measurement models

Paper: 126, 06.02.2003

The institutional memory hypothesis and the procyclicality of bank lending behaviour

Paper: 125, 06.02.2003

JEL: E32, E44, G21, G28

Credit constraints, financial liberalisation and twin crises

Paper: 124, 06.02.2003

JEL: F3, G21

Communication and monetary policy

Paper: 123, 06.02.2003

Positive feedback trading under stress: Evidence from the US Treasury securities market

Paper: 122, 06.02.2003

JEL: G14, H63

Implications of habit formation for optimal monetary policy

Paper: 121, 06.02.2003

JEL: E31, E32, E52

Changes in market functioning and central bank policy: an overview of the issues

Paper: 120, 06.02.2003

A VAR analysis of the effects of monetary policy in East Asia

Paper: 119, 06.02.2003

JEL: C32, E52

Should banks be diversified? Evidence from individual bank loan portfolios

Paper: 118, 06.02.2003

JEL: G21, G28, G31, G32

Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy

Paper: 117, 06.02.2003

Credit risk measurement and procyclicality

Paper: 116, 06.02.2003

China¿s asset management corporations

Paper: 115, 06.02.2003

JEL: G21, O53

Asset prices, financial and monetary stability: exploring the nexus

Paper: 114, 06.02.2003

The link between default and recovery rates: effects on the procyclicality of regulatory capital ratio

Paper: 113, 06.02.2003

JEL: G15, G21, G28

Determinants of international bank lending to emerging market countries

Paper: 112, 06.02.2003

JEL: E42, E52, E58

Output trends and Okun¿s law

Paper: 111, 06.02.2003

A survey of the institutional and operational aspects of modern-day currency boards

Paper: 110, 06.02.2003

JEL: E42, E52, E58

Optimal dynamic hedging using futures under a borrowing constraint

Paper: 109, 06.02.2003

The determinants of private sector credit in industrialised countries: do property prices matter?

Paper: 108, 06.02.2003

Bank runs, welfare and policy implications

Paper: 107, 06.02.2003

JEL: E5, G21, G28

Bank runs without self-fulfilling prophecies

Paper: 106, 06.02.2003

JEL: C7, G14, G21

Macroeconomic news and the euro/dollar exchange rate

Paper: 105, 06.02.2003

JEL: F31

The changing shape of fixed income markets

Paper: 104, 06.02.2003

 

The costs and benefits of moral suasion: Evidence from the rescue of long-term capital management

Paper: 103, 06.02.2003

Allocating bank regulatory powers: lender of last resort, deposit insurance and supervision

Paper: 102, 06.02.2003

Can liquidity risk be subsumed in credit risk? A case study from Brady bond prices

Paper: 101, 06.02.2003

The impact of the euro on Europe¿s financial markets

Paper: 100, 06.02.2003

JEL: F21, F32, G11, G15

The interbank market during a crisis

Paper: 099, 06.02.2003

Money and inflation in the Euro Area: A case for monetary indicators?

Paper: 098, 06.02.2003

JEL: E42, E52, E58

Information flows during the asian crisis: evidence from closed-end funds

Paper: 097, 06.02.2003

The real-time predictive content of money for output

Paper: 096, 06.02.2003

The impact of corporate risk management on monetary policy transmission: some empirical evidence

Paper: 095, 06.02.2003

JEL: E44, E52, G31, G32

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