Central Bank Research Hub - Series: Bank for International Settlements Working papers 2005

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Title Author(s)

The mechanics of devaluations and the output response in a DSGE model: how relevant is the balance sheet effect?

Paper: 192, 06.12.2005

JEL: F31, F41

Explaining the level of credit spreads: option-implied jump risk premia in a firm value model

Paper: 191, 23.11.2005

JEL: G12, G13

The pricing of unexpected credit losses

Paper: 190, 23.11.2005

JEL: C13, C32, G12, G13, G14

Beyond current policy frameworks

Paper: 189, 23.11.2005

JEL: E30, E31, E32, E50, E52, E60, E63

Japan┬┐s deflation, problems in the financial system and monetary policy

Paper: 188, 23.11.2005

JEL: E43, E44, E52, E58, G12

External shocks, transmission mechanisms and deflation in Asia

Paper: 187, 23.11.2005

JEL: F41, F42

Deflation in a historical perspective

Paper: 186, 23.11.2005

JEL: E31, N10

Has the inflation process changed?

Paper: 185, 23.11.2005

JEL: J31, J52

A nonparametric analysis of the shape dynamics of the US personal income distribution: 1962-2000

Paper: 184, 12.10.2005

JEL: C12, C14, C15, E25

The fragility of the Phillips curve: A bumpy ride in the frequency domain

Paper: 183, 12.10.2005

JEL: C19, E30

Revisiting recent productivity developments across OECD countries

Paper: 182, 03.10.2005

JEL: C20, C82, E32, F01, N10, O47, O50, Q30

Explaining credit default swap spreads with equity volatility and jump risks of individual firms

Paper: 181, 18.09.2005

JEL: C14, G12, G13

Accounting, prudential regulation and financial stability: elements of a synthesis

Paper: 180, 13.09.2005

JEL: D80, G00, G28, G38, M41

An Empirical Evaluation of Structural Credit Risk Models

Paper: 179, 26.07.2005

JEL: C52, G1, G3

Research on exchange rates and monetary policy: an overview?

Paper: 178, 05.07.2005

JEL: E5, F3, F4

Forbearance and prompt corrective action

Paper: 177, 08.06.2005

JEL: D81, G21, G28

Debt-deflation: concepts and a stylised model

Paper: 176, 02.05.2005

JEL: E31, E51, G18, G21, G33

Commercial property prices and bank performance

Paper: 175, 20.04.2005

JEL: G12, G21

How does fiscal policy affect monetary policy in emerging market countries?

Paper: 174, 19.04.2005

JEL: E52, E62, E63

Measuring default risk premia from default swap rates and EDFs

Paper: 173, 17.03.2005

The effectiveness of foreign exchange intervention in emerging market countries: evidence from the Czech koruna

Paper: 172, 17.03.2005

JEL: E58, F31

The role of the natural rate of interest in monetary policy

Paper: 171, 17.03.2005

JEL: E21, E31, E32, E43, E52

A model of the IMF as a coinsurance arrangement

Paper: 170, 25.02.2005

JEL: D82, F02, F33, G22

Current account adjustment and capital flows

Paper: 169, 25.02.2005

JEL: F3, F32, F41

Inflation targeting, asset prices and financial imbalances: conceptualizing the debate

Paper: 168, 11.02.2005

JEL: E42, E44, E52, E58

Asset prices and banking distress: a macroeconomic approach

Paper: 167, 12.01.2005

JEL: E31, E5, G12, G21, G33

Are speculative attacks triggered by sunspots? A new test

Paper: 166, 12.01.2005

JEL: C22, D84, F31

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