Central Bank Research Hub - Series: Bank for International Settlements Working papers 2017

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003

Title Author(s)

Liquidity risk in markets with trading frictions: What can swing pricing achieve?

Paper: 663, 01.10.2017

JEL: C72, G01, G23, G28

Is the price right? Swing pricing and investor redemptions

Paper: 664, 01.10.2017

JEL: C72, G01, G23, G28

Interest rates and house prices in the United States and around the world

Paper: 665, 01.10.2017

JEL: E39, E43, E58, G12, R31, R32

The real effects of relationship lending

Paper: 662, 27.09.2017

JEL: E44, G21

World changes in inequality: an overview of facts, causes, consequences and policies

Paper: 654, 07.08.2017

JEL: D31, D33, F60, H24

Demographics will reverse three multi-decade global trends

Paper: 656, 07.08.2017

JEL: D63, E31, E43, H63, J11, J18

Dollar pricing redux

Paper: 653, 01.08.2017

JEL: F1, F2, F3, F4

Quality Pricing-to-Market

Paper: 657, 01.08.2017

JEL: E3, E41, F12, F4, L13

The Distance Effect in Banking and Trade

Paper: 658, 01.08.2017

JEL: F14, F34, F65, G21

Effects of capital controls on foreign exchange liquidity

Paper: 659, 01.08.2017

JEL: F31, F38, G11, G15

Informal one-sided target zone model and the Swiss franc

Paper: 660, 01.08.2017

JEL: C61, E42, F31

How important is the Global Financial Cycle? Evidence from capital flows

Paper: 661, 01.08.2017

JEL: F32, F36, F65, G15

The discontinuation of the EUR/CHF minimum exchange rate in January 2015: was it expected?

Paper: 652, 12.07.2017

JEL: C53, F31, F37

Segmented money markets and covered interest parity arbitrage

Paper: 651, 01.07.2017

JEL: E43, F31, G15

The evolution of inflation expectations in Japan

Paper: 647, 21.06.2017

JEL: E31, E58

Macroprudential policy and bank risk

Paper: 646, 20.06.2017

JEL: E43, E58, G18, G28

Accounting for debt service: the painful legacy of credit booms

Paper: 645, 19.06.2017

JEL: D14, E17, E44, G01

The shifting drivers of global liquidity

Paper: 644, 15.06.2017

JEL: F34, G10, G21

The international dimensions of macroprudential policies

Paper: 643, 08.06.2017

JEL: E3, E5, F3, F5, G1

The effects of monetary policy shocks on inequality in Japan

Paper: 642, 07.06.2017

JEL: E3, E4, E5

China's evolving monetary policy rule: from inflation-accommodating to anti-inflation policy

Paper: 641, 01.06.2017

JEL: E52, E58, O11, O52

Credit ratings of domestic and global agencies: What drives the differences in China and how are they priced?

Paper: 648, 01.06.2017

JEL: G12, G18, G23, G24

Monetary policy transmission and trade-offs in the United States: Old and new

Paper: 649, 01.06.2017

JEL: E52

Financial deglobalisation in banking?

Paper: 650, 01.06.2017

JEL: F36, F4, G21

Understanding the determinants of financial outcomes and choices: the role of noncognitive abilities

Paper: 640, 24.05.2017

JEL: D10, D14, G02

Supply- and demand-side factors in global banking

Paper: 639, 19.05.2017

JEL: F34, G01, G21

Assessing fiscal policy through the lens of the financial and the commodity price cycles

Paper: 638, 17.05.2017

JEL: E10, E32, E40, E47, E50, E62, Q33

Global value chains and effective exchange rates at the country-sector level

Paper: 637, 08.05.2017

JEL: F1, F3, F4, F6

The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry data

Paper: 636, 03.05.2017

JEL: E43, E58, G18, G28

Prudential policies and their impact on credit in the United States

Paper: 635, 03.05.2017

JEL: G21, G23, G28

Evaluating the impact of macroprudential policies on credit growth in Colombia

Paper: 634, 03.05.2017

JEL: C23, E58, G28

The impact of warnings published in a financial stability report on loan-to value ratios

Paper: 633, 03.05.2017

JEL: E58, G21, G28

The impact of macroprudential housing finance tools in Canada

Paper: 632, 03.05.2017

JEL: C63, D14, G28

Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets

Paper: 631, 26.04.2017

JEL: G12, G14, G15

How post-crisis regulation has affected bank CEO compensation

Paper: 630, 25.04.2017

JEL: G21, G28, G32

The beneficial aspect of FX volatility for market liquidity

Paper: 629, 25.04.2017

JEL: F31, G12

Is monetary policy less effective when interest rates are persistently low?

Paper: 628, 24.04.2017

JEL: E43, E52

External debt composition and domestic credit cycles

Paper: 627, 21.04.2017

JEL: E10, E40, E47, E50

Monetary policy's rising FX impact in the era of ultra-low rates

Paper: 626, 11.04.2017

JEL: E52, E58, F31

Scarcity effects of QE: A transaction-level analysis in the Bund market

Paper: 625, 10.04.2017

JEL: E52, E63, G11, G12, H63

Does exchange rate depreciation have contractionary effects on firm-level investment?

Paper: 624, 06.04.2017

JEL: E2, E3, F2, F3

International inflation spillovers through input linkages

Paper: 623, 05.04.2017

JEL: E31, E52, E58, F02, F14, F33, F41, F42, F62

External financing and economic activity in the euro area - why are bank loans special?

Paper: 622, 24.03.2017

JEL: E30, E40, E50, G20, G30

The dynamics of investment projects: evidence from Peru

Paper: 621, 23.03.2017

JEL: E43, E51, E52

Commodity price risk management and fiscal policy in a sovereign default model

Paper: 620, 23.03.2017

JEL: F34, F41, F44

Volatility risk premia and future commodities returns

Paper: 619, 23.03.2017

JEL: F37, G15, G17, Q02

Business cycles in an oil economy

Paper: 618, 23.03.2017

JEL: C11, E30, F41, F44

Oil, equities, and the zero lower bound

Paper: 617, 23.03.2017

JEL: C81, E01, E30, F31, F41

Macro policy responses to natural resource windfalls and the crash in commodity prices

Paper: 616, 23.03.2017

JEL: E60, F34, F35, F43, H21, H63, O11, Q33

Currency wars or efficient spillovers?

Paper: 615, 21.03.2017

JEL: D61, F13, F33, F42

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003