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

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003

	Title	Author(s)
Abstract Full text	Ensuring price stability in post-crisis Asia: lessons from the recovery Paper: 378, 18.04.2012 JEL: E3, E5, E6, F4	Andrew Filardo
Abstract Full text	Rapid credit growth and international credit: Challenges for Asia Paper: 377, 12.04.2012 JEL: E32, F34, F43	Stefan Avdjiev Robert N. McCauley Patrick McGuire
Abstract Full text	Systemic risk in global banking: what can available data tell us and what more data are needed? Paper: 376, 11.04.2012 JEL: F21, F34, G15, G18, Y1	Eugenio Cerutti Stijn Claessens Patrick McGuire
Abstract Full text	Loan loss provisioning practices of Asian banks Paper: 375, 05.04.2012 JEL: G21, G28	Haibin Zhu Frank Packer
Abstract Full text	A Comprehensive Look at Financial Volatility Prediction by Economic Variables Paper: 374, 06.03.2012 JEL: C53, G12, G15, G17	Maik Schmeling Charlotte Christiansen Andreas Schrimpf
Abstract Full text	Collateral requirements for mandatory central clearing of over-the-counter derivatives Paper: 373, 06.03.2012 JEL: G24, G28	Daniel Heller Nicholas Vause
Abstract Full text	Inflation Dynamics in the Presence of Informal Labour Markets Paper: 372, 21.02.2012 JEL: E32, E50, J64, O17	Carlos Montoro Paul Castillo
Abstract Full text	Stochastic Herding in Financial Markets Evidence from Institutional Investor Equity Portfolios Paper: 371, 17.02.2012 JEL: C16, D80, G14, G20	Makoto Nirei Theodoros Stamatiou Vladyslav Sushko
Abstract Full text	Credit at times of stress: Latin American lessons from the global financial crisis Paper: 370, 07.02.2012	Carlos Montoro Liliana Rojas-Suarez
Abstract Full text	Stress-testing macro stress testing: does it live up to expectations? Paper: 369, 18.01.2012	Kostas Tsatsaronis Claudio Borio Mathias Drehmann
Abstract Full text	The sustainability of pension schemes Paper: 368, 03.01.2012	Srichander Ramaswamy
Abstract Full text	Is the long-term interest rate a policy victim, a policy variable or a policy lodestar? Paper: 367, 28.12.2011	Philip Turner
Abstract Full text	Currency Momentum Strategies Paper: 366, 13.12.2011	Lukas Menkhoff Maik Schmeling Lucio Sarno Andreas Schrimpf
Abstract Full text	Was This Time Different?: Fiscal Policy in Commodity Republics Paper: 365, 09.12.2011	Luis Felipe Céspedes Andrés Velasco
Abstract Full text	Perceptions and misperceptions of fiscal inflation Paper: 364, 09.12.2011	Todd B. Walker Eric M. Leeper
Abstract Full text	The "Austerity myth": Gain Without Pain? Paper: 362, 09.12.2011	Roberto Perotti
Abstract Full text	Long-term fiscal sustainability in major economies Paper: 361, 09.12.2011	Alan J Auerbach
Abstract Full text	The Liquidation of Government Debt Paper: 363, 09.12.2011	Carmen M. Reinhart M. Belen Sbrancia
Abstract Full text	China's evolving reserve requirements Paper: 360, 14.11.2011	Yan Xiandong Liu Xi Guonan Ma
Abstract Full text	Bank heterogeneity and interest rate setting: What lessons have we learned since Lehman Brothers? Paper: 359, 14.11.2011	Leonardo Gambacorta Paolo Emilio Mistrulli
Abstract Full text	Anchoring countercyclical capital buffers: the role of credit aggregates Paper: 355, 08.11.2011	Kostas Tsatsaronis Claudio Borio Mathias Drehmann
Abstract Full text	The Impact of the International Financial Crisis on Asia and the Pacific: Highlighting Monetary Policy Challenges from a Negative Asset Price Bubble Perspective Paper: 356, 08.11.2011	Andrew Filardo
Abstract Full text	Rescue packages and bank lending Paper: 357, 07.11.2011	Leonardo Gambacorta Goetz von Peter Michael Brei
Abstract Full text	News driven business cycles and data on asset prices in estimated DSGE models Paper: 358, 07.11.2011	Stefan Avdjiev
Abstract Full text	Central banking post-crisis: What compass for uncharted waters? Paper: 353, 30.09.2011	Claudio Borio
Abstract Full text	Rediscovering the macroeconomic roots of financial stability policy: journey, challenges and a way forward Paper: 354, 30.09.2011	Claudio Borio
Abstract Full text	The real effects of debt Paper: 352, 16.09.2011	Stephen Cecchetti Madhusudan Mohanty Fabrizio Zampolli
Abstract Full text	Weathering the financial crisis: good policy or good luck? Paper: 351, 08.08.2011	James Yetman Michael R. King Stephen Cecchetti
Abstract Full text	The value of repeat lending Paper: 350, 29.07.2011	Blaise Gadanecz Alper Kara Philip Molyneux
Abstract Full text	How do inflation expectations form? New insights from a high-frequency survey Paper: 349, 19.07.2011	Gabriele Galati Peter Heemeijer Richhild Moessner
Abstract Full text	The international propagation of the financial crisis on 2008 and a comparison with 1931 Paper: 348, 06.07.2011	William A. Allen Richhild Moessner
Abstract Full text	On harnessing the potential of financial inclusion Paper: 347, 31.05.2011	Michael Klein Peter Dittus
Abstract Full text	Global imbalances and the financial crisis: Link or no link? Paper: 346, 27.05.2011	Claudio Borio Piti Disyatat
Abstract Full text	The bank lending channel: lessons from the crisis Paper: 345, 02.05.2011	Leonardo Gambacorta David Marqués-Ibáñez
Abstract Full text	Dislocations in the won-dollar swap markets during the crisis of 2007-09 Paper: 344, 21.04.2011	Naohiko Baba Ilhyock Shim
Abstract Full text	Market structures and systemic risks of exchange-traded funds Paper: 343, 18.04.2011	Srichander Ramaswamy
Abstract	Measuring the systemic importance of interconnected banks Paper: 342, 10.03.2011	Nikola A. Tarashev Mathias Drehmann
Abstract	Securitization is not that evil after all Paper: 341, 10.03.2011	Ginette Eramo Leonardo Gambacorta Ugo Albertazzi Carmelo Salleo
Abstract Full text	Cyclical fiscal policy, credit constraints, and industry growth Paper: 340, 24.02.2011	Philippe Aghion David Hemous Enisse Kharroubi
Abstract Full text	Measuring disagreement in UK consumer and central bank inflation forecasts Paper: 339, 23.02.2011	Colin Ellis Richhild Moessner Feng Zhu
Abstract Full text	BASEL III: Long-term impact on economic performance and fluctuations Paper: 338, 23.02.2011	Vasco Cúrdia Laurent Clerc Werner Roeger Jan Vlcek Roberto Motto Leonardo Gambacorta Paolo Angelini Skander J. Van den Heuvel Andrea Gerali Alberto Locarno
Abstract Full text	Macroprudential policy - a literature review Paper: 337, 02.02.2011	Gabriele Galati Richhild Moessner
Abstract Full text	Policymaking from a "macroprudential" perspective in emerging market economies Paper: 336, 07.01.2011	Ramon Moreno
Abstract Full text	To err is human: rating agencies and the interwar foreign government debt crisis Paper: 335, 30.12.2010	Frank Packer Marc Flandreau Norbert Gaillard
Abstract Full text	Why issue bonds offshore? Paper: 334, 10.12.2010	Susan Black Anella Munro
Abstract Full text	Banking crises and the international monetary system in the Great Depression and now Paper: 333, 03.12.2010	William A. Allen Richhild Moessner
Abstract Full text	The impact of CDS trading on the bond market: evidence from Asia Paper: 332, 30.11.2010	Ilhyock Shim Haibin Zhu
Abstract Full text	Central banks and competition authorities: institutional comparisions and new concerns Paper: 331, 26.11.2010	John Vickers
Abstract Full text	The governance of financial regulation: reform lessons from the recent crisis Paper: 329, 26.11.2010	Ross Levine
Abstract Full text	The changing role of central banks Paper: 326, 26.11.2010	Charles Goodhart

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003