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	Towards an operational framework for financial stability: "fuzzy" measurement and its consequences Paper: 284, 12.06.2009 JEL: E30, E44, G10, G20, G28	Mathias Drehmann Claudio Borio
Abstract Full text	Another look at global disinflation Paper: 283, 11.05.2009 JEL: E31, F02, F41	Toshitaka Sekine
Abstract Full text	China's exchange rate policy and Asian trade Paper: 282, 30.04.2009 JEL: F1, F14	Tuuli Koivu Alicia Garcia-Herrero
Abstract Full text	Credit frictions and optimal monetary policy Paper: 281, 29.04.2009 JEL: C13, G14, G21, G28	Hao Zhou Xin Huang Haibin Zhu
Abstract Full text	Measuring portfolio credit risk correctly: why parameter uncertainty matters Paper: 280, 16.04.2009 JEL: C11, G20, G32	Nikola A. Tarashev
Abstract Full text	The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices Paper: 279, 31.03.2009 JEL: E43, G12, G13, G14	Ingo Fender Martin Scheicher
Abstract Full text	Talking about monetary policy: the virtues (and vice?) of central bank communication Paper: 274, 31.03.2009 JEL: E44, E52, E58	Alan S. Blinder
Abstract Full text	In search of monetary stability: the evolution of monetary policy Paper: 273, 31.03.2009 JEL: E52, E58	Otmar Issing
Abstract Full text	Has the monetary transmission process in the euro area changed? Evidence vased on VAR estimates Paper: 276, 31.03.2009 JEL: E44, E52, E58, G21	Rafael Gerke Andreas Worms Axel A Weber
Abstract Full text	Credit frictions and optimal monetary policy Paper: 278, 31.03.2009 JEL: E43, E44	Vasco Cúrdia Michael Woodford
Abstract Full text	China's financial conundrum and global imbalances Paper: 277, 31.03.2009 JEL: F21, F32	Ronald McKinnon Gunther Schnabl
Abstract Full text	Bank ties and firm performance in Japan: some evidence since FY2002 Paper: 272, 03.03.2009 JEL: G21, G32, L25	Patrick McGuire
Abstract Full text	Private information, stock markets, and exchange rates Paper: 271, 27.02.2009 JEL: C22, E58, F31, F37, G14	Jacob Gyntelberg Tientip Subhanij Mico Loretan Eric Chan
Abstract Full text	Capital regulation, risk-taking and monetary policy: a missing link in the transmission mechanism? Paper: 268, 21.01.2009 JEL: E44, E51, E52, G12, G21, G28	Claudio Borio Haibin Zhu
Abstract Full text	External support and bank behaviour in the international syndicated loan market Paper: 265, 21.01.2009 JEL: G15, G21	Kostas Tsatsaronis Blaise Gadanecz Yener Altunbas
Abstract Full text	Private matters Paper: 266, 21.01.2009 JEL: G24, G32, G34	Frank Packer Jean Helwege
Abstract Full text	Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08 Paper: 267, 21.01.2009 JEL: F31, G15	Naohiko Baba Frank Packer
Abstract Full text	Monetary policy implementation: Misconceptions and their consequences Paper: 269, 21.01.2009 JEL: E40, E41, E51, E52, E58	Piti Disyatat
Abstract Full text	Catching-up and inflation in transition economies: the Balassa-Samuelson effect revisited Paper: 270, 21.01.2009 JEL: E31, F36, O11, P20	Marc Klau Dubravko Mihaljek
Abstract Full text	Price discovery from cross-currency and FX swaps: a structural analysis Paper: 264, 13.11.2008 JEL: G12, G14, G15	Naohiko Baba Yasuaki Amatatsu
Abstract Full text	Determinants of house prices in nine Asia-Pacific economies Paper: 263, 24.10.2008 JEL: G12, R31	Jessica Szeto Tientip Subhanij Haibin Zhu Eloisa T Glindro
Abstract Full text	Effectiveness of monetary policy communication in Indonesia and Thailand Paper: 262, 29.09.2008 JEL: E43, E52, E58	Sahminan Sahminan
Abstract Full text	The Asian crisis: what did local stock markets expect? Paper: 261, 24.09.2008 JEL: F31, G14, G15	Jacob Gyntelberg Andrea Tesei Alicia Garcia-Herrero
Abstract Full text	Estimating hedge fund leverage Paper: 260, 18.09.2008 JEL: G20, G23	Kostas Tsatsaronis Patrick McGuire
Abstract Full text	The housing meltdown: Why did it happen in the United States? Paper: 259, 18.09.2008 JEL: G21, R21	Luci Ellis
Abstract Full text	DSGE models and central banks Paper: 258, 02.09.2008 JEL: B4, C5, E0, E32, E37, E50, E52, E58, F37, F41, F47	Camilo E. Tovar
Abstract Full text	Financial system: shock absorber or amplifier? Paper: 257, 17.07.2008 JEL: G10, G28	Franklin Allen Elena Carletti
Abstract Full text	Liquidity and financial cycles Paper: 256, 17.07.2008 JEL: E50, G21, G24	Tobias Adrian Hyun Song Shin
Abstract Full text	Innovations in credit risk transfer: implications for financial stability Paper: 255, 17.07.2008 JEL: G11, G21, G28	Darrell Duffie
Abstract Full text	Speculative attacks, Private Signals and Intertemporal Trade-offs Paper: 254, 29.06.2008	Nikola A. Tarashev
Abstract Full text	Implementing monetary policy in the 2000s: operating procedures in Asia and beyond Paper: 253, 29.06.2008	Corrinne Ho
Abstract Full text	The evolution of trading activity in Asian foreign exchange markets Paper: 252, 09.06.2008 JEL: F31, G12, G15, N25, O24	Philip Wooldridge Yosuke Tsuyuguchi
Abstract Full text	The financial turmoil of 2007-?: a preliminary assessment and some policy considerations Paper: 251, 21.04.2008 JEL: E30, E44, E50, G10, G20, G28	Claudio Borio
Abstract Full text	Globalisation and the determinants of domestic inflation Paper: 250, 01.04.2008 JEL: E31, E52, E58, F02, F41	William R. White
Abstract Full text	What drives the current account in commodity exporting countries? The cases of Chile and New Zealand Paper: 247, 01.04.2008 JEL: E31, E32, F32, F41	Claudio Soto Juan Pablo Medina Anella Munro
Abstract Full text	Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices Paper: 248, 01.04.2008 JEL: E31, E43, G12	Min Wei Stefania D'Amico Don H. Kim
Abstract Full text	Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets Paper: 249, 01.04.2008 JEL: C22, G12	Erik Hjalmarsson Alain Chaboud Mico Loretan Benjamin Chiquoine
Abstract Full text	Central bank policy rate guidance and financial market functioning Paper: 246, 01.03.2008	Richhild Moessner William R. Nelson
Abstract Full text	Understanding Asian equity flows, market returns and exchange rates Paper: 245, 01.03.2008	Corrinne Ho Chayawadee Chai-Anant
Abstract Full text	Asset prices and monetary policy: booms and fat tails in East Asia Paper: 243, 01.03.2008	Maria Socorro Gochoco-Bautista
Abstract Full text	Global monitoring with the BIS international banking statistics Paper: 244, 01.03.2008	Nikola A. Tarashev Patrick McGuire
Abstract Full text	What can (macro-)prudential policy do to support monetary policy? Paper: 242, 01.01.2008	Claudio Borio Ilhyock Shim
Abstract Full text	Challenges in macro-finance modeling Paper: 240, 01.01.2008	Don H. Kim
Abstract Full text	Housing finance agencies in Asia Paper: 241, 01.01.2008	Jacob Gyntelberg Michael Davies Eric Chan
Abstract Full text	Change and constancy in the financial system: implications for financial distress and policy Paper: 237, 09.10.2007 JEL: E30, E44, G10, G20, G28	Claudio Borio
Abstract Full text	Determinants of house prices in central and eastern Europe Paper: 236, 15.09.2007 JEL: E20, E39, P25, R21, R31	Dubravko Mihaljek Balázs Égert
Abstract Full text	Regulatory discretion and banks' pursuit of "safety in similarity" Paper: 235, 28.08.2007 JEL: G18, G28	James A Wilcox Ryan Stever
Abstract Full text	Using counterfactual simulations to assess the danger of contagion in interbank markets Paper: 234, 22.08.2007 JEL: E58, G18, G21	Christian Upper
Abstract Full text	Do China's capital controls still bind? Implications for monetary autonomy and capital liberalisation Paper: 233, 02.08.2007 JEL: F31, F32, F36, G15, G18	Robert N. McCauley Guonan Ma
Abstract Full text	Capital regulation and banks' financial decisions Paper: 232, 27.07.2007 JEL: G21, G28	Haibin Zhu

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