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	The global upward trend in the profit share Paper: 231, 23.07.2007 JEL: E25, L51	Luci Ellis Kathryn Smith
Abstract Full text	Modelling and calibration errors in measures of portfolio credit risk Paper: 230, 28.06.2007 JEL: C15, G13, G21, G28	Nikola A. Tarashev Haibin Zhu
Abstract Full text	Distress selling and asset market feedback Paper: 229, 28.06.2007 JEL: E44, E58, G10, G18, G33	Ilhyock Shim Goetz von Peter
Abstract Full text	Inflation risk premia in the term structure of interest rates Paper: 228, 24.06.2007 JEL: E43, E44	Oreste Tristani Peter Hördahl
Abstract Full text	Globalisation and inflation: New cross-country evidence on the global determinants of domestic inflation Paper: 227, 24.06.2007 JEL: E31, E52, E58, F02, F41	Andrew Filardo Claudio Borio
Abstract Full text	Growth dynamics myth of economic recovery Paper: 226, 21.03.2007 JEL: C23, E32, F43, O40	Valerie Cerra Sweta C. Saxena
Abstract Full text	Economic reforms and exchange rate pass-through to domestic prices in India Paper: 225, 20.02.2007 JEL: E31, E52, F41	Jeevan K Khundrakpam
Abstract Full text	The tail wags the dog: time-varying information shares in the Bund market Paper: 224, 30.01.2007 JEL: G13, G14	Thomas Werner Christian Upper
Abstract Full text	What explains the US net income balance? Paper: 223, 30.01.2007 JEL: F32, F41	Alexandra Heath
Abstract Full text	An equilibrum model of "global imbalances" and low interest rates Paper: 222, 28.12.2006 JEL: E0, F3, F4, G1	Emmanuel Farhi Pierre-Olivier Gourinchas Ricardo J. Caballero
Abstract Full text	Financial globalisation, governance and the evolution of the home bias Paper: 220, 28.12.2006 JEL: F36, G34	René M Stulz Bong-Chan Kho Francis E. Warnock
Abstract Full text	Phoenix miracles in emerging markets: recovering without credit from systemic financial crises Paper: 221, 28.12.2006 JEL: F31, F32, F34, F41	Ernesto Talvi Guillermo A Calvo Alejandro Izquierdo
Abstract Full text	Democracy and globalisation Paper: 219, 28.12.2006 JEL: D72, F02, F41, N10, P51	David Leblang Barry Eichengreen
Abstract Full text	The euro as a reserve currency: a challenge to the pre-eminence of the US dollar? Paper: 218, 13.10.2006 JEL: E58, F30, F31, G11, G15	Philip Wooldridge Gabriele Galati
Abstract Full text	Estimation of Asian effective exchange rates: a technical note Paper: 217, 13.10.2006 JEL: F10, F31	Marc Klau Robert N. McCauley Guonan Ma San Sau Fung
Abstract Full text	Monetary and prudential policies at a crossroads? New challenges in the new century Paper: 216, 27.09.2006	Claudio Borio
Abstract Full text	Devaluations, output and the balance sheet effect: a structural econometric analysis Paper: 215, 19.09.2006 JEL: F31, F41	Camilo E. Tovar
Abstract Full text	The pricing of portfolio credit risk Paper: 214, 15.09.2006 JEL: C15, G13	Nikola A. Tarashev Haibin Zhu
Abstract Full text	Risk in financial reporting: status, challenges and suggested directions Paper: 213, 05.09.2006 JEL: D52, G00, G12, G28, M41	Kostas Tsatsaronis Claudio Borio
Abstract Full text	Risk and liquidity in a system context Paper: 212, 05.09.2006 JEL: D5, G12, M4	Hyun Song Shin
Abstract Full text	Do accounting changes affect the economic behaviour of financial firms? Paper: 211, 05.09.2006 JEL: G21, G32, M41	Anne Beatty
Abstract Full text	Fair value accounting for financial instruments: some implications for bank regulation Paper: 209, 05.09.2006 JEL: E58, G15, M41	Wayne Landsman
Abstract Full text	Institution-specific value Paper: 210, 05.09.2006 JEL: E58, G15, M41	Ken Peasnell
Abstract Full text	Including estimates of the future in today's financial statements Paper: 208, 29.08.2006 JEL: E58, G15, M41	Mary Barth
Abstract Full text	The price impact of rating announcements: which announcements matter? Paper: 207, 16.06.2006 JEL: G14	Philip Wooldridge Marian Micu Eli M. Remolona
Abstract Full text	Dynamic prudential regulation: Is prompt corrective action optimal? Paper: 206, 29.05.2006 JEL: D82, E58, G21, G28	Ilhyock Shim
Abstract Full text	Is price stability enough? Paper: 205, 19.04.2006 JEL: E44, E50, E60	William R. White
Abstract Full text	Monetary policy regimes and macroeconomic outcomes: Hong Kong and Singapore Paper: 204, 19.04.2006 JEL: E31, E32, E58	Stefan Gerlach Petra Gerlach-Kristen
Abstract Full text	Macro factors in the term structure of credit spreads Paper: 203, 17.03.2006 JEL: C13, C32, E44, E52, G12, G13, G14	Maurizio Luisi Jeffery D. Amato
Abstract Full text	Time-varying exchange rate pass-through: experiences of some industrial countries Paper: 202, 17.03.2006 JEL: C11, E31, E58, F40, F41	Toshitaka Sekine
Abstract Full text	Central banks, governments and the European monetary unification process Paper: 201, 07.03.2006 JEL: E42, E52, E58, F33, N14	Alexandre Lamfalussy
Abstract Full text	Architects of stability? International cooperation among financial supervisors Paper: 199, 07.03.2006 JEL: E5, F3, G28, G3, N20	Ethan B Kapstein
Abstract Full text	One hundred and thirty years of central bank cooperation: a BIS perspective Paper: 197, 07.03.2006 JEL: E50, F02, N10, N20, N40	Gianni Toniolo Claudio Borio
Abstract Full text	Almost a century of central bank cooperation Paper: 198, 07.03.2006 JEL: E5, F02	Richard N. Cooper
Abstract Full text	The future of central bank cooperation Paper: 200, 07.03.2006 JEL: E42, E50, F02, F42, G28, N20	Beth A Simmons
Abstract Full text	The evolving inflation process: an overview Paper: 196, 01.03.2006 JEL: D4, E31, E32, E52, F0, L11	William R. Melick Gabriele Galati
Abstract Full text	Interpreting Euro area inflation at high and low frequencies Paper: 195, 01.03.2006 JEL: C22, E3, E5	Stefan Gerlach Katrin Assenmacher-Wesche
Abstract Full text	Procyclicality in the financial system: do we need a new macrofinancial stabilisation framework? Paper: 193, 01.03.2006 JEL: E44, E50, E60	William R. White
Abstract Full text	Output gaps and inflation in Mainland China Paper: 194, 01.03.2006 JEL: C22, E30, E40	Wensheng Peng Stefan Gerlach
Abstract Full text	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	Camilo E. Tovar
Abstract Full text	Explaining the level of credit spreads: option-implied jump risk premia in a firm value model Paper: 191, 23.11.2005 JEL: G12, G13	Pascal Maenhout Martijn Cremers Joost Driessen David Weinbaum
Abstract Full text	The pricing of unexpected credit losses Paper: 190, 23.11.2005 JEL: C13, C32, G12, G13, G14	Eli M. Remolona Jeffery D. Amato
Abstract Full text	Japan’s deflation, problems in the financial system and monetary policy Paper: 188, 23.11.2005 JEL: E43, E44, E52, E58, G12	Nobuyuki Oda Hiroshi Ugai Naohiko Baba Kazuo Ueda Masaaki Shirakawa Shinichi Nishioka
Abstract Full text	Beyond current policy frameworks Paper: 189, 23.11.2005 JEL: E30, E31, E32, E50, E52, E60, E63	Charles Goodhart
Abstract Full text	External shocks, transmission mechanisms and deflation in Asia Paper: 187, 23.11.2005 JEL: F41, F42	Hans Genberg
Abstract Full text	Has the inflation process changed? Paper: 185, 23.11.2005 JEL: J31, J52	Guy Debelle Stephen Cecchetti
Abstract Full text	Deflation in a historical perspective Paper: 186, 23.11.2005 JEL: E31, N10	Michael D. Bordo Andrew Filardo
Abstract Full text	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	Feng Zhu
Abstract Full text	The fragility of the Phillips curve: A bumpy ride in the frequency domain Paper: 183, 12.10.2005 JEL: C19, E30	Feng Zhu
Abstract Full text	Revisiting recent productivity developments across OECD countries Paper: 182, 03.10.2005 JEL: C20, C82, E32, F01, N10, O47, O50, Q30	Bruno Tissot Les Skoczylas

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