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	Optimal supervisory policies and depositor-preference laws Paper: 131, 06.06.2003 JEL: G21, G28	Henri Pagès João A.C. Santos
Abstract Full text	Living with flexible exchange rates: issues and recent experience in inflation targeting emerging market economies Paper: 130, 06.03.2003 JEL: E52, E58, F31	Corrinne Ho Robert N. McCauley
Abstract Full text	Are credit ratings procyclical? Paper: 129, 27.02.2003 JEL: C25, C81, G20, G28, G32	Craig Furfine Jeffery D. Amato
Abstract Full text	Towards a macroprudential framework for financial supervision and regulation? Paper: 128, 20.02.2003	Claudio Borio
Abstract Full text	A tale of two perspectives: old or new challenges for monetary policy? Paper: 127, 20.02.2003	Claudio Borio Andrew Filardo William B. English
Abstract Full text	A survey of cyclical effects in credit risk measurement models Paper: 126, 06.02.2003	Anthony Saunders Linda Allen
Abstract Full text	Credit constraints, financial liberalisation and twin crises Paper: 124, 06.02.2003 JEL: F3, G21	Haibin Zhu
Abstract Full text	The institutional memory hypothesis and the procyclicality of bank lending behaviour Paper: 125, 06.02.2003 JEL: E32, E44, G21, G28	Allen N. Berger Gregory F. Udell
Abstract Full text	Communication and monetary policy Paper: 123, 06.02.2003	Hyun Song Shin Stephen Morris Jeffery D. Amato
Abstract Full text	Positive feedback trading under stress: Evidence from the US Treasury securities market Paper: 122, 06.02.2003 JEL: G14, H63	Hyun Song Shin Benjamin H Cohen
Abstract Full text	Changes in market functioning and central bank policy: an overview of the issues Paper: 120, 06.02.2003	Philip Wooldridge Marvin J Barth Eli M. Remolona
Abstract Full text	A VAR analysis of the effects of monetary policy in East Asia Paper: 119, 06.02.2003 JEL: C32, E52	Ben S C Fung
Abstract Full text	Should banks be diversified? Evidence from individual bank loan portfolios Paper: 118, 06.02.2003 JEL: G21, G28, G31, G32	Iftekhar Hasan Anthony Saunders Viral V. Acharya
Abstract Full text	Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy Paper: 117, 06.02.2003	Miguel A Segoviano Philip Lowe
Abstract Full text	Credit risk measurement and procyclicality Paper: 116, 06.02.2003	Philip Lowe
Abstract Full text	China’s asset management corporations Paper: 115, 06.02.2003 JEL: G21, O53	Ben S C Fung Guonan Ma
Abstract Full text	Asset prices, financial and monetary stability: exploring the nexus Paper: 114, 06.02.2003	Claudio Borio Philip Lowe
Abstract Full text	The link between default and recovery rates: effects on the procyclicality of regulatory capital ratio Paper: 113, 06.02.2003 JEL: G15, G21, G28	Andrea Sironi Edward I Altman Andrea Resti
Abstract Full text	Implications of habit formation for optimal monetary policy Paper: 121, 06.02.2003 JEL: E31, E32, E52	Thomas Laubach Jeffery D. Amato
Abstract Full text	Determinants of international bank lending to emerging market countries Paper: 112, 06.02.2003 JEL: E42, E52, E58	Serge Jeanneau Marian Micu
Abstract Full text	Output trends and Okun’s law Paper: 111, 06.02.2003	Gert Schnabel
Abstract Full text	A survey of the institutional and operational aspects of modern-day currency boards Paper: 110, 06.02.2003 JEL: E42, E52, E58	Corrinne Ho
Abstract Full text	Optimal dynamic hedging using futures under a borrowing constraint Paper: 109, 06.02.2003	Akash Deep
Abstract Full text	The determinants of private sector credit in industrialised countries: do property prices matter? Paper: 108, 06.02.2003	Boris Hofmann
Abstract Full text	Bank runs, welfare and policy implications Paper: 107, 06.02.2003 JEL: E5, G21, G28	Haibin Zhu
Abstract Full text	Bank runs without self-fulfilling prophecies Paper: 106, 06.02.2003 JEL: C7, G14, G21	Haibin Zhu
Abstract Full text	Macroeconomic news and the euro/dollar exchange rate Paper: 105, 06.02.2003 JEL: F31	Corrinne Ho Gabriele Galati
Abstract Full text	The changing shape of fixed income markets Paper: 104, 06.02.2003
Abstract Full text	The costs and benefits of moral suasion: Evidence from the rescue of long-term capital management Paper: 103, 06.02.2003	Craig Furfine
Abstract Full text	Allocating bank regulatory powers: lender of last resort, deposit insurance and supervision Paper: 102, 06.02.2003	Charles M. Kahn João A.C. Santos
Abstract Full text	Can liquidity risk be subsumed in credit risk? A case study from Brady bond prices Paper: 101, 06.02.2003	Henri Pagès
Abstract Full text	The impact of the euro on Europe’s financial markets Paper: 100, 06.02.2003 JEL: F21, F32, G11, G15	Kostas Tsatsaronis Gabriele Galati
Abstract Full text	The interbank market during a crisis Paper: 099, 06.02.2003	Craig Furfine
Abstract Full text	Money and inflation in the Euro Area: A case for monetary indicators? Paper: 098, 06.02.2003 JEL: E42, E52, E58	Stefan Gerlach Lars E.O. Svensson
Abstract Full text	Forecast-based monetary policy Paper: 089, 06.02.2003	Thomas Laubach Jeffery D. Amato
Abstract Full text	Bank capital regulation in contemporary banking theory: a review of the literature Paper: 090, 06.02.2003	João A.C. Santos
Abstract Full text	Measuring potential vulnerabilities in emerging market economies Paper: 091, 06.02.2003	Marc Klau John Hawkins
Abstract Full text	Recent initiatives to improve the regulation and supervision of private capital flows Paper: 092, 06.02.2003	William R. White
Abstract Full text	Trading volumes, volatility and spreads in foreign exchange markets: evidence from emerging market countries Paper: 093, 06.02.2003	Gabriele Galati
Abstract Full text	Corporate hedging: the impact of financial derivatives on the broad credit channel of monetary policy Paper: 094, 06.02.2003 JEL: E44, E52, G31, G32	Ingo Fender
Abstract Full text	The impact of corporate risk management on monetary policy transmission: some empirical evidence Paper: 095, 06.02.2003 JEL: E44, E52, G31, G32	Ingo Fender
Abstract Full text	The real-time predictive content of money for output Paper: 096, 06.02.2003	Norman R Swanson Jeffery D. Amato
Abstract Full text	Evidence on the response of US banks to changes in capital requirements Paper: 088, 06.02.2003	Craig Furfine
Abstract Full text	Monetary policy in an estimated optimisation-based model with sticky prices and wages Paper: 087, 06.02.2003	Thomas Laubach Jeffery D. Amato
Abstract Full text	Information, liquidity and risk in the international interbank market: implicit guarantees and private credit market failure Paper: 086, 06.02.2003	Joseph Bisignano Henri Bernard
Abstract Full text	Information flows during the asian crisis: evidence from closed-end funds Paper: 097, 06.02.2003	Benjamin H Cohen Eli M. Remolona
Abstract Full text	A defence of the expectations theory as a model of us long-term interest rates Paper: 085, 06.02.2003	Gregory D Sutton
Abstract Full text	What have we learned from recent financial crises and policy responses? Paper: 084, 06.02.2003	William R. White
Abstract Full text	Switching from single to multiple bank lending relationships: determinants and implications Paper: 083, 06.02.2003	Luísa A Farinha João A.C. Santos

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