Central Bank Research Hub - Series: IJCB International Journal of Central Banking

Papers by year: All | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005

	Title	Author(s)
Abstract Full text	The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases Paper: 11q1a1, 28.02.2011	Brian P. Sack Matthew Raskin Joseph E. Gagnon Julie Remache
Abstract Full text	The Effects of Bank Capital on Lending: What Do We Know, and What Does It Mean? Paper: 10q4a2, 01.12.2010	Jose M. Berrospide Rochelle M. Edge
Abstract Full text	Banks' Financial Conditions and the Transmission of Monetary Policy: A FAVAR Approach Paper: 10q4a4, 01.12.2010	Ramona Jimborean Jean-Stéphane Mésonnier
Abstract Full text	Procyclicality of Capital Requirements in a General Equilibrium Model of Liquidity Dependence Paper: 10q4a7, 01.12.2010	Francisco Covas Shigeru Fujita
Abstract Full text	Commentary: Banking Crises and Real Activity: Identifying the Linkages Paper: 10q4a6, 01.12.2010	Mark Gertler
Abstract Full text	Commentary: Capital Regulation and Risk Sharing Paper: 10q4a9, 01.12.2010	Douglas Gale
Abstract Full text	Communication, Decision Making, and the Optimal Degree of Transparency of Monetary Policy Committees Paper: 10q3a1, 01.09.2010 JEL: E50, E52, E58	Anke Weber
Abstract Full text	The Sub-Prime Crisis and UK Monetary Policy Paper: 10q3a4, 01.09.2010 JEL: C51, C52, E52, E58	Costas Milas Christopher Martin
Abstract Full text	Estimation of Monetary Policy Preferences in a Forward-Looking Model: A Bayesian Approach Paper: 10q3a6, 01.09.2010 JEL: E42, E52, E58, E61	Pelin Ilbas
Abstract Full text	Bank of England Interest Rate Announcements and the Foreign Exchange Market Paper: 10q3a7, 01.09.2010 JEL: E42, E44, F31	Christian Saborowski Michael Malvin Mark P. Taylor Michael Sager
Abstract Full text	Central Bank Communication and Multiple Equilibria Paper: 10q3a5, 01.09.2010 JEL: C72, D83, E52	Kozo Ueda
Abstract Full text	The Impact of Banks' Cumulative Reserve Position on Federal Funds Rate Behavior Paper: 10q3a3, 01.09.2010 JEL: E5, G21	Spence Hilton Warren B. Hrung
Abstract Full text	Canada's Pioneering Experience with a Flexible Exchange Rate in the 1950s: (Hard) Lessons Learned for Monetary Policy in a Small Open Economy Paper: 10q3a2, 01.09.2010 JEL: E32, E37, F31, F32, N1	Michael D. Bordo Ali Dib Lawrence L. Schembri
Abstract Full text	Discretion Rather Than Rules? When Is Discretionary Policymaking Better Than the Timeless Perspective? Paper: 10q2a1, 07.06.2010 JEL: E5	Stephan Sauer
Abstract Full text	Stock Market Performance and Pension Fund Investment Policy: Rebalancing, Free Float, or Market Timing? Paper: 10q2a3, 07.06.2010 JEL: G11, G23	Dirk W.G.A. Broeders Jan de Dreu Jacob A. Bikker
Abstract Full text	Using Intraday Data to Gauge Financial Market Responses to Federal Reserve and ECB Monetary Policy Decisions Paper: 10q2a5, 07.06.2010 JEL: E52, E58, G14	Magnus Andersson
Abstract Full text	Fixed- and Variable-Rate Tenders in the Management of Liquidity by the Eurosystem: Implications of the Recent Credit Crisis Paper: 10q2a7, 07.06.2010 JEL: D44, E52, G21	Margarida Catalão-Lopes
Abstract Full text	The Geography of International Portfolio Flows, International CAPM, and the Role of Monetary Policy Frameworks Paper: 10q2a6, 07.06.2010 JEL: C13, C21, F37, G11	Roberto A. De Santis
Abstract Full text	The Role of Asset Prices in Best-Practice Monetary Policy Paper: 10q2a4, 07.06.2010 JEL: E44, E52	Robert Pavasuthipaisit
Abstract Full text	Optimal Monetary Policy in Response to Cost-Push Shocks: The Impact of Central Bank Communication Paper: 10q2a2, 07.06.2010 JEL: D82, E52, E58	Camille Cornand Romain Baeriswyl
Abstract Full text	Commentary: Inflation Pressures and Monetary Policy in a Global Economy Paper: 10q1a5, 08.03.2010	Jordi Galí
Abstract Full text	Cross-Border Spillovers from Fiscal Stimulus Paper: 10q1a1, 01.03.2010	André Meier Gernot J. Müller Giancarlo Corsetti
Abstract Full text	Has Globalzation Changed the Phillips Curve? Firm-Level Evidence on the Effect of Activity on Prices Paper: 10q1a3, 01.03.2010	Eugenio Gaiotti
Abstract Full text	Limitations on the Effectiveness of Forward Guidance at the Zero Lower Bound Paper: 10q1a8, 01.03.2010	Andrew T. Levin J. David López-Salido Tack Yun Edward Nelson
Abstract Full text	The Zero Lower Bound and Monetary Policy in a Global Economy: A Simple Analytical Investigaion Paper: 10q1a6, 01.03.2010	Yuki Teranishi Nao Sudo Ippei Fujiwara
Abstract Full text	Commentary: Fiscal Stimulus and the Promise of Future Spending Cuts Paper: 10q1a2, 01.03.2010	Volker Wieland
Abstract Full text	Interbank Lending, Credit-Risk Premia, and Collateral Paper: 09q4a1, 01.12.2009	Marie Hoerova Florian Heider
Abstract Full text	Credit, Asset Prices, and Financial Stress Paper: 09q4a5, 01.12.2009	Greg Tkacz Miroslav Misina
Abstract Full text	Liquidity, Moral Hazard, and Interbank Market Collapse Paper: 09q4a3, 01.12.2009	Edouard Vidon Enisse Kharroubi
Abstract Full text	Commentary: Prices and Quantities in the Monetary Policy Transmission Mechanism Paper: 09q4a7, 01.12.2009	Hyun Song Shin Tobias Adrian
Abstract Full text	Strategic Trading in Multiple Assets and the Effects on Market Volatility Paper: 09q4a8, 01.12.2009	Chenghuan Sean Chu Wayne Passmore Andreas Lehnert
Abstract Full text	Stress Testing Credit Risk: A Survey of Authorities' Approaches Paper: 09q3a1, 28.08.2009	Antonella Foglia
Abstract Full text	Crash Testing German Banks Paper: 09q3a5, 28.08.2009	Martin Erdelmeier Klaus Düllmann
Abstract Full text	How to Find Plausible, Severe, and Useful Stress Scenarios Paper: 09q3a7, 28.08.2009	Martin Summer Martin Jandacka Klaus Rheinberger Thomas Breuer
Abstract Full text	Macroeconomic Default Modeling and Stress Testing Paper: 09q3a6, 28.08.2009	Dietske Simons Ferdinand Rolwes
Abstract Full text	Stress Testing the Enterprise Sector's Bank Debt: A Micro Approach Paper: 09q3a4, 28.08.2009	Eivind Bernhardsen Bjørne Dyre Syversten
Abstract Full text	Towards a Framework of Quantifying Systemic Stability Paper: 09q3a2, 28.08.2009	Piergiorgio Alessandri Prasanna Gai Claus Puhr Nada Mora Sujit Kapadia
Abstract Full text	Interdependencies between Expected Default Frequency and the Macro Economy Paper: 09q3a3, 28.08.2009	Per Åsberg Sommar Hovick Shahnazarian
Abstract Full text	Futures Contract Rates as Monetary Policy Forecasts Paper: 09q2a4, 02.06.2009 JEL: E43, E44, E52	Andrea Nobili Giuseppe Ferrero
Abstract Full text	The Interest Rate Conditioning Assumption Paper: 09q2a3, 02.06.2009 JEL: G21, G28	Charles Goodhart
Abstract Full text	Firm-Specific Capital and Welfare Paper: 09q2a5, 02.06.2009 JEL: E22, E31, E52	Lutz Weinke Tommy Sveen
Abstract Full text	Modeling Bank Senior Unsecured Ratings: A Reasoned Structured Approach to Bank Credit Assessment Paper: 09q2a1, 02.06.2009 JEL: C25, G21, G24	Spyros Pagratis Marco Stringa
Abstract Full text	Explaining Monetary Policy in Press Conferences Paper: 09q2a2, 02.06.2009 JEL: E52, E58, G14	Michael Ehrmann Marcel Fratzscher
Abstract Full text	Instability and Nonlinearity in the Euro-Area Philips Curve Paper: 09q2a6, 02.06.2009 JEL: E52, E58	Livio Stracca Alberto Musso Dick van Dijk
Abstract Full text	Does the Law of One Price Hold in Euro-Area Retail Banking? An Empirical Analysis of Interest Rate Differentials across the Monetary Union Paper: 09q1a1, 02.03.2009 JEL: E43, E44, G21	Fabio Farabullini Massimiliano Affinito
Abstract Full text	Transparency of Regulation and Cross-Border Bank Mergers Paper: 09q1a2, 02.03.2009 JEL: G21, G28, G34	Matthias Köhler
Abstract Full text	Cross-Border Bank Contagion in Europe Paper: 09q1a4, 02.03.2009 JEL: F36, G15, G21	Jukka Vesala Marco Lo Duca Reint Gropp
Abstract Full text	Fiscal Burden Sharing in Cross-Border Banking Crises Paper: 09q1a5, 02.03.2009 JEL: E58, E60, G21, G28	Charles Goodhart Dirk Schoenmaker
Abstract Full text	Efficient Asset Allocations in the Banking Sector and Financial Regulation Paper: 09q1a3, 02.03.2009 JEL: G21, G28	Wolf Wagner
Abstract Full text	Modeling Short-Term Interest Rate Spreads in the Euro Money Market Paper: 08q4a1, 17.12.2008 JEL: C32, E43, E50, E58, G15	Nuno Cassola Claudio Morana

Papers by year: All | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005