Monetary operations and the financial turmoil (JEL E43, E49, G21, G32) | by Claudio Borio and William Nelson | 0803e
(08 Mar 2008) | Abstract |
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What drives interbank rates? Evidence from the Libor panel (JEL G21, G32) | by François-Louis Michaud and Christian Upper | 0803f
(08 Mar 2008) | Abstract |
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Interbank rate fixings during the recent turmoil (JEL F30, G12, G15) | by Jacob Gyntelberg and Philip Wooldridge | 0803g
(08 Mar 2008) | Abstract |
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The spillover of money market turbulence to FX swap and cross-currency swap markets (JEL G12, G14, G15) | by Naohiko Baba, Frank Packer and Teppei Nagano | 0803h
(08 Mar 2008) | Abstract |
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Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures (JEL G24, G32) | by Ingo Fender, Nikola Tarashev and Haibin Zhu | 0803i
(08 Mar 2008) | Abstract |
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2007 |
Changing post-trading arrangements for OTC derivatives (JEL G24, G29, G32) | by Elisabeth Ledrut and Christian Upper | 0712i
(10 Dec 2007) | Abstract
Full text |
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International banking centres: a network perspective (JEL C45, F34, G21, L14) | by Goetz von Peter | 0712e
(10 Dec 2007) | Abstract
Full text |
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International banking with the euro | by Patrick McGuire and Nikola Tarashev | 0712f
(10 Dec 2007) | Abstract
Full text |
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What drives the growth in FX activity? Interpreting the 2007 triennial survey | by Gabriele Galati and Alexandra Heath | 0712g
(10 Dec 2007) | Abstract
Full text |
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Risk in carry trades: a look at target currencies in Asia and the Pacific | by Jacob Gyntelberg and Eli M Remolona | 0712h
(10 Dec 2007) | Abstract
Full text |
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Evidence of carry trade activity (JEL F31, F32, G15) | by Gabriele Galati, Alexandra Heath and Patrick McGuire | 0709e
(07 Sep 2007) | Abstract |
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The covered bond market (JEL G11, G12, G15) | by Frank Packer, Ryan Stever and Christian Upper | 0709f
(07 Sep 2007) | Abstract |
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Global and regional financial integration: progress in emerging markets (JEL F21, F36, G11) | by Alicia Garcia-Herrero and Philip Wooldridge | 0709g
(07 Sep 2007) | Abstract |
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Securitisation in Latin America (JEL G15, G18, G21, O16) | by Michela Scatigna and Camilo E Tovar | 0709h
(07 Sep 2007) | Abstract |
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Corporate financial restructuring in Asia: implications for financial stability (JEL G32, G38) | by Michael Pomerleano | 0709i
(03 Sep 2007) | Abstract
Full text |
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The BIS statistics on payments and settlements (JEL E51, E58, G2) | by Elisabeth Ledrut | 0706f
(07 Jun 2007) | Abstract |
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Recent episodes of credit card distress in Asia (JEL D14, G14, G23, G28) | by Tae Soo Kang and Guonan Ma | 0706g
(07 Jun 2007) | Abstract |
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The search for liquidity in the Brazilian domestic government bond market (JEL E44, G18, H63, O16) | by André Amante, Márcio Araujo and Serge Jeanneau | 0706h
(07 Jun 2007) | Abstract |
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Interpreting sovereign spreads | by Eli M Remolona, Michela Scatigna and Eliza Wu | 0703e
(07 Mar 2007) | Abstract |
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Exchange rates and global volatility: implications for Asia-Pacific currencies | by John Cairns, Corrinne Ho and Robert McCauley | 0703f
(07 Mar 2007) | Abstract |
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Financial investors and commodity markets | by Dietrich Domanski and Alexandra Heath | 0703g
(07 Mar 2007) | Abstract |
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2006 |
Tracking international bank flows (JEL F34, G15, G21) | by Patrick McGuire and Nikola Tarashev | 0612e
(06 Dec 2006) | Abstract |
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Internationalising a currency: the case of the Australian dollar (JEL F3, G1) | by Robert McCauley | 0612f
(06 Dec 2006) | Abstract |
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The structure of housing finance markets and house prices in Asia (JEL G12, G21, O53) | by Haibin Zhu | 0612g
(06 Dec 2006) | Abstract |
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The role of government-supported housing finance agencies in Asia (JEL G15, G18, G21, G28, H81, O16) | by Eric Chan, Michael Davies and Jacob Gyntelberg | 0612h
(06 Dec 2006) | Abstract |
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The changing composition of official reserves (JEL E58, F31, G15) | by Philip D Wooldridge | 0609e
(06 Sep 2006) | Abstract
Full text |
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Foreign exchange reserve accumulation in emerging markets: what are the domestic implications? (JEL E52, E58, F31, F41) | by M S Mohanty and Philip Turner | 0609f
(06 Sep 2006) | Abstract
Full text |
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Forward currency markets in Asia: lessons from the Australian experience (JEL F31, G15, G18, N25) | by Guy Debelle, Jacob Gyntelberg and Michael Plumb | 0609g
(06 Sep 2006) | Abstract
Full text |
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Derivatives activity and monetary policy (JEL E52, G12) | by Christian Upper | 0609h
(06 Sep 2006) | Abstract
Full text |
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Domestic bond markets in Latin America: achievements and challenges (JEL E44, F34, G15, G18, H63, O16) | by Serge Jeanneau and Camilo E Tovar | 0606e
(12 Jun 2006) | Abstract
Full text |
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Securitisation in Asia and the Pacific: implications for liquidity and credit risks (JEL G15, G18, G21, O16) | by Jacob Gyntelberg and Eli M Remolona | 0606f
(12 Jun 2006) | Abstract
Full text |
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The new BIS effective exchange rate indices (JEL F10, F31) | by Marc Klau and San Sau Fung | 0603e
(06 Mar 2006) | Abstract
Full text |
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Prime or not so prime? An exploration of US housing finance in the new century (JEL G18, G28, L89) | by Allen Frankel | 0603f
(06 Mar 2006) | Abstract
Full text |
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Basket weaving: the euromarket experience with basket currency bonds (JEL E42, E58, F02, F31, F33, F36, G15) | by Clifford R Dammers and Robert N McCauley | 0603g
(06 Mar 2006) | Abstract
Full text |
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Risk premia across asset markets: information from option prices (JEL G12, G13, G14) | by Nikola Tarashev and Kostas Tsatsaronis | 0603h
(06 Mar 2006) | Abstract
Full text |
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2005 |
Risk aversion and risk premia in the CDS market (JEL G12, G13, G14) | by Jeffery D Amato | 0512e
(Dec 2005) | Abstract
Full text |
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Foreign banks in emerging market economies: changing players, changing issues (JEL F21, F23, F36, G20) | by Dietrich Domanski | 0512f
(Dec 2005) | Abstract
Full text |
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Corporate bond markets in Asia (JEL G14, G18, M40, O16) | by Jacob Gyntelberg,Guonan Ma,Eli M Remolona | 0512g
(Dec 2005) | Abstract
Full text |
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Reducing financial vulnerability: the development of the domestic government bond market in Mexico (JEL E44, G18, H63, O16) | by Serge Jeanneau,Carlos Perez Verdia | 0512h
(Dec 2005) | Abstract
Full text |
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Distinguishing global dollar reserves from official holdings in the United States (JEL E58, F21, F31, F32, F33, F34, G15, N20) | by Robert McCauley | 0509e
(Sep 2005) | Abstract
Full text |
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The BIS consolidated banking statistics: structure, uses and recent enhancements (JEL C82, F34) | by Patrick McGuire, Philip Wooldridge | 0509f
(Sep 2005) | Abstract
Full text |
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The rise and fall of US dollar interest rate volatility: evidence from swaptions (JEL G12, G13, G14) | by Fabio Fornari | 0509g
(Sep 2005) | Abstract
Full text |
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Structural models of default: lessons from firm-level data (JEL C52, G10, G30) | by Nikola Tarashev | 0509h
(Sep 2005) | Abstract
Full text |
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Currency choice in international bond issuance (JEL G11, G15, G32) | by Benjamin H Cohen | 0506e
(Jun 2005) | Abstract
Full text |
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Structured finance: complexity, risk and the use of ratings (JEL G10, G20) | by Ingo Fender and Janet Mitchell | 0506f
(Jun 2005) | Abstract
Full text |
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Opening markets through a regional bond fund: lessons from ABF2 (JEL E44, G15, G16, G18, O16) | by Guonan Ma and Eli M Remolona | 0506g
(Jun 2005) | Abstract
Full text |
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Trading Asian currencies (JEL F31, F36) | by Corrinne Ho, Guonan Ma and Robert N McCauley | 0503e
(Mar 2005) | Abstract
Full text |
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Time-varying exposures and leverage in hedge funds (JEL G11, G12) | by Patrick McGuire, Eli Remolona and Kostas Tsatsaronis | 0503f
(Mar 2005) | Abstract
Full text |
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CDS index tranches and the pricing of credit risk correlations (JEL G12, G13, G14) | by Jeffery D Amato and Jacob Gyntelberg | 0503g
(Mar 2005) | Abstract
Full text |
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Contractual terms and CDS pricing (JEL G12, G13) | by Franck Packer and Haibin Zhu | 0503h
(Mar 2005) | Abstract
Full text |
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2004 |
Assessing new perspectives on country risk (JEL F30, G15) | by Claudio Borio and Frank Packer | 0412e
(Dec 2004) | Abstract
Full text |
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Why has FX trading surged? (JEL C42, F31) | by Gabriele Galati and Michael Melvin | 0412f
(Dec 2004) | Abstract
Full text |
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The syndicated loan market (JEL G10, G20) | by Blaise Gadanecz | 0412g
(Dec 2004) | Abstract
Full text |
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The nature of credit risk in project finance (JEL F34, G12, G28, G32) | by Marco Sorge | 0412h
(Dec 2004) | Abstract
Full text |
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Basel II - towards a new common language (JEL G18, G28) | by Ryozo Himino | 0409e
(Sep 2004) | Abstract
Full text |
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Diversifying with Asian local currency bonds (JEL E44, G15, H63, O16) | by Robert McCauley and Guorong Jiang | 0409f
(Sep 2004) | Abstract
Full text |
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A shift in London's eurodollar market (JEL G15) | by Patrick McGuire | 0409g
(Sep 2004) | Abstract
Full text |
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Macroeconomic announcements and implied volatilities in swaption markets (JEL G10, G14) | by Fabio Fornari | 0409h
(Sep 2004) | Abstract
Full text |
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The price impact of rating announcements: evidence from the credit default swap market (JEL G10, G14) | by Marian Micu, Eli M Remolona, Philip D Wooldridge | 0406e
(Jun 2004) | Abstract
Full text |
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Asian local currency bond markets (JEL E44, G15, H63, O16) | by Guorong Jiang, Robert McCauley | 0406f
(Jun 2004) | Abstract
Full text |
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The markets for non-deliverable forwards in Asian currencies (JEL F31, G15, G18, N25) | by Guonan Ma, Corrinne Ho, Robert N McCauley | 0406g
(Jun 2004) | Abstract
Full text |
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Household debt and the macroeconomy (JEL E21, E52) | by Guy Debelle | 0403e
(Mar 2004) | Abstract
Full text |
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What drives housing price dynamics: cross-country evidence (JEL C32, G12, G21) | by Kostas Tsatsaronis, Haibin Zhu | 0403f
(Mar 2004) | Abstract
Full text |
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Twin peaks in equity and housing prices? (JEL E30, E32) | by Claudio Borio, Patrick McGuire | 0403g
(Mar 2004) | Abstract
Full text |
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The Danish mortgage market (JEL G18, G28, L89) | by Allen Frankel, Jacob Gyntelberg, Kristian Kjeldsen, Mattias Persson | 0403h
(Mar 2004) | Abstract
Full text |
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2003 |
The credit spread puzzle (JEL G11, G12) | by Jeffery D Amato, Eli M Remolona | 0312e
(Dec 2003) | Abstract
Full text |
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Common factors in emerging market spreads (JEL G11, G12, G15) | by Patrick McGuire, Martijn A Schrijvers | 0312f
(Dec 2003) | Abstract
Full text |
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Sovereign credit default swaps (JEL G15) | by Frank Packer, Chamaree Suthiphongchai | 0312g
(Dec 2003) | Abstract
Full text |
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Unifying government bond markets in East Asia (JEL G18) | by Robert N McCauley | 0312h
(Dec 2003) | Abstract
Full text |
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Changing links between mature and emerging financial markets | by Philip D Wooldridge,Dietrich Domanski,Anna Cobau | 0309e
(Sep 2003) |
Full text |
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Mind the gap: domestic versus foreign currency sovereign ratings | by Frank Packer | 0309f
(Sep 2003) |
Full text |
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Reaching for yield: selected issues for reserve managers | by Eli M Remolona, Martijn A Schrijvers | 0309g
(Sep 2003) |
Full text |
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Institutional asset managers: industry trends, incentives and implications for market efficiency | by Ingo Fender | 0309h
(Sep 2003) |
Full text |
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Capital flows in East Asia since the 1997 crisis | by Robert N McCauley | 0306e
(Jun 2003) |
Full text |
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Investors' attitude towards risk: what can we learn from options? | by Nikola Tarashev, Kostas Tsatsaronis and Dimitrios Karampatos | 0306f
(Jun 2003) |
Full text |
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What drives investor risk aversion? Daily evidence from the German equity market | by Martin Scheicher | 0306g
(Jun 2003) |
Full text |
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Choosing instruments in managing dollar foreign exchange reserves | by Robert N McCauley and Ben S C Fung | 0303e
(Mar 2003) |
Full text |
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The euro interest rate swap market | by Eli M Remolona and Philip D Wooldridge | 0303f
(Mar 2003) |
Full text |
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Volatility and derivatives turnover: a tenuous relationship | by Serge Jeanneau and Marian Micu | 0303g
(Mar 2003) |
Full text |
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2002 |
Assessing the risk of banking crises | by Claudio Borio and Philip Lowe | 0212e
(Dec 2002) |
Full text |
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Settlement risk in foreign exchange markets and CLS Bank | by Gabriele Galati | 0212f
(Dec 2002) |
Full text |
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Interest rate risk and bank net interest margins | by William B English | 0212g
(Dec 2002) |
Full text |
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Integrating the finances of East Asia | by Robert N McCauley, Sans-Sau Fung, Blaise Gadanecz | 0212h
(Dec 2002) |
Full text |
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Housing markets and economic growth: lessons from the US refinancing boom | by Akash Deep and Dietrich Domanski | 0209e
(Sep 2002) |
Full text |
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Explaining changes in house prices | by Gregory D Sutton | 0209f
(Sep 2002) |
Full text |
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The case of the missing commercial real estate cycle | by Haibin Zhu | 0209g
(Sep 2002) |
Full text |
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Rising foreign currency liquidity of banks in China | by Guonan Ma and Robert N McCauley | 0209h
(Sep 2002) |
Full text |
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The changing information content of market interest rates | by Vincent Reinhart and Brian Sack | 0206e
(Jun 2002) |
Full text |
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What's behind the liquidity spread? On-the-run and off-the-run US Treasuries in autumn 1998 | by Craig H Furfine and Eli M Remolona | 0206f
(Jun 2002) |
Full text |
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Positive feedback trading in the US Treasury market | by Benjamin H Cohen and Hyun Song Shin | 0206g
(Jun 2002) |
Full text |
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Globalising international banking | by Robert N McCauley, Judith S Ruud and Philip D Wooldridge | 0203e
(Mar 2002) |
Full text |
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International bank lending to emerging market countries: explaining the 1990s roller coaster | by Serge Jeanneau and Marian Micu | 0203f
(Mar 2002) |
Full text |
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Do syndicated credits anticipate BIS consolidated banking data? | by Blaise Gadanecz and Karsten von Kleist | 0203g
(Mar 2002) |
Full text |
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Uses of the BIS statistics: an introduction | by Philip D Wooldridge | 0203h
(Mar 2002) |
Full text |
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2001 |
Why has global FX turnover declined? Explaining the 2001 triennial survey | by Gabriele Galati | 0112e
(Dec 2001) |
|