Asian Office research - 2007 to 2008

Date Titles
May 2008

Fiscal-monetary interaction in Indonesia

forthcoming

by Danny Hermawan and Anella Munro

May 2008

New Zealand Zero-Coupon Yield Curves: A Principal-Components Analysis

forthcoming

by Rishab Sethi

Apr 2008

The growth of Asian FX markets

Banking Today, March/April 2008, pp 18-24. Includes Chinese translation.

by Philip Wooldridge

Apr 2008

Developing Financial Markets and Operating Monetary Policy in East Asia

In Financial Market Developments and Their Implications for Monetary Policy, BIS Papers no 39

by Robert N McCauley

Apr 2008

Household debt, monetary policy and financial stability: still searching for a unifying model

Paper presented at the Bank of Korea/Bank for International Settlements Seminar on "Household Debt: Implications for Monetary Policy and Financial Stability" in Seoul

by Andrew Filardo

Mar 2008

Managing Recent Hot Money Inflows in Asia

Asian Development Bank Institute Discussion Papers no 99

by Robert N McCauley

Mar 2008

Interbank rate fixings during the recent turmoil

BIS Quarterly Review, March 2008, pp 59-72

by Jacob Gyntelberg and Philip Wooldridge

Mar 2008

What drives the current account in commodity exporting countries? The cases of Chile and New Zealand

BIS Working Papers No 247

by Juan Pablo Medina, Anella Munro and Claudio Soto

Mar 2008

Frequency of Observation and the Estimation of Integrated Volatility in Deep and Liquid Financial Markets

BIS Working Papers No 249

by Alain Chaboud, Benjamin Chiquoine, Erik Hjalmarsson and Mico Loretan

Mar 2008

Hong Kong and Shanghai: Yesterday, Today and Tomorrow

In Takatoshi Ito and Andrew Rose, eds., Financial Sector Development in the Pacific Rim, East Asia Seminar on Economics Volume 18 (Chicago: University of Chicago Press), forthcoming

by Robert N McCauley and Eric Chan

Feb 2008

Do China's capital controls still bind?

In Barry Eichengreen, Yung Chul Park, and Charles Wyplosz, (eds.), China, Asia, and the New World Economy

by Robert N McCauley and Guonan Ma

Feb 2008

Choosing the currency numeraire in managing official foreign exchange reserves

In Robert Pringle and Nick Carver, (eds.), RBS Reserve Management Trends 2008

by Robert N McCauley

Feb 2008

Asset Prices and Monetary Policy: Booms and Fat Tails in East Asia

BIS Working Papers no 243

by Maria Socorro Gochoco-Bautista

Feb 2008

Understanding Asian Equity flows, market returns and exchanges rates

BIS Working Papers no 245

by Chayawadee Chai-Anant and Corrinne Ho

Jan 2008

Transparency and communication in monetary policy: a survey of Asian central banks

BSP-BIS High-Level Conference on Transparency and Communication in Monetary Policy, 1 February, Manila

by Andrew Filardo and Diwa C Guinigundo

Jan 2008

Near-Term Exchange Rate Flexibility in East Asia: Precursor to Regional Monetary Union?

Pacific Economic Review, Vol 13, no 1, pp 62-82

by Mar Gudmundsson

Jan 2008

Managing expectations by words and deeds: monetary policy in Asia and the Pacific

BSP-BIS High-Level Conference on Transparency and Communication in Monetary Policy, 1 February, Manila

by Alicia García-Herrero and Eli M Remolona

Jan 2008

The Efficacy of China's Capital Controls - Evidence from Price and Flow Data

Pacific Economic Review, Vol 13, no 1, pp 104-23

by Robert N McCauley and Guonan Ma

Jan 2008

Housing finance agencies in Asia

BIS Working Papers no 241, January 2008

by Michael Davies, Jacob Gyntelberg and Eric Chan

Dec 2007

International diversification gains and home bias in banking

IMF Working Papers WP/07/281

by Alicia García-Herrero and Francisco Vazquez

Dec 2007

Risk in carry trades: a look at target currencies in Asia and the Pacific

BIS Quarterly Review December 2007, pp 73-82

by Jacob Gyntelberg and Eli M Remolona

Dec 2007

The evolving instrument composition of official holdings of US dollars

BIS Quarterly Review December 2007, pp 27-28

by Robert N McCauley

Dec 2007

Distress selling and asset market feedback

Financial Markets, Institutions & Instruments, Vol 16, Issue 5, pp 243-91. Also available as BIS Working Papers no 229

by Ilhyock Shim and Goetz von Peter

Dec 2007

What can (macro-)prudential policy do to support monetary policy?

BIS Working Papers no 242

by Claudio Borio and Ilhyock Shim

Oct 2007

Building an Integrated Capital Market in East Asia

ADB Institute Discussion Paper No 83

by Robert N McCauley