Asian Office research - BIS

Date	Titles
Aug 2009	Contagion and risk premia in the amplification of crisis: Evidence from Asian names in the CDS market BIS Papers No 52 by Mico Loretan, Don Kim and Eli M Remolona
Aug 2009	Motivations for Swap-covered Foreign Currency Borrowing BIS Papers 52 by Philip Wooldridge and Anella Munro
Aug 2009	Financial deleveraging and the international transmission of shocks BIS Working papers 52 by Michael B Devereux and James Yetman
Aug 2009	Determinants of House Prices in Nine Asia-Pacific Economies PBC-BIS Shanghai conference proceedings by Eloisa T Glindro, Tientip Subhanij, Jessica Szeto and Haibin Zhu
Aug 2009	The international financial crisis: timeline, impact and policy responses in Asia and the Pacific by staff at the BIS Representative Office for Asia and the Pacific, PBC-BIS Shanghai conference proceedings
Aug 2009	International portfolio rebalancing and exchange rate fluctuations in Thailand BIS Working Paper no 287 by Jacob Gyntelberg, Mico Loretan, Tientip Subhanij and Eric Chan
Jul 2009	China's evolving external wealth and rising creditor position by Guonan Ma and Zhou Haiwen
Jul 2009	From turmoil to crisis: dislocations in the FX swap market before and after the failure of Lehman Brothers by Naohiko Baba and Frank Packer
Jul 2009	China's external wealth: evolution and implications BIS Working Paper no 286 by Guonan Ma and Haibin Zhu
Jun 2009	Why Don't Asians Invest in Asia? The Determinants of Cross-Border Portfolio Holdings Asian Economic Papers, vol 8 (Summer) by Alicia García-Herrero, Philip Wooldridge and Doo Yong Yang
Jun 2009	External vulnerability in Asia by Anella Munro and Sebastian Edwards
Jun 2009	Short-term Policy Responses to the International Financial Crisis and Risks to sustainable Medium-term Policy Frameworks in Asia: Complications arising from Enduring Global Imbalances ADBI conference proceedings by Andrew Filardo
Jun 2009	Commercial property prices and bank performance Quarterly Review of Economics and Finance by E. Davis and Haibin Zhu
May 2009	Household debt, monetary policy and financial stability: a unifying model BIS Papers no 46 by Andrew Filardo
May 2009	Household debt: implications for monetary policy and financial stability Edited by Guonan Ma, proceedings of a joint conference organised by the BIS and the Bank of Korea in Seoul on 28 March 2008, BIS Papers, no 46
Apr 2009	A Framework for Assessing the Systemic Risk of Major Financial Institutions by Xin Huang, Hao Zhou and Haibin Zhu
Apr 2009	China's exchange rate policy and Asian trade BIS Working Papers no 282 by Alicia García-Herrero and Tuuli Koivu
Feb 2009	Price adjustment and exchange rate pass-through Journal of International Money and Finance, forthcoming by James Yetman and Michael B Devereux
Feb 2009	Private information, stock markets, and exchange rates by Jacob Gyntelberg, Mico Loretan, Tientip Subhanij and Eric Chan
Feb 2009	Explaining credit default swap spreads with the equity volatility and jump risks of individual firms Review of Financial Studies by Benjamin Zhang, Hao Zhou and Haibin Zhu
Jan 2009	The euro as a reserve currency: a challenge to the pre-eminence of the US dollar? International Journal of Finance and Economics, vol 14, pp 1-23 by Gabriele Galati and Philip Wooldridge

Aug 2009