Research papers - Financial stability and prudential regulation

Jun 2008

Challenges and policy implications of Asia's growing credit card markets

by Tae Soo Kang and Guonan Ma, BIS Working Papers, forthcoming

Jun 2008

Why Banks Go to Emerging Countries and What is the Impact for the Home Economy?

by Alicia García-Herrero and Daniel Navia Simón, forthcoming

Jun 2008

Are Asia-Pacific housing prices too high for comfort?

by Eloisa Glindro, Tientip Subhanij, Jessica Szeto and Haibin Zhu, BIS Working Papers, forthcoming

Jun 2008

The Asian crisis: what did local stock markets expect?

by Alicia García-Herrero, Jacob Gyntelberg and Andrea Tesei, BIS Working Papers, forthcoming

Jun 2008

Information Flows During the Asian Crisis: Evidence from Closed-end Funds

by Benjamin Cohen and Eli Remolona, Journal of International Money and Finance, Vol 27, No 4, pp 636-53

Jun 2008

Does the Chinese banking system benefit from foreign investors?

by Alicia Garcia-Herrero and Daniel Santabarbara, Bank of Finland's Institute for Economies in Transition (BOFIT) Discussion Papers no 11/2008

Jun 2008

Asian banks in the international interbank market

by Robert N McCauley and Jens Zukunft, BIS Quarterly Review

Apr 2008

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

by Andrew Filardo, paper presented at the Bank of Korea/Bank for International Settlements Seminar on “Household Debt: Implications for Monetary Policy and Financial Stability” in Seoul

Mar 2008

Hong Kong and Shanghai: Yesterday, Today and Tomorrow

by Robert McCauley, and Eric Chan 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

Dec 2007

International diversification gains and home bias in banking

by Alicia García-Herrero and Francisco Vazquez, IMF Working Papers WP/07/281

Dec 2007

Distress selling and asset market feedback

by Ilhyock Shim and Goetz von Peter, Financial Markets, Institutions & Instruments, Vol 16, Issue 5, pp 243-91. Also available as BIS Working Papers no 229

Dec 2007

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

by Claudio Borio and Ilhyock Shim, BIS Working Papers no 242

Sep 2007

Using housing finance micro data to asses financial stability risks

by Jacob Gyntelberg, Martin W Johansson and Mattias Persson, Housing Finance International

Jul 2007

Do trade and financial links foster business cycle synchronization in a small economy?

by Alicia García-Herrero and Juan M. Ruiz, Mondea y Credito, No 226, 2008, forthcoming

Jun 2007

The role of global risk aversion in explaining sovereign spreads

by Alicia García-Herrero and Alvaro Ortiz, Economia, Vol 7, no 1 fall 2006

Jun 2007

The mix of international banks' foreign claims: determinants and implications

by Alicia García-Herrero and Maria Soledad MartinezPeria, Journal of Banking and Finance, Vol 31 issue 6, pp 1613-31

Jun 2007

Assessing the Benefits and Costs of Official Foreign Exchange Reserves

by Robert McCauley, in Age Bakker and Ingmar van Herpt, eds., Central bank reserve management: New trends, from liquidity to return, (Cheltenham: Edward Elgar, 2007), pp 19-36

Jun 2007

The Laffer curve of macroeconomic volatility and growth: Can it be explained by the different nature of crises?

by Alicia García-Herrero and Josep Vilarrubia, Money Affairs, Vol XX, Number 1, January-June 2007

Jun 2007

Recent episodes of credit card distress in Asia

by Tae Soo Kang and Guonan Ma, BIS Quarterly Review, pp 55-68

Mar 2007

Interpreting sovereign spreads

by Eli M Remolona, Michela Scatigna and Eliza Wu, BIS Quarterly Review

Mar 2007

Emerging countries' sovereign risk: balance sheets, contagion and risk aversion

by Alicia García-Herrero, FLAR Revista, vol 3

Feb 2007

Who pays China's bank restructuring bill

by Guonan Ma, Asian Economic Papers, Winter 2007, 6(1), pp 46-71

Dec 2006

The pricing of sovereign risk in emerging markets: fundamentals and risk aversion

by Eli M Remolona, Michela Scatigna and Eliza Wu, paper presented at the Bangko Sentral ng Pilipinas, Manila (November), and the Bank of Thailand, Bangkok (December)

Dec 2006

Corporate credit guarantees in Asia

by Illhyock Shim, BIS Quarterly Review

Sep 2006

Cross-border banking in Asia: Basel II and other prudential issues

by Stefan Hohl, Patrick McGuire and Eli M Remolona, in Cross-Border Baking: Regulatory Challenges, edited by Gerard Caprio, Jr, Douglas Evanoff and George Kaufman