Working Papers - 2002

Date Titles
Nov 2002
No 121

Implications of habit formation for optimal monetary policy

by Jeffery Amato and Thomas Laubach

Oct 2002
No 120

Changes in market functioning and central bank policy: an overview of the issues

by Marvin Barth, Philip Wooldridge and Eli M Remolona

Sep 2002
No 119

A VAR analysis of the effects of monetary policy in East Asia

by Ben S C Fung

Sep 2002
No 118

Should banks be diversified? Evidence from individual bank loan portfolios

by Iftekhar Hasan, Anthony Saunders and Viral V Acharya

Sep 2002
No 117

Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy

by Philip Lowe and Miguel Segoviano

Sep 2002
No 116

Credit risk measurement and procyclicality

by Philip Lowe

Aug 2002
No 115

China's asset management corporations

by Guonan Ma and Ben S C Fung

Jul 2002
No 114

Asset prices, financial and monetary stability: exploring the nexus

by Claudio Borio and Philip Lowe

Jul 2002
No 113

The link between default and recovery rates: effects on the procyclicality of regulatory capital ratios

by Edward Altman, Andrea Resti and Andrea Sironi

Jun 2002
No 112

Determinants of international bank lending to emerging market countries

by Serge Jeanneau and Marian Micu

Apr 2002
No 111

Output trends and Okun's law

by Gert Schnabel

Mar 2002
No 110

A survey of the institutional and operational aspects of modern-day currency boards

by Corrinne Ho

Jan 2002
No 109

Optimal dynamic hedging using futures under a borrowing constraint

by Akash Deep