Working Papers - 2002

Date	Publications
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 Fung
Sep 2002 No 118	Should banks be diversified? Evidence from individual bank loan portfolios by Iftekhar Hasan, Anthony Saunders and Viral 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 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