Working Papers - BIS

Date	Publications
Dec 2004 No 167	Asset prices and banking distress: a macroeconomic approach by Goetz von Peter
Dec 2004 No 166	Are speculative attacks triggered by sunspots? A new test by Nikola Tarashev
Dec 2004 No 165	Stress-testing financial systems: an overview of current methodologies by Marco Sorge
Nov 2004 No 164	Did investors regard real estate as 'safe' during the 'Japanese Bubble' in the 1980s? by Serdat Dinc and Patrick McGuire
Nov 2004 No 163	CDO rating methodology: Some thoughts on model risk and its implications by Ingo Fender and John Kiff
Sep 2004 No 162	Recent fiscal policy in selected industrial countries by David Lebow
Sep 2004 No 161	The monetisation of Japan's government debt by David Lebow
Aug 2004 No 160	An empirical comparison of credit spreads between the bond market and the credit default swap market by Haibin Zhu
Aug 2004 No 159	The term structure of credit spreads in project finance by Blaise Gadanecz and Marco Sorge
Jul 2004 No 158	Market distress and vanishing liquidity: anatomy and policy options by Claudio Borio
Jul 2004 No 157	Securing sustainable price stability: should credit come back from the wilderness? by Claudio Borio and Philip Lowe
Jul 2004 No 156	Deposit Insurance and Bank Intermediation in the Long Run by Robert Cull, Lemma Senbet and Marco Sorge
Jun 2004 No 155	Monetary policy and asset price bubbles: calibrating the monetary policy trade-offs by Andrew Filardo
Jun 2004 No 154	Monetary and real shocks, the business cycle and the value of the euro by Renato Filosa
Jun 2004 No 153	Macroeconomic implications of rising household debt by Guy Debelle
Mar 2004 No 152	Back to the future? Assessing the deflation record by Claudio Borio and Andrew Filardo
Mar 2004 No 151	Bank ties and bond market access: evidence on investment-cash flow sensitivity in Japan by Patrick McGuire
Mar 2004 No 150	Bank lending and commercial property cycles: some cross-country evidence by E. Davis and Haibin Zhu
Mar 2004 No 149	Monetary policy rules in emerging market economies: issues and evidence by Madhusudan Mohanty and Marc Klau
Mar 2004 No 148	The 2001 US recession: what did recession prediction models tell us? by Andrew Filardo
Feb 2004 No 147	Whither monetary and financial stability? the implications of evolving policy regimes by William R White and Claudio Borio
Jan 2004 No 146	Consumer credit scoring: do situational circumstances matter? by Robert Avery, Paul Calem and Glenn Canner
Jan 2004 No 145	Are changes in financial structure extending safety nets? by William R White

Dec 2004
No 167