http://www.bis.org/list/wpapers/from_01012005/index.rss BIS Working Papers are written by economists from the Bank for International Settlements (BIS) and, occasionally, from central banks or academic institutions. 2005 en http://www.bis.org/publ/work192.htm Abstract of BIS Working Papers No. 192 by Camilo E. Tovar The mechanics of devaluations and the output response in a DSGE model: how relevant is the balance sheet effect? 2005-11-29T23:00:00Z The mechanics of devaluations and the output response in a DSGE model: how relevant is the balance sheet effect? 2005-11-29T23:00:00Z BIS devaluations balance sheet effect interest rate rule exchange rate target new open economy macroeconomics PDF version http://www.bis.org/publ/work192.pdf Camilo Tovar Tovar Mr Bank for International Settlements Camilo Tovar November 2005 Bank for International Settlements: Working Papers 192 http://www.bis.org/publ/work191.htm Abstract of BIS Working Papers No. 191 by Martijn Cremers, Joost Driessen, Pascal Maenhout and David Weinbaum Explaining the level of credit spreads: option-implied jump risk premia in a firm value model 2005-11-22T23:00:00Z Explaining the level of credit spreads: option-implied jump risk premia in a firm value model 2005-11-22T23:00:00Z BIS credit spreads firm value model jump-diffusion model option pricing PDF version http://www.bis.org/publ/work191.pdf Martijn Cremers Cremers Mr Bank for International Settlements Joost Driessen Driessen Mr Bank for International Settlements Pascal Maenhout Maenhout Mr Bank for International Settlements David Weinbaum Weinbaum Mr Bank for International Settlements Martijn Cremers, Joost Driessen, Pascal Maenhout and David Weinbaum November 2005 Bank for International Settlements: Working Papers 191 http://www.bis.org/publ/work190.htm Abstract of BIS Working Papers No. 190 by Jeffery D Amato and Eli M Remolona The pricing of unexpected credit losses 2005-11-21T23:00:00Z The pricing of unexpected credit losses 2005-11-21T23:00:00Z BIS credit spread puzzle jump-at-default risk Sharpe ratio collateralised debt obligation PDF version http://www.bis.org/publ/work190.pdf Jeffery Amato Amato Mr Bank for International Settlements Eli M Remolona Remolona Mr Bank for International Settlements Jeffery Amato and Eli M Remolona November 2005 Bank for International Settlements: Working Papers 190 http://www.bis.org/publ/work189.htm Abstract of BIS Working Papers No. 189 by Charles A E Goodhart Beyond current policy frameworks 2005-11-20T23:00:00Z Beyond current policy frameworks 2005-11-20T23:00:00Z BIS asset prices financial stability deflation price level targets Japanese monetary and fiscal policies PDF version http://www.bis.org/publ/work189.pdf Charles Goodhart Goodhart Mr Bank for International Settlements Charles Goodhart November 2005 Bank for International Settlements: Working Papers 189 http://www.bis.org/publ/work188.htm Abstract of BIS Working Papers No. 188 by Naohiko Baba, Shinichi Nishioka, Nobuyuki Oda, Masaaki Shirakawa, Kazuo Ueda and Hiroshi Ugai Japan's deflation, problems in the financial system and monetary policy 2005-11-19T23:00:00Z Japan's deflation, problems in the financial system and monetary policy 2005-11-19T23:00:00Z BIS financial accelerator deflation zero interest rate policy quantitative monetary easing policy commitment negative interest rate investor behavior PDF version http://www.bis.org/publ/work188.pdf Naohiko Baba Baba Mr Bank for International Settlements Shinichi Nishioka Nishioka Mr Bank for International Settlements Nobuyuki Oda Oda Mr Bank for International Settlements Masaaki Shirakawa Shirakawa Mr Bank for International Settlements Kazuo Ueda Ueda Mr Bank for International Settlements Hiroshi Ugai Ugai Mr Bank for International Settlements Naohiko Baba, Shinichi Nishioka, Nobuyuki Oda, Masaaki Shirakawa, Kazuo Ueda and Hiroshi Ugai November 2005 Bank for International Settlements: Working Papers 188 http://www.bis.org/publ/work187.htm Abstract of BIS Working Papers No. 187 by Hans Genberg External shocks, transmission mechanisms and deflation in Asia 2005-11-18T23:00:00Z External shocks, transmission mechanisms and deflation in Asia 2005-11-18T23:00:00Z BIS deflation in Asia external shocks mainland China PDF version http://www.bis.org/publ/work187.pdf Hans Genberg Genberg Mr Bank for International Settlements Hans Genberg November 2005 Bank for International Settlements: Working Papers 187 http://www.bis.org/publ/work186.htm Abstract of BIS Working Papers No. 186 by Michael Bordo and Andrew Filardo Deflation in a historical perspective 2005-11-17T23:00:00Z Deflation in a historical perspective 2005-11-17T23:00:00Z BIS monetary policy deflation economic history monetary aggregates PDF version http://www.bis.org/publ/work186.pdf Michael Bordo Bordo Mr Bank for International Settlements Andrew Filardo Filardo Mr Bank for International Settlements Michael Bordo and Andrew Filardo November 2005 Bank for International Settlements: Working Papers 186 http://www.bis.org/publ/work185.htm Abstract of BIS Working Papers No. 185 by Stephen Cecchetti and Guy Debelle Has the inflation process changed? 2005-11-16T23:00:00Z Has the inflation process changed? 2005-11-16T23:00:00Z BIS inflation inflation persistence Monetary Policy Regimes PDF version http://www.bis.org/publ/work185.pdf Stephen G Cecchetti Cecchetti Mr Bank for International Settlements Guy Debelle Debelle Mr Bank for International Settlements Stephen G Cecchetti and Guy Debelle November 2005 Bank for International Settlements: Working Papers 185 http://www.bis.org/publ/work184.htm Abstract of BIS Working Papers No. 184 by Feng Zhu A nonparametric analysis of the shape dynamics of the US personal income distribution: 1962-2000 2005-10-01T22:00:00Z A nonparametric analysis of the shape dynamics of the US personal income distribution: 1962-2000 2005-10-01T22:00:00Z BIS Adaptive kernel method adaptive multimodality test bootstrap income distribution nonparametric density estimation population heterogeneity PDF version http://www.bis.org/publ/work184.pdf Feng Zhu Zhu Mr Bank for International Settlements Feng Zhu October 2005 Bank for International Settlements: Working Papers 184 http://www.bis.org/publ/work183.htm Abstract of BIS Working Papers No. 183 by Feng Zhu The fragility of the Phillips curve: A bumpy ride in the frequency domain 2005-09-30T22:00:00Z The fragility of the Phillips curve: A bumpy ride in the frequency domain 2005-09-30T22:00:00Z BIS Phillips curve inflation-output tradeoff fltering frequency-specic coefficient of correlation spectral regression PDF version http://www.bis.org/publ/work183.pdf Feng Zhu Zhu Mr Bank for International Settlements Feng Zhu October 2005 Bank for International Settlements: Working Papers 183 http://www.bis.org/publ/work182.htm Abstract of BIS Working Papers No. 182 by Les Skoczylas and Bruno Tissot Revisiting recent productivity developments across OECD countries 2005-09-27T22:00:00Z Revisiting recent productivity developments across OECD countries 2005-09-27T22:00:00Z BIS productivity international comparisons industrial countries statistical uncertainty technological progress labour force capital stock time trend business cycle PDF version http://www.bis.org/publ/work182.pdf Les Skoczylas Skoczylas Mr Bank for International Settlements Bruno Tissot Tissot Mr Bank for International Settlements Les Skoczylas and Bruno Tissot September 2005 Bank for International Settlements: Working Papers 182 http://www.bis.org/publ/work181.htm Abstract of BIS Working Papers No. 181 by Benjamin Yibin Zhang, Hao Zhou and Haibin Zhu Explaining credit default swap spreads with equity volatility and jump risks of individual firms 2005-09-01T22:00:00Z Explaining credit default swap spreads with equity volatility and jump risks of individual firms 2005-09-01T22:00:00Z BIS structural model stochastic volatility jumps credit spread credit default swap nonlinear effect high frequency data PDF version http://www.bis.org/publ/work181.pdf Haibin Zhu Zhu Mr Bank for International Settlements Benjamin Zhang Zhang Mr Hao Zhou Zhou Mr Haibin Zhu, Benjamin Zhang and Hao Zhou September 2005 Bank for International Settlements: Working Papers 181 http://www.bis.org/publ/work180.htm Abstract of BIS Working Papers No. 180 by Claudio Borio and Kostas Tsatsaronis Accounting, prudential regulation and financial stability: elements of a synthesis 2005-08-31T22:00:00Z Accounting, prudential regulation and financial stability: elements of a synthesis 2005-08-31T22:00:00Z BIS risk management financial stability financial reporting accounting disclosure prudential regulation information PDF version http://www.bis.org/publ/work180.pdf Claudio Borio Borio Mr Head of Research & Policy Analysis Bank for International Settlements Kostas Tsatsaronis Tsatsaronis Mr Bank for International Settlements Claudio Borio and Kostas Tsatsaronis September 2005 Bank for International Settlements: Working Papers 180 http://www.bis.org/publ/work179.htm Abstract of BIS Working Papers No. 179 by Nikola A Tarashev An empirical evaluation of structural credit risk models 2005-06-30T22:00:00Z An empirical evaluation of structural credit risk models 2005-06-30T22:00:00Z BIS Basel II Probability of default Credit risk models Macroeconomic factors of credit risk PDF version http://www.bis.org/publ/work179.pdf Nikola Tarashev Tarashev Mr Bank for International Settlements Nikola Tarashev July 2005 Bank for International Settlements: Working Papers 179 http://www.bis.org/publ/work178.htm Abstract of BIS Working Papers No. 178 by Jeffery Amato, Andrew Filardo, Gabriele Galati, Goetz von Peter and Feng Zhu Research on exchange rates and monetary policy: an overview 2005-05-31T22:00:00Z Research on exchange rates and monetary policy: an overview 2005-05-31T22:00:00Z BIS Monetary Policy International Finance Macroeconomic Aspects of International Trade and Finance PDF version http://www.bis.org/publ/work178.pdf Jeffery Amato Amato Mr Bank for International Settlements Andrew Filardo Filardo Mr Bank for International Settlements Gabriele Galati Galati Mr Bank for International Settlements Feng Zhu Zhu Mr Bank for International Settlements Goetz von Peter von Peter Mr Bank for International Settlements Jeffery Amato, Andrew Filardo, Gabriele Galati, Feng Zhu and Goetz von Peter June 2005 Bank for International Settlements: Working Papers 178