Working Papers - 2007

Date Titles
Dec 2007
No 242

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

by Claudio Borio and Ilhyock Shim

Dec 2007
No 241

Housing finance agencies in Asia

by Michael Davies and Eric Chan

Dec 2007
No 240

Challenges in macro-finance modeling

by Don Kim

Dec 2007
No 239

Spanned stochastic volatility in bond markets: a reexamination of the relative pricing between bonds and bond options

by Don Kim

Nov 2007
No 238

Bank size, credit and the sources of bank market risk

by Ryan Stever

Oct 2007
No 237

Change and constancy in the financial system: implications for financial distress and policy

by Claudio Borio

Sep 2007
No 236

Determinants of house prices in central and eastern Europe

by Balázs Égert and Dubravko Mihaljek

Aug 2007
No 235

Regulatory discretion and banks' pursuit of "safety in similarity"

by Ryan Stever and James Wilcox

Aug 2007
No 234

Using counterfactual simulations to assess the danger of contagion in interbank markets

by Christian Upper

Aug 2007
No 233

Do China's capital controls still bind? Implications for monetary autonomy and capital liberalisation

by Guonan Ma and Robert Neil McCauley

Jul 2007
No 232

Capital regulation and banks' financial decisions

by Haibin Zhu

Jul 2007
No 231

The global upward trend in the profit share

by Luci Ellis and Kathryn Smith

Jun 2007
No 230

Modelling and calibration errors in measures of portfolio credit risk

by Nikola Tarashev and Haibin Zhu

Jun 2007
No 229

Distress selling and asset market feedback

by Ilhyock Shim and Goetz von Peter

May 2007
No 228

Inflation risk premia in the term structure of interest rates

by Peter Hördahl and Oreste Tristani

May 2007
No 227

Globalisation and inflation: New cross-country evidence on the global determinants of domestic inflation

by Claudio Borio and Andrew Filardo

Mar 2007
No 226

Growth dynamics: the myth of economic recovery

by Valerie Cerra and Sweta C Saxena

Feb 2007
No 225

Economic reforms and exchange rate pass-through to domestic prices in India

by Jeevan Khundrakpam

Jan 2007
No 224

The tail wags the dog: time-varying information shares in the Bund market

by Christian Upper and Thomas Werner

Jan 2007
No 223

What explains the US net income balance?

by Alexandra Heath