http://www.bis.org/list/wpapers/from_01012007/index.rss BIS Working Papers are written by economists from the Bank for International Settlements (BIS) and, occasionally, from central banks or academic institutions. 2007 en http://www.bis.org/publ/work242.htm Abstract of BIS Working Papers No 242 by Claudio E V Borio and Ilhyock Shim What can (macro-)prudential policy do to support monetary policy? 2007-12-31T14:42:00Z What can (macro-)prudential policy do to support monetary policy? 2007-12-31T14:42:00Z BIS financial imbalances Financial Stability macroprudential financial regulation price stability PDF version http://www.bis.org/publ/work242.pdf Claudio Borio Borio Mr Bank for International Settlements Ilhyock Shim Shim Mr Bank for International Settlements Claudio Borio and Ilhyock Shim December 2007 Bank for International Settlements: Working Papers 242 http://www.bis.org/publ/work241.htm Abstract of BIS Working Papers No 241 by Michael Davies, Jacob Gyntelberg and Eric Chan Housing finance agencies in Asia 2007-12-31T14:37:00Z Housing finance agencies in Asia 2007-12-31T14:37:00Z BIS Asia mortgages housing finance agencies government subsidies government guarantee PDF version http://www.bis.org/publ/work241.pdf Michael Davies Davies Mr Bank for International Settlements Eric Chan Chan Mr Bank for International Settlements Michael Davies and Eric Chan December 2007 Bank for International Settlements: Working Papers 241 http://www.bis.org/publ/work240.htm Abstract of BIS Working Papers No 240 by Don H Kim Challenges in macro-finance modeling 2007-12-11T11:15:00Z Challenges in macro-finance modeling 2007-12-11T11:15:00Z BIS Term structure of interest rates inflation expectations macro-finance modeling no-arbitrage models PDF version http://www.bis.org/publ/work240.pdf Don Kim Kim Mr Bank for International Settlements Don Kim December 2007 Bank for International Settlements: Working Papers 240 http://www.bis.org/publ/work239.htm Abstract of BIS Working Papers No 239 by Don H Kim Spanned stochastic volatility in bond markets: a reexamination of the relative pricing between bonds and bond options 2007-12-11T11:00:00Z Spanned stochastic volatility in bond markets: a reexamination of the relative pricing between bonds and bond options 2007-12-11T11:00:00Z BIS term structure of interest rates unspanned stochastic volatility relative pricing interest rate derivatives PDF version http://www.bis.org/publ/work239.pdf Don Kim Kim Mr Bank for International Settlements Don Kim December 2007 Bank for International Settlements: Working Papers 239 http://www.bis.org/publ/work238.htm Abstract of BIS Working Papers No 238 by Ryan Stever Bank size, credit and the sources of bank market risk 2007-11-02T09:00:00Z Bank size, credit and the sources of bank market risk 2007-11-02T09:00:00Z BIS Bank size beta idiosyncratic volatility PDF version http://www.bis.org/publ/work238.pdf Ryan Stever Stever Mr Bank for International Settlements Ryan Stever November 2007 Bank for International Settlements: Working Papers 238 http://www.bis.org/publ/work237.htm Abstract of BIS Working Papers No 237 by Claudio E. V. Borio Change and constancy in the financial system: implications for financial distress and policy 2007-10-09T12:00:00Z Change and constancy in the financial system: implications for financial distress and policy 2007-10-09T12:00:00Z BIS risk liquidity financial regulation financial instability financial revolution speed limits PDF version http://www.bis.org/publ/work237.pdf Claudio Borio Borio Mr Head of Research & Policy Analysis Bank for International Settlements Claudio Borio October 2007 Bank for International Settlements: Working Papers 237 http://www.bis.org/publ/work236.htm Abstract of BIS Working Papers No 236 by Balázs Égert and Dubravko Mihaljek Determinants of house prices in central and eastern Europe 2007-09-14T18:00:00Z Determinants of house prices in central and eastern Europe 2007-09-14T18:00:00Z BIS house prices housing market transition economies central and eastern Europe OECD countries PDF version http://www.bis.org/publ/work236.pdf Balázs Égert Égert Mr Bank for International Settlements Dubravko Mihaljek Mihaljek Mr Bank for International Settlements Balázs Égert and Dubravko Mihaljek September 2007 Bank for International Settlements: Working Papers 236 http://www.bis.org/publ/work235.htm Abstract of BIS Working Papers No 235 by Ryan Stever and James A Wilcox Regulatory discretion and banks' pursuit of "safety in similarity" 2007-08-27T10:00:00Z Regulatory discretion and banks' pursuit of "safety in similarity" 2007-08-27T10:00:00Z BIS bank capital procyclicality reporting discretion clustering bank risk PDF version http://www.bis.org/publ/work235.pdf Ryan Stever Stever Mr Bank for International Settlements James Wilcox Wilcox Mr Bank for International Settlements Ryan Stever and James Wilcox August 2007 Bank for International Settlements: Working Papers 235 http://www.bis.org/publ/work234.htm Abstract of BIS Working Papers No 234 by Christian Upper Using counterfactual simulations to assess the danger of contagion in interbank markets 2007-08-22T16:30:00Z Using counterfactual simulations to assess the danger of contagion in interbank markets 2007-08-22T16:30:00Z BIS systemic risk contagion interbank lending domino effects PDF version http://www.bis.org/publ/work234.pdf Christian Upper Upper Mr Bank for International Settlements Christian Upper August 2007 Bank for International Settlements: Working Papers 234 http://www.bis.org/publ/work233.htm Abstract of BIS Working Papers No 233 by Guonan Ma and Robert N McCauley Do China's capital controls still bind? Implications for monetary autonomy and capital liberalisation 2007-08-02T09:30:00Z Do China's capital controls still bind? Implications for monetary autonomy and capital liberalisation 2007-08-02T09:30:00Z BIS monetary policy capital controls capital flows foreign exchange market financial stability and the Chinese economy. PDF version http://www.bis.org/publ/work233.pdf Guonan Ma Ma Mr Bank for International Settlements Robert N McCauley McCauley Mr Bank for International Settlements Guonan Ma and Robert N McCauley August 2007 Bank for International Settlements: Working Papers 233 http://www.bis.org/publ/work232.htm Abstract of BIS Working Papers No 232 by Haibin Zhu Capital regulation and banks' financial decisions 2007-07-26T18:00:00Z Capital regulation and banks' financial decisions 2007-07-26T18:00:00Z BIS prudential regulation capital requirement economic capital regulatory capital actual capital holding procyclicality effect dynamic programming PDF version http://www.bis.org/publ/work232.pdf Haibin Zhu Zhu Mr Bank for International Settlements Haibin Zhu July 2007 Bank for International Settlements: Working Papers 232 http://www.bis.org/publ/work231.htm Abstract of BIS Working Papers No 231 by Luci Ellis and Kathyrn Smith The global upward trend in the profit share 2007-07-23T10:00:00Z The global upward trend in the profit share 2007-07-23T10:00:00Z BIS technological progress profit share vintage capital PDF version http://www.bis.org/publ/work231.pdf Luci Ellis Ellis Mrs Bank for International Settlements Kathryn Smith Smith Mrs Bank for International Settlements Luci Ellis and Kathryn Smith July 2007 Bank for International Settlements: Working Papers 231 http://www.bis.org/publ/work230.htm Abstract of BIS Working Papers No 230 by Nikola Tarashev and Haibin Zhu Modelling and calibration errors in measures of portfolio credit risk 2007-06-28T16:00:00Z Modelling and calibration errors in measures of portfolio credit risk 2007-06-28T16:00:00Z BIS value at risk bank capital Correlated defaults multiple common factors granularity estimation error tail dependence PDF version http://www.bis.org/publ/work230.pdf Nikola Tarashev Tarashev Mr Bank for International Settlements Haibin Zhu Zhu Mr Bank for International Settlements Nikola Tarashev and Haibin Zhu June 2007 Bank for International Settlements: Working Papers 230 http://www.bis.org/publ/work229.htm Abstract of BIS Working Papers No 229 by Ilhyock Shim and Goetz von Peter Distress selling and asset market feedback 2007-06-28T12:00:00Z Distress selling and asset market feedback 2007-06-28T12:00:00Z BIS banking crises Financial distress distress selling asset market feedback financial instability PDF version http://www.bis.org/publ/work229.pdf Ilhyock Shim Shim Mr Bank for International Settlements Goetz von Peter von Peter Mr Bank for International Settlements Ilhyock Shim and Goetz von Peter June 2007 Bank for International Settlements: Working Papers 229 http://www.bis.org/publ/work228.htm Abstract of BIS Working Papers No 228 by Peter Hördahl and Oreste Tristani Inflation risk premia in the term structure of interest rates 2007-05-30T22:00:00Z Inflation risk premia in the term structure of interest rates 2007-05-30T22:00:00Z BIS Term structure of interest rates inflation risk premia central bank credibility PDF version http://www.bis.org/publ/work228.pdf Peter Hördahl Hördahl Mr Bank for International Settlements Oreste Tristani Tristani Mr Bank for International Settlements Peter Hördahl and Oreste Tristani May 2007 Bank for International Settlements: Working Papers 228