http://www.bis.org/list/wpapers/from_01012009/index.rss BIS Working Papers are written by economists from the Bank for International Settlements (BIS) and, occasionally, from central banks or academic institutions. 2009 en http://www.bis.org/publ/work295.htm Abstract of BIS Working Papers No 295 Consumption and real exchange rates in professional forecasts 2009-12-30T11:00:00Z Consumption and real exchange rates in professional forecasts 2009-12-30T11:00:00Z BIS international risk sharing Backus-Smith puzzle PDF version http://www.bis.org/publ/work295.pdf Michael B Devereux Devereux Mr Gregor W Smith Smith Mr James Yetman Yetman Mr Senior Economist Bank for International Settlements Michael B Devereux, Gregor W Smith and James Yetman December 2009 Bank for International Settlements: Working Papers 295 F41 F37 F47 http://www.bis.org/publ/work294.htm Abstract of BIS Working Papers No 294 The risk of relying on reputational capital: a case study of the 2007 failure of New Century Financial 2009-12-21T11:00:00Z The risk of relying on reputational capital: a case study of the 2007 failure of New Century Financial 2009-12-21T11:00:00Z BIS securitisation mortgage originators reputational capital PDF version http://www.bis.org/publ/work294.pdf Allen B Frankel Frankel Mr Allen B Frankel December 2009 Bank for International Settlements: Working Papers 294 G20 G10 G30 http://www.bis.org/publ/work293.htm Abstract of BIS Working Papers No 293 Ten propositions about liquidity crises 2009-11-20T08:35:00Z Ten propositions about liquidity crises 2009-11-20T08:35:00Z BIS Deposit Insurance market and funding liquidity liquidity crises central bank operations monetary base PDF version http://www.bis.org/publ/work293.pdf Claudio Borio Borio Mr Head of Research & Policy Analysis Bank for International Settlements Claudio Borio November 2009 Bank for International Settlements: Working Papers 293 G14 G18 E51 G28 E58 http://www.bis.org/publ/work292.htm Abstract of BIS Working Papers No 292 Unconventional monetary policies: an appraisal 2009-11-20T08:30:00Z Unconventional monetary policies: an appraisal 2009-11-20T08:30:00Z BIS interest rates monetary policy implementation transmission mechanism unconventional monetary policy balance sheet policy credit policy quantitative easing credit easing PDF version http://www.bis.org/publ/work292.pdf Claudio Borio Borio Mr Head of Research & Policy Analysis Bank for International Settlements Piti Disyatat Disyatat Mr Senior Economist Bank for International Settlements Claudio Borio and Piti Disyatat November 2009 Bank for International Settlements: Working Papers 292 E60 E40 E50 E58 E52 http://www.bis.org/publ/work291.htm Abstract of BIS Working Papers No 291 The US dollar shortage in global banking and the international policy response 2009-10-14T14:50:00Z The US dollar shortage in global banking and the international policy response 2009-10-14T14:50:00Z BIS International Banking financial crises funding risk US dollar shortage central bank swap lines PDF version http://www.bis.org/publ/work291.pdf Patrick McGuire McGuire Mr Senior Economist Bank for International Settlements Goetz von Peter von Peter Mr Economist Bank for International Settlements Patrick McGuire and Goetz von Peter October 2009 Bank for International Settlements: Working Papers 291 G01 G21 F55 F34 http://www.bis.org/publ/work290.htm Abstract of BIS Working Papers No 290 Mutual guarantee institutions and small business finance 2009-10-08T14:30:00Z Mutual guarantee institutions and small business finance 2009-10-08T14:30:00Z BIS credit guarantee schemes joint liability microfinance peer monitoring small business finance PDF version http://www.bis.org/publ/work290.pdf Francesco Columba Columba Mr Bank of Italy Leonardo Gambacorta Gambacorta Dr Senior Economist Bank for International Settlements Paolo Emilio Mistrulli Mistrulli Mr Bank of Italy Francesco Columba, Leonardo Gambacorta and Paolo Emilio Mistrulli October 2009 Bank for International Settlements: Working Papers 290 O16 D82 G21 G30 http://www.bis.org/publ/work289.htm Abstract of BIS Working Papers No 289 Incentives and tranche retention in securitisation: a screening model 2009-09-29T14:30:00Z Incentives and tranche retention in securitisation: a screening model 2009-09-29T14:30:00Z BIS securitisation retention requirements screening incentives tranching PDF version http://www.bis.org/publ/work289.pdf Ingo Fender Fender Mr Senior Economist Bank for International Settlements Janet Mitchell Mitchell Ms National Bank of Belgium Ingo Fender and Janet Mitchell September 2009 Bank for International Settlements: Working Papers 289 D82 G21 G28 D86 http://www.bis.org/publ/work288.htm Abstract of BIS Working Papers No 288 Time to buy or just buying time? The market reaction to bank rescue packages 2009-09-24T09:30:00Z Time to buy or just buying time? The market reaction to bank rescue packages 2009-09-24T09:30:00Z BIS Banking financial crises event study rescue packages stock prices CDS spreads PDF version http://www.bis.org/publ/work288.pdf Michael R King King Mr Economist Bank for International Settlements Michael R King September 2009 Bank for International Settlements: Working Papers 288 G14 G18 G21 http://www.bis.org/publ/work287.htm Abstract of BIS Working Papers No 287 International portfolio rebalancing and exchange rate fluctuations in Thailand 2009-08-26T09:30:00Z International portfolio rebalancing and exchange rate fluctuations in Thailand 2009-08-26T09:30:00Z BIS capital flows foreign exchange market Thailand equity market nonresident investors portfolio rebalancing PDF version http://www.bis.org/publ/work287.pdf Jacob Gyntelberg Gyntelberg Mr Senior Economist Bank for International Settlements Mico Loretan Loretan Mr Senior Economist Bank for International Settlements Tientip Subhanij Subhanij Dr Chief Researcher Bank of Thailand Eric Chan Chan Mr Statistical Analyst Bank for International Settlements Jacob Gyntelberg, Mico Loretan, Tientip Subhanij and Eric Chan August 2009 Bank for International Settlements: Working Papers 287 F31 F30 http://www.bis.org/publ/work286.htm Abstract of BIS Working Papers No 286 China's evolving external wealth and rising creditor position 2009-07-07T21:00:00Z China's evolving external wealth and rising creditor position 2009-07-07T21:00:00Z BIS financial integration international investment position external balance sheet current account balance PDF version http://www.bis.org/publ/work286.pdf Guonan Ma Ma Mr Senior Economist Bank for International Settlements Zhou Haiwen Haiwen Mr Guonan Ma and Zhou Haiwen July 2009 Bank for International Settlements: Working Papers 286 F21 F36 F32 F31 http://www.bis.org/publ/work285.htm Abstract of BIS Working Papers No 285 From turmoil to crisis: dislocations in the FX swap market before and after the failure of Lehman Brothers 2009-07-07T20:00:00Z From turmoil to crisis: dislocations in the FX swap market before and after the failure of Lehman Brothers 2009-07-07T20:00:00Z BIS FX Swap dollar term auction facility counterparty risk financial market turmoil covered interest parity US dollar swap lines Central bank cooperation Lehman bankruptcy PDF version http://www.bis.org/publ/work285.pdf Naohiko Baba Baba Mr Senior Economist Bank for International Settlements Frank Packer Packer Mr Head of Financial Markets Bank for International Settlements Naohiko Baba and Frank Packer July 2009 Bank for International Settlements: Working Papers 285 G15 F31 http://www.bis.org/publ/work284.htm Abstract of BIS Working Papers No 284 Towards an operational framework for financial stability: "fuzzy" measurement and its consequences 2009-06-11T20:00:00Z Towards an operational framework for financial stability: "fuzzy" measurement and its consequences 2009-06-11T20:00:00Z BIS macroprudential risk measurement and management procyclicality financial (in)stability PDF version http://www.bis.org/publ/work284.pdf Claudio Borio Borio Mr Head of Research & Policy Analysis Bank for International Settlements Mathias Drehmann Drehmann Mr Senior Economist Bank for International Settlements Claudio Borio and Mathias Drehmann June 2009 Bank for International Settlements: Working Papers 284 http://www.bis.org/publ/work283.htm Abstract of BIS Working Papers No 283 Another look at global disinflation 2009-05-11T20:00:00Z Another look at global disinflation 2009-05-11T20:00:00Z BIS open-economy New Keynesian Phillips curve dynamic factor model global disinflation markup model PDF version http://www.bis.org/publ/work283.pdf Toshitaka Sekine Sekine Mr Bank of Japan Toshitaka Sekine May 2009 Bank for International Settlements: Working Papers 283 http://www.bis.org/publ/work282.htm Abstract of BIS Working Papers No 282 China's exchange rate policy and Asian trade 2009-04-30T20:00:00Z China's exchange rate policy and Asian trade 2009-04-30T20:00:00Z BIS China trade exports real exchange rate PDF version http://www.bis.org/publ/work282.pdf Alicia García-Herrero García-Herrero Ms Banco Bilbao Vizcaya Argentaria Tuuli Koivu Koivu Mr Economist Bank of Finland Alicia García-Herrero and Tuuli Koivu April 2009 Bank for International Settlements: Working Papers 282 http://www.bis.org/publ/work281.htm Abstract of BIS Working Papers No 281 A Framework for Assessing the Systemic Risk of Major Financial Institutions 2009-04-29T20:00:00Z A Framework for Assessing the Systemic Risk of Major Financial Institutions 2009-04-29T20:00:00Z BIS credit default swap systemic risk stress testing portfolio credit risk high-frequency data PDF version http://www.bis.org/publ/work281.pdf Xin Huang Huang Mr University of Oklahoma Hao Zhou Zhou Mr Board of Governors of the Federal Reserve System Haibin Zhu Zhu Mr Senior Economist Bank for International Settlements Xin Huang, Hao Zhou and Haibin Zhu April 2009 Bank for International Settlements: Working Papers 281