Working Papers - last 12 months

Jun 2008
No 254

Speculative attacks, Private Signals and Intertemporal Trade-offs

by Nikola A. Tarashev

Jun 2008
No 253

Implementing monetary policy in the 2000s: operating procedures in Asia and beyond

by Corrinne Ho

May 2008
No 252

The evolution of trading activity in Asian foreign exchange markets

by Yosuke Tsuyuguchi and Philip D Wooldridge

Mar 2008
No 251

The financial turmoil of 2007-?: a preliminary assessment and some policy considerations

by Claudio Borio

Mar 2008
No 250

Globalisation and the determinants of domestic inflation

by William R. White

Mar 2008
No 249

Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets

by Alain Chaboud, Benjamin Chiquoine, Erik Hjalmarsson and Mico Loretan

Mar 2008
No 248

Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices

by Stefania D'Amico, Don H Kim and Min Wei

Mar 2008
No 247

What drives the current account in commodity exporting countries? The cases of Chile and New Zealand

by Juan Pablo Medina, Anella Munro and Claudio Soto

Feb 2008
No 246

Central bank policy rate guidance and financial market functioning

by Richhild Moessner and William Nelson

Feb 2008
No 245

Understanding Asian equity flows, market returns and exchange rates

by Chayawadee Chai-Anant and Corrinne Ho

Feb 2008
No 244

Global monitoring with the BIS international banking statistics

by Patrick M. McGuire and Nikola A. Tarashev

Feb 2008
No 243

Asset prices and monetary policy: booms and fat tails in East Asia

by Maria Socorro Gochoco-Bautista

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, Jacob Gyntelberg and Eric Chan

Dec 2007
No 240

Challenges in macro-finance modeling

by Don H Kim

Dec 2007
No 239

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

by Don H 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 E V 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 A 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 N. 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