Hyun Song Shin - Central Bank Research Hub

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2006 | 2005 | 2004 | 2003

Title Other author(s)

Redemption risk and cash hoarding by asset managers

Bank for International Settlements Working papers [View] (Paper: 608, 30.01.2017)

JEL: E52, G11, G15, G23

The dollar, bank leverage and the deviation from covered interest parity

Bank for International Settlements Working papers [View] (Paper: 592, 15.11.2016)

JEL: F3, G1, G2

Bank capital and dividend externalities

Bank for International Settlements Working papers [View] (Paper: 580, 13.09.2016)

JEL: G01, G21, G24, G28, G32, G35, G38

Why bank capital matters for monetary policy

Bank for International Settlements Working papers [View] (Paper: 558, 07.04.2016)

JEL: E44, E51, E52

Sovereign yields and the risk-taking channel of currency appreciation

Bank for International Settlements Working papers [View] (Paper: 538, 18.01.2016)

JEL: G12, G15, G23

Exchange rates and monetary spillovers

Bank for International Settlements Working papers [View] (Paper: 537, 18.01.2016)

JEL: F32, F33, F34

Risk Appetite and Exchange Rates

New York Fed Staff reports [View] (Paper: 750, 08.12.2015)

JEL: F30, F31, G12, G24

Breaking free of the triple coincidence in international finance

Bank for International Settlements Working papers [View] (Paper: 524, 20.10.2015)

The hunt for duration: not waving but drowning?

Bank for International Settlements Working papers [View] (Paper: 519, 12.10.2015)

JEL: E43, G11, G12, G22

The Cyclicality of Leverage

New York Fed Staff reports [View] (Paper: 743, 03.10.2015)

JEL: E02, E32, G00, G28

Global dollar credit and carry trades: a firm-level analysis

Bank for International Settlements Working papers [View] (Paper: 510, 27.08.2015)

JEL: F32, G15, G30

Investor redemptions and fund manager sales of emerging market bonds: how are they related?

Bank for International Settlements Working papers [View] (Paper: 509, 24.08.2015)

JEL: G11, G15, G23

Comparative assessment of macroprudential policies

Bank for International Settlements Working papers [View] (Paper: 502, 28.07.2015)

JEL: E52, E58, F32, F34, G28

Non-financial corporations from emerging market economies and capital flows

Bank for International Settlements Quarterly Review [View] (Paper: 1412h, 07.12.2014)

JEL: D21, F31, G32

The International Monetary and Financial System: A Capital Account Historical Perspective

Dallas Fed Institute Working Papers [View] (Paper: 0204, 13.11.2014)

JEL: E40, E43, E44, E50, E52, F30, F40

Cross-border banking and global liquidity

Bank for International Settlements Working papers [View] (Paper: 458, 02.09.2014)

JEL: F32, F33, F34

The international monetary and financial system: a capital account historical perspective

Bank for International Settlements Working papers [View] (Paper: 457, 02.09.2014)

JEL: E40, E43, E44, E50, E52, F30, F40

Capital Flows and the Risk-Taking Channel of Monetary Policy

Bank for International Settlements Working papers [View] (Paper: 400, 22.07.2013)

Adapting Macropudential Policies to Global Liquidity Conditions

Central Bank of Chile Working Papers [View] (Paper: 671, 18.07.2012)

Financial Intermediary Balance Sheet Management

New York Fed Staff reports [View] (Paper: 532, 27.12.2011)

Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-09

New York Fed Staff reports [View] (Paper: 528, 23.12.2011)

Financial intermediation and the post-crisis financial system

Bank for International Settlements Working papers [View] (Paper: 304, 27.03.2010)

The Changing Nature of Financial Intermediationand the Financial Crisis of 2007-09

New York Fed Staff reports [View] (Paper: 439, 11.03.2010)

Macro Risk Premium and Intermediary Balance Sheet Quantities

New York Fed Staff reports [View] (Paper: 428, 26.01.2010)

Financial Intermediation, Asset Prices, and Macroeconomic Dynamics

New York Fed Staff reports [View] (Paper: 422, 06.01.2010)

JEL: G10, G12

Monetary Cycles, Financial Cycles, and the Business Cycle

New York Fed Staff reports [View] (Paper: 421, 06.01.2010)

JEL: E44, E50, E52, G18

Commentary: Prices and Quantities in the Monetary Policy Transmission Mechanism

IJCB International Journal of Central Banking [View] (Paper: 09q4a7, 01.12.2009)

Endogenous choice of bank liquidity: the role of fire sales

Bank of England Working papers [View] (Paper: 376, 27.11.2009)

JEL: D61, E58, G21, G28, G32

Financial Intermediaries and Monetary Economics

New York Fed Staff reports [View] (Paper: 398, 16.10.2009)

JEL: E00, E02, G28

Prices and Quantities in the Monetary Policy Transmission Mechanism

New York Fed Staff reports [View] (Paper: 396, 05.10.2009)

JEL: E02, E52, E59

The Shadow Banking System: Implications for Financial Regulation

New York Fed Staff reports [View] (Paper: 382, 29.07.2009)

JEL: G18, G28, K20

Global Liquidity and Exchange Rates

New York Fed Staff reports [View] (Paper: 361, 29.01.2009)

JEL: F30, F31, G12, G24

Money, Liquidity, and Monetary Policy

New York Fed Staff reports [View] (Paper: 360, 16.01.2009)

JEL: E50, G24

Financial Intermediaries, Financial Stability,and Monetary Policy

New York Fed Staff reports [View] (Paper: 346, 07.11.2008)

JEL: E50, G20

Liquidity and Leverage

New York Fed Staff reports [View] (Paper: 328, 07.11.2008)

JEL: E32, E44, G10, G20

Systemic Risk and Liquidity in Payment Systems

New York Fed Staff reports [View] (Paper: 352, 07.11.2008)

JEL: D85, E44, E58, G21

Financial Intermediary Leverage and Value-at-Risk

New York Fed Staff reports [View] (Paper: 338, 07.11.2008)

JEL: D02, G20, G32

Liquidity and financial cycles

Bank for International Settlements Working papers [View] (Paper: 256, 17.07.2008)

JEL: E50, G21, G24

Liquidity, Monetary Policy, and Financial Cycles

New York Fed Current issues [View] (Paper: ci14-01, 04.02.2008)

JEL: E50, G00, G21

Risk and liquidity in a system context

Bank for International Settlements Working papers [View] (Paper: 212, 05.09.2006)

JEL: D5, G12, M4

Liquidity risk and contagion

Bank of England Working papers [View] (Paper: 264, 01.01.2006)

Optimal collective action clause thresholds

Bank of England Working papers [View] (Paper: 249, 12.03.2005)

Regulating Financial Conglomerates

National Bank of Belgium Working Papers [View] (Paper: 054, 03.06.2004)

Positive feedback trading in the US Treasury market

Bank for International Settlements Quarterly Review [View] (Paper: 0206g, 01.01.2004)

Analytics of sovereign debt restructuring

Bank of England Working papers [View] (Paper: 203, 20.10.2003)

Debt maturity structure with pre-emptive creditors

Bank of England Working papers [View] (Paper: 201, 29.09.2003)

Public and private information in monetary policy models

Bank for International Settlements Working papers [View] (Paper: 138, 25.09.2003)

JEL: D43, D82, D84, E31, E52

Communication and monetary policy

Bank for International Settlements Working papers [View] (Paper: 123, 06.02.2003)

Positive feedback trading under stress: Evidence from the US Treasury securities market

Bank for International Settlements Working papers [View] (Paper: 122, 06.02.2003)

JEL: G14, H63

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2006 | 2005 | 2004 | 2003