Patrick McGuire - Central bank research hub

Papers by year: All | 2018 | 2017 | 2016 | 2015 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004

Transmission of monetary policy through global banks: whose policy matters?

by Stefan Avdjiev , Goetz von Peter , Patrick McGuire and Catherine Koch

Bank for International Settlements Working Papers (Paper: 737, 20.08.2018)

Abstract

JEL: E59, F42, G21
FX swaps and forwards: missing global debt?

by Robert Neil McCauley , Patrick McGuire and Claudio Borio

Bank for International Settlements Quarterly Review (Paper: 1709e, 17.09.2017)

Abstract

JEL: F31, F34, F41
Supply- and Demand-Side Factors in Global Banking

by David E. Weinstein , Patrick McGuire and Mary Amiti

Federal Reserve Bank of New York Staff Reports (Paper: 818, 20.06.2017)

Abstract

JEL: F34, G01, G21
Financial deglobalisation in banking?

by Agustín S Bénétrix , Robert Neil McCauley , Goetz von Peter and Patrick McGuire

Bank for International Settlements Working Papers (Paper: 650, 01.06.2017)

Abstract

JEL: F36, F4, G21
Supply- and demand-side factors in global banking

by David E Weinstein , Patrick McGuire and Mary Amiti

Bank for International Settlements Working Papers (Paper: 639, 19.05.2017)

Abstract

JEL: F34, G01, G21
International Prudential Policy Spillovers: A Global Perspective

by Stefan Avdjiev , Goetz von Peter , Patrick McGuire and Cathérine Koch

IJCB International Journal of Central Banking (Paper: 17q1a01, 01.03.2017)

Abstract

JEL: F42, G15, G21
Foreign banks and credit conditions in EMEs

by Torsten Ehlers and Patrick McGuire

Bank for International Settlements BIS Papers (Paper: 91-10, 01.03.2017)

JEL: F34, G01, G21
The failure of covered interest parity: FX hedging demand and costly balance sheets

by Vladyslav Sushko , Robert Neil McCauley , Patrick McGuire and Claudio Borio

Bank for International Settlements Working Papers (Paper: 590, 27.10.2016)

Abstract

JEL: F31, G02, G15
International prudential policy spillovers: a global perspective

by Stefan Avdjiev , Goetz von Peter , Patrick McGuire and Cathérine Koch

Bank for International Settlements Working Papers (Paper: 589, 20.10.2016)

Abstract

JEL: F42, G15, G21
Covered interest parity lost: understanding the cross-currency basis

by Vladyslav Sushko , Robert Neil McCauley , Patrick McGuire and Claudio Borio

Bank for International Settlements Quarterly Review (Paper: 1609e, 18.09.2016)

Abstract

JEL: F31, G15, G2
The resilience of banks' international operations

by Goetz von Peter and Patrick McGuire

Bank for International Settlements Quarterly Review (Paper: 1603g, 06.03.2016)

Abstract

JEL: F34, G01, G21
Dollar credit to emerging market economies

by Vladyslav Sushko , Patrick McGuire and Robert Neil McCauley

Bank for International Settlements Quarterly Review (Paper: 1512e, 06.12.2015)

Abstract

JEL: E43, E51, F34, G21, G23
Enhanced data to analyse international banking

by Philip Wooldridge , Patrick McGuire and Stefan Avdjiev

Bank for International Settlements Quarterly Review (Paper: 1509f, 15.09.2015)

Abstract

JEL: C82, F34
Global dollar credit: links to US monetary policy and leverage

by Vladyslav Sushko , Robert N. McCauley and Patrick McGuire

Bank for International Settlements Working Papers (Paper: 483, 22.01.2015)

Abstract

JEL: E43, E51, F34, G21, G23
The 2011 FDIC assessment on banks managed liabilities: interest rate and balance-sheet responses

by Lawrence L Kreicher , Robert N. McCauley and Patrick McGuire

Bank for International Settlements Working Papers (Paper: 413, 22.07.2013)

Abstract
Interpreting TARGET2 balances

by Stephen Cecchetti , Robert N. McCauley and Patrick McGuire

Bank for International Settlements Working Papers (Paper: 393, 22.07.2013)

Abstract
Rapid credit growth and international credit: Challenges for Asia

by Stefan Avdjiev , Robert N. McCauley and Patrick McGuire

Bank for International Settlements Working Papers (Paper: 377, 12.04.2012)

Abstract

JEL: E32, F34, F43
Systemic risk in global banking: what can available data tell us and what more data are needed?

by Eugenio Cerutti , Stijn Claessens and Patrick McGuire

Bank for International Settlements Working Papers (Paper: 376, 11.04.2012)

Abstract

JEL: F21, F34, G15, G18, Y1
Assessing global liquidity by Dietrich Domanski, Ingo Fender and Patrick McGuire

by Dietrich Domanski , Ingo Fender and Patrick McGuire

Bank for International Settlements Quarterly Review (Paper: 1112g, 12.12.2011)

Abstract
Global credit and domestic credit booms

by Claudio Borio , Robert N. McCauley and Patrick McGuire

Bank for International Settlements Quarterly Review (Paper: 1109f, 19.09.2011)

Abstract
Bank structure, funding risk and the transmission of shocks across countries: concepts and measurement

by Ingo Fender and Patrick McGuire

Bank for International Settlements Quarterly Review (Paper: 1009h, 06.09.2010)

Abstract

JEL: F34, G15, G21, Y10
European banks'US dollar funding pressures

by Ingo Fender and Patrick McGuire

Bank for International Settlements Quarterly Review (Paper: 1006h, 14.06.2010)

Abstract

JEL: F34, F55, G01, G21
Toward a global risk map

by Ingo Fender , Patrick McGuire and Stephen Cecchetti

Bank for International Settlements Working Papers (Paper: 309, 27.05.2010)

Abstract

JEL: F3, G01, G15, G21, Y1
The architecture of global banking: from international to multinational?

by Robert N. McCauley , Patrick McGuire and Goetz von Peter

Bank for International Settlements Quarterly Review (Paper: 1003e, 15.04.2010)

Abstract

JEL: F34, F36, G21
Dollar appreciation in 2008: safe haven, carry trades, dollar shortage and overhedging

by Robert N. McCauley and Patrick McGuire

Bank for International Settlements Quarterly Review (Paper: 0912i, 07.12.2009)

Abstract

JEL: F3, G2
The US dollar shortage in global banking and the international policy response

by Patrick McGuire and Goetz von Peter

Bank for International Settlements Working Papers (Paper: 291, 14.10.2009)

Abstract

JEL: F34, F55, G01, G21
Bank ties and firm performance in Japan: some evidence since FY2002

by Patrick McGuire

Bank for International Settlements Working Papers (Paper: 272, 03.03.2009)

Abstract

JEL: G21, G32, L25
The US dollar shortage in global banking

by Patrick McGuire and Goetz von Peter

Bank for International Settlements Quarterly Review (Paper: 0903f, 02.03.2009)

Abstract

JEL: F34, G01, G21
Bank health and lending to emerging markets

by Patrick McGuire and Nikola A Tarashev

Bank for International Settlements Quarterly Review (Paper: 0812g, 08.12.2008)

Abstract
Estimating hedge fund leverage

by Kostas Tsatsaronis and Patrick McGuire

Bank for International Settlements Working Papers (Paper: 260, 18.09.2008)

Abstract

JEL: G20, G23
International banking activity amidst the turmoil

by Patrick McGuire and Goetz von Peter

Bank for International Settlements Quarterly Review (Paper: 0806e, 09.06.2008)

Abstract

JEL: F34, G15, G21
Global monitoring with the BIS international banking statistics

by Patrick McGuire and Nikola A Tarashev

Bank for International Settlements Working Papers (Paper: 244, 01.03.2008)

Abstract
International banking with the euro

by Patrick McGuire and Nikola A Tarashev

Bank for International Settlements Quarterly Review (Paper: 0712f, 10.12.2007)

Abstract
Evidence of carry trade activity

by Patrick McGuire , Alexandra Heath and Gabriele Galati

Bank for International Settlements Quarterly Review (Paper: 0709e, 03.09.2007)

Abstract

JEL: F31, F32, G15
Tracking international bank flows

by Patrick McGuire and Nikola A Tarashev

Bank for International Settlements Quarterly Review (Paper: 0612e, 11.12.2006)

Abstract

JEL: F34, G15, G21
The BIS consolidated banking statistics: structure, uses and recent enhancements

by Patrick McGuire and Philip Wooldridge

Bank for International Settlements Quarterly Review (Paper: 0509f, 05.09.2005)

Abstract

JEL: C82, F34
Time-varying exposures and leverage in hedge funds

by Patrick McGuire , Kostas Tsatsaronis and Eli M. Remolona

Bank for International Settlements Quarterly Review (Paper: 0503f, 09.03.2005)

Abstract

JEL: G11, G12
Did investors regard real estate as

by Serdar Dinc and Patrick McGuire

Bank for International Settlements Working Papers (Paper: 164, 02.12.2004)

Abstract

JEL: G10, G12
A shift in London's eurodollar market

by Patrick McGuire

Bank for International Settlements Quarterly Review (Paper: 0409g, 08.09.2004)

Abstract

JEL: G15
Bank ties and bond market access: evidence on investment-cash flow sensitivity in Japan

by Patrick McGuire

Bank for International Settlements Working Papers (Paper: 151, 19.03.2004)

Abstract
Twin peaks in equity and housing prices?

by Patrick McGuire and Claudio Borio

Bank for International Settlements Quarterly Review (Paper: 0403g, 08.03.2004)

Abstract

JEL: E30, E32
Common factors in emerging market spreads

by Martijn A Schrijvers and Patrick McGuire

Bank for International Settlements Quarterly Review (Paper: 0312f, 01.01.2004)

Abstract

JEL: G11, G12, G15