Ilhyock Shim - Central bank research hub

Papers by year: All | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2011 | 2010 | 2008 | 2007 | 2006 | 2005

The role of different institutional investors in Asia-Pacific bond markets during the taper tantrum

by David Ng , Jose Maria Vidal Pastor and Ilhyock Shim

Bank for International Settlements BIS Papers (Paper: 102-15, 01.04.2019)

JEL: F21, G11, G15
Bond risk premia and the exchange rate

by Boris Hofmann , Ilhyock Shim and Hyun Song Shin

Bank for International Settlements BIS Working Papers (Paper: 775, 18.03.2019)

Abstract

JEL: G12, G15, G23
Financial stress in lender countries and capital outflows from emerging market economies

by Kwanho Shin and Ilhyock Shim

Bank for International Settlements BIS Working Papers (Paper: 745, 01.09.2018)

Abstract

JEL: E44, F15, F21, F34, F38
The macroeconomic effects of macroprudential policy

by Ilhyock Shim , Björn Richter and Moritz Schularick

Bank for International Settlements BIS Working Papers (Paper: 740, 01.08.2018)

JEL: E58, G28
Exchange rate appreciations and corporate risk taking

by Xiaoxi Liu , Sebnem Kalemli-Ozcan and Ilhyock Shim

Bank for International Settlements BIS Working Papers (Paper: 710, 01.03.2018)

Abstract

JEL: E0, F0, F1
Cross-stock market spillovers through variance risk premiums and equity flows

by Masazumi Hattori , Ilhyock Shim and Yoshihiko Sugihara

Bank for International Settlements BIS Working Papers (Paper: 702, 01.02.2018)

Abstract

JEL: F32, G12, G15, G23
The beneficial aspect of FX volatility for market liquidity

by Jakree Koosakul and Ilhyock Shim

Bank for International Settlements BIS Working Papers (Paper: 629, 25.04.2017)

Abstract

JEL: F31, G12
Household credit in Asia-Pacific

by Ilhyock Shim and Moritz Schularick

Bank for International Settlements BIS Papers (Paper: 91-12, 01.03.2017)

JEL: E01, E44, E58
Redemption risk and cash hoarding by asset managers

by Stephen Morris , Ilhyock Shim and Hyun Song Shin

Bank for International Settlements BIS Working Papers (Paper: 608, 30.01.2017)

Abstract

JEL: E52, G11, G15, G23
The real effects of household debt in the short and long run

by Marco Jacopo Lombardi , Madhusudan Mohanty and Ilhyock Shim

Bank for International Settlements BIS Working Papers (Paper: 607, 27.01.2017)

Abstract

JEL: E21, E44, G21
Financial development and the effectiveness of macroprudential measures

by Philip Turner , Ilhyock Shim , Turalay Kenç and Yusuf Soner Başkaya

Bank for International Settlements BIS Papers (Paper: 86o, 07.09.2016)

Sovereign yields and the risk-taking channel of currency appreciation

by Hyun Song Shin , Boris Hofmann and Ilhyock Shim

Bank for International Settlements BIS Working Papers (Paper: 538, 18.01.2016)

Abstract

JEL: G12, G15, G23
Effectiveness of macroprudential and capital flow measures in Asia and the Pacific

by Valentina Bruno , Ilhyock Shim and Hyun Song Shin

Bank for International Settlements BIS Papers (Paper: 82-13, 01.10.2015)

The rise of regional banking in Asia and the Pacific

by Ilhyock Shim and Eli M. Remolona

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

Abstract

JEL: F34, F36, G21
Investor redemptions and fund manager sales of emerging market bonds: how are they related?

by Jimmy Shek , Hyun Song Shin and Ilhyock Shim

Bank for International Settlements BIS Working Papers (Paper: 509, 24.08.2015)

Abstract

JEL: G11, G15, G23
Comparative assessment of macroprudential policies

by Valentina Bruno , Hyun Song Shin and Ilhyock Shim

Bank for International Settlements BIS Working Papers (Paper: 502, 28.07.2015)

Abstract

JEL: E52, E58, F32, F34, G28
Correlations across Asia-Pacific bond markets and the impact of capital flow measures

by Pornpinun Chantapacdepong and Ilhyock Shim

Bank for International Settlements BIS Working Papers (Paper: 472, 09.12.2014)

Abstract

JEL: G15, G28
Asset managers in emerging market economies

by Ilhyock Shim and Ken Miyajima

Bank for International Settlements BIS Quarterly Review (Paper: 1409e, 14.09.2014)

Abstract

JEL: G11, G15, G23
Can non-interest rate policies stabilise housing markets? Evidence from a panel of 57 economies

by Kenneth N Kuttner and Ilhyock Shim

Bank for International Settlements BIS Working Papers (Paper: 433, 15.11.2013)

Abstract
Database for policy actions on housing markets

by Jimmy Shek , Agne Subelyte , Bilyana Bogdanova and Ilhyock Shim

Bank for International Settlements BIS Quarterly Review (Paper: 1309i, 16.09.2013)

Abstract
Dislocations in the won-dollar swap markets during the crisis of 2007-09

by Naohiko Baba and Ilhyock Shim

Bank for International Settlements BIS Working Papers (Paper: 344, 21.04.2011)

Abstract
The impact of CDS trading on the bond market: evidence from Asia

by Ilhyock Shim and Haibin Zhu

Bank for International Settlements BIS Working Papers (Paper: 332, 30.11.2010)

Abstract
Policy responses to dislocations in the FX swap market: the experience of Korea

by Naohiko Baba and Ilhyock Shim

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

Abstract

JEL: G12, G13, G18
Credit derivatives and structured credit: the nascent markets of Asia and the Pacific

by Ilhyock Shim and Eli M. Remolona

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

Abstract

JEL: G12, G13, G15
What can (macro-)prudential policy do to support monetary policy?

by Claudio Borio and Ilhyock Shim

Bank for International Settlements BIS Working Papers (Paper: 242, 01.01.2008)

Abstract
Distress selling and asset market feedback

by Ilhyock Shim and Goetz von Peter

Bank for International Settlements BIS Working Papers (Paper: 229, 28.06.2007)

Abstract

JEL: E44, E58, G10, G18, G33
Dynamic prudential regulation: Is prompt corrective action optimal?

by Ilhyock Shim

Bank for International Settlements BIS Working Papers (Paper: 206, 29.05.2006)

Abstract

JEL: D82, E58, G21, G28
Forbearance and prompt corrective action

by Ilhyock Shim and Narayana R. Kocherlakota

Bank for International Settlements BIS Working Papers (Paper: 177, 08.06.2005)

Abstract

JEL: D81, G21, G28
A model of the IMF as a coinsurance arrangement

by Ralph Chami , Sunil Sharma and Ilhyock Shim

Bank for International Settlements BIS Working Papers (Paper: 170, 25.02.2005)

Abstract

JEL: D82, F02, F33, G22