International - Central Bank Research Hub

Title Author(s)

Assessing fiscal policy through the lens of the financial and the commodity price cycles

Bank for International Settlements Working papers [View] (Paper: 638, 17.05.2017)

JEL: E10, E32, E40, E47, E50, E62, Q33

Global value chains and effective exchange rates at the country-sector level

Bank for International Settlements Working papers [View] (Paper: 637, 08.05.2017)

JEL: F1, F3, F4, F6

Prudential policies and their impact on credit in the United States

Bank for International Settlements Working papers [View] (Paper: 635, 03.05.2017)

JEL: G21, G23, G28

The impact of warnings published in a financial stability report on loan-to value ratios

Bank for International Settlements Working papers [View] (Paper: 633, 03.05.2017)

JEL: E58, G21, G28

The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry data

Bank for International Settlements Working papers [View] (Paper: 636, 03.05.2017)

JEL: E43, E58, G18, G28

Evaluating the impact of macroprudential policies on credit growth in Colombia

Bank for International Settlements Working papers [View] (Paper: 634, 03.05.2017)

JEL: C23, E58, G28

The impact of macroprudential housing finance tools in Canada

Bank for International Settlements Working papers [View] (Paper: 632, 03.05.2017)

JEL: C63, D14, G28

Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets

Bank for International Settlements Working papers [View] (Paper: 631, 26.04.2017)

JEL: G12, G14, G15

How post-crisis regulation has affected bank CEO compensation

Bank for International Settlements Working papers [View] (Paper: 630, 25.04.2017)

JEL: G21, G28, G32

The beneficial aspect of FX volatility for market liquidity

Bank for International Settlements Working papers [View] (Paper: 629, 25.04.2017)

JEL: F31, G12

Is monetary policy less effective when interest rates are persistently low?

Bank for International Settlements Working papers [View] (Paper: 628, 24.04.2017)

JEL: E43, E52

External debt composition and domestic credit cycles

Bank for International Settlements Working papers [View] (Paper: 627, 21.04.2017)

JEL: E10, E40, E47, E50

Monetary policy's rising FX impact in the era of ultra-low rates

Bank for International Settlements Working papers [View] (Paper: 626, 11.04.2017)

JEL: E52, E58, F31

Scarcity effects of QE: A transaction-level analysis in the Bund market

Bank for International Settlements Working papers [View] (Paper: 625, 10.04.2017)

JEL: E52, E63, G11, G12, H63

Does exchange rate depreciation have contractionary effects on firm-level investment?

Bank for International Settlements Working papers [View] (Paper: 624, 06.04.2017)

JEL: E2, E3, F2, F3

International inflation spillovers through input linkages

Bank for International Settlements Working papers [View] (Paper: 623, 05.04.2017)

JEL: E31, E52, E58, F02, F14, F33, F41, F42, F62

External financing and economic activity in the euro area - why are bank loans special?

Bank for International Settlements Working papers [View] (Paper: 622, 24.03.2017)

JEL: E30, E40, E50, G20, G30

The dynamics of investment projects: evidence from Peru

Bank for International Settlements Working papers [View] (Paper: 621, 23.03.2017)

JEL: E43, E51, E52

Volatility risk premia and future commodities returns

Bank for International Settlements Working papers [View] (Paper: 619, 23.03.2017)

JEL: F37, G15, G17, Q02

Oil, equities, and the zero lower bound

Bank for International Settlements Working papers [View] (Paper: 617, 23.03.2017)

JEL: C81, E01, E30, F31, F41

Commodity price risk management and fiscal policy in a sovereign default model

Bank for International Settlements Working papers [View] (Paper: 620, 23.03.2017)

JEL: F34, F41, F44

Business cycles in an oil economy

Bank for International Settlements Working papers [View] (Paper: 618, 23.03.2017)

JEL: C11, E30, F41, F44

Macro policy responses to natural resource windfalls and the crash in commodity prices

Bank for International Settlements Working papers [View] (Paper: 616, 23.03.2017)

JEL: E60, F34, F35, F43, H21, H63, O11, Q33

Currency wars or efficient spillovers?

Bank for International Settlements Working papers [View] (Paper: 615, 21.03.2017)

JEL: D61, F13, F33, F42

Changing business models in international bank funding

Bank for International Settlements Working papers [View] (Paper: 614, 09.03.2017)

JEL: C32, F65, G21

The bond benchmark continues to tip to swaps

Bank for International Settlements Quarterly Review [View] (Paper: 1703h, 06.03.2017)

JEL: G12, G15

Consumption-led expansions

Bank for International Settlements Quarterly Review [View] (Paper: 1703e, 06.03.2017)

JEL: E21, E32, E50, F43, O40

The quest for speed in payments

Bank for International Settlements Quarterly Review [View] (Paper: 1703g, 06.03.2017)

JEL: E58, G20, O30

The new era of expected credit loss provisioning

Bank for International Settlements Quarterly Review [View] (Paper: 1703f, 06.03.2017)

JEL: G21, G28, M40, M48

International Banking and Cross-Border Effects of Regulation: Lessons from Canada

IJCB International Journal of Central Banking [View] (Paper: 17q1a02, 01.03.2017)

JEL: F34, G01, G21

Changes in Prudential Policy Instruments - A New Cross-Country Database

IJCB International Journal of Central Banking [View] (Paper: 17q1a17, 01.03.2017)

JEL: E43, E58, G18, G28

International Banking and Cross-Border Effects of Regulation: Lessons from Chile

IJCB International Journal of Central Banking [View] (Paper: 17q1a04, 01.03.2017)

JEL: E32, F32, F34, G15, G21

International Banking and Cross-Border Effects of Regulation: Lessons from France

IJCB International Journal of Central Banking [View] (Paper: 17q1a06, 01.03.2017)

JEL: F36, G21, G28

International Banking and Cross-Border Effects of Regulation: Lessons from Italy

IJCB International Journal of Central Banking [View] (Paper: 17q1a08, 01.03.2017)

JEL: G20, G21

International Banking and Cross-Border Effects of Regulation: Lessons from Korea

IJCB International Journal of Central Banking [View] (Paper: 17q1a10, 01.03.2017)

JEL: F34, G01, G21, G28

International Banking and Cross-Border Effects of Regulation: Lessons from Poland

IJCB International Journal of Central Banking [View] (Paper: 17q1a12, 01.03.2017)

JEL: F42, G18, G21

International Banking and Cross-Border Effects of Regulation: Lessons from Turkey

IJCB International Journal of Central Banking [View] (Paper: 17q1a14, 01.03.2017)

JEL: F42, F44, G15, G21

International Prudential Policy Spillovers: A Global Perspective

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

JEL: F42, G15, G21

International Banking and Cross-Border Effects of Regulation: Lessons from the United States

IJCB International Journal of Central Banking [View] (Paper: 17q1a16, 01.03.2017)

JEL: F42, F44, G15, G21

International Banking and Cross-Border Effects of Regulation: Lessons from Switzerland

IJCB International Journal of Central Banking [View] (Paper: 17q1a03, 01.03.2017)

JEL: F42, G21, G28

Cross-Border Prudential Policy Spillovers: How Much? How Important? Evidence from the International Banking Research Network

IJCB International Journal of Central Banking [View] (Paper: 17q1a18, 01.03.2017)

JEL: F34, G01, G21

International Banking and Cross-Border Effects of Regulation: Lessons from Germany

IJCB International Journal of Central Banking [View] (Paper: 17q1a05, 01.03.2017)

JEL: F30, G01, G20, G28

International Banking and Cross-Border Effects of Regulation: Lessons from Hong Kong

IJCB International Journal of Central Banking [View] (Paper: 17q1a07, 01.03.2017)

JEL: E58, F34, G21, G28

International Banking and Cross-Border Effects of Regulation: Lessons from Mexico

IJCB International Journal of Central Banking [View] (Paper: 17q1a09, 01.03.2017)

JEL: E58, F65, G01, G21, G28

International Banking and Cross-Border Effects of Regulation: Lessons from the Netherlands

IJCB International Journal of Central Banking [View] (Paper: 17q1a11, 01.03.2017)

JEL: F42, F44, G15, G21

International Banking and Cross-Border Effects of Regulation: Lessons from Portugal

IJCB International Journal of Central Banking [View] (Paper: 17q1a13, 01.03.2017)

JEL: F42, G21, G28

International Banking and Cross-Border Effects of Regulation: Lessons from the United Kingdom

IJCB International Journal of Central Banking [View] (Paper: 17q1a15, 01.03.2017)

JEL: F32, F34, G21

Risk sharing and real exchange rates: the role of non-tradable sector and trend shocks

Bank for International Settlements Working papers [View] (Paper: 613, 28.02.2017)

JEL: E32, F41, F44

Monetary policy and bank lending in a low interest rate environment: diminishing effectiveness?

Bank for International Settlements Working papers [View] (Paper: 612, 27.02.2017)

JEL: E44, E51, E52

The effects of tax on bank liability structure

Bank for International Settlements Working papers [View] (Paper: 611, 23.02.2017)

JEL: G21, G32, G38, H25