International - Central Bank Research Hub

Title Author(s)

Sovereign credit default swaps

Bank for International Settlements Quarterly Review [View] (Paper: 0312g, 01.01.2004)

JEL: G15

To provision or not to provision

Bank for International Settlements Quarterly Review [View] (Paper: 0109e, 01.01.2004)

Explaining changes in house prices

Bank for International Settlements Quarterly Review [View] (Paper: 0209f, 01.01.2004)

Changing links between mature and emerging financial markets

Bank for International Settlements Quarterly Review [View] (Paper: 0309e, 01.01.2004)

Collateral in wholesale financial markets

Bank for International Settlements Quarterly Review [View] (Paper: 0109g, 01.01.2004)

Rising foreign currency liquidity of banks in China

Bank for International Settlements Quarterly Review [View] (Paper: 0209h, 01.01.2004)

Reaching for yield: selected issues for reserve managers

Bank for International Settlements Quarterly Review [View] (Paper: 0309g, 01.01.2004)

Do macro announcements still drive the US bond market?

Bank for International Settlements Quarterly Review [View] (Paper: 0106f, 01.01.2004)

What¿s behind the liquidity spread? On-the-run and off-the-run US Treasuries in autumn 1998

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

Capital flows in East Asia since the 1997 crisis

Bank for International Settlements Quarterly Review [View] (Paper: 0306e, 01.01.2004)

Benchmark tipping in the money and bond markets

Bank for International Settlements Quarterly Review [View] (Paper: 0103e, 01.01.2004)

Globalising international banking

Bank for International Settlements Quarterly Review [View] (Paper: 0203e, 01.01.2004)

What drives investor risk aversion? Daily evidence from the German equity market

Bank for International Settlements Quarterly Review [View] (Paper: 0306g, 01.01.2004)

The euro interest rate swap market

Bank for International Settlements Quarterly Review [View] (Paper: 0303f, 01.01.2004)

Do syndicated credits anticipate BIS consolidated banking data?

Bank for International Settlements Quarterly Review [View] (Paper: 0203g, 01.01.2004)

Transparency versus constructive ambiguity in foreign exchange intervention

Bank for International Settlements Working papers [View] (Paper: 144, 24.10.2003)

Three episodes of financial fragility in Norway since the 1890s

Bank for International Settlements Working papers [View] (Paper: 142, 24.10.2003)

The Balassa-Samuelson effect in central Europe: a disaggregated analysis

Bank for International Settlements Working papers [View] (Paper: 143, 24.10.2003)

JEL: E31, F36, O11, P20

The Great Depression as a credit boom gone wrong

Bank for International Settlements Working papers [View] (Paper: 137, 25.09.2003)

JEL: E3, N2

Asset prices, financial imbalances and monetary policy: are inflation targets enough?

Bank for International Settlements Working papers [View] (Paper: 140, 25.09.2003)

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

The price level, relative prices and economic stability: aspects of the interwar debate

Bank for International Settlements Working papers [View] (Paper: 136, 25.09.2003)

Financial strains and the zero lower bound: the Japanese experience

Bank for International Settlements Working papers [View] (Paper: 141, 25.09.2003)

External constraints on monetary policy and the financial accelerator

Bank for International Settlements Working papers [View] (Paper: 139, 25.09.2003)

Currency crises and the informational role of interest rates

Bank for International Settlements Working papers [View] (Paper: 135, 17.09.2003)

How good is the BankScope database? A cross-validation exercise with correction factors for market concentration measures

Bank for International Settlements Working papers [View] (Paper: 133, 09.09.2003)

The cost of barriers to entry: evidence from the market for corporate euro bond underwriting

Bank for International Settlements Working papers [View] (Paper: 134, 09.09.2003)

JEL: G15, G24, G32

Developing country economic structure and the pricing of syndicated credits

Bank for International Settlements Working papers [View] (Paper: 132, 28.07.2003)

JEL: F20, F34

Optimal supervisory policies and depositor-preference laws

Bank for International Settlements Working papers [View] (Paper: 131, 06.06.2003)

JEL: G21, G28

Living with flexible exchange rates: issues and recent experience in inflation targeting emerging market economies

Bank for International Settlements Working papers [View] (Paper: 130, 06.03.2003)

JEL: E52, E58, F31

Are credit ratings procyclical?

Bank for International Settlements Working papers [View] (Paper: 129, 27.02.2003)

JEL: C25, C81, G20, G28, G32

A tale of two perspectives: old or new challenges for monetary policy?

Bank for International Settlements Working papers [View] (Paper: 127, 20.02.2003)

Towards a macroprudential framework for financial supervision and regulation?

Bank for International Settlements Working papers [View] (Paper: 128, 20.02.2003)

Credit constraints, financial liberalisation and twin crises

Bank for International Settlements Working papers [View] (Paper: 124, 06.02.2003)

JEL: F3, G21

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

The institutional memory hypothesis and the procyclicality of bank lending behaviour

Bank for International Settlements Working papers [View] (Paper: 125, 06.02.2003)

JEL: E32, E44, G21, G28

Communication and monetary policy

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

A survey of cyclical effects in credit risk measurement models

Bank for International Settlements Working papers [View] (Paper: 126, 06.02.2003)

Changes in market functioning and central bank policy: an overview of the issues

Bank for International Settlements Working papers [View] (Paper: 120, 06.02.2003)

Should banks be diversified? Evidence from individual bank loan portfolios

Bank for International Settlements Working papers [View] (Paper: 118, 06.02.2003)

JEL: G21, G28, G31, G32

Credit risk measurement and procyclicality

Bank for International Settlements Working papers [View] (Paper: 116, 06.02.2003)

Asset prices, financial and monetary stability: exploring the nexus

Bank for International Settlements Working papers [View] (Paper: 114, 06.02.2003)

Determinants of international bank lending to emerging market countries

Bank for International Settlements Working papers [View] (Paper: 112, 06.02.2003)

JEL: E42, E52, E58

A survey of the institutional and operational aspects of modern-day currency boards

Bank for International Settlements Working papers [View] (Paper: 110, 06.02.2003)

JEL: E42, E52, E58

Implications of habit formation for optimal monetary policy

Bank for International Settlements Working papers [View] (Paper: 121, 06.02.2003)

JEL: E31, E32, E52

A VAR analysis of the effects of monetary policy in East Asia

Bank for International Settlements Working papers [View] (Paper: 119, 06.02.2003)

JEL: C32, E52

Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy

Bank for International Settlements Working papers [View] (Paper: 117, 06.02.2003)

China¿s asset management corporations

Bank for International Settlements Working papers [View] (Paper: 115, 06.02.2003)

JEL: G21, O53

The link between default and recovery rates: effects on the procyclicality of regulatory capital ratio

Bank for International Settlements Working papers [View] (Paper: 113, 06.02.2003)

JEL: G15, G21, G28

Output trends and Okun¿s law

Bank for International Settlements Working papers [View] (Paper: 111, 06.02.2003)