International - Central Bank Research Hub

Title Author(s)

Fedspeak: Who Moves U.S. Asset Prices?

IJCB International Journal of Central Banking [View] (Paper: 16q4a06, 01.12.2016)

JEL: C1, E5

The Demand for Short-Term, Safe Assets and Financial Stability: Some Evidence and Implications for Central Bank Policies

IJCB International Journal of Central Banking [View] (Paper: 16q4a08, 01.12.2016)

JEL: E4, E5, G12, G18, G2

Consumer Cash Usage: A Cross-Country Comparison with Payment Diary Survey Data

IJCB International Journal of Central Banking [View] (Paper: 16q4a01, 01.12.2016)

JEL: D12, E41, E58

What Is Learned from a Currency Crisis, Fear of Floating, or Hollow Middle? Identifying Exchange Rate Policy in Crisis Countries

IJCB International Journal of Central Banking [View] (Paper: 16q4a03, 01.12.2016)

JEL: C32, E52, F31, F33

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

Adding it all up: the macroeconomic impact of Basel III and outstanding reform issues

Bank for International Settlements Working papers [View] (Paper: 591, 07.11.2016)

JEL: E44, E61, G28

The failure of covered interest parity: FX hedging demand and costly balance sheets

Bank for International Settlements Working papers [View] (Paper: 590, 27.10.2016)

JEL: F31, G02, G15

International prudential policy spillovers: a global perspective

Bank for International Settlements Working papers [View] (Paper: 589, 20.10.2016)

JEL: F42, G15, G21

Macroprudential policies, the long-term interest rate and the exchange rate

Bank for International Settlements Working papers [View] (Paper: 588, 19.10.2016)

JEL: E43, E58, F41, G28

Globalisation and financial stability risks: is the residency-based approach of the national accounts old-fashioned?

Bank for International Settlements Working papers [View] (Paper: 587, 18.10.2016)

JEL: C80, C82, F34

Maintaining price and financial stability by monetary and macroprudential policy - evidence from Asia and the Pacific

Bank for International Settlements BIS papers [View] (Paper: 88a, 10.10.2016)

JEL: E58, E61

A spectral perspective on natural interest rates in Asia-Pacific: changes and possible drivers

Bank for International Settlements BIS papers [View] (Paper: 88e, 10.10.2016)

JEL: E43, E44, E52, F62, J11

A comparison of liquidity management tools in seven Asian economies

Bank for International Settlements BIS papers [View] (Paper: 88c, 10.10.2016)

JEL: C32, E52, G21

Monetary independence in a financially integrated world: what do measures of interest rate co-movement tell us?

Bank for International Settlements BIS papers [View] (Paper: 88i, 10.10.2016)

JEL: E52, F42, G15, O57

Leverage and risk weighted capital requirements

Bank for International Settlements Working papers [View] (Paper: 586, 30.09.2016)

JEL: G21, G28, G32

The effects of a central bank's inflation forecasts on private sector forecasts: Recent evidence from Japan

Bank for International Settlements Working papers [View] (Paper: 585, 23.09.2016)

JEL: E31, E52, E58

Exchange rate pass-through: What has changed since the crisis?

Bank for International Settlements Working papers [View] (Paper: 583, 20.09.2016)

JEL: E31, E58, F31

Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter

Bank for International Settlements Working papers [View] (Paper: 584, 20.09.2016)

JEL: C18, E17, E32

Global inflation forecasts

Bank for International Settlements Working papers [View] (Paper: 582, 20.09.2016)

JEL: C53, E31, E37

Covered interest parity lost: understanding the cross-currency basis

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

JEL: F31, G15, G2

Domestic financial markets and offshore bond financing

Bank for International Settlements Quarterly Review [View] (Paper: 1609g, 18.09.2016)

JEL: F23, F36, G15

Foreign exchange market intervention in EMEs: what has changed?

Bank for International Settlements Quarterly Review [View] (Paper: 1609f, 18.09.2016)

JEL: E44, F30, F40, G10

The ECB's QE and euro cross-border bank lending

Bank for International Settlements Quarterly Review [View] (Paper: 1609h, 18.09.2016)

JEL: F34, G15, G21

Near-money premiums, monetary policy, and the integration of money markets: lessons from deregulation

Bank for International Settlements Working papers [View] (Paper: 581, 14.09.2016)

JEL: E50, G18, N22

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

Regional pull vs global push factors: China and US influence on Asia-Pacific financial markets

Bank for International Settlements Working papers [View] (Paper: 579, 12.09.2016)

JEL: F30, G15

Financial development and the effectiveness of macroprudential measures

Bank for International Settlements BIS papers [View] (Paper: 86o, 07.09.2016)

External shocks, the exchange rate and macroprudential policy

Bank for International Settlements BIS papers [View] (Paper: 86i, 07.09.2016)

The Financial and Macroeconomic Effects of the OMT Announcements

IJCB International Journal of Central Banking [View] (Paper: 16q3a01, 01.09.2016)

JEL: C54, E47, E58

Options-Implied Probability Density Functions for Real Interest Rates

IJCB International Journal of Central Banking [View] (Paper: 16q3a03, 01.09.2016)

JEL: C58, E43, G12

Long-Run Inflation Uncertainty

IJCB International Journal of Central Banking [View] (Paper: 16q3a05, 01.09.2016)

JEL: E31, E44, G13

Financial Intermediation in a Global Environment

IJCB International Journal of Central Banking [View] (Paper: 16q3a07, 01.09.2016)

JEL: E44, F40, G01, G21

Dynamic Stochastic General Equilibrium Models and Their Discontents

IJCB International Journal of Central Banking [View] (Paper: 16q3a09, 01.09.2016)

JEL: E32, E37, E62, F15

Beggar-Thy-Neighbor? The International Effects of ECB Unconventional Monetary Policy Measures

IJCB International Journal of Central Banking [View] (Paper: 16q3a02, 01.09.2016)

JEL: C11, C32, E52, F42, G15

The Effect of Unconventional Monetary Policy on Inflation Expectations: Evidence from Firms in the United Kingdom

IJCB International Journal of Central Banking [View] (Paper: 16q3a04, 01.09.2016)

JEL: D22, E31, E52

Policy Spillovers and Synergies in a Monetary Union

IJCB International Journal of Central Banking [View] (Paper: 16q3a06, 01.09.2016)

JEL: D42, E44, E63

Rule-of-Thumb Consumers and Labor Tax Cut Policy at the Zero Lower Bound

IJCB International Journal of Central Banking [View] (Paper: 16q3a08, 01.09.2016)

JEL: E52, E62

Asset managers, eurodollars and unconventional monetary policy

Bank for International Settlements Working papers [View] (Paper: 578, 29.08.2016)

JEL: E43, E44, E52, F36, G23

Are star funds really shining? Cross-trading and performance shifting in mutual fund families

Bank for International Settlements Working papers [View] (Paper: 577, 26.08.2016)

JEL: G11, G14, G23

Crises and rescues: liquidity transmission through international banks

Bank for International Settlements Working papers [View] (Paper: 576, 26.08.2016)

JEL: F34, G01, G21

Housing collateral and small firm activity in Europe

Bank for International Settlements Working papers [View] (Paper: 575, 24.08.2016)

JEL: G30, G32, O47, R30

Low long-term interest rates as a global phenomenon

Bank for International Settlements Working papers [View] (Paper: 574, 04.08.2016)

JEL: E43, E52, F41, F65, G15

Understanding the changing equilibrium real interest rates in Asia-Pacific

Bank for International Settlements Working papers [View] (Paper: 567, 13.06.2016)

JEL: E43, E44, E52, F62, J11

Output gaps and policy stabilisation in Latin America: the effect of commodity and capital flow cycles

Bank for International Settlements Working papers [View] (Paper: 568, 13.06.2016)

JEL: E44, E52, E62, H30, H62

Monetary facts revisited

Bank for International Settlements Working papers [View] (Paper: 566, 01.06.2016)

JEL: E31, E42, E51, E52

Eurosystem Household Finance and Consumption Survey: Main Results on Assets, Debt, and Saving

IJCB International Journal of Central Banking [View] (Paper: 16q2a01, 01.06.2016)

The Distribution of Debt across Euro-Area Countries: The Role of Individual Characteristics, Institutions, and Credit Conditions

IJCB International Journal of Central Banking [View] (Paper: 16q2a03, 01.06.2016)

JEL: D14, G21, G28, K35

Supranational Supervision: How Much and For Whom?

IJCB International Journal of Central Banking [View] (Paper: 16q2a05, 01.06.2016)

JEL: G21, G28

The Transmission of Federal Reserve Tapering News to Emerging Financial Markets

IJCB International Journal of Central Banking [View] (Paper: 16q2a07, 01.06.2016)

JEL: F3, F36, G14

The Effects of Liquidity Regulation on Bank Assets and Liabilities

IJCB International Journal of Central Banking [View] (Paper: 16q2a09, 01.06.2016)

JEL: E44, G21, G28