Central Bank Research Hub - Series: Bank for International Settlements Quarterly Review

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Title Author(s)

Recent episodes of credit card distress in Asia

Paper: 0706g, 11.06.2007

JEL: D14, G14, G23, G28

The search for liquidity in the Brazilian domestic government bond market

Paper: 0706h, 11.06.2007

JEL: E44, G18, H63, O16

Interpreting sovereign spreads

Paper: 0703e, 16.03.2007

Exchange rates and global volatility: implications for Asia-Pacific currencies

Paper: 0703f, 16.03.2007

Financial investors and commodity markets

Paper: 0703g, 16.03.2007

Tracking international bank flows

Paper: 0612e, 11.12.2006

JEL: F34, G15, G21

Internationalising a currency: the case of the Australian dollar

Paper: 0612f, 11.12.2006

JEL: F3, G1

The structure of housing finance markets and house prices in Asia

Paper: 0612g, 11.12.2006

JEL: G12, G21, O53

The role of government-supported housing finance agencies in Asia

Paper: 0612h, 11.12.2006

JEL: G15, G18, G21, G28, H81, O16

The changing composition of official reserves

Paper: 0609e, 11.09.2006

JEL: E58, F31, G15

Foreign exchange reserve accumulation in emerging markets: what are the domestic implications?

Paper: 0609f, 11.09.2006

JEL: E52, E58, F31, F41

Forward currency markets in Asia: lessons from the Australian experience

Paper: 0609g, 11.09.2006

JEL: F31, G15, G18, N25

Derivatives activity and monetary policy

Paper: 0609h, 11.09.2006

JEL: E52, G12

Domestic bond markets in Latin America: achievements and challenges

Paper: 0606e, 23.06.2006

JEL: E44, F34, G15, G18, H63, O16

Securitisation in Asia and the Pacific: implications for liquidity and credit risks

Paper: 0606f, 23.06.2006

JEL: G15, G18, G21, O16

The new BIS effective exchange rate indices

Paper: 0603e, 01.04.2006

JEL: F10, F31

Prime or not so prime? An exploration of US housing finance in the new century

Paper: 0603f, 01.04.2006

JEL: G18, G28, L89

Basket weaving: the euromarket experience with basket currency bonds

Paper: 0603g, 01.04.2006

JEL: E42, E58, F02, F31, F33, F36, G15

Risk premia across asset markets: information from option prices

Paper: 0603h, 01.04.2006

JEL: G12, G13, G14

Risk aversion and risk premia in the CDS market

Paper: 0512e, 05.12.2005

JEL: G12, G13, G14

Foreign banks in emerging market economies: changing players, changing issues

Paper: 0512f, 05.12.2005

JEL: F21, F23, F36, G20

Corporate bond markets in Asia

Paper: 0512g, 05.12.2005

JEL: G14, G18, M40, O16

Reducing financial vulnerability: the development of the domestic government bond market in Mexico

Paper: 0512h, 05.12.2005

JEL: E44, G18, H63, O16

Distinguishing global dollar reserves from official holdings in the United States

Paper: 0509e, 05.09.2005

JEL: E58, F21, F31, F32, F33, F34, G15, N20

The BIS consolidated banking statistics: structure, uses and recent enhancements

Paper: 0509f, 05.09.2005

JEL: C82, F34

The rise and fall of US dollar interest rate volatility: evidence from swaptions

Paper: 0509g, 05.09.2005

JEL: G12, G13, G14

Structural models of default: lessons from firm-level data

Paper: 0509h, 05.09.2005

JEL: C52, G10, G30

Currency choice in international bond issuance

Paper: 0506e, 15.06.2005

JEL: G11, G15, G32

Structured finance: complexity, risk and the use of ratings

Paper: 0506f, 15.06.2005

JEL: G10, G20

Opening markets through a regional bond fund: lessons from ABF2

Paper: 0506g, 15.06.2005

JEL: E44, G15, G18, O16

Trading Asian currencies

Paper: 0503e, 09.03.2005

JEL: F31, F36

Time-varying exposures and leverage in hedge funds

Paper: 0503f, 09.03.2005

JEL: G11, G12

CDS index tranches and the pricing of credit risk correlations

Paper: 0503g, 09.03.2005

JEL: G12, G13, G14

Contractual terms and CDS pricing

Paper: 0503h, 09.03.2005

JEL: G12, G13

Assessing new perspectives on country risk

Paper: 0412e, 06.12.2004

JEL: F30, G15

Why has FX trading surged?

Paper: 0412f, 06.12.2004

JEL: F31

The syndicated loan market

Paper: 0412g, 06.12.2004

JEL: G10, G20

The nature of credit risk in project finance

Paper: 0412h, 06.12.2004

JEL: F34, G12, G28, G32

Basel II - towards a new common language

Paper: 0409e, 08.09.2004

JEL: G18, G28

Diversifying with Asian local currency bonds

Paper: 0409f, 08.09.2004

JEL: E44, G15, H63, O16

A shift in London's eurodollar market

Paper: 0409g, 08.09.2004

JEL: G15

Macroeconomic announcements and implied volatilities in swaption markets

Paper: 0409h, 08.09.2004

JEL: G10, G14

The price impact of rating announcements: evidence from the credit default swap market

Paper: 0406e, 14.06.2004

JEL: G10, G14

Asian local currency bond markets

Paper: 0406f, 14.06.2004

JEL: E44, G15, H63, O16

The markets for non-deliverable forwards in Asian currencies

Paper: 0406g, 14.06.2004

JEL: F31, G15, G18, N25

Household debt and the macroeconomy

Paper: 0403e, 08.03.2004

JEL: E21, E52

What drives housing price dynamics: cross-country evidence

Paper: 0403f, 08.03.2004

JEL: C32, G12, G21

Twin peaks in equity and housing prices?

Paper: 0403g, 08.03.2004

JEL: E30, E32

The Danish mortgage market

Paper: 0403h, 08.03.2004

JEL: G18, G28, L89

The credit spread puzzle

Paper: 0312e, 01.01.2004

JEL: G11, G12

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