Central Bank Research Hub - Series: Bank for International Settlements Working papers 2015

Papers by year: All | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003

Title Author(s)

Managing price and financial stability objectives - what can we learn from the Asia-Pacific region?

Paper: 533, 24.12.2015

JEL: E58, E61

Mortgage risk and the yield curve

Paper: 532, 14.12.2015

JEL: E43, G12, G21

The supply side of household finance

Paper: 531, 03.12.2015

JEL: D14, E43, G11, G12, G21

Commercial bank failures during The Great Recession: the real (estate) story

Paper: 530, 30.11.2015

JEL: G21, G28, R33

A search-based model of the interbank money market and monetary policy implementation

Paper: 529, 20.11.2015

JEL: E5, G21

External shocks, banks and optimal monetary policy in an open economy

Paper: 528, 20.11.2015

JEL: E44, G21, G28

Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve

Paper: 527, 17.11.2015

JEL: E0, E4, G0, G01

Modelling the time-variation in euro area lending spreads

Paper: 526, 10.11.2015

JEL: C32, E43, E52

Capital flows and the current account: Taking financing (more) seriously

Paper: 525, 20.10.2015

Breaking free of the triple coincidence in international finance

Paper: 524, 20.10.2015

The evolution of inflation expectations in Canada and the US

Paper: 523, 16.10.2015

Do banks extract informational rents through collateral?

Paper: 522, 16.10.2015

Does variance risk have two prices? Evidence from the equity and option markets

Paper: 521, 12.10.2015

Optimal inflation with corporate taxation and financial constraints

Paper: 520, 12.10.2015

The hunt for duration: not waving but drowning?

Paper: 519, 12.10.2015

JEL: E43, G11, G12, G22

The impact of CCPs' margin policies on repo markets

Paper: 515, 07.10.2015

JEL: E43, G01, G10

Monetary policy and financial spillovers: losing traction?

Paper: 518, 07.10.2015

JEL: E40, E43, E44, E50, E52, F30, F41, G15

Leverage on the buy side

Paper: 517, 07.10.2015

JEL: F65, G11, G15, G23

Optimal time-consistent macroprudential policy

Paper: 516, 06.10.2015

JEL: D62, E32, E44, F32, F41

The influence of monetary policy on bank profitability

Paper: 514, 01.10.2015

JEL: C53, E43, E52, G21

The determinants of long-term debt issuance by European banks: evidence of two crises

Paper: 513, 01.10.2015

JEL: E44, E58, F3, G21, G32

International reserves and gross capital flow dynamics

Paper: 512, 01.10.2015

JEL: F21, F32, F33

Higher bank capital requirements and mortgage pricing: evidence from the Countercyclical Capital Buffer (CCB)

Paper: 511, 02.09.2015

JEL: E44, E5, G21, G28

Global dollar credit and carry trades: a firm-level analysis

Paper: 510, 27.08.2015

JEL: F32, G15, G30

Investor redemptions and fund manager sales of emerging market bonds: how are they related?

Paper: 509, 24.08.2015

JEL: G11, G15, G23

Bond markets and monetary policy dilemmas for the emerging markets

Paper: 508, 07.08.2015

JEL: E43, E52, E58

Macroeconomic Effects of Banking Sector Losses across Structural Models

Paper: 507, 30.07.2015

JEL: E32, E44, E47

Macroprudential Policies in a Commodity Exporting Economy

Paper: 506, 30.07.2015

JEL: E3, E58

Phases of global liquidity, fundamentals news, and the design of macroprudential policy

Paper: 505, 30.07.2015

JEL: D62, E32, E44, F32, F41

Credit and macroprudential policy in an emerging economy: a structural model assessment

Paper: 504, 30.07.2015

JEL: E17, E51, E52, E58

Inflation targeting and financial stability: providing policymakers with relevant information

Paper: 503, 28.07.2015

JEL: E44, E52, E58, G18, G28

Comparative assessment of macroprudential policies

Paper: 502, 28.07.2015

JEL: E52, E58, F32, F34, G28

Leverage dynamics and the real burden of debt

Paper: 501, 28.07.2015

JEL: E20, E32, E44, G01

Foreign exchange intervention: strategies and effectiveness

Paper: 499, 24.03.2015

JEL: E58, F31

Liquidity Squeeze, Abundant Funding and Macroeconomic Volatility

Paper: 498, 24.03.2015

JEL: D53, D82, D86

Global Asset Allocation Shifts

Paper: 497, 24.03.2015

JEL: F30, G11, G15

When is macroprudential policy effective?

Paper: 496, 24.03.2015

JEL: E58, G28

The transmission of monetary policy in EMEs in a changing financial environment: a longitudinal analysis

Paper: 495, 24.03.2015

JEL: E40, E50

Financial crisis, US unconventional monetary policy and international spillovers

Paper: 494, 17.03.2015

JEL: E43, E44, E52, E65, F42, F47

Why do we need both liquidity regulations and a lender of last resort? A perspective from Federal Reserve lending during the 2007-09 US financial crisis

Paper: 493, 06.03.2015

JEL: E58, G01, G28

Assessing the CNH-CNY pricing differential: role of fundamentals, contagion and policy

Paper: 492, 27.02.2015

JEL: C22, C52, F31

Why does financial sector growth crowd out real economic growth?

Paper: 490, 12.02.2015

JEL: D92, E22, E44, O4

Liquidity and growth: the role of counter-cyclical interest rates

Paper: 489, 12.02.2015

JEL: E32, E43, E52

Bank competition and credit booms

Paper: 488, 12.02.2015

JEL: D82, D86, E51, E52, G21

The biofuel connection: impact of US regulation on oil and food prices

Paper: 487, 12.02.2015

JEL: H23, O13, Q16, Q48

Why did bank lending rates diverge from policy rates after the financial crisis?

Paper: 486, 12.02.2015

JEL: E43, E52, G21

Can demography affect inflation and monetary policy?

Paper: 485, 09.02.2015

JEL: E31, E52, J11

Bank capital shock propagation via syndicated interconnectedness

Paper: 484, 27.01.2015

JEL: E32, E44, E52, G12, G20

Global dollar credit: links to US monetary policy and leverage

Paper: 483, 22.01.2015

JEL: E43, E51, F34, G21, G23

Secular stagnation, debt overhang and other rationales for sluggish growth, six years on

Paper: 482, 22.01.2015

JEL: E32, E62

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