Central Bank Research Hub - Series: Bank for International Settlements Working papers 2016

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

Title Author(s)

The currency dimension of the bank lending channel in international monetary transmission

Paper: 600, 29.12.2016

JEL: E5, F42, G21

Banking industry dynamics and size-dependent capital regulation

Paper: 599, 21.12.2016

JEL: C60, E50, G21, G28

Did the founding of the Federal Reserve affect the vulnerability of the interbank system to contagion risk?

Paper: 598, 21.12.2016

JEL: E42, E44, E58, G21, N11, N12, N21, N22

Bank networks: contagion, systemic risk and prudential policy

Paper: 597, 20.12.2016

JEL: C63, D85, G21, G28, L14

Macroeconomics of bank capital and liquidity regulations

Paper: 596, 19.12.2016

JEL: E60, G18, G28

Bank lending and loan quality: the case of India

Paper: 595, 16.12.2016

JEL: E30, G10, G21

A quantitative case for leaning against the wind

Paper: 594, 09.12.2016

JEL: E32, E37, E52, E58

The countercyclical capital buffer and the composition of bank lending

Paper: 593, 06.12.2016

JEL: E51, E58, E60, G01, G21, G28

The dollar, bank leverage and the deviation from covered interest parity

Paper: 592, 15.11.2016

JEL: F3, G1, G2

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

Paper: 591, 07.11.2016

JEL: E44, E61, G28

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

Paper: 590, 27.10.2016

JEL: F31, G02, G15

International prudential policy spillovers: a global perspective

Paper: 589, 20.10.2016

JEL: F42, G15, G21

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

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?

Paper: 587, 18.10.2016

JEL: C80, C82, F34

Leverage and risk weighted capital requirements

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

Paper: 585, 23.09.2016

JEL: E31, E52, E58

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

Paper: 584, 20.09.2016

JEL: C18, E17, E32

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

Paper: 583, 20.09.2016

JEL: E31, E58, F31

Global inflation forecasts

Paper: 582, 20.09.2016

JEL: C53, E31, E37

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

Paper: 581, 14.09.2016

JEL: E50, G18, N22

Bank capital and dividend externalities

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

Paper: 579, 12.09.2016

JEL: F30, G15

Asset managers, eurodollars and unconventional monetary policy

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

Paper: 577, 26.08.2016

JEL: G11, G14, G23

Crises and rescues: liquidity transmission through international banks

Paper: 576, 26.08.2016

JEL: F34, G01, G21

Housing collateral and small firm activity in Europe

Paper: 575, 24.08.2016

JEL: G30, G32, O47, R30

Low long-term interest rates as a global phenomenon

Paper: 574, 04.08.2016

JEL: E43, E52, F41, F65, G15

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

Paper: 568, 13.06.2016

JEL: E44, E52, E62, H30, H62

Understanding the changing equilibrium real interest rates in Asia-Pacific

Paper: 567, 13.06.2016

JEL: E43, E44, E52, F62, J11

Monetary facts revisited

Paper: 566, 01.06.2016

JEL: E31, E42, E51, E52

The Collateral Trap

Paper: 565, 01.06.2016

JEL: G21

Has the pricing of stocks become more global?

Paper: 560, 18.05.2016

JEL: F36, G12, G15

A comparative analysis of developments in central bank balance sheet composition

Paper: 559, 11.04.2016

JEL: E40, E42, E50, E58

Why bank capital matters for monetary policy

Paper: 558, 07.04.2016

JEL: E44, E51, E52

How does bank capital affect the supply of mortgages? Evidence from a randomized experiment

Paper: 557, 01.04.2016

JEL: D14, G21

Threat of entry and debt maturity: evidence from airlines

Paper: 556, 01.04.2016

JEL: D21, D43, G31, G32, L93

The causal effect of house prices on mortgage demand and mortgage supply: evidence from Switzerland

Paper: 555, 30.03.2016

JEL: D14, G21, J61, R21

Can a bank run be stopped? Government guarantees and the run on Continental Illinois

Paper: 554, 30.03.2016

JEL: G01, G21, H12

What drives the short-run costs of fiscal consolidation? Evidence from OECD countries

Paper: 553, 29.03.2016


Fiscal sustainability and the financial cycle

Paper: 552, 21.03.2016

JEL: E44, E52, E60, H30, H62

When the walk is not random: commodity prices and exchange rates

Paper: 551, 18.03.2016

JEL: F10, F31, G12

A new dimension to currency mismatches in the emerging markets - non-financial companies

Paper: 550, 17.03.2016

JEL: E40, F20, F30, F34, F41, F65

Monetary policy spillovers and currency networks in cross-border bank lending

Paper: 549, 17.03.2016

JEL: F34, G15, G21

Moving in tandem: bank provisioning in emerging market economies

Paper: 548, 07.03.2016

JEL: G21, G28

When pegging ties your hands

Paper: 547, 07.03.2016

JEL: D82, D84, F31

Financial intermediation and monetary policy transmission in EMEs: What has changed post-2008 crisis?

Paper: 546, 07.03.2016

JEL: E52, E58, G15

Booms and banking crises

Paper: 545, 17.02.2016

JEL: E32, E44, G01, G21

What drives inflation expectations in Brazil? Public versus private information

Paper: 544, 02.02.2016

JEL: D82, D83, E31, F31

Fiscal policy and the cycle in Latin America: the role of financing conditions and fiscal rules

Paper: 543, 01.02.2016

JEL: G12, H3

Bank standalone credit ratings

Paper: 542, 01.02.2016

JEL: G14, G15, G21

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