Central Bank Research Hub - Series: Bank for International Settlements Working papers 2017

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

Title Author(s)

Can macroprudential measures make cross-border lending more resilient?

Paper: 683, 16.12.2017

JEL: F34, F42, G21, G38

Syndicated loans and CDS positioning

Paper: 679, 16.12.2017

JEL: G21, G28

The macroeconomic effects of asset purchases revisited

Paper: 680, 16.12.2017

JEL: E50, E51, E52

Corporate leverage in EMEs: did the global financial crisis change the determinants?

Paper: 681, 16.12.2017

JEL: G30, G32

Bank business models: popularity and performance

Paper: 682, 16.12.2017

JEL: D20, G21, L21, L25

Triffin: dilemma or myth?

Paper: 684, 01.12.2017

JEL: F32, F33, F34, F41, H63

Why so low for so long? A long-term view of real interest rates

Paper: 685, 01.12.2017

JEL: E32, E40, E44, E50, E52

Asset prices and macroeconomic outcomes: a survey

Paper: 676, 21.11.2017

JEL: D53, E21, E32, E44, E51, F36, F44, F65, G01, G10, G12, G14, G15, G21

Macroeconomic implications of financial imperfections: a survey

Paper: 677, 21.11.2017

JEL: D53, E21, E32, E44, E51, F36, F44, F65, G01, G10, G12, G14, G15, G21

CoCo issuance and bank fragility

Paper: 678, 21.11.2017

JEL: G01, G21, G28, G32

Credit supply responses to reserve requirement: loan-level evidence from macroprudential policy

Paper: 674, 18.11.2017

JEL: E51, E52, E58, G21, G28

Macroprudential Policies in Peru: The effects of Dynamic Provisioning and Conditional Reserve Requirements

Paper: 675, 18.11.2017

JEL: E51, E52, E58, G21, G28

Loan-to-value policy and housing finance: effects on constrained borrowers

Paper: 673, 17.11.2017

JEL: G21, G28

Credit misallocation during the European financial crisis

Paper: 669, 01.11.2017

JEL: D23, E24, G21

Policy Rules for Capital Controls

Paper: 670, 01.11.2017

JEL: F3, F4, F5, G0, G1

Capital misallocation and financial development: A sector-level analysis

Paper: 671, 01.11.2017

JEL: E22, E23, O16, O47

Capital and currency-based macroprudential policies: an evaluation using credit registry data

Paper: 672, 01.11.2017

JEL: C33, E58, G28

Liquidity risk in markets with trading frictions: What can swing pricing achieve?

Paper: 663, 01.10.2017

JEL: C72, G01, G23, G28

Is the price right? Swing pricing and investor redemptions

Paper: 664, 01.10.2017

JEL: C72, G01, G23, G28

Interest rates and house prices in the United States and around the world

Paper: 665, 01.10.2017

JEL: E39, E43, E58, G12, R31, R32

The real effects of relationship lending

Paper: 662, 27.09.2017

JEL: E44, G21

World changes in inequality: an overview of facts, causes, consequences and policies

Paper: 654, 07.08.2017

JEL: D31, D33, F60, H24

Demographics will reverse three multi-decade global trends

Paper: 656, 07.08.2017

JEL: D63, E31, E43, H63, J11, J18

Dollar pricing redux

Paper: 653, 01.08.2017

JEL: F1, F2, F3, F4

Quality Pricing-to-Market

Paper: 657, 01.08.2017

JEL: E3, E41, F12, F4, L13

The Distance Effect in Banking and Trade

Paper: 658, 01.08.2017

JEL: F14, F34, F65, G21

Effects of capital controls on foreign exchange liquidity

Paper: 659, 01.08.2017

JEL: F31, F38, G11, G15

Informal one-sided target zone model and the Swiss franc

Paper: 660, 01.08.2017

JEL: C61, E42, F31

How important is the Global Financial Cycle? Evidence from capital flows

Paper: 661, 01.08.2017

JEL: F32, F36, F65, G15

The discontinuation of the EUR/CHF minimum exchange rate in January 2015: was it expected?

Paper: 652, 12.07.2017

JEL: C53, F31, F37

Segmented money markets and covered interest parity arbitrage

Paper: 651, 01.07.2017

JEL: E43, F31, G15

The evolution of inflation expectations in Japan

Paper: 647, 21.06.2017

JEL: E31, E58

Macroprudential policy and bank risk

Paper: 646, 20.06.2017

JEL: E43, E58, G18, G28

Accounting for debt service: the painful legacy of credit booms

Paper: 645, 19.06.2017

JEL: D14, E17, E44, G01

The shifting drivers of global liquidity

Paper: 644, 15.06.2017

JEL: F34, G10, G21

The international dimensions of macroprudential policies

Paper: 643, 08.06.2017

JEL: E3, E5, F3, F5, G1

The effects of monetary policy shocks on inequality in Japan

Paper: 642, 07.06.2017

JEL: E3, E4, E5

China's evolving monetary policy rule: from inflation-accommodating to anti-inflation policy

Paper: 641, 01.06.2017

JEL: E52, E58, O11, O52

Credit ratings of domestic and global agencies: What drives the differences in China and how are they priced?

Paper: 648, 01.06.2017

JEL: G12, G18, G23, G24

Monetary policy transmission and trade-offs in the United States: Old and new

Paper: 649, 01.06.2017

JEL: E52

Financial deglobalisation in banking?

Paper: 650, 01.06.2017

JEL: F36, F4, G21

Understanding the determinants of financial outcomes and choices: the role of noncognitive abilities

Paper: 640, 24.05.2017

JEL: D10, D14, G02

Supply- and demand-side factors in global banking

Paper: 639, 19.05.2017

JEL: F34, G01, G21

Assessing fiscal policy through the lens of the financial and the commodity price cycles

Paper: 638, 17.05.2017

JEL: E10, E32, E40, E47, E50, E62, Q33

Global value chains and effective exchange rates at the country-sector level

Paper: 637, 08.05.2017

JEL: F1, F3, F4, F6

The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry data

Paper: 636, 03.05.2017

JEL: E43, E58, G18, G28

Prudential policies and their impact on credit in the United States

Paper: 635, 03.05.2017

JEL: G21, G23, G28

Evaluating the impact of macroprudential policies on credit growth in Colombia

Paper: 634, 03.05.2017

JEL: C23, E58, G28

The impact of warnings published in a financial stability report on loan-to value ratios

Paper: 633, 03.05.2017

JEL: E58, G21, G28

The impact of macroprudential housing finance tools in Canada

Paper: 632, 03.05.2017

JEL: C63, D14, G28

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