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

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

Title Author(s)

The negative interest rate policy and the yield curve

Paper: 703, 16.02.2018

JEL: E43, E52, E58

Are credit rating agencies discredited? Measuring market price effects from agency sovereign debt announcements

Paper: 704, 16.02.2018

JEL: F30, G01, G24, H63

Mapping shadow banking in China: structure and dynamics

Paper: 701, 16.02.2018

JEL: G2

Cross-stock market spillovers through variance risk premiums and equity flows

Paper: 702, 16.02.2018

JEL: F32, G12, G15, G23

Are banks opaque? Evidence from insider trading

Paper: 697, 01.02.2018

JEL: G14, G20, G21

Money and trust: lessons from the 1620s for money in the digital age

Paper: 698, 01.02.2018

JEL: E42, E58, N13

Deflation expectations

Paper: 699, 01.02.2018

JEL: E31, E58

The perils of approximating fixed-horizon inflation forecasts with fixed-event forecasts

Paper: 700, 01.02.2018

JEL: C43, E31

Monetary policy spillovers, global commodity prices and cooperation

Paper: 696, 30.01.2018

JEL: E52, E61

The dollar exchange rate as a global risk factor: evidence from investment

Paper: 695, 30.01.2018

JEL: F31, F32, F34, F41

Exchange Rates and the Working Capital Channel of Trade Fluctuations

Paper: 694, 25.01.2018

JEL: F36, F41, G20

Family first? Nepotism and corporate investment

Paper: 693, 25.01.2018

JEL: G31, G40, J33

Central bank forward guidance and the signal value of market prices

Paper: 692, 25.01.2018

JEL: D82, E43, E58

Effectiveness of unconventional monetary policies in a low interest rate environment

Paper: 691, 25.01.2018

JEL: E43, E44, E52, E58

Nonlinear state and shock dependence of exchange rate pass through on prices

Paper: 690, 25.01.2018

JEL: C51, C52, E31, E52, F31

Estimating unknown arbitrage costs: evidence from a three-regime threshold vector error correction model

Paper: 689, 25.01.2018

JEL: G12, G14, G15

Global factors and trend inflation

Paper: 688, 25.01.2018

JEL: C32, E31, F41

Searching for yield abroad: risk-taking through foreign investment in U.S. bonds

Paper: 687, 25.01.2018

JEL: F21, F34, G11, G20

Determinants of bank profitability in emerging markets

Paper: 686, 08.01.2018

JEL: E32, E43, G21

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

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