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

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

Title Author(s)

Does exchange rate depreciation have contractionary effects on firm-level investment?

Paper: 624, 06.04.2017

JEL: E2, E3, F2, F3

International inflation spillovers through input linkages

Paper: 623, 05.04.2017

JEL: E31, E52, E58, F02, F14, F33, F41, F42, F62

External financing and economic activity in the euro area - why are bank loans special?

Paper: 622, 24.03.2017

JEL: E30, E40, E50, G20, G30

The dynamics of investment projects: evidence from Peru

Paper: 621, 23.03.2017

JEL: E43, E51, E52

Commodity price risk management and fiscal policy in a sovereign default model

Paper: 620, 23.03.2017

JEL: F34, F41, F44

Volatility risk premia and future commodities returns

Paper: 619, 23.03.2017

JEL: F37, G15, G17, Q02

Business cycles in an oil economy

Paper: 618, 23.03.2017

JEL: C11, E30, F41, F44

Oil, equities, and the zero lower bound

Paper: 617, 23.03.2017

JEL: C81, E01, E30, F31, F41

Macro policy responses to natural resource windfalls and the crash in commodity prices

Paper: 616, 23.03.2017

JEL: E60, F34, F35, F43, H21, H63, O11, Q33

Currency wars or efficient spillovers?

Paper: 615, 21.03.2017

JEL: D61, F13, F33, F42

Changing business models in international bank funding

Paper: 614, 09.03.2017

JEL: C32, F65, G21

Risk sharing and real exchange rates: the role of non-tradable sector and trend shocks

Paper: 613, 28.02.2017

JEL: E32, F41, F44

Monetary policy and bank lending in a low interest rate environment: diminishing effectiveness?

Paper: 612, 27.02.2017

JEL: E44, E51, E52

The effects of tax on bank liability structure

Paper: 611, 23.02.2017

JEL: G21, G32, G38, H25

Global impact of US and euro area unconventional monetary policies: a comparison

Paper: 610, 07.02.2017

JEL: E43, E44, E52, F42, F47

Revisiting the commodity curse: a financial perspective

Paper: 609, 04.02.2017

JEL: F32, F36, F41, F43, O13

Redemption risk and cash hoarding by asset managers

Paper: 608, 30.01.2017

JEL: E52, G11, G15, G23

The real effects of household debt in the short and long run

Paper: 607, 27.01.2017

JEL: E21, E44, G21

Market volatility, monetary policy and the term premium

Paper: 606, 17.01.2017

JEL: E43, E44, E52

Wage and price setting: new evidence from Uruguayan firms

Paper: 605, 16.01.2017

JEL: D40, E31, J30, L16

Endogenous wage indexation and aggregate shocks

Paper: 604, 16.01.2017

JEL: E24, E32, E58

Multiplex interbank networks and systemic importance - An application to European data

Paper: 603, 10.01.2017

JEL: C67, D85, G21

The globalisation of inflation: the growing importance of global value chains

Paper: 602, 09.01.2017

JEL: E31, E32, E58, F02, F14, F41, F42, F62

Asymmetric information and the securitization of SME loans

Paper: 601, 03.01.2017

JEL: D82, G21

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

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