Publications in peer-reviewed journals

Selected journal publications by BIS economists, 2014-2021

Forthcoming

  • "The FOMC risk shift" (T Kroencke, M Schmeling and A Schrimpf), Journal of Monetary Economics, forthcoming.
  • "The Janus face of bank geographic complexity" (I Aldasoro, B Hardy and M Jager), Journal of Banking & Finance, forthcoming.

  • "Stress tests, entrepreneurship, and innovation" (S Doerr), Review of Finance, forthcoming.
  • "Geographic diversification and bank lending during crises" (S Doerr and P Schaz), Journal of Financial Economics, forthcoming.

  • "Foreign-currency exposures and the financial channel of exchange rates: eroding monetary policy autonomy in small open economies" (G Georgiadis and F Zhu), Journal of International Money and Finance.
  • "Which credit gap is better at predicting financial crises? A comparison of univariate filters" (M Drehmann and J Yetman), International Journal of Central Banking.
  • "Exchange rates and prices: evidence from the 2015 Swiss franc appreciation" (R Auer, A Burstein, S Lein), American Economic Review.
  • "International trade finance and the cost channel of monetary policy in open economies" (N Patel), International Journal of Central Banking.
  • "Residential investment and economic activity: evidence from the past five decades" (A Mehrotra, D Mihaljek and E Kohlscheen), International Journal of Central Banking.
  • "Non-monetary news in central bank communication" (A Cieslak and A Schrimpf), Journal of International Economics.
  • "The microstructure of central bank bond purchases" (K Schlepper, H Hofer, R Riordan and A Schrimpf), Journal of Financial and Quantitative Analysis.
  • "Exchange rate pass-through: what has changed since the crisis?" (R Moessner and E Takáts), International Journal of Central Banking

  • "Computing long-term market inflation expectations for countries without inflation expectations markets" (P Gerlach-Kristen, R Moessner and R Rosenblatt-Wisch), International Journal of Central Banking.
  • "Effects of monetary and macroprudential policies - evidence from four inflation targeting economies"  (S Kim and A Mehrotra), Journal of Money, Credit and Banking.
  • "Macroprudential policy and bank risk" (L Gambacorta, Y Altunbas and M Binici), Journal of International Money and Finance
  • "Leverage and risk weighted capital requirements" (L Gambacorta and S Karmakar), International Journal of Central Banking.
  • "Financial crisis, US unconventional monetary policy and international spillovers" (F Zhu, A Filardo, Q Chen and D He), Journal of International Money and Finance

2021

2020

2019

2018

2017

2016

2015

2014