Publications in peer-reviewed journals

Selected journal publications by BIS economists

  • "Towards a macroprudential framework for investment funds: swing pricing and investor redemptions" (U Lewrick and J Schanz), International Journal of Central Banking.

  • "Unanticipated and backward-looking: Deflations and the behaviour of inflation expectations" (R Banerjee and A Mehrotra), International Journal of Central Banking.

  • "Financial crises and innovation", (B Hardy and C Sever), European Economic Review.

  • "Informational switching costs, bank competition and the cost of finance" (B Doornik), Journal of Banking and Finance.

  • "Measuring the macroeconomic impact of monetary policy at the zero lower bound", (J Wu and D Xia).

  • "Bank solvency risk and funding cost interactions: evidence from Korea" (I Aldasoro), Journal of Banking.

  • "The countercyclical capital buffer and the composition of bank lending" (S Ongena and R Auer), Journal of Financial Intermediation.

  • "Covered interest parity arbitrage" (D Rime, A Schrimpf and O Syrstad), Review of Financial Studies.

  • "Financial crises and political radicalization: How failing banks paved Hitler's path to power" (S Doerr, S Gissler, J L Peydro, and H-J Voth), Journal of Finance.

  • "FX spot and swap market liquidity spillovers" (I Krohn and V Sushko), Journal of International Money and Finance.
  • "The FOMC risk shift" (T A Kroencke, M Schmeling and A Schrimpf), Journal of Monetary Economics.

  • "Geographic diversification and bank lending during crises" (S Doerr and P Schaz), Journal of Financial Economics.

  • "Towards a macroprudential framework for investment funds: swing pricing and investor redemptions" (U Lewrick and J Schanz), International Journal of Central Banking, forthcoming.

  • "Strategic formal layoffs: unemployment insurance and informal labor markets" (B Doornik), American Economic Journal: Applied Economics, forthcoming.

"Credit booms and lending standards: evidence from the subprime mortgage market" (G Dell'Ariccia, D Igan and L Laeven), Journal of Money, Credit and Banking, 2012.

"Cross-country experiences and policy implications from the global financial crisis" (G Dell'Ariccia, D Igan and L Laeven), Economic Policy, 2010.