Americas Office research papers - last 2 years

Includes papers by the BIS CCA (Consultative Council for the Americas) and the BIS Economics for Latin America and the Caribbean (ELAC) group. Other papers presented in BIS CCA Research Conferences can be found on the respective conference websites.

Date Titles
Mar 2018

Global imbalances from a stock perspective. The asymmetry between creditors and debtors

by Enrique Alberola-Ila, Ángel Estrada and Francesca Viani

Jan 2018

Determinants of bank profitability in emerging markets

by Emanuel Kohlscheen, Andrés Murcia Pabón and Julieta Contreras

Nov 2017

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

by Elias Minaya, José Lupú and Miguel Cabello

Nov 2017

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

by João Barata R B Barroso, Rodrigo Barbone Gonzalez and Bernardus F Nazar Van Doornik

Nov 2017

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

by Douglas Kiarelly Godoy de Araujo, João Barata R B Barroso and Rodrigo Barbone Gonzalez

Nov 2017

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

by Horacio A Aguirre and Gastón Repetto

Oct 2017

Financial and real shocks and the effectiveness of monetary and macroprudential policies in Latin American countries

by Javier Garcia-Cicco, Markus Kirchner, Julio Carrillo, Diego Rodríguez, Fernando Perez, Rocío Gondo, Carlos Montoro and Roberto Chang

Aug 2017

Effects of capital controls on foreign exchange liquidity

by Carlos Cantú

May 2017

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

by Enrique Alberola-Ila and Ricardo Sousa

May 2017

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

by Leonardo Gambacorta and Andrés Murcia Pabón

May 2017

Prudential policies and their impact on credit in the United States

by Paul Calem, Ricardo Correa and Seung Jung Lee

May 2017

Evaluating the impact of macroprudential policies on credit growth in Colombia

by Esteban Gómez, Angélica Lizarazo, Juan Carlos Mendoza and Andrés Murcia Pabón

May 2017

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

by Andrés Alegría, Rodrigo Alfaro and Felipe Córdova

May 2017

The impact of macroprudential housing finance tools in Canada

by Jason Allen, Timothy Grieder, Tom Roberts and Brian Peterson

Mar 2017

The dynamics of investment projects: evidence from Peru

by Rocío Gondo and Marco Vega

Mar 2017

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

by Bernabe Lopez-Martin, Julio Leal and Andre Martinez Fritscher

Mar 2017

Volatility risk premia and future commodities returns

by José Renato Haas Ornelas and Roberto Baltieri Mauad

Mar 2017

Business cycles in an oil economy

by Drago Bergholt, Vegard H Larsen and Martin Seneca

Mar 2017

Oil, equities, and the zero lower bound

by Deepa Datta, Benjamin K Johannsen, Hannah Kwon and Robert J Vigfusson

Mar 2017

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

by Frederick van der Ploeg

Mar 2017

Foreign exchange liquidity in the Americas

BIS Papers No 90

Feb 2017

Revisiting the commodity curse: a financial perspective

by Enrique Alberola-Ila and Gianluca Benigno

Jan 2017

Market volatility, monetary policy and the term premium

by Sushanta K Mallick, Madhusudan Mohanty and Fabrizio Zampolli

Jan 2017

Wage and price setting: new evidence from Uruguayan firms

by Fernando Borraz, Gerardo Licandro and Daniela Sola

Jan 2017

Endogenous wage indexation and aggregate shocks

by Julio A. Carrillo, Gert Peersman and Joris Wauters