Asian Office research papers - last 2 years

Date Titles
Mar 2018

Does sovereign risk in local and foreign currency differ?

by Marlene Amstad, Frank Packer and Jimmy Shek

Feb 2018

The negative interest rate policy and the yield curve

by Dora Xia and Jing Cynthia Wu

Feb 2018

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

by Masazumi Hattori, Ilhyock Shim and Yoshihiko Sugihara

Jan 2018

Global factors and trend inflation

by Güneş Kamber and Benjamin Wong

Jun 2017

Credit ratings of domestic and global agencies: What drives the differences in China and how are they priced?

by Xianfeng Jiang and Frank Packer

Jun 2017

The evolution of inflation expectations in Japan

by Masazumi Hattori and James Yetman

Jun 2017

China's evolving monetary policy rule: from inflation-accommodating to anti-inflation policy

by Eric Girardin, Sandrine Lunven and Guonan Ma

Apr 2017

Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets

by Jacob Gyntelberg, Peter Hördahl, Kristyna Ters and Jörg Urban

Apr 2017

The beneficial aspect of FX volatility for market liquidity

by Jakree Koosakul and Ilhyock Shim

Mar 2017

Financial systems and the real economy

BIS Papers No 91

Feb 2017

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

by Qianying Chen, Marco Jacopo Lombardi, Alex Ross and Feng Zhu

Jan 2017

Redemption risk and cash hoarding by asset managers

by Stephen Morris, Ilhyock Shim and Hyun Song Shin

Jan 2017

Market volatility, monetary policy and the term premium

by Sushanta K Mallick, Madhusudan Mohanty and Fabrizio Zampolli

Oct 2016

Expanding the boundaries of monetary policy in Asia and the Pacific

BIS Papers No 88

Sep 2016

Regional pull vs global push factors: China and US influence on Asia-Pacific financial markets

by Chang Shu, Dong He, Jinyue Dong and Honglin Wang

Jun 2016

A spare tire for capital markets: Fostering corporate bond markets in Asia

BIS Papers No 85

Jun 2016

Understanding the changing equilibrium real interest rates in Asia-Pacific

by Feng Zhu