Working Papers - 2004

Date Titles
Dec 2004
No 167

Asset prices and banking distress: a macroeconomic approach

by Goetz von Peter

Dec 2004
No 166

Are speculative attacks triggered by sunspots? A new test

by Nikola Tarashev

Dec 2004
No 165

Stress-testing financial systems: an overview of current methodologies

by Marco Sorge

Nov 2004
No 164

Did investors regard real estate as 'safe' during the 'Japanese Bubble' in the 1980s?

by Serdat Dinc and Patrick McGuire

Nov 2004
No 163

CDO rating methodology: Some thoughts on model risk and its implications

by Ingo Fender and John Kiff

Sep 2004
No 162

Recent fiscal policy in selected industrial countries

by David Lebow

Sep 2004
No 161

The monetisation of Japan's government debt

by David Lebow

Aug 2004
No 160

An empirical comparison of credit spreads between the bond market and the credit default swap market

by Haibin Zhu

Aug 2004
No 159

The term structure of credit spreads in project finance

by Blaise Gadanecz and Marco Sorge

Jul 2004
No 158

Market distress and vanishing liquidity: anatomy and policy options

by Claudio Borio

Jul 2004
No 157

Securing sustainable price stability: should credit come back from the wilderness?

by Claudio Borio and Philip Lowe

Jul 2004
No 156

Deposit Insurance and Bank Intermediation in the Long Run

by Robert Cull, Lemma Senbet and Marco Sorge

Jun 2004
No 155

Monetary policy and asset price bubbles: calibrating the monetary policy trade-offs

by Andrew Filardo

Jun 2004
No 154

Monetary and real shocks, the business cycle and the value of the euro

by Renato Filosa

Jun 2004
No 153

Macroeconomic implications of rising household debt

by Guy Debelle

Mar 2004
No 152

Back to the future? Assessing the deflation record

by Claudio Borio and Andrew Filardo

Mar 2004
No 151

Bank ties and bond market access: evidence on investment-cash flow sensitivity in Japan

by Patrick McGuire

Mar 2004
No 150

Bank lending and commercial property cycles: some cross-country evidence

by E P Davis and Haibin Zhu

Mar 2004
No 149

Monetary policy rules in emerging market economies: issues and evidence

by Madhusudan Mohanty and Marc Klau

Mar 2004
No 148

The 2001 US recession: what did recession prediction models tell us?

by Andrew Filardo

Feb 2004
No 147

Whither monetary and financial stability? the implications of evolving policy regimes

by William R White and Claudio Borio

Jan 2004
No 146

Consumer credit scoring: do situational circumstances matter?

by Robert Avery, Paul Calem and Glenn Canner

Jan 2004
No 145

Are changes in financial structure extending safety nets?

by William R White