Price discovery from cross-currency and FX swaps: a structural analysis (JEL G12, G14, G15) | by Naohiko Baba and Yasuaki Amatatsu | 264
(Nov 2008) | Abstract
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Determinants of house prices in nine Asia-Pacific economies (JEL G12, R31) | by Eloisa T Glindro, Tientip Subhanij, Jessica Szeto and Haibin Zhu | 263
(Oct 2008) | Abstract
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Effectiveness of monetary policy communication in Indonesia and Thailand (JEL E43, E52, E58) | by Sahminan Sahminan | 262
(Sep 2008) | Abstract
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The Asian crisis: what did local stock markets expect? (JEL F31, G14, G15) | by Jacob Gyntelberg, Alicia Herrero and Andrea Tesei | 261
(Sep 2008) | Abstract
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Estimating hedge fund leverage (JEL G20, G23) | by Patrick M McGuire and Kostas Tsatsaronis | 260
(Sep 2008) | Abstract
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The housing meltdown: Why did it happen in the United States? (JEL G21, R21) | by Luci Ellis | 259
(Sep 2008) | Abstract
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DSGE models and central banks (JEL B4, C5, E0, E32, E37, E50, E52, E58, F37, F41, F47) | by Camilo E Tovar | 258
(Sep 2008) | Abstract
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Financial system: shock absorber or amplifier? (JEL G10, G28) | by Franklin Allen and Elena Carletti | 257
(Jul 2008) | Abstract
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Liquidity and financial cycles (JEL E50, G21, G24) | by Tobias Adrian and Hyun Song Shin | 256
(Jul 2008) | Abstract
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Innovations in credit risk transfer: implications for financial stability (JEL G11, G21, G28) | by Darrell Duffie | 255
(Jul 2008) | Abstract
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Speculative attacks, Private Signals and Intertemporal Trade-offs | by Nikola A. Tarashev | 254
(Jun 2008) | Abstract
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Implementing monetary policy in the 2000s: operating procedures in Asia and beyond | by Corrinne Ho | 253
(Jun 2008) | Abstract
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The evolution of trading activity in Asian foreign exchange markets (JEL F31, G12, G15, N25, O24) | by Philip D Wooldridge and Yosuke Tsuyuguchi | 252
(Jun 2008) | Abstract
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The financial turmoil of 2007-?: a preliminary assessment and some policy considerations (JEL E30, E44, E50, G10, G20, G28) | by Claudio Borio | 251
(Mar 2008) | Abstract
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Globalisation and the determinants of domestic inflation (JEL E31, E52, E58, F02, F41) | by William R. White | 250
(Mar 2008) | Abstract
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Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets (JEL C22, G12) | by Alain Chaboud, Benjamin Chiquoine, Erik Hjalmarsson and Mico Loretan | 249
(Mar 2008) | Abstract
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Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices (JEL E31, E43, G12) | by Stefania D'Amico, Don H Kim and Min Wei | 248
(Mar 2008) | Abstract
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What drives the current account in commodity exporting countries? The cases of Chile and New Zealand (JEL E31, E32, F32, F41) | by Juan Pablo Medina, Anella Munro and Claudio Soto | 247
(Mar 2008) | Abstract
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Central bank policy rate guidance and financial market functioning | by Richhild Moessner and William Nelson | 246
(Feb 2008) | Abstract
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Understanding Asian equity flows, market returns and exchange rates | by Chayawadee Chai-Anant and Corrinne Ho | 245
(Feb 2008) | Abstract
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Global monitoring with the BIS international banking statistics | by Patrick M. McGuire and Nikola A. Tarashev | 244
(Feb 2008) | Abstract
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Asset prices and monetary policy: booms and fat tails in East Asia | by Maria Socorro Gochoco-Bautista | 243
(Feb 2008) | Abstract
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2007 |
What can (macro-)prudential policy do to support monetary policy? | by Claudio Borio and Ilhyock Shim | 242
(Dec 2007) | Abstract
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Housing finance agencies in Asia | by Michael Davies, Jacob Gyntelberg and Eric Chan | 241
(Dec 2007) | Abstract
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Challenges in macro-finance modeling | by Don H Kim | 240
(Dec 2007) | Abstract
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Spanned stochastic volatility in bond markets: a reexamination of the relative pricing between bonds and bond options | by Don H Kim | 239
(Dec 2007) | Abstract
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Bank size, credit and the sources of bank market risk | by Ryan Stever | 238
(Nov 2007) | Abstract
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Change and constancy in the financial system: implications for financial distress and policy (JEL E30, E44, G10, G20, G28) | by Claudio E. V. Borio | 237
(Oct 2007) | Abstract
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Determinants of house prices in central and eastern Europe (JEL E20, E39, P25, R21, R31) | by Balázs Égert and Dubravko Mihaljek | 236
(Sep 2007) | Abstract
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Regulatory discretion and banks' pursuit of "safety in similarity" (JEL G18, G28) | by Ryan Stever and James A Wilcox | 235
(Aug 2007) | Abstract
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Using counterfactual simulations to assess the danger of contagion in interbank markets (JEL E58, G18, G21) | by Christian Upper | 234
(Aug 2007) | Abstract
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Do China's capital controls still bind? Implications for monetary autonomy and capital liberalisation (JEL F31, F32, F36, G15, G18) | by Guonan Ma and Robert N. McCauley | 233
(Aug 2007) | Abstract
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Capital regulation and banks' financial decisions (JEL G21, G28) | by Haibin Zhu | 232
(Jul 2007) | Abstract
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The global upward trend in the profit share (JEL E25, L51) | by Luci Ellis and Kathryn Smith | 231
(Jul 2007) | Abstract
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Modelling and calibration errors in measures of portfolio credit risk (JEL C15, G13, G21, G28) | by Nikola A. Tarashev and Haibin Zhu | 230
(Jun 2007) | Abstract
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Distress selling and asset market feedback (JEL E44, E58, G10, G18, G33) | by Ilhyock Shim and Goetz von Peter | 229
(Jun 2007) | Abstract
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Inflation risk premia in the term structure of interest rates (JEL E43, E44) | by Peter Hördahl and Oreste Tristani | 228
(May 2007) | Abstract
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Globalisation and inflation: New cross-country evidence on the global determinants of domestic inflation (JEL E31, E52, E58, F02, F41) | by Claudio E. V. Borio and Andrew Filardo | 227
(May 2007) | Abstract
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Growth dynamics myth of economic recovery (JEL C23, E32, F43, O40) | by Valerie Cerra and Sweta Chaman Saxena | 226
(Mar 2007) | Abstract
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Economic reforms and exchange rate pass-through to domestic prices in India (JEL E31, E52, F41) | by Jeevan K Khundrakpam | 225
(Feb 2007) | Abstract
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The tail wags the dog: time-varying information shares in the Bund market (JEL G13, G14) | by Christian Upper and Thomas Werner | 224
(Jan 2007) | Abstract
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What explains the US net income balance? (JEL F32, F41) | by Alexandra Heath | 223
(Jan 2007) | Abstract
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2006 |
An equilibrum model of "global imbalances" and low interest rates (JEL E0, F3, F4, G1) | by Ricardo J Caballero, Emmanuel Farhi and Pierre-Olivier Gourinchas | 222
(Dec 2006) | Abstract
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Phoenix miracles in emerging markets: recovering without credit from systemic financial crises (JEL F31, F32, F34, F41) | by Guillermo A Calvo, Alejandro Izquierdo and Ernesto Talvi | 221
(Dec 2006) | Abstract
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Financial globalisation, governance and the evolution of the home bias (JEL F36, G34) | by Bong-Chan Kho, René M Stulz and Francis E Warnock | 220
(Dec 2006) | Abstract
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Democracy and globalisation (JEL D72, F02, F41, N10, P51) | by Barry Eichengreen and David Leblang | 219
(Dec 2006) | Abstract
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The euro as a reserve currency: a challenge to the pre-eminence of the US dollar? (JEL E58, F30, F31, G11, G15) | by Gabriele Galati and Philip D. Wooldridge | 218
(Oct 2006) | Abstract
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Estimation of Asian effective exchange rates: a technical note (JEL F10, F31) | by San Sau Fung, Marc Klau, Guonan Ma and Robert N. McCauley | 217
(Oct 2006) | Abstract
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Monetary and prudential policies at a crossroads? New challenges in the new century | by Claudio E. V. Borio | 216
(Sep 2006) | Abstract
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Devaluations, output and the balance sheet effect: a structural econometric analysis (JEL F31, F41) | by Camilo E Tovar | 215
(Sep 2006) | Abstract
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The pricing of portfolio credit risk (JEL C15, G13) | by Nikola A. Tarashev and Haibin Zhu | 214
(Sep 2006) | Abstract
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Risk in financial reporting: status, challenges and suggested directions (JEL D52, G00, G12, G28, M41) | by Claudio E. V. Borio and Kostas Tsatsaronis | 213
(Aug 2006) | Abstract
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Risk and liquidity in a system context (JEL D5, G12, M4) | by Hyun Song Shin | 212
(Aug 2006) | Abstract
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Do accounting changes affect the economic behaviour of financial firms? (JEL G21, G32, M41) | by Anne Beatty | 211
(Aug 2006) | Abstract
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Institution-specific value (JEL E58, G15, M41) | by Ken Peasnell | 210
(Aug 2006) | Abstract
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Fair value accounting for financial instruments: some implications for bank regulation (JEL E58, G15, M41) | by Wayne Landsman | 209
(Aug 2006) | Abstract
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Including estimates of the future in today's financial statements (JEL E58, G15, M41) | by Mary Barth | 208
(Aug 2006) | Abstract
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The price impact of rating announcements: which announcements matter? (JEL G14) | by Marian Micu, Eli M Remolona and Philip D. Wooldridge | 207
(Jun 2006) | Abstract
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Dynamic prudential regulation: Is prompt corrective action optimal? (JEL D82, E58, G21, G28) | by Ilhyock Shim | 206
(May 2006) | Abstract
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Is price stability enough? (JEL E44, E50, E60) | by William R. White | 205
(Apr 2006) | Abstract
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Monetary policy regimes and macroeconomic outcomes: Hong Kong and Singapore (JEL E31, E32, E58) | by Stefan Gerlach and Petra Gerlach-Kristen | 204
(Apr 2006) | Abstract
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Macro factors in the term structure of credit spreads (JEL C13, C32, E44, E52, G12, G13, G14) | by Jeffery D Amato and Maurizio Luisi | 203
(Mar 2006) | Abstract
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Time-varying exchange rate pass-through: experiences of some industrial countries (JEL C11, E31, E58, F40, F41) | by Toshitaka Sekine | 202
(Mar 2006) | Abstract
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Central banks, governments and the European monetary unification process (JEL E42, E52, E58, F33, N14) | by Alexandre Lamfalussy | 201
(Feb 2006) | Abstract
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The future of central bank cooperation (JEL E42, E50, F02, F42, G28, N20) | by Beth A Simmons | 200
(Feb 2006) | Abstract
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Architects of stability? International cooperation among financial supervisors (JEL E5, F3, G28, G3, N20) | by Ethan B Kapstein | 199
(Feb 2006) | Abstract
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Almost a century of central bank cooperation (JEL E5, F02) | by Richard N Cooper | 198
(Feb 2006) | Abstract
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One hundred and thirty years of central bank cooperation: a BIS perspective (JEL E50, F02, N10, N20, N40) | by Claudio E. V. Borio and Gianni Toniolo | 197
(Feb 2006) | Abstract
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The evolving inflation process: an overview (JEL D4, E31, E32, E52, F0, L11) | by Gabriele Galati and William R. Melick | 196
(Feb 2006) | Abstract
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Interpreting Euro area inflation at high and low frequencies (JEL C22, E3, E5) | by Katrin Assenmacher-Wesche and Stefan Gerlach | 195
(Feb 2006) | Abstract
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Output gaps and inflation in Mainland China (JEL C22, E30, E40, E53) | by Stefan Gerlach and Wensheng Peng | 194
(Feb 2006) | Abstract
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Procyclicality in the financial system: do we need a new macrofinancial stabilisation framework? (JEL E44, E50, E60) | by William R. White | 193
(Jan 2006) | Abstract
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2005 |
The mechanics of devaluations and the output response in a DSGE model: how relevant is the balance sheet effect? (JEL F31, F41) | by Camilo E Tovar | 192
(Nov 2005) | Abstract
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Explaining the level of credit spreads: option-implied jump risk premia in a firm value model (JEL G12, G13) | by Martijn Cremers, Joost Driessen, Pascal Maenhout and David Weinbaum | 191
(Nov 2005) | Abstract
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The pricing of unexpected credit losses (JEL C13, C32, G12, G13, G14) | by Jeffery D Amato and Eli M Remolona | 190
(Nov 2005) | Abstract
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Beyond current policy frameworks (JEL E30, E31, E32, E50, E52, E60, E63) | by Charles A E Goodhart | 189
(Nov 2005) | Abstract
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Japan's deflation, problems in the financial system and monetary policy (JEL E43, E44, E52, E58, G12) | by Naohiko Baba, Shinichi Nishioka, Nobuyuki Oda, Masaaki Shirakawa, Kazuo Ueda and Hiroshi Ugai | 188
(Nov 2005) | Abstract
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External shocks, transmission mechanisms and deflation in Asia (JEL F41, F42) | by Hans Genberg | 187
(Nov 2005) | Abstract
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Deflation in a historical perspective (JEL E31, N10) | by Michael Bordo and Andrew Filardo | 186
(Nov 2005) | Abstract
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Has the inflation process changed? (JEL J31, J52) | by Stephen Cecchetti and Guy Debelle | 185
(Nov 2005) | Abstract
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A nonparametric analysis of the shape dynamics of the US personal income distribution: 1962-2000 (JEL C12, C14, C15, E25) | by Feng Zhu | 184
(Oct 2005) | Abstract
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The fragility of the Phillips curve: A bumpy ride in the frequency domain (JEL C19, E30) | by Feng Zhu | 183
(Oct 2005) | Abstract
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Revisiting recent productivity developments across OECD countries (JEL C20, C82, E32, F01, N10, O47, O50, Q30) | by Les Skoczylas and Bruno Tissot | 182
(Oct 2005) | Abstract
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Explaining credit default swap spreads with equity volatility and jump risks of individual firms (JEL C14, G12, G13) | by Benjamin Yibin Zhang, Hao Zhou and Haibin Zhu | 181
(Sep 2005) | Abstract
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Accounting, prudential regulation and financial stability: elements of a synthesis (JEL D80, G00, G28, G38, M41) | by Claudio Borio and Kostas Tsatsaronis | 180
(Sep 2005) | Abstract
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An Empirical Evaluation of Structural Credit Risk Models (JEL C52, G1, G3) | by |