IDEAS home Printed from https://ideas.repec.org/f/psh722.html
   My authors  Follow this author

Ilhyock Shim

Personal Details

First Name:Ilhyock
Middle Name:
Last Name:Shim
Suffix:
RePEc Short-ID:psh722
[This author has chosen not to make the email address public]
http://www.bis.org/author/ilhyock_shim.htm
Bank for International Settlements 78F, 2 IFC, 8 Finance Street, Central, Hong Kong, Hong Kong SAR, China
Terminal Degree:2005 Department of Economics; Stanford University (from RePEc Genealogy)

Affiliation

Bank for International Settlements (BIS)

Basel, Switzerland
http://www.bis.org/
RePEc:edi:bisssch (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Yusuf Soner Baskaya & Ilhyock Shim & Philip Turner, 2024. "Financial development and the effectiveness of macroprudential and capital flow management measures," BIS Working Papers 1158, Bank for International Settlements.
  2. Pietro Patelli & Jimmy Shek & Ilhyock Shim, 2023. "Lessons from recent experiences on exchange rates, capital flows and financial conditions in EMEs," BIS Bulletins 79, Bank for International Settlements.
  3. Jing Liu & Ilhyock Shim & Yanfeng Zheng, 2023. "Absolute blockchain strength? Evidence from the ABS market in China," BIS Working Papers 1116, Bank for International Settlements.
  4. Claudio Borio & Ilhyock Shim & Hyun Song Shin, 2022. "Macro-financial stability frameworks: experience and challenges," BIS Working Papers 1057, Bank for International Settlements.
  5. Amanda Liu & Jing Liu & Ilhyock Shim, 2022. "Shadow loans and regulatory arbitrage: evidence from China," BIS Working Papers 999, Bank for International Settlements.
  6. Valentina Bruno & Ilhyock Shim & Hyun Song Shin, 2022. "Dollar beta and stock returns," BIS Working Papers 1000, Bank for International Settlements.
  7. Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2022. "Risk capacity, portfolio choice and exchange rates," BIS Working Papers 1031, Bank for International Settlements.
  8. Kalemli-Özcan, Sebnem & Liu, Xiaoxi & Shim, Ilhyock, 2021. "Exchange Rate Fluctuations and Firm Leverage," CEPR Discussion Papers 15948, C.E.P.R. Discussion Papers.
  9. Andreas Schrimpf & Ilhyock Shim & Hyun Song Shin, 2021. "Liquidity management and asset sales by bond funds in the face of investor redemptions in March 2020," BIS Bulletins 39, Bank for International Settlements.
  10. Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2020. "Emerging market economy exchange rates and local currency bond markets amid the Covid-19 pandemic," BIS Bulletins 5, Bank for International Settlements.
  11. Peter Hördahl & Ilhyock Shim, 2020. "EME bond portfolio flows and long-term interest rates during the Covid-19 pandemic," BIS Bulletins 18, Bank for International Settlements.
  12. Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2019. "Bond risk premia and the exchange rate," BIS Working Papers 775, Bank for International Settlements.
  13. Schularick, Moritz & Richter, Björn & Shim, Ilhyock, 2018. "The Costs of Macroprudential Policy," CEPR Discussion Papers 13124, C.E.P.R. Discussion Papers.
  14. Ilhyock Shim & Kwanho Shin, 2018. "Financial stress in lender countries and capital outflows from emerging market economies," BIS Working Papers 745, Bank for International Settlements.
  15. Sebnem Kalemli-Ozcan & Xiaoxi Liu & Ilhyock Shim, 2018. "Exchange rate appreciations and corporate risk taking," BIS Working Papers 710, Bank for International Settlements.
  16. Masazumi Hattori & Ilhyock Shim & Yoshihiko Sugihara, 2018. "Cross-stock market spillovers through variance risk premiums and equity flows," BIS Working Papers 702, Bank for International Settlements.
  17. Björn Richter & Moritz Schularick & Ilhyock Shim, 2018. "The macroeconomic effects of macroprudential policy," BIS Working Papers 740, Bank for International Settlements.
  18. Jakree Koosakul & Ilhyock Shim, 2017. "The beneficial aspect of FX volatility for market liquidity," BIS Working Papers 629, Bank for International Settlements.
  19. Marco Jacopo Lombardi & Madhusudan Mohanty & Ilhyock Shim, 2017. "The real effects of household debt in the short and long run," BIS Working Papers 607, Bank for International Settlements.
  20. Stephen Morris & Ilhyock Shim & Hyun Song Shin, 2017. "Redemption risk and cash hoarding by asset managers," BIS Working Papers 608, Bank for International Settlements.
  21. Hattori, Masazumi & Shim, Ilhyock & Sugihara, Yoshihiko, 2016. "Volatility Contagion across the Equity Markets of Developed and Emerging Market Economies," ADBI Working Papers 590, Asian Development Bank Institute.
  22. Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2016. "Sovereign yields and the risk-taking channel of currency appreciation," BIS Working Papers 538, Bank for International Settlements.
  23. Valentina Bruno & Ilhyock Shim & Hyun Song Shin, 2015. "Comparative assessment of macroprudential policies," BIS Working Papers 502, Bank for International Settlements.
  24. Jimmy Shek & Ilhyock Shim & Hyun Song Shin, 2015. "Investor redemptions and fund manager sales of emerging market bonds: how are they related?," BIS Working Papers 509, Bank for International Settlements.
  25. Pornpinun Chantapacdepong & Ilhyock Shim, 2014. "Correlations across Asia-Pacific bond markets and the impact of capital flow measures," BIS Working Papers 472, Bank for International Settlements.
  26. Kenneth N Kuttner & Ilhyock Shim, 2013. "Can non-interest rate policies stabilise housing markets? Evidence from a panel of 57 economies," BIS Working Papers 433, Bank for International Settlements.
  27. Naohiko Baba & Ilhyock Shim, 2011. "Dislocations in the won-dollar swap markets during the crisis of 2007-09," BIS Working Papers 344, Bank for International Settlements.
  28. Ilhyock Shim & Haibin Zhu, 2010. "The impact of CDS trading on the bond market: evidence from Asia," BIS Working Papers 332, Bank for International Settlements.
  29. Ilhyock Shim & Goetz von Peter, 2007. "Distress selling and asset market feedback," BIS Working Papers 229, Bank for International Settlements.
  30. Claudio Borio & Ilhyock Shim, 2007. "What can (macro-)prudential policy do to support monetary policy?," BIS Working Papers 242, Bank for International Settlements.
  31. Ilhyock Shim, 2006. "Dynamic prudential regulation: Is prompt corrective action optimal?," BIS Working Papers 206, Bank for International Settlements.
  32. Ilhyock Shim & Narayana Kocherlakota, 2005. "Forbearance and prompt corrective action," BIS Working Papers 177, Bank for International Settlements.
  33. Ralph Chami & Sunil Sharma & Ilhyock Shim, 2005. "A model of the IMF as a coinsurance arrangement," BIS Working Papers 170, Bank for International Settlements.

Articles

  1. Liu, Amanda & Shim, Ilhyock, 2024. "Shadow loans and regulatory arbitrage: Evidence from China," Journal of Banking & Finance, Elsevier, vol. 160(C).
  2. Gaston Gelos & Pietro Patelli & Ilhyock Shim, 2024. "The US dollar and capital flows to EMEs," BIS Quarterly Review, Bank for International Settlements, September.
  3. Frederic Boissay & Claudio Borio & Cristina Leonte & Ilhyock Shim, 2023. "Prudential policy and financial dominance: exploring the link," BIS Quarterly Review, Bank for International Settlements, March.
  4. Marco J. Lombardi & Madhusudan Mohanty & Ilhyock Shim, 2022. "Correction to: The relationship of household debt and growth in the short and long run," Empirical Economics, Springer, vol. 63(4), pages 1913-1913, October.
  5. Marco J. Lombardi & Madhusudan Mohanty & Ilhyock Shim, 2022. "The relationship of household debt and growth in the short and long run," Empirical Economics, Springer, vol. 63(4), pages 1887-1911, October.
  6. Valentina Bruno & Ilhyock Shim & Hyun Song Shin, 2022. "Dollar beta and stock returns," Oxford Open Economics, Oxford University Press, vol. 1, pages 1-10.
  7. Hattori, Masazumi & Shim, Ilhyock & Sugihara, Yoshihiko, 2021. "Cross-stock market spillovers through variance risk premiums and equity flows," Journal of International Money and Finance, Elsevier, vol. 119(C).
  8. Koosakul, Jakree & Shim, Ilhyock, 2021. "The effects of asset price volatility on market participation: Evidence from the Thai foreign exchange market," Journal of Banking & Finance, Elsevier, vol. 124(C).
  9. Patrick McGuire & Ilhyock Shim & Hyun Song Shin & Vladyslav Sushko, 2021. "Outward portfolio investment and dollar funding in emerging Asia," BIS Quarterly Review, Bank for International Settlements, December.
  10. Shim, Ilhyock & Shin, Kwanho, 2021. "Financial stress in lender countries and capital outflows from emerging market economies," Journal of International Money and Finance, Elsevier, vol. 113(C).
  11. Sebnem Kalemli-Ozcan & Xiaoxi Liu & Ilhyock Shim, 2021. "Exchange Rate Fluctuations and Firm Leverage," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 69(1), pages 90-121, March.
  12. Amanda Liu & Ilhyock Shim & Vladyslav Sushko, 2020. "Cross-border commercial real estate investment in Asia-Pacific," BIS Quarterly Review, Bank for International Settlements, September.
  13. Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2020. "Bond Risk Premia and The Exchange Rate," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S2), pages 497-520, December.
  14. Richter, Björn & Schularick, Moritz & Shim, Ilhyock, 2019. "The costs of macroprudential policy," Journal of International Economics, Elsevier, vol. 118(C), pages 263-282.
  15. Jimmy Shek & Ilhyock Shim & Hyun Song Shin, 2018. "Investor Redemptions and Fund Manager Sales of Emerging Market Bonds: How Are They Related? [Borrow cheap, buy high? The determinants of leverage and pricing in buyouts]," Review of Finance, European Finance Association, vol. 22(1), pages 207-241.
  16. Morris, Stephen & Shim, Ilhyock & Shin, Hyun Song, 2017. "Redemption risk and cash hoarding by asset managers," Journal of Monetary Economics, Elsevier, vol. 89(C), pages 71-87.
  17. Bruno, Valentina & Shim, Ilhyock & Shin, Hyun Song, 2017. "Comparative assessment of macroprudential policies," Journal of Financial Stability, Elsevier, vol. 28(C), pages 183-202.
  18. Kuttner, Kenneth N. & Shim, Ilhyock, 2016. "Can non-interest rate policies stabilize housing markets? Evidence from a panel of 57 economies," Journal of Financial Stability, Elsevier, vol. 26(C), pages 31-44.
  19. Jaime Caruana & Ilhyock Shim, 2016. "La politique macroprudentielle : un ouvrage en cours pour les banques centrales," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 111-130.
  20. Eli M Remolona & Ilhyock Shim, 2015. "The rise of regional banking in Asia and the Pacific," BIS Quarterly Review, Bank for International Settlements, September.
  21. Chantapacdepong, Pornpinun & Shim, Ilhyock, 2015. "Correlations across Asia-Pacific bond markets and the impact of capital flow management measures," Pacific-Basin Finance Journal, Elsevier, vol. 34(C), pages 71-101.
  22. Naohiko Baba & Ilhyock Shim, 2014. "Dislocations In The Won‐Dollar Swap Markets During The Crisis Of 2007–2009," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 19(4), pages 279-302, October.
  23. Shim, Ilhyock & Zhu, Haibin, 2014. "The impact of CDS trading on the bond market: Evidence from Asia," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 460-475.
  24. Ken Miyajima & Ilhyock Shim, 2014. "Asset managers in emerging market economies," BIS Quarterly Review, Bank for International Settlements, September.
  25. Ilhyock Shim & Bilyana Bogdanova & Jimmy Shek & Agne Subeltye, 2013. "Database for policy actions on housing markets," BIS Quarterly Review, Bank for International Settlements, September.
  26. Ilhyock Shim, 2011. "Dynamic Prudential Regulation: Is Prompt Corrective Action Optimal?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(8), pages 1625-1661, December.
  27. Naohiko Baba & Ilhyock Shim, 2010. "Policy responses to dislocations in the FX swap market: the experience of Korea," BIS Quarterly Review, Bank for International Settlements, June.
  28. Shim, Ilhyock & Sharma, Sunil & Chami, Ralph, 2008. "A Model of the IMF as a Coinsurance Arrangement," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-41.
  29. Eli M Remolona & Ilhyock Shim, 2008. "Credit derivatives an structured creit: the nascant markets of Asia and the Pacific," BIS Quarterly Review, Bank for International Settlements, June.
  30. Narayana R. Kocherlakota & Ilhyock Shim, 2007. "Forbearance and Prompt Corrective Action," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(5), pages 1107-1129, August.
  31. Ilhyock Shim & Goetz Von Peter, 2007. "Distress Selling and Asset Market Feedback," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 16(5), pages 243-291, December.
  32. Ilhyock Shim, 2006. "Corporate credit guarantees in Asia," BIS Quarterly Review, Bank for International Settlements, December.

Chapters

  1. Claudio Borio & Ilhyock Shim & Hyun Song Shin, 2023. "Macro-Financial Stability Frameworks: Experience and Challenges," World Scientific Book Chapters, in: Claudio Borio & Edward S Robinson & Hyun Song Shin (ed.), MACRO-FINANCIAL STABILITY POLICY IN A GLOBALISED WORLD: LESSONS FROM INTERNATIONAL EXPERIENCE Selected Papers from the Asian Monetary Policy Forum 202, chapter 3, pages 2-49, World Scientific Publishing Co. Pte. Ltd..
  2. Sally Chen & Tirupam Goel & Han Qiu & Ilhyock Shim, 2022. "CBDCs in emerging market economies," BIS Papers chapters, in: Bank for International Settlements (ed.), CBDCs in emerging market economies, volume 123, pages 1-21, Bank for International Settlements.
  3. Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2020. "Original sin redux and policy responses in emerging market economies during the COVID-19 pandemic," Vox eBook Chapters, in: Simeon Djankov & Ugo Panizza (ed.), COVID-19 in Developing Economies, edition 1, volume 1, chapter 1, pages 353-361, Centre for Economic Policy Research.
  4. Carlos Cantu & Leonardo Gambacorta & Ilhyock Shim, 2020. "How effective are macroprudential policies in Asia Pacific? Evidence from a meta-analysis," BIS Papers chapters, in: Bank for International Settlements (ed.), Measuring the effectiveness of macroprudential policies using supervisory bank-level data, volume 110, pages 3-15, Bank for International Settlements.
  5. David Ng & Ilhyock Shim & Jose Maria Vidal Pastor, 2019. "The role of different institutional investors in Asia-Pacific bond markets during the taper tantrum," BIS Papers chapters, in: Bank for International Settlements (ed.), Asia-Pacific fixed income markets: evolving structure, participation and pricing, volume 102, pages 113-142, Bank for International Settlements.
  6. Björn Richter & Moritz Schularick & Ilhyock Shim, 2018. "The Costs of Macroprudential Policy," NBER Chapters, in: NBER International Seminar on Macroeconomics 2018, pages 263-282, National Bureau of Economic Research, Inc.
  7. Ilhyock Shim, 2017. "Foreword," BIS Papers chapters, in: Bank for International Settlements (ed.), Financial systems and the real economy, volume 91, pages iii-vi, Bank for International Settlements.
  8. Moritz Schularick & Ilhyock Shim, 2017. "Household credit in Asia-Pacific," BIS Papers chapters, in: Bank for International Settlements (ed.), Financial systems and the real economy, volume 91, pages 129-144, Bank for International Settlements.
  9. Yusuf Soner Baskaya & Turalay Kenç & Ilhyock Shim & Philip Turner, 2016. "Financial development and the effectiveness of macroprudential measures," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential policy, volume 86, pages 103-116, Bank for International Settlements.
  10. Valentina Bruno & Ilhyock Shim & Hyun Song Shin, 2015. "Effectiveness of macroprudential and capital flow measures in Asia and the Pacific," BIS Papers chapters, in: Bank for International Settlements (ed.), Cross-border Financial Linkages: Challenges for Monetary Policy and Financial Stability, volume 82, pages 185-192, Bank for International Settlements.
  11. Naohiko Baba & Ilhyock Shim, 2014. "Dislocations in the Won-Dollar Swap Markets during the Crisis of 2007–2009," Palgrave Macmillan Books, in: Kyuil Chung & Soyoung Kim & Hail Park & Changho Choi & Hyun Song Shin (ed.), Volatile Capital Flows in Korea, chapter 6, pages 143-176, Palgrave Macmillan.
  12. Ilhyock Shim, 2012. "Discussant remarks on Andrew Felton and Joseph B Nichols’ paper Commercial real estate loan performance at failed US banks," BIS Papers chapters, in: Bank for International Settlements (ed.), Property markets and financial stability, volume 64, pages 25-28, Bank for International Settlements.
  13. Ilhyock Shim, 2012. "Development of Asia-Pacific corporate bond and securitisation markets," BIS Papers chapters, in: Bank for International Settlements (ed.), Weathering financial crises: bond markets in Asia and the Pacific, volume 63, pages 5-14, Bank for International Settlements.
  14. Kenneth Kuttner & Ilhyock Shim, 2012. "Taming the Real Estate Beast: The Effects of Monetary and Macroprudential Policies on Housing Prices and Credit," RBA Annual Conference Volume (Discontinued), in: Alexandra Heath & Frank Packer & Callan Windsor (ed.),Property Markets and Financial Stability, Reserve Bank of Australia.
  15. Andrew Filardo & Jason George & Mico Loretan & Guonan Ma & Anella Munro & Ilhyock Shim & Philip Wooldridge & James Yetman & Haibin Zhu, 2010. "The international financial crisis: timeline, impact and policy responses in Asia and the Pacific," BIS Papers chapters, in: Bank for International Settlements (ed.), The international financial crisis and policy challenges in Asia and the Pacific, volume 52, pages 21-82, Bank for International Settlements.
  16. Guonan Ma & Eli Remolona & Ilhyock Shim, 2009. "Introduction for "Household debt: implications for monetary policy and financial stability"," BIS Papers chapters, in: Bank for International Settlements (ed.), Household debt: implications for monetary policy and financial stability, volume 46, pages 1-3, Bank for International Settlements.

Books

  1. Sally Chen & Tirupam Goel & Han Qiu & Ilhyock Shim, 2022. "CBDCs in emerging market economies," BIS Papers, Bank for International Settlements, number 123.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Simple Impact Factor
  2. Number of Citations
  3. Number of Citations, Discounted by Citation Age
  4. Number of Citations, Weighted by Simple Impact Factor
  5. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  6. Number of Citations, Weighted by Recursive Impact Factor
  7. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  8. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  9. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  11. h-index
  12. Number of Registered Citing Authors
  13. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  14. Number of Abstract Views in RePEc Services over the past 12 months
  15. Number of Downloads through RePEc Services over the past 12 months
  16. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  17. Closeness measure in co-authorship network
  18. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 31 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-IFN: International Finance (11) 2011-05-07 2014-12-29 2015-06-20 2016-02-29 2017-02-05 2019-04-01 2020-05-04 2021-01-11 2022-03-07 2022-09-05 2024-01-29. Author is listed
  2. NEP-CBA: Central Banking (10) 2008-02-02 2013-12-15 2015-06-20 2016-02-29 2018-09-24 2018-10-01 2018-10-08 2022-03-07 2023-01-16 2024-01-29. Author is listed
  3. NEP-MON: Monetary Economics (10) 2008-02-02 2011-05-07 2015-06-20 2016-02-29 2018-09-24 2018-10-01 2018-10-08 2022-09-05 2023-01-16 2024-01-29. Author is listed
  4. NEP-OPM: Open Economy Macroeconomics (9) 2016-02-29 2018-10-08 2019-04-01 2020-05-04 2021-01-11 2021-04-12 2021-05-10 2022-09-05 2023-01-16. Author is listed
  5. NEP-FMK: Financial Markets (8) 2010-12-18 2016-10-02 2017-02-05 2017-05-07 2018-03-12 2018-03-19 2019-04-01 2020-05-25. Author is listed
  6. NEP-MAC: Macroeconomics (7) 2013-12-15 2013-12-29 2018-04-09 2018-09-24 2018-10-01 2018-10-08 2018-10-08. Author is listed
  7. NEP-BAN: Banking (6) 2010-12-18 2013-12-15 2018-10-08 2022-03-07 2022-09-05 2024-01-29. Author is listed
  8. NEP-FDG: Financial Development and Growth (3) 2021-04-12 2023-01-16 2024-01-29
  9. NEP-SEA: South East Asia (3) 2010-12-18 2014-12-29 2018-04-09
  10. NEP-URE: Urban and Real Estate Economics (3) 2013-12-15 2013-12-29 2024-01-29
  11. NEP-CNA: China (2) 2022-03-07 2023-09-11
  12. NEP-MST: Market Microstructure (2) 2010-12-18 2017-05-07
  13. NEP-CFN: Corporate Finance (1) 2021-04-12
  14. NEP-IAS: Insurance Economics (1) 2007-08-14
  15. NEP-PAY: Payment Systems and Financial Technology (1) 2023-09-11
  16. NEP-RMG: Risk Management (1) 2018-04-09
  17. NEP-UPT: Utility Models and Prospect Theory (1) 2019-04-01

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Ilhyock Shim should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.