Report NEP-CBA-2017-02-05

This is the archive for NEP-CBA, a report on new working papers in the area of Central Banking. Maria Semenova issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon.

Other reports in NEP-CBA

The following items were announced in this report:

• Thomas Philippon & Pierre Pessarossi & Boubacar Camara, 2017. "Backtesting European Stress Tests," NBER Working Papers 23083, National Bureau of Economic Research, Inc.
• Caterina Mendicino & Kalin Nikolov & Javier Suarez & Dominik Supera, 2016. "Optimal Dynamic Capital Requirements," Working Papers wp2016_1614, CEMFI.
• J. Scott Davis & Mark A. Wynne, 2016. "Central bank communications: a case study," Globalization Institute Working Papers 283, Federal Reserve Bank of Dallas.
• Item repec:bny:wpaper:8/2016 is not listed on IDEAS anymore

• Asli Demirguc-Kunt & Balint Horvath & Harry Huizinga, 2017. "Foreign Banks and International Transmission of Monetary Policy: Evidence from the Syndicated Loan Market," Bristol Accounting and Finance Discussion Papers 17/6, School of Accounting and Finance, University of Bristol, UK.
• Falko Fecht & Kjell G. Nyborg & Jörg Rocholl & Jiri Woschitz, 2016. "Collateral, Central Bank Repos, and Systemic Arbitrage," Swiss Finance Institute Research Paper Series 16-66, Swiss Finance Institute.
• Mariarosaria Comunale & Davor Kunovac, 2017. "Exchange Rate Pass-Through in the Euro Area," Bank of Lithuania Working Paper Series 38, Bank of Lithuania.
• OKIMOTO, Tatsuyoshi, 2017. "Expected Inflation Regimes in Japan," Discussion paper series HIAS-E-41, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
• Alexius, Annika & Holmberg, Mikaela, 2017. "Pass-through with low inflation and volatile exchange rates," Research Papers in Economics 2017:1, Stockholm University, Department of Economics.
• N. Kundan Kishor & Evan F. Koenig, 2016. "The roles of inflation expectations, core inflation, and slack in real-time inflation forecasting," Working Papers 1613, Federal Reserve Bank of Dallas.
• Kengo Nutahara, 2017. "Asset Prices, Nominal Rigidities, and Monetary Policy: Case of Housing Price," CIGS Working Paper Series 17-001E, The Canon Institute for Global Studies.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2018. "Effects of Quasi-Random Monetary Experiments," Working Paper Series 2017-02, Federal Reserve Bank of San Francisco.
• Kräussl, Roman & Lehnert, Thorsten & Stefanova, Denitsa, 2017. "The European sovereign debt crisis: What have we learned?," CFS Working Paper Series 567, Center for Financial Studies (CFS).
• Hans Gersbach & Jean-Charles Rochet, 2012. "Aggregate Investment Externalities and Macroprudential Regulation," Swiss Finance Institute Research Paper Series 12-03, Swiss Finance Institute.
• Erin E. Syron Ferris & Soo Jeong Kim & Bernd Schlusche, 2017. "Confidence Interval Projections of the Federal Reserve Balance Sheet and Income," FEDS Notes 2017-01-13, Board of Governors of the Federal Reserve System (U.S.).
• Michael D. Bordo & John V. Duca & Christoffer Koch, 2016. "Economic policy uncertainty and the credit channel: aggregate and bank level U.S. evidence over several decades," Working Papers 1605, Federal Reserve Bank of Dallas.
• Chan, Stephanie & Wijnbergen, Sweder, 2017. "CoCo Design, Risk Shifting Incentives and Financial Fragility," ECMI Papers 12166, Centre for European Policy Studies.