Printed from https://ideas.repec.org/s/bis/biscgc.html
Content
2007
- 1-2 Introduction to "Research on global financial stability: the use of BIS international financial statistics"
In: Research on global financial stability: the use of BIS international financial statistics
by Aviram Levy - 3-15 What can BIS statistics tell us about the risks of crises in emerging markets?
In: Research on global financial stability: the use of BIS international financial statistics
by Ramon Moreno & Karsten von Kleist - 16-31 Developments in a cross-border bank exposure "network"
In: Research on global financial stability: the use of BIS international financial statistics
by Masazumi Hattori & Yuko Suda - 32-52 Contagion and the composition of Canadian banks' foreign asset portfolios: do financial crises matter?
In: Research on global financial stability: the use of BIS international financial statistics
by Eric Santor - 53-89 The pecking order of cross-border investment
In: Research on global financial stability: the use of BIS international financial statistics
by Christian Daude & Marcel Fratzscher - 90-127 Financial exchange rates and international currency exposures
In: Research on global financial stability: the use of BIS international financial statistics
by Philip R Lane & Jay C Shambaugh - 128-155 International bank portfolios: short- and long-run responses to the business cycle
In: Research on global financial stability: the use of BIS international financial statistics
by Sven Blank & Claudia M Buch - 156-175 Hedge fund activity and carry trades
In: Research on global financial stability: the use of BIS international financial statistics
by Chris Becker & Kristina Clifton - 176-204 Global monitoring with the BIS international banking statistics
In: Research on global financial stability: the use of BIS international financial statistics
by Patrick McGuire & Nikola Tarashev
1999
- 1-8 The Effects of Transaction Costs on Depth and Spread
In: Market Liquidity: Research Findings and Selected Policy Implications
by Dominique Y Dupont - 1-14 Expectations and Market Microstructure When Liquidity is Lost
In: Market Liquidity: Research Findings and Selected Policy Implications
by Jun Muranaga & Tokiko Shimizu - 1-14 Liquidity in U.S. Treasury Spot and Futures Markets
In: Market Liquidity: Research Findings and Selected Policy Implications
by Michael Fleming & Asani Sarkar - 1-16 The Impact of UK Macroeconomic Announcements on the Market for Gilts
In: Market Liquidity: Research Findings and Selected Policy Implications
by Andrew Clare & Mark Johnson & James Proudman & Victoria Saporta - 1-16 The Market Microstructure of Dealership Equity and Government Securities Markets: How They Differ
In: Market Liquidity: Research Findings and Selected Policy Implications
by Toni Gravelle - 1-17 Transparency and Liquidity in Securities Markets
In: Market Liquidity: Research Findings and Selected Policy Implications
by Takashi Ui - 1-21 The Change of Liquidity in the Life Cycle of Japanese Government Securities
In: Market Liquidity: Research Findings and Selected Policy Implications
by Hideaki Higo - 1-21 The Effects of Open Market Operations on the Price Discovery Process in the Japanese Government Securities Market: An Empirical Study
In: Market Liquidity: Research Findings and Selected Policy Implications
by Hirotaka Inoue - 1-22 The Structure of Government Securities Markets in G10 Countries: Summary of Questionnaire Results
In: Market Liquidity: Research Findings and Selected Policy Implications
by Hirotaka Inoue - 1-22 Monetary Policy Procedures and Volatility Transmission along the Yield Curve
In: Market Liquidity: Research Findings and Selected Policy Implications
by Benjamin H Cohen - 1-23 Inflation Expectations and Risks in a Two-Country Affine-Yield Model
In: Market Liquidity: Research Findings and Selected Policy Implications
by Ben Siu Cheong Fung & Scott Mitnick & Eli M Remolona - 1-25 Dynamics of Market Liquidity of Japanese Stocks: An Analysis of Tick-by-Tick Data of the Tokyo Stock Exchange
In: Market Liquidity: Research Findings and Selected Policy Implications
by Jun Muranaga - 1-26 The Euro and the Liquidity of European Fixed Income Markets
In: Market Liquidity: Research Findings and Selected Policy Implications
by Robert N McCauley - 1-27 Does Market Transparency Matter? A Case Study
In: Market Liquidity: Research Findings and Selected Policy Implications
by Antonio Scalia & Valerio Vacca - 1-28 Market Microstructure and Market Liquidity
In: Market Liquidity: Research Findings and Selected Policy Implications
by Jun Muranaga & Tokiko Shimizu - 1-29 Price Discovery Functions in Japan's corporate bond market: An Event Study of the Recent Fall 1997 Financial Crisis
In: Market Liquidity: Research Findings and Selected Policy Implications
by Atsushi Miyanoya - 1-34 The Stylised Facts of Price Discovery in Government Securities Markets: A Comparative Study
In: Market Liquidity: Research Findings and Selected Policy Implications
by Hirotaka Inoue - 1-37 Liquidity of the Government of Canada Securities Market: Stylised Facts and Some Market Microstructure Comparisons to the United States Treasury Market
In: Market Liquidity: Research Findings and Selected Policy Implications
by Toni Gravelle