Printed from https://ideas.repec.org/s/bis/biswps6.html
Content
2006
- 220 Financial globalisation, governance and the evolution of the home bias
by Bong-Chan Kho & René M Stulz & Francis E Warnock - 219 Democracy and globalisation
by Barry Eichengreen & David Leblang - 218 The euro as a reserve currency: a challenge to the pre-eminence of the US dollar?
by Gabriele Galati & Philip D. Wooldridge - 217 Estimation of Asian effective exchange rates: a technical note
by San Sau Fung & Marc Klau & Guonan Ma & Robert N. McCauley - 216 Monetary and prudential policies at a crossroads? New challenges in the new century
by Claudio E. V. Borio - 215 Devaluations, output and the balance sheet effect: a structural econometric analysis
by Camilo E Tovar - 214 The pricing of portfolio credit risk
by Nikola A. Tarashev & Haibin Zhu - 213 Risk in financial reporting: status, challenges and suggested directions
by Claudio E. V. Borio & Kostas Tsatsaronis - 212 Risk and liquidity in a system context
by Hyun Song Shin - 211 Do accounting changes affect the economic behaviour of financial firms?
by Anne Beatty - 210 Institution-specific value
by Ken Peasnell - 209 Fair value accounting for financial instruments: some implications for bank regulation
by Wayne Landsman - 208 Including estimates of the future in today's financial statements
by Mary Barth - 207 The price impact of rating announcements: which announcements matter?
by Marian Micu & Eli M Remolona & Philip D. Wooldridge - 206 Dynamic prudential regulation: Is prompt corrective action optimal?
by Ilhyock Shim - 205 Is price stability enough?
by William R. White - 204 Monetary policy regimes and macroeconomic outcomes: Hong Kong and Singapore
by Petra Gerlach-Kristen & Stefan Gerlach - 203 Macro factors in the term structure of credit spreads
by Maurizio Luisi & Jeffery D. Amato - 202 Time-varying exchange rate pass-through: experiences of some industrial countries
by Toshitaka Sekine - 201 Central banks, governments and the European monetary unification process
by Alexandre Lamfalussy - 200 The future of central bank cooperation
by Beth A Simmons - 199 Architects of stability? International cooperation among financial supervisors
by Ethan B Kapstein - 198 Almost a century of central bank cooperation
by Richard N Cooper - 197 One hundred and thirty years of central bank cooperation: a BIS perspective
by Claudio E. V. Borio & Gianni Toniolo - 196 The evolving inflation process: an overview
by Gabriele Galati & William R. Melick - 195 Interpreting Euro area inflation at high and low frequencies
by Stefan Gerlach & Katrin Assenmacher-Wesche - 194 Output gaps and inflation in Mainland China
by Stefan Gerlach & Wensheng Peng - 193 Procyclicality in the financial system: do we need a new macrofinancial stabilisation framework?
by William R. White
2005
- 192 The mechanics of devaluations and the output response in a DSGE model: how relevant is the balance sheet effect?
by Camilo E Tovar - 191 Explaining the level of credit spreads: option-implied jump risk premia in a firm value model
by Martijn Cremers & Joost Driessen & Pascal Maenhout & David Weinbaum - 190 The pricing of unexpected credit losses
by Jeffery D. Amato & Eli M Remolona - 189 Beyond current policy frameworks
by Charles A E Goodhart - 188 Japan's deflation, problems in the financial system and monetary policy
by Naohiko Baba & Shinichi Nishioka & Nobuyuki Oda & Masaaki Shirakawa & Kazuo Ueda & Hiroshi Ugai - 187 External shocks, transmission mechanisms and deflation in Asia
by Hans Genberg - 186 Deflation in a historical perspective
by Michael Bordo & Andrew Filardo - 185 Has the inflation process changed?
by Stephen Cecchetti & Guy Debelle - 184 A nonparametric analysis of the shape dynamics of the US personal income distribution: 1962-2000
by Feng Zhu - 183 The fragility of the Phillips curve: A bumpy ride in the frequency domain
by Feng Zhu - 182 Revisiting recent productivity developments across OECD countries
by Bruno Tissot & Les Skoczylas - 181 Explaining credit default swap spreads with equity volatility and jump risks of individual firms
by Haibin Zhu & Benjamin Yibin Zhang & Hao Zhou - 180 Accounting, prudential regulation and financial stability: elements of a synthesis
by Claudio E. V. Borio & Kostas Tsatsaronis - 179 An empirical evaluation of structural credit risk models
by Nikola A. Tarashev - 178 Research on exchange rates and monetary policy: an overview
by Jeffery D. Amato & Andrew Filardo & Gabriele Galati & Goetz von Peter & Feng Zhu - 177 Forbearance and prompt corrective action
by Ilhyock Shim & Narayana Kocherlakota - 176 Debt-deflation: concepts and a stylised model
by Goetz von Peter - 175 Commercial property prices and bank performance
by E. Philip Davis & Haibin Zhu - 174 How does fiscal policy affect monetary policy in emerging market countries?
by Edda Zoli - 173 Measuring default risk premia from default swap rates and EDFs
by Antje Berndt & Rohan Douglas & Darrell Duffie & Mark Ferguson & David Schranz - 172 The effectiveness of foreign exchange intervention in emerging market countries: evidence from the Czech koruna
by Gabriele Galati & Piti Disyatat - 171 The role of the natural rate of interest in monetary policy
by Jeffery D. Amato - 170 A model of the IMF as a coinsurance arrangement
by Ralph Chami & Sunil Sharma & Ilhyock Shim - 169 Current account adjustment and capital flows
by Gabriele Galati & Guy Debelle - 168 Inflation targeting, asset prices and financial imbalances: conceptualizing the debate
by Piti Disyatat
2004
- 167 Asset prices and banking distress: a macroeconomic approach
by Goetz von Peter - 166 Are speculative attacks triggered by sunspots? A new test
by Nikola A. Tarashev - 165 Stress-testing financial systems: an overview of current methodologies
by Marco Sorge - 164 Did investors regard real estate as 'safe' during the 'Japanese Bubble' in the 1980s?
by Serdat Dinc & Patrick M. McGuire - 163 CDO rating methodology: Some thoughts on model risk and its implications
by Ingo Fender & John Kiff - 162 Recent fiscal policy in selected industrial countries
by David E. Lebow - 161 The monetisation of Japan's government debt
by David E. Lebow - 160 An empirical comparison of credit spreads between the bond market and the credit default swap market
by Haibin Zhu - 159 The term structure of credit spreads in project finance
by Marco Sorge & Blaise Gadanecz - 158 Market distress and vanishing liquidity: anatomy and policy options
by Claudio E. V. Borio - 157 Securing sustainable price stability: should credit come back from the wilderness?
by Claudio E. V. Borio & Philip Lowe - 156 Deposit Insurance and Bank Intermediation in the Long Run
by Robert Cull & Lemma Senbet & Marco Sorge - 155 Monetary policy and asset price bubbles: calibrating the monetary policy trade-offs
by Andrew Filardo - 154 Monetary and real shocks, the business cycle and the value of the euro
by Renato Filosa - 153 Macroeconomic implications of rising household debt
by Guy Debelle - 152 Back to the future? Assessing the deflation record
by Andrew Filardo & Claudio E. V. Borio - 151 Bank ties and bond market access: evidence on investment-cash flow sensitivity in Japan
by Patrick M. McGuire - 150 Bank lending and commercial property cycles: some cross-country evidence
by E. Philip Davis & Haibin Zhu - 149 Monetary policy rules in emerging market economies: issues and evidence
by M. S. Mohanty & Marc Klau - 148 The 2001 US recession: what did recession prediction models tell us?
by Andrew Filardo - 147 Whither monetary and financial stability? the implications of evolving policy regimes
by William R. White & Claudio E. V. Borio - 146 Consumer credit scoring: do situational circumstances matter?
by Robert B. Avery & Paul S. Calem & Glenn B. Canner - 145 Are changes in financial structure extending safety nets?
by William R. White
2003
- 144 Transparency versus constructive ambiguity in foreign exchange intervention
by Priscilla Chiu - 143 The Balassa-Samuelson effect in central Europe: a disaggregated analysis
by Dubravko Mihaljek & Marc Klau - 142 Three episodes of financial fragility in Norway since the 1890s
by Karsten R. Gerdrup - 141 Financial strains and the zero lower bound: the Japanese experience
by Mitsuhiro Fukao - 140 Asset prices, financial imbalances and monetary policy: are inflation targets enough?
by Charles Bean - 139 External constraints on monetary policy and the financial accelerator
by Mark Gertler & Simon Gilchrist & Fabio M. Natalucci - 138 Public and private information in monetary policy models
by Hyun Song Shin & Jeffery D. Amato - 137 The Great Depression as a credit boom gone wrong
by Barry Eichengreen & Kris Mitchener - 136 The price level, relative prices and economic stability: aspects of the interwar debate
by David Laidler - 135 Currency Crises and the Informational Role of Interest Rates
by Nikola A. Tarashev - 134 The cost of barriers to entry: evidence from the market for corporate euro bond underwriting
by João A. C. Santos & Kostas Tsatsaronis - 133 How good is the BankScope database? A cross-validation exercise with correction factors for market concentration measures
by Kaushik Bhattacharya - 132 Developing country economic structure and the pricing of syndicated credits
by Yener Altunbas & Blaise Gadanecz - 131 Optimal supervisory policies and depositor-preference laws
by Henri Pagès & João A. C. Santos - 130 Living with flexible exchange rates: issues and recent experience in inflation targeting emerging market economies
by Corrinne Ho & Robert N. McCauley - 129 Are credit ratings procyclical?
by C. H. Furfine & Jeffery D. Amato - 128 Towards a macroprudential framework for financial supervision and regulation?
by Claudio E. V. Borio - 127 A tale of two perspectives: old or new challenges for monetary policy?
by Claudio E. V. Borio & Wiliam English & Andrew Filardo - 126 A survey of cyclical effects in credit risk measurement model
by Linda Allen & Anthony Saunders - 125 The institutional memory hypothesis and the procyclicality of bank lending behaviour
by Allen N. Berger & Gregory F. Udell - 124 Credit constraints, financial liberalisation and twin crises
by Haibin Zhu - 123 Communication and monetary policy
by Jeffery D. Amato & Hyun Song Shin & Stephen Morris - 122 Positive feedback trading under stress: Evidence from the US Treasury securities market
by Benjamin H. Cohen & Hyun Song Shin
2002
- 121 Implications of habit formation for optimal monetary policy
by Jeffery D. Amato & Thomas Laubach - 120 Changes in market functioning and central bank policy: an overview of the issues
by Marvin J. Barth & Philip D. Wooldridge & Eli M Remolona - 119 A VAR analysis of the effects of monetary policy in East Asia
by Ben S.C. Fung - 118 Should banks be diversified? Evidence from individual bank loan portfolios
by Iftekhar Hasan & Anthony Saunders & Viral V. Acharya - 117 Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy
by Philip Lowe & Miguel A. Segoviano - 116 Credit risk measurement and procyclicality
by Philip Lowe - 115 China's asset management corporations
by Guonan Ma & Ben S.C. Fung - 114 Asset prices, financial and monetary stability: exploring the nexus
by Philip Lowe & Claudio Borio - 113 The link between default and recovery rates: effects on the procyclicality of regulatory capital ratios
by Edward I. Altman & Andrea Resti & Andrea Sironi - 112 Determinants of international bank lending to emerging market countries
by Serge Jeanneau & Marian Micu - 111 Output trends and Okun's law
by Gert Schnabel - 110 A survey of the institutional and operational aspects of modern-day currency boards
by Corrinne Ho - 109 Optimal dynamic hedging using futures under a borrowing constraint
by Akash Deep
2001
- 108 The determinants of private sector credit in industrialised countries: do property prices matter?
by Boris Hofmann - 107 Bank runs, welfare and policy implications
by Haibin Zhu - 106 Bank runs without self-fulfilling prophecies
by Haibin Zhu - 105 Macroeconomic news and the euro/dollar exchange rate
by Gabriele Galati & Corrinne Ho - 104 The changing shape of fixed income markets
by the Study group on fixed income markets - 103 The costs and benefits of moral suasion: Evidence from the rescue of long-term capital management
by C. H. Furfine - 102 Allocating bank regulatory powers: lender of last resort, deposit insurance and supervision
by Charles M. Kahn & João A. C. Santos - 101 Can liquidity risk be subsumed in credit risk? A case study from Brady bond prices
by Henri Pagès - 100 The impact of the euro on Europe's financial markets
by Gabriele Galati & Kostas Tsatsaronis - 99 The interbank market during a crisis
by C. H. Furfine - 98 Money and inflation in the Euro Area: A case for monetary indicators?
by Lars E.O. Svensson & Stefan Gerlach
2000
- 97 Information flows during the asian crisis: evidence from closed-end funds
by Eli M Remolona & Benjamin H. Cohen - 96 The real-time predictive content of money for output
by Norman R. Swanson & Jeffery D. Amato - 95 The impact of corporate risk management on monetary policy transmission: some empirical evidence
by Ingo Fender - 94 Corporate hedging: the impact of financial derivatives on the broad credit channel of monetary policy
by Ingo Fender - 93 Trading volumes, volatility and spreads in foreign exchange markets: evidence from emerging market countries
by Gabriele Galati - 92 Recent initiatives to improve the regulation and supervision of private capital flows
by William R. White - 91 Measuring potential vulnerabilities in emerging market economies
by Marc Klau & John Hawkins - 90 Bank capital regulation in contemporary banking theory: a review of the literature
by João A. C. Santos - 89 Forecast-based monetary policy
by Thomas Laubach & Jeffery D. Amato - 88 Evidence on the response of US banks to changes in capital requirements
by C. H. Furfine - 87 Monetary policy in an estimated optimisation-based model with sticky prices and wages
by Thomas Laubach & Jeffery D. Amato - 86 Information, liquidity and risk in the international interbank market: implicit guarantees and private credit market failure
by Henri Bernard & Joseph Bisignano - 85 A defence of the expectations theory as a model of us long-term interest rates
by Gregory D. Sutton - 84 What have we learned from recent financial crises and policy responses?
by William R. White - 83 Switching from single to multiple bank lending relationships: determinants and implications
by João A. C. Santos & Luísa A. Farinha
1999
- 82 Sacrifice ratios and the conduct of monetary policy in conditions of low inflation
by W. Wascher & Palle S. Andersen - 81 Interbank interest rates and the risk premium
by Henri Pagès - 80 A note on alternative measures of real bond rates
by Palle S. Andersen - 79 Pass-through of exchange rates and import prices to domestic inflation in some industrialised economies
by J. McCarthy - 78 Banking and commerce: a liquidity approach
by João A. C. Santos & Joseph G. Haubrich - 77 Perceived central bank intervention and market expectations: an empirical study of the yen/dollar exchange rate, 1993 - 96
by William Melick & Gabriele Galati - 76 The price of risk at year-end: evidence from interbank lending
by C. H. Furfine - 75 A note on the Gordon growth model with nonstationary dividend growth
by Henri Pagès - 74 The Dollar - Mark axis
by Gabriele Galati - 73 The Taylor rule and interest rates in the EMU area: a note
by Gert Schnabel & Stefan Gerlach - 72 Reserve currency allocation: an alternative methodology
by Srichander Ramaswamy - 71 The term structure of announcement effects
by Michael J. Fleming & Eli M Remolona - 70 Interbank exposures: quantifying the risk of contagion
by C. H. Furfine - 69 Credit channels and consumption in Europe: empirical evidence
by Gabe de Bondt - 68 The evolution and determinants of emerging markets credit spreads in the 1990s
by Steven B. Kamin & K von Kleist - 67 The cyclical sensitivity of seasonality in US employment
by S. Krane & W. Wascher - 66 Evolving international financial markets: some implications for Central Banks
by William R. White - 65 Higher profits and lower capital prices: is factor allocation optimal?
by E. Yndgaard & Palle S. Andersen & Marc Klau - 64 Precarious credit equilibria: reflections on the Asian financial crisis
by Joseph Bisignano - 63 Microeconomic inventory adjustment and aggregate dynamics
by J. McCarthy & E. Zakrajsek - 62 The pricing of bank lending and borrowing: evidence from the federal funds market
by C. H. Furfine
1998
- 61 Foreign direct investment and employment in the industrial countries
by Palle S. Andersen & P. Hainaut - 60 Output gap uncertainty: does it matter for the Taylor rule?
by Frank Smets - 59 Portfolio selection using fuzzy decision theory
by Srichander Ramaswamy - 58 The importance of bank seniority for relationship lending
by João A. C. Santos & Stanley D. Longhofer - 57 One-step prediction of financial time series
by Srichander Ramaswamy - 56 Commercial banks in the securities business: A review
by João A. C. Santos - 55 Spread overreaction in international bond markets
by Gregory D. Sutton - 54 The coming transformation of continental european banking?
by William R. White - 53 Exchange rate regimes and inflation and output in Sub-Saharan countries
by Marc Klau - 52 Inflation and disinflation in Iceland
by Már Guðmundsson & Palle S. Andersen
1997
- 51 Forecast errors and financial developments
by Palle S. Andersen - 50 The euro and the dollar
by Robert N. McCauley - 49 Why does the yield curve predict economic activity? Dissecting the evidence for Germany and the United States
by Kostas Tsatsaronis & Frank Smets - 48 Some multi-country evidence on the effects of real exchange rates on output
by Steven B. Kamin & Marc Klau - 47 Financial asset prices and monetary policy: theory and evidence
by Frank Smets - 46 Global asset allocation in fixed income markets
by Srichander Ramaswamy - 45 A multi-country comparison of the linkages between inflation and exchange rate competitiveness
by Steven B. Kamin - 44 Is there excess comovement of bond yields between countries?
by Gregory D. Sutton - 43 Exchange rate regimes and the expectations hypothesis of the term structure
by Stefan Gerlach & Frank Smets - 42 Measuring monetary policy shocks in France, Germany and Italy: The role of the exchange rate
by Frank Smets - 41 The Euro and European financial markets
by Robert N. McCauley & William R. White - 40 Monetary policy operating procedures in industrial countries
by Claudio E. V. Borio - 39 Banking system failures in developing and transition countries: Diagnosis and predictions
by Patrick Honohan
1996
- 38 International agreements in the area of banking and finance: accomplishments and outstanding issues
by William R. White - 37 Does the term structure predict recessions? The international evidence
by Henri Bernard & Stefan Gerlach - 36 Estimation of speculative attack models: Mexico yet again
by William R. Melick - 35 Varieties of monetary operating procedures: balancing monetary objectives with market efficiency
by Joseph Bisignano - 34 Monetary policy and the behaviour of interest rates: are long rates excessively volatile?
by Stefan Gerlach - 33 Derivatives and asset price volatility: a test using variance ratios
by Benjamin H. Cohen
1995
- 32 The anatomy of the bond market turbulence of 1994
by Claudio E. V. Borio & Robert N. McCauley - 31 Testing the quantity theory using long-run averaged cross-country data
by Stefan Gerlach - 30 Money demand stability and currency substitution in six European countries (1980-1992)
by Renato Filosa - 29 The information content of the term structure: evidence for Germany
by Stefan Gerlach - 28 The term structure of Euro-rates: some evidence in support of the expectations hypothesis
by Stefan Gerlach & Frank Smets - 27 The response of short-term bank lending rates to policy rates: a cross-country perspective
by Claudio E. V. Borio & Wilhelm Fritz - 26 The monetary transmission mechanism: Evidence from the G-7 countries
by Stefan Gerlach & Frank Smets - 25 A survey of non-financial sector balance sheets in industialised countries: implications for the monetary policy transmission mechanism
by J T Kneeshaw - 24 The structure of credit to the non-goverment sector and the transmission mechanism of monetary policy: a cross-country comparison
by Claudio E. V. Borio
1994
- 23 The changing borders of banking: trends and implications
by Claudio E. V. Borio & Renato Filosa