Details about Benjamin H. Cohen

Access statistics for papers by Benjamin H. Cohen.

Last updated 2023-03-14. Update your information in the RePEc Author Service.

Short-id: pco691

Working Papers

2014

1. Banks and capital requirements: channels of adjustment
   BIS Working Papers, Bank for International Settlements View citations (24)
   See also Journal Article Banks and capital requirements: Channels of adjustment, Journal of Banking & Finance, Elsevier (2016) View citations (77) (2016)

2003

2. Positive feedback trading under stress: Evidence from the US Treasury securities market
   BIS Working Papers, Bank for International Settlements View citations (33)
   See also Chapter Positive feedback trading under stress: evidence from the US Treasury securities market, BIS Papers chapters, Bank for International Settlements (2002) View citations (9) (2002)

2000

3. Information flows during the asian crisis: evidence from closed-end funds
   BIS Working Papers, Bank for International Settlements View citations (1)
   See also Chapter Information flows during the Asian crisis: evidence from closed-end funds, BIS Papers chapters, Bank for International Settlements (2001) View citations (7) (2001)
   Journal Article Information flows during the Asian crisis: Evidence from closed-end funds, Journal of International Money and Finance, Elsevier (2008) View citations (12) (2008)

1996

4. Derivatives and asset price volatility: a test using variance ratios
   BIS Working Papers, Bank for International Settlements View citations (2)

Journal Articles

2018

1. Term premia: models and some stylised facts
   BIS Quarterly Review, 2018 View citations (27)

2017

2. Global Liquidity: A Selective Review
   Annual Review of Economics, 2017, 9, (1), 587-612 View citations (16)
3. The new era of expected credit loss provisioning
   BIS Quarterly Review, 2017 View citations (26)

2016

4. Banks and capital requirements: Channels of adjustment
   Journal of Banking & Finance, 2016, 69, (S1), S56-S69 View citations (77)
   See also Working Paper Banks and capital requirements: channels of adjustment, BIS Working Papers (2014) View citations (24) (2014)

2014

5. Five questions and six answers about macroprudential policy
   Financial Stability Review, 2014, (18), 15-24 View citations (8)

2013

6. How have banks adjusted to higher capital requirements?
   BIS Quarterly Review, 2013 View citations (42)

2008

7. Information flows during the Asian crisis: Evidence from closed-end funds
   Journal of International Money and Finance, 2008, 27, (4), 636-653 View citations (12)
   See also Working Paper Information flows during the asian crisis: evidence from closed-end funds, BIS Working Papers (2000) View citations (1) (2000)
   Chapter Information flows during the Asian crisis: evidence from closed-end funds, BIS Papers chapters, 2001, 02, 30-75 (2001) View citations (7) (2001)

2005

8. Currency choice in international bond issuance
   BIS Quarterly Review, 2005 View citations (35)

2002

9. Positive feedback trading in the US Treasurey market
   BIS Quarterly Review, 2002

2001

10. Financial Markets and Systemic Risk in an Era of Innovation
    International Finance, 2001, 4, (1), 127-144 View citations (2)

1999

11. Derivatives, Volatility and Price Discovery
    International Finance, 1999, 2, (2), 167-202 View citations (8)

Chapters

2008

1. The Unfolding Turmoil of 2007–2008: Lessons and Responses
   A chapter in Lessons from the Financial Turmoil of 2007 and 2008, 2008 View citations (3)

2002

2. Positive feedback trading under stress: evidence from the US Treasury securities market
   A chapter in Market functioning and central bank policy, 2002, vol. 12, pp 148-180 View citations (9)
   See also Working Paper Positive feedback trading under stress: Evidence from the US Treasury securities market, Bank for International Settlements (2003) View citations (33) (2003)

2001

3. Information flows during the Asian crisis: evidence from closed-end funds
   A chapter in Market liquidity: proceedings of a workshop held at the BIS, 2001, vol. 02, pp 30-75 View citations (7)
   See also Journal Article Information flows during the Asian crisis: Evidence from closed-end funds, Elsevier (2008) View citations (12) (2008)
   Working Paper Information flows during the asian crisis: evidence from closed-end funds, Bank for International Settlements (2000) View citations (1) (2000)

1999

4. Monetary Policy Procedures and Volatility Transmission along the Yield Curve
   A chapter in Market Liquidity: Research Findings and Selected Policy Implications, 1999, vol. 11, pp 1-22 View citations (7)