BIS Quarterly Review
2003 - 2008
Edited by Frank Packer
from Bank for International Settlements
Contact information at EDIRC.
Series data maintained by Timo Laurmaa ().
Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.
2008
- Asian banks and the international interbank market

- Robert N McCauley and Jenz Zukunft
- Credit derivatives an structured creit: the nascant markets of Asia and the Pacific

- Eli M Remolona and Ilhyock Shim
- Managing international reserves: how does diversification affect financial costs?

- Srichander Ramaswamy
- International banking activity amidst the turmoil

- Patrick McGuire and Goetz von Peter
- Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures

- Ingo Fender, Nikola Tarashev and Haibin Zhu
- The spillover of money market turbulence to FX swap and cross-currency swap markets

- Naohiko Baba, Frank Packer and Teppei Nagano
- Interbank rate fixings during the recent turmoil

- Jacob Gyntelberg and Philip Wooldridge
- What drives interbank rates? Evidence from the Libor panel

- François-Louis Michaud and Christian Upper
- Monetary operations and the financial turmoil

- Claudio Borio and William Nelson
2007
- Changing post-trading arrangements for OTC derivatives

- Elisabeth Ledrut and Christian Upper
- Risk in carry trades: a look at target currencies in Asia and the Pacific

- Jacob Gyntelberg and Eli M Remolona
- What drives the growth in FX activity? Interpreting the 2007 triennial survey

- Gabriele Galati and Alexandra Heath
- International banking with the euro

- Patrick McGuire and Nikola Tarashev
- International banking centres: a network perspective

- Goetz von Peter
- Corporate financial restructuring in Asia: implications for financial stability

- Michael Pomerleano
- Securitisation in Latin America

- Michela Scatigna and Camilo Ernesto Tovar
- Global and regional financial integration: progress in emerging markets

- Alicia Garcia-Herrero and Philip Wooldridge
- The covered bond market

- Frank Packer, Ryan Stever and Christian Upper
- Evidence of carry trade activity

- Gabriele Galati, Alexandra Heath and Patrick McGuire
- The search for liquidity in the Brazilian domestic government bond market

- André Amante, Márcio Araujo and Serge Jeanneau
- Recent episodes of credit card distress in Asia

- Tae Soo Kang and Guonan Ma
- The BIS statistics on payments and settlements

- Elisabeth Ledrut
- The bond market term premium: what is it, and how can we measure it?

- Don H Kim and Athanasios Orphanides
- Measuring portfolio credit risk: modelling versus calibration errors

- Nikola Tarashev and Haibin Zhu
- Economic derivatives

- Blaise Gadanecz, Richhild Moessner and Christian Upper
- Financial investors and commodity markets

- Dietrich Domanski and Alexandra Heath
- Exchange rates and global volatility: implications for Asia-Pacific currencies

- John Cairns, Corrinne Ho and Robert Neil Mccauley
- Interpreting sovereign spreads

- Eli M Remolona, Michela Scatigna and Eliza Wu
2006
- The role of government-supported housing finance agencies in Asia

- Eric Chan, Michael Davies and Jacob Gyntelberg
- The structure of housing finance markets and house prices in Asia

- Haibin Zhu
- Internationalising a currency: the case of the Australian dollar

- Robert Neil Mccauley
- Tracking international bank flows

- Patrick McGuire and Nikola Tarashev
- Derivatives activity and monetary policy

- Christian Upper
- Forward currency markets in Asia: lessons from the Australian experience

- Guy Debelle, Jacob Gyntelberg and Michael Plumb
- Foreign exchange reserve accumulation in emerging markets: what are the domestic implications?

- M S Mohanty and Philip Turner
- The changing composition of official reserves

- Philip D Wooldridge
- Securitisation in Asia and the Pacific: implications for liquidity and credit risks

- Jacob Gyntelberg and Eli M Remolona
- Domestic bond markets in Latin America: achievements and challenges

- Serge Jeanneau and Camilo Ernesto Tovar
- Risk premia across asset markets: information from option prices

- Nikola Tarashev and Kostas Tsatsaronis
- Basket weaving: the euromarket experience with basket currency bonds

- Clifford R Dammers and Robert Neil Mccauley
- Prime or not so prime? An exploration of US housing finance in the new century

- Allen Frankel
- The new BIS effective exchange rate indices

- Marc Klau and San Sau Fung
2005
- Reducing financial vulnerability: the development of the domestic government bond market in Mexico

- Serge Jeanneau and Carlos Perez Verdia
- Corporate bond markets in Asia

- Jacob Gyntelberg, Guonan Ma and Eli M Remolona
- Foreign banks in emerging market economies: changing players, changing issues

- Dietrich Domanski
- Risk aversion and risk premia in the CDS market

- Jeffery D Amato
- Structural models of default: lessons from firm-level data

- Nikola Tarashev
- The rise and fall of US dollar interest rate volatility: evidence from swaptions

- Fabio Fornari
- The BIS consolidated banking statistics: structure, uses and recent enhancements

- Patrick McGuire and Philip Wooldridge
- Distinguishing global dollar reserves from official holdings in the United States

- Robert Neil Mccauley
- Opening markets through a regional bond fund: lessons from ABF2

- Guonan Ma and Eli M Remolona
- Structured finance: complexity, risk and the use of ratings

- Ingo Fender and Janet Mitchell
- Currency choice in international bond issuance

- Benjamin H Cohen
- Contractual terms and CDS pricing

- Franck Packer and Haibin Zhu
- CDS index tranches and the pricing of credit risk correlations

- Jeffery D Amato and Jacob Gyntelberg
- Time-varying exposures and leverage in hedge funds

- Patrick McGuire, Eli Remolona and Kostas Tsatsaronis
- Trading Asian currencies

- Corrinne Ho, Guonan Ma and Robert Neil Mccauley