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