Details about Patrick M. McGuire

Access statistics for papers by Patrick M. McGuire.

Last updated 2024-10-08. Update your information in the RePEc Author Service.

Short-id: pmc216

Working Papers

2022

1. London as a financial centre since Brexit: evidence from the 2022 BIS Triennial Survey
   BIS Bulletins, Bank for International Settlements

2020

2. Central bank swap lines and cross-border bank flows
   BIS Bulletins, Bank for International Settlements
3. Dollar funding costs during the Covid-19 crisis through the lens of the FX swap market
   BIS Bulletins, Bank for International Settlements View citations (32)
4. Global banks' dollar funding needs and central bank swap lines
   BIS Bulletins, Bank for International Settlements View citations (15)
5. Home sweet host: Prudential and monetary policy spillovers through global banks
   BIS Working Papers, Bank for International Settlements View citations (13)

2018

6. Transmission of monetary policy through global banks: whose policy matters?
   BIS Working Papers, Bank for International Settlements View citations (36)
   See also Journal Article Transmission of monetary policy through global banks: Whose policy matters?, Journal of International Money and Finance, Elsevier (2018) View citations (27) (2018)

2017

7. Financial deglobalisation in banking?
   Economic Papers, Trinity College Dublin, Economics Department View citations (30)
   Also in BIS Working Papers, Bank for International Settlements (2017) View citations (30)
   See also Journal Article Financial deglobalisation in banking?, Journal of International Money and Finance, Elsevier (2019) View citations (33) (2019)
8. Supply- and Demand-side Factors in Global Banking
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (21)
   Also in Staff Reports, Federal Reserve Bank of New York (2017) View citations (16)
   BIS Working Papers, Bank for International Settlements (2017) View citations (21)
   NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (21)
9. What Drives International Bank Credit?
   Liberty Street Economics, Federal Reserve Bank of New York

2016

10. International prudential policy spillovers: a global perspective
    BIS Working Papers, Bank for International Settlements View citations (30)
    See also Journal Article International Prudential Policy Spillovers: A Global Perspective, International Journal of Central Banking, International Journal of Central Banking (2017) View citations (46) (2017)
11. The failure of covered interest parity: FX hedging demand and costly balance sheets
    BIS Working Papers, Bank for International Settlements View citations (67)

2015

12. Global dollar credit: links to US monetary policy and leverage
    BIS Working Papers, Bank for International Settlements View citations (183)
    See also Journal Article Global dollar credit: links to US monetary policy and leverage, Economic Policy, CEPR, CESifo, Sciences Po (2015) View citations (187) (2015)
13. IAG Reference document on Consolidation and corporate groups: an overview of methodological and practical issues
    IFC Reports, Bank for International Settlements

2013

14. The 2011 FDIC assessment on banks managed liabilities: interest rate and balance-sheet responses
    BIS Working Papers, Bank for International Settlements View citations (18)

2012

15. Interpreting TARGET2 balances
    BIS Working Papers, Bank for International Settlements View citations (51)
16. Rapid credit growth and international credit: Challenges for Asia
    BIS Working Papers, Bank for International Settlements View citations (63)
17. Systemic Risks in Global Banking: What Available Data can tell us and What More Data are Needed?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (74)
    Also in IMF Working Papers, International Monetary Fund (2011) View citations (28)
    See also Chapter Systemic Risks in Global Banking: What Available Data Can Tell Us and What More Data Are Needed?, NBER Chapters, National Bureau of Economic Research, Inc (2012) View citations (67) (2012)
18. Systemic risk in global banking: what can available data tell us and what more data are needed?
    BIS Working Papers, Bank for International Settlements View citations (67)
19. The Social Value of Policy Signals
    BIS Working Papers, Bank for International Settlements View citations (3)

2010

20. Toward a global risk map
    BIS Working Papers, Bank for International Settlements View citations (24)

2009

21. Bank Ties and Firm Performance in Japan: Some Evidence since FY2002
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan
    Also in BIS Working Papers, Bank for International Settlements (2009) View citations (1)
22. The US dollar shortage in global banking and the international policy response
    BIS Working Papers, Bank for International Settlements View citations (199)
    See also Journal Article The Dollar Shortage in Global Banking and the International Policy Response, International Finance, Wiley Blackwell (2012) View citations (64) (2012)

2008

23. Estimating hedge fund leverage
    BIS Working Papers, Bank for International Settlements View citations (16)
24. Global monitoring with the BIS international banking statistics
    BIS Working Papers, Bank for International Settlements View citations (30)
    See also Chapter Global monitoring with the BIS international banking statistics, CGFS Papers chapters, Bank for International Settlements (2007) View citations (4) (2007)

2004

25. Bank ties and bond market access: evidence on investment-cash flow sensitivity in Japan
    BIS Working Papers, Bank for International Settlements View citations (2)
    Also in Proceedings, Federal Reserve Bank of Chicago (2003) View citations (3)
    NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations (9)
26. Did investors regard real estate as 'safe' during the 'Japanese Bubble' in the 1980s?
    BIS Working Papers, Bank for International Settlements View citations (1)

Journal Articles

2024

1. International finance through the lens of BIS statistics: bank exposures and country risk
   BIS Quarterly Review, 2024 View citations (3)
2. International finance through the lens of BIS statistics: residence vs nationality
   BIS Quarterly Review, 2024 View citations (5)
3. International finance through the lens of BIS statistics: the global reach of currencies
   BIS Quarterly Review, 2024 View citations (2)

2023

4. Bank positions in FX swaps: insights from CLS
   BIS Quarterly Review, 2023 View citations (3)

2022

5. Dollar debt in FX swaps and forwards: huge, missing and growing
   BIS Quarterly Review, 2022 View citations (10)
6. FX swaps and forwards in global dollar debt: “Known knowns” and “known unknowns”
   Japan and the World Economy, 2022, 64, (C)
7. Foreword: OTC foreign exchange and interest rate derivatives markets through the prism of the Triennial Survey
   BIS Quarterly Review, 2022

2021

8. Home sweet host: A cross‐country perspective on prudential and monetary policy spillovers through global banks
   Review of International Economics, 2021, 29, (1), 20-36 View citations (2)
9. Outward portfolio investment and dollar funding in emerging Asia
   BIS Quarterly Review, 2021 View citations (7)
10. Seven decades of international banking
    BIS Quarterly Review, 2021 View citations (8)

2020

11. International dimensions of EME corporate debt
    BIS Quarterly Review, 2020 View citations (13)

2019

12. Financial deglobalisation in banking?
    Journal of International Money and Finance, 2019, 94, (C), 116-131 View citations (33)
    See also Working Paper Financial deglobalisation in banking?, Economic Papers (2017) View citations (30) (2017)
13. International Bank Flows and the Global Financial Cycle
    IMF Economic Review, 2019, 67, (1), 61-108 View citations (17)

2018

14. Transmission of monetary policy through global banks: Whose policy matters?
    Journal of International Money and Finance, 2018, 89, (C), 67-82 View citations (27)
    See also Working Paper Transmission of monetary policy through global banks: whose policy matters?, BIS Working Papers (2018) View citations (36) (2018)

2017

15. Cross-Border Prudential Policy Spillovers: How Much? How Important? Evidence from the International Banking Research Network
    International Journal of Central Banking, 2017, 13, (2), 505-558 View citations (61)
16. FX swaps and forwards: missing global debt?
    BIS Quarterly Review, 2017 View citations (54)
17. International Prudential Policy Spillovers: A Global Perspective
    International Journal of Central Banking, 2017, 13, (2), 5-33 View citations (46)
    See also Working Paper International prudential policy spillovers: a global perspective, BIS Working Papers (2016) View citations (30) (2016)

2016

18. Covered interest parity lost: understanding the cross-currency basis
    BIS Quarterly Review, 2016 View citations (127)
19. The resilience of banks' international operations
    BIS Quarterly Review, 2016 View citations (12)

2015

20. Dollar credit to emerging market economies
    BIS Quarterly Review, 2015 View citations (39)
21. Enhanced data to analyse international banking
    BIS Quarterly Review, 2015 View citations (30)
22. Global dollar credit: links to US monetary policy and leverage
    Economic Policy, 2015, 30, (82), 187-229 View citations (187)
    See also Working Paper Global dollar credit: links to US monetary policy and leverage, BIS Working Papers (2015) View citations (183) (2015)

2014

23. Non-US banks' claims on the Federal Reserve
    BIS Quarterly Review, 2014 View citations (9)

2012

24. After the global financial crisis: From international to multinational banking?
    Journal of Economics and Business, 2012, 64, (1), 7-23 View citations (35)
25. The Dollar Shortage in Global Banking and the International Policy Response
    International Finance, 2012, 15, (2), 155-178 View citations (64)
    See also Working Paper The US dollar shortage in global banking and the international policy response, BIS Working Papers (2009) View citations (199) (2009)

2011

26. Assessing global liquidity
    BIS Quarterly Review, 2011 View citations (26)
27. Global credit and domestic credit booms
    BIS Quarterly Review, 2011 View citations (109)

2010

28. Bank structure, funding risk and the transmission of shocks across countries: concepts and measurement
    BIS Quarterly Review, 2010 View citations (86)
29. European banks' US dollar funding pressures
    BIS Quarterly Review, 2010 View citations (18)
30. The architecture of global banking: from international to multinational?
    BIS Quarterly Review, 2010 View citations (100)

2009

31. Bank Ties and Firm Performance in Japan: Some Evidence since Fiscal 2002
    Monetary and Economic Studies, 2009, 27, (1), 99-142 View citations (1)
32. Dollar appreciation in 2008: safe haven, carry trades, dollar shortage and overhedging
    BIS Quarterly Review, 2009 View citations (112)
33. The US dollar shortage in global banking
    BIS Quarterly Review, 2009 View citations (255)

2008

34. Bank health and lending to emerging markets
    BIS Quarterly Review, 2008 View citations (75)
35. International banking activity amidst the turmoil
    BIS Quarterly Review, 2008 View citations (6)

2007

36. Evidence of carry trade activity
    BIS Quarterly Review, 2007 View citations (125)
37. International banking with the euro
    BIS Quarterly Review, 2007 View citations (5)

2006

38. Tracking international bank flows
    BIS Quarterly Review, 2006 View citations (26)

2005

39. The BIS consolidated banking statistics: structure, uses and recent enhancements
    BIS Quarterly Review, 2005 View citations (54)
40. Time-varying exposures and leverage in hedge funds
    BIS Quarterly Review, 2005 View citations (12)

2004

41. A shift in London's eurodollar market
    BIS Quarterly Review, 2004 View citations (3)
42. Twin peaks in equity and housing prices?
    BIS Quarterly Review, 2004 View citations (69)

2003

43. Common factors in emerging market spreads
    BIS Quarterly Review, 2003 View citations (57)

Chapters

2017

1. Foreign banks and credit conditions in EMEs
   A chapter in Financial systems and the real economy, 2017, vol. 91, pp 101-123 View citations (13)

2016

2. Patterns in International Banking and Their Implications for Prudential Policies
   Chapter 12 in The Future of Large, Internationally Active Banks, 2016, pp 187-211

2015

3. Enhancements to the BIS international banking statistics
   A chapter in Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, 2015, vol. 39 View citations (7)
4. The BIS Global liquidity indicators
   A chapter in Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, 2015, vol. 39 View citations (2)

2012

5. Systemic Risks in Global Banking: What Available Data Can Tell Us and What More Data Are Needed?
   A chapter in Risk Topography: Systemic Risk and Macro Modeling, 2012, pp 235-260 View citations (67)
   See also Working Paper Systemic Risks in Global Banking: What Available Data can tell us and What More Data are Needed?, National Bureau of Economic Research, Inc (2012) View citations (74) (2012)

2007

6. Global monitoring with the BIS international banking statistics
   A chapter in Research on global financial stability: the use of BIS international financial statistics, 2007, vol. 29, pp 176-204 View citations (4)
   See also Working Paper Global monitoring with the BIS international banking statistics, Bank for International Settlements (2008) View citations (30) (2008)

2006

7. Cross-Border Banking in Asia: Basel II and Other Prudential Issues
   Chapter 8 in Cross-Border Banking Regulatory Challenges, 2006, pp 87-107 View citations (2)