Details about Frank Packer

Access statistics for papers by Frank Packer.

Last updated 2017-11-22. Update your information in the RePEc Author Service.

Short-id: ppa1071

Working Papers

2020

1. Competitive Effects of IPOS: Evidence from Chinese Listing Suspensions
   Working Paper Series, Federal Reserve Bank of San Francisco View citations (1)

2017

2. Credit ratings of domestic and global agencies: What drives the differences in China and how are they priced?
   BIS Working Papers, Bank for International Settlements View citations (12)

2016

3. The effects of a central bank's inflation forecasts on private sector forecasts: Recent evidence from Japan
   BIS Working Papers, Bank for International Settlements View citations (13)
   Also in Bank of Japan Working Paper Series, Bank of Japan (2016) View citations (11)

2012

4. Loan loss provisioning practices of Asian banks
   BIS Working Papers, Bank for International Settlements View citations (43)
5. Why do firms issue abroad? Lessons from onshore and offshore corporate bond finance in Asian emerging markets
   Working Papers, Business School - Economics, University of Glasgow View citations (36)
   Also in BIS Working Papers, Bank for International Settlements (2012) View citations (38)
   Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) (2012) View citations (38)

2010

6. To err is human: rating agencies and the interwar foreign government debt crisis
   BIS Working Papers, Bank for International Settlements View citations (6)
   See also Journal Article To err is human: US rating agencies and the interwar foreign government debt crisis, European Review of Economic History, Cambridge University Press (2011) View citations (14) (2011)

2009

7. From turmoil to crisis: dislocations in the FX swap market before and after the failure of Lehman Brothers
   BIS Working Papers, Bank for International Settlements View citations (146)
   See also Journal Article From turmoil to crisis: Dislocations in the FX swap market before and after the failure of Lehman Brothers, Journal of International Money and Finance, Elsevier (2009) View citations (145) (2009)
8. Ratings Performance, Regulation and the Great Depression: Lessons from Foreign Government Securities
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (11)

2008

9. Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08
   BIS Working Papers, Bank for International Settlements View citations (31)
   See also Journal Article Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08, Journal of Banking & Finance, Elsevier (2009) View citations (131) (2009)
10. Private matters
    BIS Working Papers, Bank for International Settlements
    See also Journal Article Private matters, Journal of Financial Intermediation, Elsevier (2009) View citations (12) (2009)

2000

11. How consistent are credit ratings? a geographic and sectoral analysis of default risk
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (14)

1998

12. Institutional affiliation and the role of venture capital: evidence from initial public offerings in Japan
    Research Paper, Federal Reserve Bank of New York View citations (14)
    Also in Staff Reports, Federal Reserve Bank of New York (1997) View citations (6)
    See also Journal Article Institutional affiliation and the role of venture capital: Evidence from initial public offerings in Japan, Pacific-Basin Finance Journal, Elsevier (2000) View citations (86) (2000)

1997

13. Split ratings and the pricing of credit risk
    Research Paper, Federal Reserve Bank of New York View citations (43)

1996

14. Determinants and impacts of sovereign credit ratings
    Research Paper, Federal Reserve Bank of New York View citations (455)
    See also Journal Article Determinants and impact of sovereign credit ratings, Economic Policy Review, Federal Reserve Bank of New York (1996) View citations (578) (1996)
15. Multiple ratings and credit standards: differences of opinion in the credit rating industry
    Staff Reports, Federal Reserve Bank of New York View citations (9)
    Also in Research Paper, Federal Reserve Bank of New York (1995) View citations (14)

1995

16. Before main banks: a selective historical overview of Japan's prewar financialsystem
    Policy Research Working Paper Series, The World Bank

1994

17. Venture capital, bank shareholding, and the certification of initial public offerings: evidence from the OTC market in Japan
    Research Paper, Federal Reserve Bank of New York

Journal Articles

2017

1. Green bond finance and certification
   BIS Quarterly Review, 2017 View citations (127)

2016

2. China's IPO activity and equity market volatility
   FRBSF Economic Letter, 2016 View citations (4)

2015

3. Sovereign ratings of advanced and emerging economies after the crisis
   BIS Quarterly Review, 2015 View citations (47)

2014

4. A Global Tour of Commercial Property and REIT Markets
   International Real Estate Review, 2014, 17, (2), 241-274

2013

5. FX and derivatives markets in emerging economies and the internationalisation of their currencies
   BIS Quarterly Review, 2013 View citations (37)

2012

6. ATTRACTING FOREIGN PARTICIPATION IN ASIAN LOCAL CURRENCY BOND MARKETS: THE CASE OF THE ASIAN BOND FUND 2 INITIATIVE
   Pacific Economic Review, 2012, 17, (3), 415-433 View citations (13)

2011

7. Rating methodologies for banks
   BIS Quarterly Review, 2011 View citations (24)
8. To err is human: US rating agencies and the interwar foreign government debt crisis
   European Review of Economic History, 2011, 15, (3), 495-538 View citations (14)
   See also Working Paper To err is human: rating agencies and the interwar foreign government debt crisis, BIS Working Papers (2010) View citations (6) (2010)

2010

9. Derivatives in emerging markets
   BIS Quarterly Review, 2010 View citations (23)

2009

10. From turmoil to crisis: Dislocations in the FX swap market before and after the failure of Lehman Brothers
    Journal of International Money and Finance, 2009, 28, (8), 1350-1374 View citations (145)
    See also Working Paper From turmoil to crisis: dislocations in the FX swap market before and after the failure of Lehman Brothers, BIS Working Papers (2009) View citations (146) (2009)
11. Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08
    Journal of Banking & Finance, 2009, 33, (11), 1953-1962 View citations (131)
    See also Working Paper Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08, BIS Working Papers (2008) View citations (31) (2008)
12. Issues and developments in loan loss provisioning: the case of Asia
    BIS Quarterly Review, 2009 View citations (20)
13. Private matters
    Journal of Financial Intermediation, 2009, 18, (3), 362-383 View citations (12)
    See also Working Paper Private matters, BIS Working Papers (2008) (2008)

2008

14. The spillover of money market turbulence to FX swap and cross-currency swap markets
    BIS Quarterly Review, 2008 View citations (129)

2007

15. The covered bond market
    BIS Quarterly Review, 2007 View citations (20)

2005

16. Contractual terms and CDS pricing
    BIS Quarterly Review, 2005 View citations (38)

2004

17. Assessing new perspectives on country risk
    BIS Quarterly Review, 2004 View citations (37)

2003

18. Determinants of the choice of bankruptcy procedure in Japan
    Journal of Financial Intermediation, 2003, 12, (1), 96-120 View citations (7)
19. Sovereign credit default swaps
    BIS Quarterly Review, 2003 View citations (32)

2000

20. Institutional affiliation and the role of venture capital: Evidence from initial public offerings in Japan
    Pacific-Basin Finance Journal, 2000, 8, (5), 529-558 View citations (86)
    See also Working Paper Institutional affiliation and the role of venture capital: evidence from initial public offerings in Japan, Research Paper (1998) View citations (14) (1998)

1999

21. Credit risk in Japan's corporate bond market
    Current Issues in Economics and Finance, 1999, 5, (Nov) View citations (1)

1997

22. Differences of opinion and selection bias in the credit rating industry
    Journal of Banking & Finance, 1997, 21, (10), 1395-1417 View citations (117)
23. The samurai bond market
    Current Issues in Economics and Finance, 1997, 3, (Jun) View citations (4)

1996

24. Determinants and impact of sovereign credit ratings
    Economic Policy Review, 1996, 2, (Oct), 37-53 View citations (578)
    See also Working Paper Determinants and impacts of sovereign credit ratings, Research Paper (1996) View citations (455) (1996)
25. Sovereign risk assessment and agency credit ratings
    European Financial Management, 1996, 2, (2), 247-256 View citations (29)

1995

26. Sovereign credit ratings
    Current Issues in Economics and Finance, 1995, 1, (Jun) View citations (78)

1994

27. The credit rating industry
    Quarterly Review, 1994, 19, (Sum), 1-26 View citations (51)

1988

28. What role has the "Main Bank" played in Japan?
    Journal of the Japanese and International Economies, 1988, 2, (2), 159-180 View citations (30)

Books

2016

1. A spare tire for capital markets: Fostering corporate bond markets in Asia
   BIS Papers, Bank for International Settlements View citations (3)

Chapters

2017

1. Corporate leverage in emerging Asia
   A chapter in Financial systems and the real economy, 2017, vol. 91, pp 65-94 View citations (2)

2016

2. Foreword
   A chapter in Expanding the boundaries of monetary policy in Asia and the Pacific, 2016, vol. 88, pp iii-vi
   Also in A chapter in Globalisation, inflation and monetary policy in Asia and the Pacific, 2014, vol. 77, pp iii (2014)

2015

3. Development and functioning of FX markets in Asia and the Pacific
   A chapter in Cross-border Financial Linkages: Challenges for Monetary Policy and Financial Stability, 2015, vol. 82, pp 75-132 View citations (1)
4. Introduction
   A chapter in Cross-border financial linkages: challenges for monetary policy and financial stability, 2015, vol. 82, pp v-ix

2014

5. Capital structure and the issuance of corporate bonds in emerging Asia
   Chapter 13 in Global Shock, Risks, and Asian Financial Reform, 2014, pp 510-540
6. Infrastructure and Corporate Bond Markets in Asia
   A chapter in Financial Flows and Infrastructure Financing, 2014 View citations (17)

2012

7. Introduction to Property Markets and Financial Stability
   A chapter in Property Markets and Financial Stability, 2012
8. Local currency bond markets and the Asian Bond Fund 2 Initiative
   A chapter in Weathering financial crises: bond markets in Asia and the Pacific, 2012, vol. 63, pp 35-61 View citations (16)
9. Securitisation and the Commercial Property Cycle
   A chapter in Property Markets and Financial Stability, 2012
10. Welcome remarks
    A chapter in Property markets and financial stability, 2012, vol. 64, pp 5-6

2006

11. Minding the gap in Asia: foreign and local currency ratings
    A chapter in Asian bond markets: issues and prospects, 2006, vol. 30, pp 174-199 View citations (1)