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Details about Eli Remolona

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Homepage:http://www.bis.org/author/eli_m_remolona.htm
Workplace:Asia School of Business, (more information at EDIRC)

Access statistics for papers by Eli Remolona.

Last updated 2019-08-26. Update your information in the RePEc Author Service.

Short-id: pre423


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Working Papers

2016

  1. How do global investors differentiate between sovereign risks? The new normal versus the old
    BIS Working Papers, Bank for International Settlements Downloads View citations (20)
    See also Journal Article in Journal of International Money and Finance (2016)

2015

  1. Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve
    BIS Working Papers, Bank for International Settlements Downloads View citations (5)

2014

  1. What Makes Systemic Risk Systemic? Contagion and Spillovers in the International Sovereign Debt Market
    Working Papers, Hong Kong Institute for Monetary Research Downloads

2012

  1. Going Regional: How to Deepen ASEAN's Financial Markets
    ADB Economics Working Paper Series, Asian Development Bank View citations (5)
  2. Why do firms issue abroad? Lessons from onshore and offshore corporate bond finance in Asian emerging markets
    BIS Working Papers, Bank for International Settlements Downloads View citations (21)
    Also in Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) (2012) Downloads View citations (1)
    Working Papers, Business School - Economics, University of Glasgow (2012) Downloads View citations (12)

2009

  1. Contagion and Risk in the Amplification of Crisis: Evidence from Asian Names in the CDS Market
    EABER Working Papers, East Asian Bureau of Economic Research Downloads View citations (2)

2008

  1. Managing expectations by words and deeds: Monetary policy in Asia and the Pacific
    Working Papers, BBVA Bank, Economic Research Department Downloads View citations (6)

2006

  1. Learning by doing in market reform: Lessons from a regional bond fund
    HWWI Research Papers, Hamburg Institute of International Economics (HWWI) Downloads View citations (2)
    See also Chapter (2009)
  2. The price impact of rating announcements: which announcements matter?
    BIS Working Papers, Bank for International Settlements Downloads View citations (37)

2005

  1. Price discovery in a market under stress: the U.S. Treasury market in fall 1998
    Working Paper Series, Federal Reserve Bank of Chicago Downloads View citations (5)
  2. The pricing of unexpected credit losses
    BIS Working Papers, Bank for International Settlements Downloads View citations (16)

2002

  1. Changes in market functioning and central bank policy: an overview of the issues
    BIS Working Papers, Bank for International Settlements Downloads View citations (5)
    See also Chapter (2002)

2000

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

1999

  1. The term structure of announcement effects
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (25)
    Also in BIS Working Papers, Bank for International Settlements (1999) Downloads View citations (25)
  2. Uncovering Inflation Expectations and Risk Premiums From Internationally Integrated Financial Markets
    Staff Working Papers, Bank of Canada Downloads View citations (12)

1998

  1. Asia's Financial Crisis: Lessons and Policy Responses
    Working Papers, Economisch Institut voor het Midden en Kleinbedrijf- View citations (14)
    Also in Pacific Basin Working Paper Series, Federal Reserve Bank of San Francisco (1998) Downloads View citations (8)
  2. What was the Market's View of UK Monetary Policy? Estimating Inflation Risk and Expected Inflation with Indexed Bonds
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (15)
    Also in Staff Reports, Federal Reserve Bank of New York (1998) Downloads View citations (9)

1997

  1. A three-factor econometric model of the U.S. term structure
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (9)
    Also in Research Paper, Federal Reserve Bank of New York (1997) Downloads View citations (3)
  2. Price formation and liquidity in the U.S. Treasury market: evidence from intraday patterns around announcements
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (10)
  3. What moves the bond market?
    Research Paper, Federal Reserve Bank of New York Downloads View citations (141)
    See also Journal Article in Economic Policy Review (1997)

1996

  1. Inflation risk in the U.S. yield curve: the usefulness of indexed bonds
    Research Paper, Federal Reserve Bank of New York Downloads View citations (12)
  2. Price formation and liquidity in the U.S. treasuries market: evidence from intraday patterns around announcements
    Research Paper, Federal Reserve Bank of New York Downloads View citations (5)
  3. Two factors along the yield curve
    Research Paper, Federal Reserve Bank of New York Downloads View citations (3)
    See also Journal Article in The Manchester School of Economic & Social Studies (1997)

1995

  1. The short end of the forward convergence curve and asymmetric cat's tail convergence
    Research Paper, Federal Reserve Bank of New York Downloads View citations (4)

1993

  1. Finance companies, bank competition and niche markets
    Research Paper, Federal Reserve Bank of New York View citations (3)
    See also Journal Article in Quarterly Review (1992)

1991

  1. Global stock markets and links in real activity
    Research Paper, Federal Reserve Bank of New York View citations (1)

1990

  1. Understanding international differences in leverage trends
    Research Paper, Federal Reserve Bank of New York View citations (8)
    See also Book (1990)
    Journal Article in Quarterly Review (1990)
  2. Why international trends in leverage have been so different
    Research Paper, Federal Reserve Bank of New York

1989

  1. Risk, capital markets, and the large public enterprise
    Research Paper, Federal Reserve Bank of New York
  2. Voluntary conversions of LDC debt
    Research Paper, Federal Reserve Bank of New York View citations (1)

1986

  1. Loan swaps and the LDC debt problem
    Research Paper, Federal Reserve Bank of New York

1985

  1. Financing the Budget Deficit in the Philippines
    Working Papers, Philippine Institute for Development Studies Downloads View citations (1)

1983

  1. Specifying Seigniorage for Time Consistency
    UP School of Economics Discussion Papers, University of the Philippines School of Economics

1979

  1. A Simple Model of Squatters
    UP School of Economics Discussion Papers, University of the Philippines School of Economics
    See also Journal Article in Philippine Review of Economics (1984)

1976

  1. Intraurban Location as a Clue to Conditions in the Informal Sector
    UP School of Economics Discussion Papers, University of the Philippines School of Economics

Journal Articles

2016

  1. How do global investors differentiate between sovereign risks? The new normal versus the old
    Journal of International Money and Finance, 2016, 66, (C), 32-48 Downloads View citations (20)
    See also Working Paper (2016)
  2. The anatomy of sovereign risk contagion
    Journal of International Money and Finance, 2016, 69, (C), 264-286 Downloads View citations (2)

2015

  1. The rise of regional banking in Asia and the Pacific
    BIS Quarterly Review, 2015 Downloads View citations (9)

2012

  1. 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 Downloads View citations (9)
  2. Managing the Risk from Capital Flows
    Asian Development Review, 2012, 29, (1), 108-110
  3. Prospects for Monetary Cooperation and Integration in East Asia – By Ulrich Volz
    Asian-Pacific Economic Literature, 2012, 26, (1), 102-103 Downloads

2010

  1. Contagion and risk premia in the amplification of crisis: Evidence from Asian names in the global CDS market
    Journal of Asian Economics, 2010, 21, (3), 314-326 Downloads View citations (17)
    See also Chapter (2010)

2008

  1. A ratings-based approach to measuring sovereign risk
    International Journal of Finance & Economics, 2008, 13, (1), 26-39 Downloads View citations (21)
  2. Credit derivatives an structured creit: the nascant markets of Asia and the Pacific
    BIS Quarterly Review, 2008 Downloads View citations (11)
  3. Information flows during the Asian crisis: Evidence from closed-end funds
    Journal of International Money and Finance, 2008, 27, (4), 636-653 Downloads View citations (7)
    See also Working Paper (2000)
    Chapter (2001)

2007

  1. Interpreting sovereign spreads
    BIS Quarterly Review, 2007 Downloads View citations (31)
  2. Risk in carry trades: a look at target currencies in Asia and the Pacific
    BIS Quarterly Review, 2007 Downloads View citations (38)

2006

  1. Securitisation in Asia and the Pacific: implications for liquidity and credit risks
    BIS Quarterly Review, 2006 Downloads View citations (14)

2005

  1. Corporate bond markets in Asia
    BIS Quarterly Review, 2005 Downloads View citations (19)
  2. Opening markets through a regional bond fund: lessons from ABF2
    BIS Quarterly Review, 2005 Downloads View citations (15)
  3. Time-varying exposures and leverage in hedge funds
    BIS Quarterly Review, 2005 Downloads View citations (9)

2004

  1. The price impact of rating announcements: evidence from the credit default swap market
    BIS Quarterly Review, 2004 Downloads View citations (14)

2003

  1. The credit spread puzzle
    BIS Quarterly Review, 2003 Downloads View citations (58)

1997

  1. Market returns and mutual fund flows
    Economic Policy Review, 1997, (jul), 33-52 Downloads View citations (25)
  2. Two Factors along the Yield Curve
    The Manchester School of Economic & Social Studies, 1997, 65, 1-31 View citations (10)
    See also Working Paper (1996)
  3. What moves the bond market?
    Economic Policy Review, 1997, (dec), 31-50 Downloads View citations (114)
    See also Working Paper (1997)

1996

  1. Risk management by structured derivative product companies
    Economic Policy Review, 1996, (apr), 17-37 Downloads View citations (5)

1992

  1. Corporate refinancing in the 1990s
    Quarterly Review, 1992, (win), 1-27 Downloads
  2. Finance companies, bank competition, and niche markets
    Quarterly Review, 1992, (sum), 25-38 Downloads View citations (8)
    See also Working Paper (1993)
  3. The recent growth of financial derivative markets
    Quarterly Review, 1992, (win), 28-43 Downloads View citations (6)

1991

  1. Do international reactions of stock and bond markets reflect macroeconomic fundamentals?
    Quarterly Review, 1991, (aut), 1-13 Downloads View citations (2)

1990

  1. Understanding international differences in leverage trends
    Quarterly Review, 1990, (spr), 31-42 Downloads View citations (7)
    See also Book (1990)
    Working Paper (1990)

1987

  1. The pricing and hedging of market index deposits
    Quarterly Review, 1987, (sum), 9-20 Downloads View citations (2)

1986

  1. Financial Reforms and the Balance-of-Payments Crisis: The Case of the Philippines: 1980-83
    Philippine Review of Economics, 1986, 23, (1&2), 101-141 Downloads View citations (4)
  2. Foreign debt, balance of payments, and the economic crisis of the Philippines in 1983-1984
    World Development, 1986, 14, (8), 993-1018 Downloads View citations (2)

1984

  1. A Simple Model of Squatters
    Philippine Review of Economics, 1984, 21, (1&2), 101-111 Downloads
    See also Working Paper (1979)

1983

  1. A Pitfall in the Welfare Cost of Inflationary Finance
    Philippine Review of Economics, 1983, 20, (2), 205-213 Downloads

1981

  1. Two Empirical Notes on the Urban Economy
    Philippine Review of Economics, 1981, 18, (1&2), 87-93

1977

  1. Intraurban Location as a Clue To Condition of Urban Dualism
    Philippine Review of Economics, 1977, 14, (1), 75-85 Downloads

Books

1990

  1. How Secondary Capital Market Work in the United States
    Occasional Papers, South East Asian Central Banks (SEACEN) Research and Training Centre Downloads
  2. Understanding international differences in leverage trends
    Monograph, Federal Reserve Bank of New York View citations (8)
    See also Working Paper (1990)
    Journal Article in Quarterly Review (1990)

Chapters

2014

  1. 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 Downloads
  2. Infrastructure and Corporate Bond Markets in Asia
    A chapter in Financial Flows and Infrastructure Financing, 2014 Downloads View citations (13)

2012

  1. 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 Downloads View citations (3)

2011

  1. Discussion of The Australian Financial System in the 2000s: Dodging the Bullet
    A chapter in The Australian Economy in the 2000s, 2011 Downloads

2010

  1. Contagion and risk premia in the amplification of crisis: evidence from Asian names in the global CDS market
    A chapter in The international financial crisis and policy challenges in Asia and the Pacific, 2010, vol. 52, pp 318-339 Downloads View citations (21)
    See also Journal Article in Journal of Asian Economics (2010)

2009

  1. Introduction for "Household debt: implications for monetary policy and financial stability"
    A chapter in Household debt: implications for monetary policy and financial stability, 2009, vol. 46, pp 1-3 Downloads View citations (3)
  2. Learning by Doing in Market Reform: Lessons from a Regional Bond Fund
    Chapter 4 in Towards Monetary and Financial Integration in East Asia, 2009 Downloads
    See also Working Paper (2006)

2008

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

2006

  1. Cross-Border Banking in Asia: Basel II and Other Prudential Issues
    Chapter 8 in Cross-Border Banking Regulatory Challenges, 2006, pp 87-107 Downloads
  2. Developing corporate bond markets in Asia
    A chapter in Developing corporate bond markets in Asia, 2006, vol. 26, pp 13-21 Downloads View citations (11)
  3. Developing corporate bond markets in Asia: a synopsis of the Kunming discussions
    A chapter in Developing corporate bond markets in Asia, 2006, vol. 26, pp 1-6 Downloads View citations (3)

2002

  1. Changes in market functioning and central bank policy: an overview of the issues
    A chapter in Market functioning and central bank policy, 2002, vol. 12, pp 1-24 Downloads View citations (6)
    See also Working Paper (2002)

2001

  1. 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 Downloads View citations (4)
    See also Journal Article in Journal of International Money and Finance (2008)
    Working Paper (2000)

1999

  1. Inflation Expectations and Risks in a Two-Country Affine-Yield Model
    A chapter in Market Liquidity: Research Findings and Selected Policy Implications, 1999, vol. 11, pp 1-23 Downloads
 
Page updated 2020-01-20