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Details about Ilhyock Shim

Homepage:http://www.bis.org/author/ilhyock_shim.htm
Postal address:Bank for International Settlements 78F, 2 IFC, 8 Finance Street, Central, Hong Kong, Hong Kong SAR, China
Workplace:Bank for International Settlements (BIS), (more information at EDIRC)

Access statistics for papers by Ilhyock Shim.

Last updated 2019-09-11. Update your information in the RePEc Author Service.

Short-id: psh722


Jump to Journal Articles Chapters

Working Papers

2019

  1. Bond risk premia and the exchange rate
    BIS Working Papers, Bank for International Settlements Downloads View citations (1)

2018

  1. Cross-stock market spillovers through variance risk premiums and equity flows
    BIS Working Papers, Bank for International Settlements Downloads
    Also in CIS Discussion paper series, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University (2018) Downloads
  2. Exchange rate appreciations and corporate risk taking
    BIS Working Papers, Bank for International Settlements Downloads View citations (6)
  3. Financial stress in lender countries and capital outflows from emerging market economies
    BIS Working Papers, Bank for International Settlements Downloads View citations (3)
  4. The Costs of Macroprudential Policy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) Downloads View citations (4)

    See also Chapter (2018)
    Journal Article in Journal of International Economics (2019)
  5. The macroeconomic effects of macroprudential policy
    BIS Working Papers, Bank for International Settlements Downloads View citations (1)

2017

  1. Redemption risk and cash hoarding by asset managers
    BIS Working Papers, Bank for International Settlements Downloads View citations (16)
    See also Journal Article in Journal of Monetary Economics (2017)
  2. The beneficial aspect of FX volatility for market liquidity
    BIS Working Papers, Bank for International Settlements Downloads
  3. The real effects of household debt in the short and long run
    BIS Working Papers, Bank for International Settlements Downloads View citations (16)

2016

  1. Sovereign yields and the risk-taking channel of currency appreciation
    BIS Working Papers, Bank for International Settlements Downloads View citations (46)
  2. Volatility Contagion across the Equity Markets of Developed and Emerging Market Economies
    ADBI Working Papers, Asian Development Bank Institute Downloads

2015

  1. Comparative assessment of macroprudential policies
    BIS Working Papers, Bank for International Settlements Downloads View citations (32)
    See also Journal Article in Journal of Financial Stability (2017)
  2. Investor redemptions and fund manager sales of emerging market bonds: how are they related?
    BIS Working Papers, Bank for International Settlements Downloads View citations (28)

2014

  1. Correlations across Asia-Pacific bond markets and the impact of capital flow measures
    BIS Working Papers, Bank for International Settlements Downloads View citations (12)

2013

  1. Can Non-Interest Rate Policies Stabilize Housing Markets? Evidence from a Panel of 57 Economies
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (97)
    Also in BIS Working Papers, Bank for International Settlements (2013) Downloads View citations (102)

    See also Journal Article in Journal of Financial Stability (2016)

2011

  1. Dislocations in the won-dollar swap markets during the crisis of 2007-09
    BIS Working Papers, Bank for International Settlements Downloads View citations (4)

2010

  1. The impact of CDS trading on the bond market: evidence from Asia
    BIS Working Papers, Bank for International Settlements Downloads View citations (4)
    See also Journal Article in Journal of Banking & Finance (2014)

2007

  1. A Model of the IMF as a Coinsurance Arrangement
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads
    Also in BIS Working Papers, Bank for International Settlements (2005) Downloads
    IMF Working Papers, International Monetary Fund (2004) Downloads View citations (10)

    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2008)
  2. Distress selling and asset market feedback
    BIS Working Papers, Bank for International Settlements Downloads View citations (15)
  3. What can (macro-)prudential policy do to support monetary policy?
    BIS Working Papers, Bank for International Settlements Downloads View citations (121)

2006

  1. Dynamic prudential regulation: Is prompt corrective action optimal?
    BIS Working Papers, Bank for International Settlements Downloads View citations (6)
    See also Journal Article in Journal of Money, Credit and Banking (2011)

2005

  1. Forbearance and Prompt Corrective Action
    2005 Meeting Papers, Society for Economic Dynamics View citations (5)
    Also in BIS Working Papers, Bank for International Settlements (2005) Downloads View citations (2)

    See also Journal Article in Journal of Money, Credit and Banking (2007)

Journal Articles

2019

  1. The costs of macroprudential policy
    Journal of International Economics, 2019, 118, (C), 263-282 Downloads View citations (1)
    See also Chapter (2018)
    Working Paper (2018)

2017

  1. Comparative assessment of macroprudential policies
    Journal of Financial Stability, 2017, 28, (C), 183-202 Downloads View citations (49)
    See also Working Paper (2015)
  2. Redemption risk and cash hoarding by asset managers
    Journal of Monetary Economics, 2017, 89, (C), 71-87 Downloads View citations (16)
    See also Working Paper (2017)

2016

  1. Can non-interest rate policies stabilize housing markets? Evidence from a panel of 57 economies
    Journal of Financial Stability, 2016, 26, (C), 31-44 Downloads View citations (52)
    See also Working Paper (2013)
  2. La politique macroprudentielle: un ouvrage en cours pour les banques centrales
    Revue d'économie financière, 2016, n° 121, (1), 111-130 Downloads

2015

  1. Correlations across Asia-Pacific bond markets and the impact of capital flow management measures
    Pacific-Basin Finance Journal, 2015, 34, (C), 71-101 Downloads View citations (4)
  2. The rise of regional banking in Asia and the Pacific
    BIS Quarterly Review, 2015 Downloads View citations (9)

2014

  1. Asset managers in emerging market economies
    BIS Quarterly Review, 2014 Downloads View citations (25)
  2. DISLOCATIONS IN THE WON‐DOLLAR SWAP MARKETS DURING THE CRISIS OF 2007–2009
    International Journal of Finance & Economics, 2014, 19, (4), 279-302 Downloads View citations (6)
  3. The impact of CDS trading on the bond market: Evidence from Asia
    Journal of Banking & Finance, 2014, 40, (C), 460-475 Downloads View citations (6)
    See also Working Paper (2010)

2013

  1. Database for policy actions on housing markets
    BIS Quarterly Review, 2013 Downloads View citations (54)

2011

  1. Dynamic Prudential Regulation: Is Prompt Corrective Action Optimal?
    Journal of Money, Credit and Banking, 2011, 43, (8), 1625-1661 Downloads View citations (13)
    See also Working Paper (2006)

2010

  1. Policy responses to dislocations in the FX swap market: the experience of Korea
    BIS Quarterly Review, 2010 Downloads View citations (26)

2008

  1. A Model of the IMF as a Coinsurance Arrangement
    Economics - The Open-Access, Open-Assessment E-Journal, 2008, 2, 1-41 Downloads
    See also Working Paper (2007)
  2. Credit derivatives an structured creit: the nascant markets of Asia and the Pacific
    BIS Quarterly Review, 2008 Downloads View citations (11)

2007

  1. Forbearance and Prompt Corrective Action
    Journal of Money, Credit and Banking, 2007, 39, (5), 1107-1129 Downloads View citations (15)
    See also Working Paper (2005)

2006

  1. Corporate credit guarantees in Asia
    BIS Quarterly Review, 2006 Downloads View citations (6)

Chapters

2019

  1. The role of different institutional investors in Asia-Pacific bond markets during the taper tantrum
    A chapter in Asia-Pacific fixed income markets: evolving structure, participation and pricing, 2019, vol. 102, pp 113-142 Downloads

2018

  1. The Costs of Macroprudential Policy
    A chapter in NBER International Seminar on Macroeconomics 2018, 2018, pp 263-282 View citations (4)
    See also Working Paper (2018)
    Journal Article in Journal of International Economics (2019)

2017

  1. Foreword
    A chapter in Financial systems and the real economy, 2017, vol. 91, pp iii-vi Downloads
  2. Household credit in Asia-Pacific
    A chapter in Financial systems and the real economy, 2017, vol. 91, pp 129-144 Downloads View citations (1)

2016

  1. Financial development and the effectiveness of macroprudential measures
    A chapter in Macroprudential policy, 2016, vol. 86, pp 103-116 Downloads

2015

  1. Effectiveness of macroprudential and capital flow measures in Asia and the Pacific
    A chapter in Cross-border Financial Linkages: Challenges for Monetary Policy and Financial Stability, 2015, vol. 82, pp 185-192 Downloads View citations (6)

2012

  1. Development of Asia-Pacific corporate bond and securitisation markets
    A chapter in Weathering financial crises: bond markets in Asia and the Pacific, 2012, vol. 63, pp 5-14 Downloads View citations (5)
  2. Discussant remarks on Andrew Felton and Joseph B Nichols’ paper Commercial real estate loan performance at failed US banks
    A chapter in Property markets and financial stability, 2012, vol. 64, pp 25-28 Downloads
  3. Taming the Real Estate Beast: The Effects of Monetary and Macroprudential Policies on Housing Prices and Credit
    A chapter in Property Markets and Financial Stability, 2012 Downloads View citations (26)

2010

  1. The international financial crisis: timeline, impact and policy responses in Asia and the Pacific
    A chapter in The international financial crisis and policy challenges in Asia and the Pacific, 2010, vol. 52, pp 21-82 Downloads View citations (16)

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)
 
Page updated 2019-10-18