BIS Quarterly Review

2000 - 2025

Current editor(s): Christian Upper

From Bank for International Settlements
Contact information at EDIRC.
Bibliographic data for series maintained by Martin Fessler ().

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Tracking international bank flows: Patrick McGuire and Nikola Tarashev
Internationalising a currency: the case of the Australian dollar: Robert McCauley
The structure of housing finance markets and house prices in Asia: Haibin Zhu
The role of government-supported housing finance agencies in Asia: Eric Chan, Michael Davies and Jacob Gyntelberg
Corporate credit guarantees in Asia: Ilhyock Shim

The changing composition of official reserves: Philip Wooldridge
Foreign exchange reserve accumulation in emerging markets: what are the domestic implications?: Madhusudan Mohanty and Philip Turner
Forward currency markets in Asia: lessons from the Australian experience: Guy Debelle, Jacob Gyntelberg and Michael Plumb
Derivatives activity and monetary policy: Christian Upper

Domestic bond markets in Latin America: achievements and challenges: Serge Jeanneau and Camilo Tovar
Securitisation in Asia and the Pacific: implications for liquidity and credit risks: Jacob Gyntelberg and Eli Remolona

The new BIS effective exchange rate indices: Marc Klau and San Sau Fung
Prime or not so prime? An exploration of US housing finance in the new century: Allen Frankel
Basket weaving: the euromarket experience with basket currency bonds: Clifford R Dammers and Robert McCauley
Risk premia across asset markets: information from option prices: Nikola Tarashev and Kostas Tsatsaronis

Risk aversion and risk premia in the CDS market: Jeffery D Amato
Foreign banks in emerging market economies: changing players, changing issues: Dietrich Domanski
Corporate bond markets in Asia: Jacob Gyntelberg, Guonan Ma and Eli Remolona
Reducing financial vulnerability: the development of the domestic government bond market in Mexico: Serge Jeanneau and Carlos Perez Verdia
International government debt denominated in local currency: recent developments in Latin America: Camilo Tovar

Distinguishing global dollar reserves from official holdings in the United States: Robert McCauley
The BIS consolidated banking statistics: structure, uses and recent enhancements: Patrick McGuire and Philip Wooldridge
The rise and fall of US dollar interest rate volatility: evidence from swaptions: Fabio Fornari
Structural models of default: lessons from firm-level data: Nikola Tarashev

Currency choice in international bond issuance: Benjamin Cohen
Structured finance: complexity, risk and the use of ratings: Ingo Fender and Janet Mitchell
Opening markets through a regional bond fund: lessons from ABF2: Guonan Ma and Eli Remolona

Trading Asian currencies: Corrinne Ho, Guonan Ma and Robert McCauley
Time-varying exposures and leverage in hedge funds: Patrick McGuire, Eli Remolona and Kostas Tsatsaronis
CDS index tranches and the pricing of credit risk correlations: Jeffery D Amato and Jacob Gyntelberg
Contractual terms and CDS pricing: Frank Packer and Haibin Zhu

Assessing new perspectives on country risk: Claudio Borio and Frank Packer
Why has FX trading surged?: Gabriele Galati and Michael Melvin
The syndicated loan market: Blaise Gadanecz
The nature of credit risk in project finance: Marco Sorge

Basel II - towards a new common language: Ryozo Himino
Diversifying with Asian local currency bonds: Robert McCauley and Guorong Jiang
A shift in London's eurodollar market: Patrick McGuire
Macroeconomic announcements and implied volatilities in swaption markets: Fabio Fornari

The price impact of rating announcements: evidence from the credit default swap market: Marian Micu, Eli Remolona and Philip Wooldridge
Asian local currency bond markets: Guorong Jiang and Robert McCauley
The markets for non-deliverable forwards in Asian currencies: Guonan Ma, Corrinne Ho and Robert McCauley

Household debt and the macroeconomy: Guy Debelle
What drives housing price dynamics: cross-country evidence: Kostas Tsatsaronis and Haibin Zhu
Twin peaks in equity and housing prices?: Claudio Borio and Patrick McGuire
The Danish mortgage market: Allen Frankel, Jacob Gyntelberg, Kristian Kjeldsen and Mattias Persson

The credit spread puzzle: Jeffery D Amato and Eli Remolona
Common factors in emerging market spreads: Patrick McGuire and Martijn A Schrijvers
Sovereign credit default swaps: Frank Packer and Chamaree Suthiphongchai
Unifying government bond markets in East Asia: Robert McCauley

Changing links between mature and emerging financial markets: Philip Wooldridge, Dietrich Domanski and Anna Cobau
Mind the gap: domestic versus foreign currency sovereign ratings: Frank Packer
Reaching for yield: selected issues for reserve managers: Eli Remolona and Martijn A Schrijvers
Institutional asset managers: industry trends, incentives and implications for market efficiency: Ingo Fender

Capital flows in East Asia since the 1997 crisis: Robert McCauley
Investors' attitude towards risk: what can we learn from options?: Nikola Tarashev, Kostas Tsatsaronis and Dimitrios Karampatos
What drives investor risk aversion? Daily evidence from the German equity market: Martin Scheicher

Choosing instruments in managing dollar foreign exchange reserves: Robert McCauley and Ben Fung
The euro interest rate swap market: Eli Remolona and Philip Wooldridge
Volatility and derivatives turnover: a tenuous relationship: Serge Jeanneau and Marian Micu