International Journal of Central Banking

2005 - 2025

Current editor(s): Loretta J. Mester

From International Journal of Central Banking
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The Effects of Bank Capital on Lending: What Do We Know, and What Does It Mean? pp. 1-50: Jose M. Berrospide and Rochelle M. Edge
Banks' Financial Conditions and the Transmission of Monetary Policy: A FAVAR Approach pp. 71-117: Ramona Jimborean and Jean-Stéphane Méesonnier
Commentary: Banking Crises and Real Activity: Identifying the Linkages pp. 125-135: Mark Gertler
Procyclicality of Capital Requirements in a General Equilibrium Model of Liquidity Dependence pp. 137-173: Francisco Covas and Shigeru Fujita
The Effects of Bank Capital on Lending: What Do We Know, and What Does It Mean? pp. 187-204: Douglas Gale
Are Banks Too Big to Fail? Measuring Systemic Importance of Financial Institutions pp. 205-250: Chen Zhou
Commentary: Systemic Risk: Changing the Regulatory Perspective pp. 259-276: Jean Rochet
It’s Broke, Let’s Fix It: Rethinking Financial Regulation pp. 277-330: Alan Blinder

Communication, Decision making, and the Optimal Degree of Transparency of Monetary Policy Committees pp. 1-49: Anke Weber
Canada's Pioneering Experience with a Flexible Exchange Rate in the 1950s: (Hard) Lessons Learned for Monetary Policy in a Small Open Economy pp. 51-99: Michael Bordo, Ali Dib and Lawrence Schembri
The Impact of Banks’ Cumulative Reserve Position on Federal Funds Rate Behavior pp. 101-118: Spence Hilton and Warren Hrung
The Sub-Prime Crisis and UK Monetary Policy pp. 119-144: Christopher Martin and Costas Milas
Central Bank Communication and Multiple Equilibria pp. 145-167: Kozo Ueda
Estimation of Monetary Policy Preferences in a Forward-Looking Model: A Bayesian Approach pp. 169-209: Pelin Lbas
Bank of England Interest Rate Announcements and the Foreign Exchange Market pp. 211-247: Michael Melvin, Christian Saborowski, Michael Sager and Mark P. Tayor

Discretion Rather Than Rules? When Is Discretionary Policymaking Better Than the Timeless Perspective? pp. 1-29: Stephan Sauer
Optimal Monetary Policy in Response to Cost-Push Shocks: The Impact of Central Bank Communication pp. 31-52: Romain Baeriswyl and Camille Cornand
Stock Market Performance and Pension Fund Investment Policy: Rebalancing, Free Float, or Market Timing? pp. 53-79: Jacob Bikker, Dirk W.G.A. Broeders and Jan de Dreu
The Role of Asset Prices in Best-Practice Monetary Policy pp. 81-115: Robert Pavasuthipaisit
Using Intraday Data to Gauge Financial Market Responses to Federal Reserve and ECB Monetary Policy Decisions pp. 117-146: Magnus Andersson
The Geography of International Portfolio Flows, International CAPM, and the Role of Monetary Policy Frameworks pp. 147-197: Roberto De Santis
Fixed- and Variable-Rate Tenders in the Management of Liquidity by the Eurosystem: Implications of the Recent Credit Crisis pp. 199-230: Margarida Catalão-Lopes

Cross-Border Spillovers from Fiscal Stimulus pp. 5-37: Giancarlo Corsetti, Andre Meier and Gernot Müller
Commentary: Fiscal Stimulus and the Promise of Future Spending Cuts pp. 39-50: Volker Wieland
Commentary: Has Globalization Changed the Phillips Curve? Firm-Level Evidence on the Effect of Activity on Prices pp. 51-84: Eugenio Gaiotti
Commentary: Inflation Pressures and Monetary Policy in a Global Economy pp. 93-102: Jordi Galí
The Zero Lower Bound and Monetary Policy in a Global Economy: A Simple Analytical Investigation pp. 103-134: Ippei Fujiwara, Nao Sudo and Yuki Teranishi
Limitations on the Effectiveness of Forward Guidance at the Zero Lower Bound pp. 143-189: Andrew Levin, David Lopez-Salido, Edward Nelson and Tack Yun
Commentary: Commentary on Policy at the Zero Lower Bound pp. 205-213: Christopher Sims
Policies to Rebalance the Global Economy After the Financial Crisis pp. 215-252: Charles Freedman, Michael Kumhof, Douglas Laxton and Dirk Muir
Commentary: Using Models for Monetary Policy Analysis pp. 259-270: Carl Walsh

Interbank Lending, Credit-Risk Premia, and Collateral pp. 5-43: Florian Heider and Marie Hoerova
Liquidity, Moral Hazard, and Interbank Market Collapse pp. 51-86: Enisse Kharroubi and Edouard Vidon
Credit, Asset Prices, and Financial Stress pp. 95-122: Miroslav Misina and Greg Tkacz
Prices and Quantities in the Monetary Policy Transmission Mechanism pp. 131-142: Tobias Adrian and Hyun Song Shin
Strategic Trading in Multiple Assets and the Effects on Market Volatiliy pp. 143-172: Chenghuan Sean Chu, Andreas Lehnert and Wayne Passmore
When Everyone Runs for the Exit pp. 177-199: Lasse Pedersen

Stress Testing Credit Risk: A Survey of Authorities' Aproaches pp. 9-45: Antonella Foglia
Towards a Framework for Quantifying Systemic Stability pp. 47-81: Piergiorgio Alessandri, Prasanna Gai, Sujit Kapadia, Nada Mora and Claus Puhr
Interdependencies between Expected Default Frequency and the Macro Economy pp. 83-110: Per Asberg Sommar and Hovick Shahnazarian
Stress Testing the Enterprise Sector's Bank Debt: A Micro Approach pp. 111-138: Eivind Bernhardsen and Bjorne Dyre Syversten
Crash Testing German Banks pp. 139-175: Klaus Duellmann and Martin Erdelmeier
Macroeconomic efault Modeling and Stress Testing pp. 177-204: Dietske Simons and Ferdinand Rolwes
How to Find Plausible, Severe and Useful Stress Scenarios pp. 205-224: Thomas Breuer, Martin Jandacka, Klaus Rheinberger and Martin Summer

Modeling Bank Senior Unsecured Ratings: A Reasoned Structured Approach to Bank Credit Assessment pp. 1-39: Spyros Pagratis and Marco Stringa
Explaining Monetary Policy in Press Conferences pp. 42-84: Michael Ehrmann and Marcel Fratzscher
The Interest Rate Conditioning Assumption pp. 85-108: Charles Goodhart
Futures Contract Rates as Monetary Policy Forecasts pp. 109-145: Giuseppe Ferrero and Andrea Nobili
Firm-Specific Capital and Welfare pp. 147-179: Tommy Sveen and Lutz Weinke
Instability and Nonlinearity in the Euro-Area Phillips Curve pp. 181-212: Alberto Musso, Livio Stracca and Dick van Dijk

Does the Law of One Price Hold in Euro-Area Retail Banking? An Empirical Analysis of Interest Rate Differentials across the Monetary Union pp. 5-37: Massimiliano Affinito and Fabio Farabullini
Transparency of Regulation and Cross-Border Bank Mergers Analysis of Interest Rate Differentials across the Monetary Union pp. 39-73: Matthias Köhler
Efficient Asset Allocations in the Banking Sector and Financial Regulation pp. 75-95: Wolf Wagner
Cross-Border Bank Contagion in Europe pp. 97-139: Reint Gropp, Marco Lo Duca and Jukka Vesala
Fiscal Burden Sharing in Cross-Border Banking Crises pp. 141-165: Charles Goodhart and Dirk Schoenmaker
Banking Integration, Bank Stability, and Regulation - Introduction to a Special Issue of the International Journal of Central Banking: Hyun Song Shin and Reint Gropp