CGFS Papers chapters

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The Effects of Transaction Costs on Depth and Spread , pp 1-8

Dominique Y Dupont

Dynamics of Market Liquidity of Japanese Stocks: An Analysis of Tick-by-Tick Data of the Tokyo Stock Exchange , pp 1-25

Jun Muranaga

Transparency and Liquidity in Securities Markets , pp 1-17

Takashi Ui

Market Microstructure and Market Liquidity , pp 1-28

Jun Muranaga and Tokiko Shimizu

Does Market Transparency Matter? A Case Study , pp 1-27

Antonio Scalia and Valerio Vacca

Inflation Expectations and Risks in a Two-Country Affine-Yield Model , pp 1-23

Ben Fung, Scott Mitnick and Eli Remolona

Introduction to "Research on global financial stability: the use of BIS international financial statistics" , pp 1-2

Aviram Levy

Liquidity of the Government of Canada Securities Market: Stylised Facts and Some Market Microstructure Comparisons to the United States Treasury Market , pp 1-37

Toni Gravelle

The Impact of UK Macroeconomic Announcements on the Market for Gilts , pp 1-16

Andrew Clare, Mark Johnson, James Proudman and Victoria Saporta

The Market Microstructure of Dealership Equity and Government Securities Markets: How They Differ , pp 1-16

Toni Gravelle

Liquidity in U.S. Treasury Spot and Futures Markets , pp 1-14

Michael Fleming and Asani Sarkar

Expectations and Market Microstructure When Liquidity is Lost , pp 1-14

Jun Muranaga and Tokiko Shimizu

The Euro and the Liquidity of European Fixed Income Markets , pp 1-26

Robert McCauley

The Change of Liquidity in the Life Cycle of Japanese Government Securities , pp 1-21

Hideaki Higo

The Effects of Open Market Operations on the Price Discovery Process in the Japanese Government Securities Market: An Empirical Study , pp 1-21

Hirotaka Inoue

Price Discovery Functions in Japan's corporate bond market: An Event Study of the Recent Fall 1997 Financial Crisis , pp 1-29

Atsushi Miyanoya

The Stylised Facts of Price Discovery in Government Securities Markets: A Comparative Study , pp 1-34

Hirotaka Inoue

Monetary Policy Procedures and Volatility Transmission along the Yield Curve , pp 1-22

Benjamin Cohen

The Structure of Government Securities Markets in G10 Countries: Summary of Questionnaire Results , pp 1-22

Hirotaka Inoue

What can BIS statistics tell us about the risks of crises in emerging markets? , pp 3-15

Ramon Moreno and Karsten von Kleist

Developments in a cross-border bank exposure "network" , pp 16-31

Masazumi Hattori and Yuko Suda

Contagion and the composition of Canadian banks' foreign asset portfolios: do financial crises matter? , pp 32-52

Eric Santor

The pecking order of cross-border investment , pp 53-89

Christian Daude and Marcel Fratzscher

Financial exchange rates and international currency exposures , pp 90-127

Philip Lane and Jay Shambaugh

International bank portfolios: short- and long-run responses to the business cycle , pp 128-155

Sven Blank and Claudia Buch

Hedge fund activity and carry trades , pp 156-175

Chris Becker and Kristina Clifton

Global monitoring with the BIS international banking statistics , pp 176-204

Patrick McGuire and Nikola Tarashev