BIS Working Papers

From Bank for International Settlements
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689: Estimating unknown arbitrage costs: evidence from a three-regime threshold vector error correction model

Kristyna Ters and Jörg Urban

688: Global factors and trend inflation

Gunes Kamber and Benjamin Wong

687: Searching for yield abroad: risk-taking through foreign investment in U.S. bonds

John Ammer, Alexandra Tabova and Caleb Wroblewski

686: Determinants of bank profitability in emerging markets

Emanuel Kohlscheen, Andrés Murcia and Julieta Contreras

685: Why so low for so long? A long-term view of real interest rates

Claudio Borio, Piti Disyatat, John Juselius and Phurichai Rungcharoenkitkul

684: Triffin: dilemma or myth?

Michael Bordo and Robert McCauley

683: Can macroprudential measures make cross-border lending more resilient?

Elod Takats and Judit Temesvary

682: Bank business models: popularity and performance

Rungporn Roengpitya, Nikola Tarashev, Kostas Tsatsaronis and Alan Villegas

681: Corporate leverage in EMEs: did the global financial crisis change the determinants?

Snehal S Herwadkar

680: The macroeconomic effects of asset purchases revisited

Henning Hesse, Boris Hofmann and James Weber

679: Syndicated loans and CDS positioning

Iñaki Aldasoro and Andreas Barth

678: CoCo issuance and bank fragility

Stefan Avdjiev, Bilyana Bogdanova, Patrick Bolton, Wei Jiang and Anastasia Kartasheva

677: Macroeconomic implications of financial imperfections: a survey

Stijn Claessens and Ayhan Kose

676: Asset prices and macroeconomic outcomes: a survey

Stijn Claessens and Ayhan Kose

675: Macroprudential Policies in Peru: The effects of Dynamic Provisioning and Conditional Reserve Requirements

Elias Minaya and Miguel Cabello

674: Credit supply responses to reserve requirement: loan-level evidence from macroprudential policy

João Barroso, Rodrigo Gonzalez and Bernardus Van Doornik

673: Loan-to-value policy and housing finance: effects on constrained borrowers

Douglas Araujo, João Barroso and Rodrigo Gonzalez

672: Capital and currency-based macroprudential policies: an evaluation using credit registry data

Horacio Aguirre and Gaston Repetto

671: Capital misallocation and financial development: A sector-level analysis

Daniela Marconi and Christian Upper

670: Policy Rules for Capital Controls

Gurnain Pasricha

669: Credit misallocation during the European financial crisis

Fabiano Schivardi, Enrico Sette and Guido Tabellini

668: Financial and real shocks and the effectiveness of monetary and macroprudential policies in Latin American countries

Javier Garcia-Cicco, Markus Kirchner, Julio Carrillo, Diego Rodriguez Guzman, Fernando Pérez Forero, Rocio Gondo Mori, Carlos Montoro and Roberto Chang

667: Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors

Todd Clark, Michael McCracken and Elmar Mertens

666: Bank capital allocation under multiple constraints

Tirupam Goel, Ulf Lewrick and Nikola Tarashev

665: Interest rates and house prices in the United States and around the world

Gregory Sutton, Dubravko Mihaljek and Agnė Subelytė

664: Is the price right? Swing pricing and investor redemptions

Ulf Lewrick and Jochen Schanz

663: Liquidity risk in markets with trading frictions: What can swing pricing achieve?

Ulf Lewrick and Jochen Schanz

662: The real effects of relationship lending

Ryan Banerjee, Leonardo Gambacorta and Enrico Sette

661: How important is the Global Financial Cycle? Evidence from capital flows

Eugenio Cerutti, Stijn Claessens and Andrew Rose

660: Informal one-sided target zone model and the Swiss franc

Yu-Fu Chen, Michael Funke and Richhild Moessner

659: Effects of capital controls on foreign exchange liquidity

Carlos Cantú

658: The Distance Effect in Banking and Trade

Michael Brei and Goetz von Peter

657: Quality Pricing-to-Market

Raphael Auer, Thomas Chaney and Philip Sauré

656: Demographics will reverse three multi-decade global trends

Charles Goodhart and Manoj Pradhan

655: The FinTech Opportunity

Thomas Philippon

654: World changes in inequality: an overview of facts, causes, consequences and policies

François Bourguignon

653: Dollar pricing redux

Camila Casas, Federico Díez, Gita Gopinath and Pierre-Olivier Gourinchas

652: The discontinuation of the EUR/CHF minimum exchange rate in January 2015: was it expected?

Michael Funke, Julius Loermann and Richhild Moessner

651: Segmented money markets and covered interest parity arbitrage

Dagfinn Rime, Andreas Schrimpf and Olav Syrstad

650: Financial deglobalisation in banking?

Robert McCauley, Agustín Bénétrix, Patrick McGuire and Goetz von Peter

649: Monetary policy transmission and trade-offs in the United States: Old and new

Boris Hofmann and Gert Peersman

648: Credit ratings of domestic and global agencies: What drives the differences in China and how are they priced?

Xianfeng Jiang and Frank Packer

647: The evolution of inflation expectations in Japan

Masazumi Hattori and James Yetman

646: Macroprudential policy and bank risk

Yener Altunbas, Mahir Binici and Leonardo Gambacorta

645: Accounting for debt service: the painful legacy of credit booms

Mathias Drehmann, John Juselius and Anton Korinek

644: The shifting drivers of global liquidity

Stefan Avdjiev, Leonardo Gambacorta, Linda Goldberg and Stefano Schiaffi

643: The international dimensions of macroprudential policies

Pierre-Richard Agénor, Enisse Kharroubi, Leonardo Gambacorta, Giovanni Lombardo and Luiz Awazu Pereira da Silva

642: The effects of monetary policy shocks on inequality in Japan

Masayuki Inui, Nao Sudo and Tomoaki Yamada

641: China's evolving monetary policy rule: from inflation-accommodating to anti-inflation policy

Eric Girardin, Sandrine Lunven and Guonan Ma

640: Understanding the determinants of financial outcomes and choices: the role of noncognitive abilities

Gianpaolo Parise and Kim Peijnenburg