BIS Working Papers

From Bank for International Settlements
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609: Revisiting the commodity curse: a financial perspective

Enrique Alberola and Gianluca Benigno

608: Redemption risk and cash hoarding by asset managers

Stephen Morris, Ilhyock Shim and Hyun Song Shin

607: The real effects of household debt in the short and long run

Marco Lombardi, Madhusudan Mohanty and Ilhyock Shim

606: Market volatility, monetary policy and the term premium

Sushanta Mallick, Madhusudan Mohanty and Fabrizio Zampolli

605: Wage and price setting: new evidence from Uruguayan firms

Fernando Borraz, Gerardo Licandro and Daniela Sola

604: Endogenous wage indexation and aggregate shocks

Julio Carrillo, Gert Peersman and Joris Wauters

603: Multiplex interbank networks and systemic importance - An application to European data

Iñaki Aldasoro and Ivan Alves

602: The globalisation of inflation: the growing importance of global value chains

Raphael Auer, Claudio Borio and Andrew Filardo

601: Asymmetric information and the securitization of SME loans

Ugo Albertazzi, Margherita Bottero, Leonardo Gambacorta and Steven Ongena

600: The currency dimension of the bank lending channel in international monetary transmission

Elod Takats and Judit Temesvary

599: Banking industry dynamics and size-dependent capital regulation

Tirupam Goel

598: Did the founding of the Federal Reserve affect the vulnerability of the interbank system to contagion risk?

Mark Carlson and David Wheelock

597: Bank networks: contagion, systemic risk and prudential policy

Iñaki Aldasoro, Domenico Delli Gatti and Ester Faia

596: Macroeconomics of bank capital and liquidity regulations

Frédéric Boissay and Fabrice Collard

595: Bank lending and loan quality: the case of India

Pallavi Chavan and Leonardo Gambacorta

594: A quantitative case for leaning against the wind

Andrew Filardo and Phurichai Rungcharoenkitkul

593: The countercyclical capital buffer and the composition of bank lending

Raphael Auer and Steven Ongena

592: The dollar, bank leverage and the deviation from covered interest parity

Stefan Avdjiev, Wenxin Du, Catherine Koch and Hyun Song Shin

591: Adding it all up: the macroeconomic impact of Basel II and outstanding reform issues

Ingo Fender and Ulf Lewrick

590: The failure of covered interest parity: FX hedging demand and costly balance sheets

Vladyslav Sushko, Claudio Borio, Robert McCauley and Patrick McGuire

589: International prudential policy spillovers: a global perspective

Stefan Avdjiev, Catherine Koch, Patrick McGuire and Goetz von Peter

588: Macroprudential policies, the long-term interest rate and the exchange rate

Philip Turner

587: Globalisation and financial stability risks: is the residency-based approach of the national accounts old-fashioned?

Bruno Tissot

586: Leverage and risk weighted capital requirements

Leonardo Gambacorta and Sudipto Karmakar

585: The effects of a central bank's inflation forecasts on private sector forecasts: Recent evidence from Japan

Masazumi Hattori, Steven Kong, Frank Packer and Toshitaka Sekine

584: Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter

Gunes Kamber, James Morley and Benjamin Wong

583: Exchange rate pass-through: What has changed since the crisis?

Martina Jasova, Richhild Moessner and Elod Takats

582: Global inflation forecasts

Jonathan Kearns

581: Near-money premiums, monetary policy, and the integration of money markets: lessons from deregulation

Mark Carlson and David Wheelock

580: Bank capital and dividend externalities

Viral Acharya, Hanh Le and Hyun Song Shin

579: Regional pull vs global push factors: China and US influence on Asia-Pacific financial markets

Chang Shu, Dong He, Jinyue Dong and Honglin Wang

578: Asset managers, eurodollars and unconventional monetary policy

Lawrence Kreicher and Robert McCauley

577: Are star funds really shining? Cross-trading and performance shifting in mutual fund families

Alexander Eisele, Tamara Nefedova and Gianpaolo Parise

576: Crises and rescues: liquidity transmission through international banks

Claudia Buch, Catherine Koch and Michael Koetter

575: Housing collateral and small firm activity in Europe

Ryan Banerjee and Kristian Blickle

574: Low long-term interest rates as a global phenomenon

Peter Hördahl, Jhuvesh Sobrun and Philip Turner

573: Intraday dynamics of euro area sovereign credit risk contagion

Lubos Komarek and Kristyna Ters

572: Housing prices, mortgage interest rates and the rising share of capital income in the United States

Gianni La Cava

571: On the transactions costs ofquantitative easing

Francis Breedon and Philip Turner

570: Unconventional monetary policies: a re-appraisal

Claudio Borio and Anna Zabai

569: Monetary policy, the financial cycle and ultra-low interest rates

John Juselius, Claudio Borio, Piti Disyatat and Mathias Drehmann

568: Output gaps and policy stabilisation in Latin America: the effect of commodity and capital flow cycles

Enrique Alberola, Rocio Gondo Mori, Marco Lombardi and Diego Urbina

567: Understanding the changing equilibrium real interest rates in Asia-Pacific

Feng Zhu

566: Monetary facts revisited

Pavel Gertler and Boris Hofmann

565: The Collateral Trap

Frédéric Boissay and Russell Cooper

564: Moore's Law vs. Murphy's Law in the financial system: who's winning?

Andrew Lo

563: Who supplies liquidity, how and when?

Bruno Biais, Fany Declerck and Sophie Moinas

562: Expectations and investment

Nicola Gennaioli, Yueran Ma and Andrei Shleifer

561: Mobile collateral versus immobile collateral

Gary Gorton and Tyler Muir

560: Has the pricing of stocks become more global?

Ivan Petzev, Andreas Schrimpf and Alexander Wagner