BIS Working Papers

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559: A comparative analysis of developments in central bank balance sheet composition

Christiaan Pattipeilohy

558: Why bank capital matters for monetary policy

Leonardo Gambacorta and Hyun Song Shin

557: How does bank capital affect the supply of mortgages? Evidence from a randomized experiment

Valentina Michelangeli and Enrico Sette

556: Threat of entry and debt maturity: evidence from airlines

Gianpaolo Parise

555: The causal effect of house prices on mortgage demand and mortgage supply: evidence from Switzerland

Christoph Basten and Catherine Koch

554: Can a bank run be stopped? Government guarantees and the run on Continental Illinois

Mark Carlson and Jonathan Rose

553: What drives the short-run costs of fiscal consolidation? Evidence from OECD countries

Ryan Banerjee and Fabrizio Zampolli

552: Fiscal sustainability and the financial cycle

Claudio Borio, Marco Lombardi and Fabrizio Zampolli

551: When the walk is not random: commodity prices and exchange rates

Emanuel Kohlscheen, Fernando Avalos and Andreas Schrimpf

550: A new dimension to currency mismatches in the emerging markets - non-financial companies

Michael Chui, Emese Kuruc and Philip Turner

549: Monetary policy spillovers and currency networks in cross-border bank lending

Stefan Avdjiev and Elod Takats

548: Moving in tandem: bank provisioning in emerging market economies

Andrés Murcia and Emanuel Kohlscheen

547: When pegging ties your hands

Nikola Tarashev and Anna Zabai

546: Financial intermediation and monetary policy transmission in EMEs: What has changed post-2008 crisis?

Madhusudan Mohanty and Kumar Rishabh

545: Booms and banking crises

Frédéric Boissay, Fabrice Collard and Frank Smets

544: What drives inflation expectations in Brazil? Public versus private information

Waldyr Areosa

543: Fiscal policy and the cycle in Latin America: the role of financing conditions and fiscal rules

Enrique Alberola-Ila, Iván Kataryniuk, Angel Melguizo and René Orozco

542: Bank standalone credit ratings

Michael King, Steven Ongena and Nikola Tarashev

541: How do global investors differentiate between sovereign risks? The new normal versus the old

Marlene Amstad, Eli Remolona and Jimmy Shek

540: Self-oriented monetary policy, global financial markets and excess volatility of international capital flows

Ryan Banerjee, Michael Devereux and Giovanni Lombardo

539: International Trade Finance and the Cost Channel of Monetary Policy in Open Economies

Nikhil Patel

538: Sovereign yields and the risk-taking channel of currency appreciation

Boris Hofmann, Ilhyock Shim and Hyun Song Shin

537: Exchange rates and monetary spillovers

Guillaume Plantin and Hyun Song Shin

536: Is macroprudential policy instrument blunt?

Katsurako Sonoda and Nao Sudo

535: Interbank networks in the national banking era: their purpose and their role in the panic of 1893

Charles Calomiris and Mark Carlson

534: Labour reallocation and productivity dynamics: financial causes, real consequences

Claudio Borio, Enisse Kharroubi, Christian Upper and Fabrizio Zampolli

533: Managing price and financial stability objectives - what can we learn from the Asia-Pacific region?

Soyoung Kim and Aaron Mehrotra

532: Mortgage risk and the yield curve

Aytek Malkhozov, Philippe Mueller, Andrea Vedolin and Gyuri Venter

531: The supply side of household finance

Gabriele Foà, Leonardo Gambacorta, Luigi Guiso and Paolo Emilio Mistrulli

530: Commercial bank failures during The Great Recession: the real (estate) story

Adonis Antoniades

529: A search-based model of the interbank money market and monetary policy implementation

Morten Bech and Cyril Monnet

528: External shocks, banks and optimal monetary policy in an open economy

Yasin Mimir and Enes Sunel

527: Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve

Peter Hördahl, Eli Remolona and Giorgio Valente

526: Modelling the time-variation in euro area lending spreads

Boris Blagov, Michael Funke and Richhild Moessner

525: Capital flows and the current account: Taking financing (more) seriously

Claudio Borio and Piti Disyatat

524: Breaking free of the triple coincidence in international finance

Stefan Avdjiev, Robert McCauley and Hyun Song Shin

523: The evolution of inflation expectations in Canada and the US

James Yetman

522: Do banks extract informational rents through collateral?

Bing Xu, Honglin Wang and Adrian Rixtel

521: Does variance risk have two prices? Evidence from the equity and option markets

Laurent Barras and Aytek Malkhozov

520: Optimal inflation with corporate taxation and financial constraints

Daria Finocchiaro, Giovanni Lombardo, Caterina Mendicino and Philippe Weil

519: The hunt for duration: not waving but drowning?

Dietrich Domanski, Hyun Song Shin and Vladyslav Sushko

518: Monetary policy and financial spillovers: losing traction?

Piti Disyatat and Phurichai Rungcharoenkitkul

517: Leverage on the buy side

Fernando Avalos, Ramon Moreno and Tania Romero

516: Optimal time-consistent macroprudential policy

Javier Bianchi and Enrique Mendoza

515: The impact of CCPs' margin policies on repo markets

Arianna Miglietta, Cristina Picillo and Mario Pietrunti

514: The influence of monetary policy on bank profitability

Claudio Borio, Leonardo Gambacorta and Boris Hofmann

513: The determinants of long-term debt issuance by European banks: evidence of two crises

Adrian Rixtel, Luna Azahara Romo Gonzalez and Jing Yang

512: International reserves and gross capital flow dynamics

Enrique Alberola-Ila, Aitor Erce and Jose Maria Serena Garralda

511: Higher bank capital requirements and mortgage pricing: evidence from the Countercyclical Capital Buffer (CCB)

Christoph Basten and Catherine Koch

510: Global dollar credit and carry trades: a firm-level analysis

Valentina Bruno and Hyun Song Shin