BIS Working Papers

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263: Determinants of house prices in nine Asia-Pacific economies

Eloisa T Glindro, Tientip Subhanij, Jessica Szeto and Haibin Zhu

262: Effectiveness of monetary policy communication in Indonesia and Thailand

Sahminan Sahminan

261: The Asian crisis: what did local stock markets expect?

Jacob Gyntelberg, Alicia Garcia Herrero and Andrea Tesei

260: Estimating hedge fund leverage

Patrick McGuire and Kostas Tsatsaronis

259: The housing meltdown: Why did it happen in the United States?

Luci Ellis

258: DSGE models and central banks

Camilo Tovar

257: Financial system: shock absorber or amplifier?

Franklin Allen and Elena Carletti

256: Liquidity and financial cycles

Tobias Adrian and Hyun Song Shin

255: Innovations in credit risk transfer: implications for financial stability

Darrell Duffie

254: Speculative attacks, Private Signals and Intertemporal Trade-offs

Nikola Tarashev

253: Implementing monetary policy in the 2000s: operating procedures in Asia and beyond

Corrinne Ho

252: The evolution of trading activity in Asian foreign exchange markets

Yosuke Tsuyuguchi and Philip D Wooldridge

251: The financial turmoil of 2007-?: a preliminary assessment and some policy considerations

Claudio Borio

250: Globalisation and the determinants of domestic inflation

William R White

249: Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets

Alain Chaboud, Benjamin Chiquoine, Erik Hjalmarsson and Mico Loretan

248: Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices

Stefania D'Amico, Don H Kim and Min Wei

247: What drives the current account in commodity exporting countries? The cases of Chile and New Zealand

Juan Medina, Anella Munro and Claudio Soto

246: Central bank policy rate guidance and financial market functioning

Richhild Moessner and William Nelson

245: Understanding Asian equity flows, market returns and exchange rates

Chayawadee Chai-Anant and Corinne Ho

244: Global monitoring with the BIS international banking statistics

Patrick McGuire and Nikola Tarashev

243: Asset prices and monetary policy: booms and fat tails in East Asia

Maria Socorro Gochoco-Bautista

242: What can (macro-)prudential policy do to support monetary policy?

Claudio Borio and Ilhyock Shim

241: Housing finance agencies in Asia

Michael Davies, Jacob Gyntelberg and Eric Chan

240: Challenges in macro-finance modeling

Don H Kim

239: Spanned stochastic volatility in bond markets: a reexamination of the relative pricing between bonds and bond options

Don H Kim

238: Bank size, credit and the sources of bank market risk

Ryan Stever

237: Change and constancy in the financial system: implications for financial distress and policy

Claudio Borio

236: Determinants of house prices in central and eastern Europe

Balázs Égert and Dubravko Mihaljek

235: Regulatory discretion and banks' pursuit of "safety in similarity"

Ryan Stever and James A Wilcox

234: Using counterfactual simulations to assess the danger of contagion in interbank markets

Christian Upper

233: Do China's capital controls still bind? Implications for monetary autonomy and capital liberalisation

Guonan Ma and Robert McCauley

232: Capital regulation and banks' financial decisions

Haibin Zhu

231: The global upward trend in the profit share

Luci Ellis and Kathryn Smith

230: Modelling and calibration errors in measures of portfolio credit risk

Nikola Tarashev and Haibin Zhu

229: Distress selling and asset market feedback

Ilhyock Shim and Goetz von Peter

228: Inflation risk premia in the term structure of interest rates

Peter Hoerdahl and Oreste Tristani

227: Globalisation and inflation: New cross-country evidence on the global determinants of domestic inflation

Claudio Borio and Andrew Filardo

226: Growth dynamics: the myth of economic recovery

Valerie Cerra and Sweta Saxena

225: Economic reforms and exchange rate pass-through to domestic prices in India

Jeevan Khundrakpam

224: The tail wags the dog: time-varying information shares in the Bund market

Christian Upper and Thomas Werner

223: What explains the US net income balance?

Alexandra Heath

222: An equilibrum model of "global imbalances" and low interest rates

Ricardo Caballero, Emmanuel Farhi and Pierre-Olivier Gourinchas

221: Phoenix miracles in emerging markets: recovering without credit from systemic financial crises

Alejandro Izquierdo, Ernesto Talvi and Guillermo Calvo

220: Financial globalisation, governance and the evolution of the home bias

Bong-Chan Kho, René Stulz and Francis Warnock

219: Democracy and globalisation

Barry Eichengreen and David Leblang

218: The euro as a reserve currency: a challenge to the pre-eminence of the US dollar?

Gabriele Galati and Philip Wooldridge

217: Estimation of Asian effective exchange rates: a technical note

San Sau Fung, Marc Klau, Guonan Ma and Robert McCauley

216: Monetary and prudential policies at a crossroads? New challenges in the new century

Claudio Borio

215: Devaluations, output and the balance sheet effect: a structural econometric analysis

Camilo Tovar

214: The pricing of portfolio credit risk

Nikola Tarashev and Zhu Haibin