BIS Working Papers

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509: Investor redemptions and fund manager sales of emerging market bonds: how are they related?

Jimmy Shek, Ilhyock Shim and Hyun Song Shin

508: Bond markets and monetary policy dilemmas for the emerging markets

Jhuvesh Sobrun and Philip Turner

507: Macroeconomic Effects of Banking Sector Losses across Structural Models

Luca Guerrieri, Matteo Iacoviello, Francisco Covas, John Driscoll, Mohammad Jahan-Parvar, Michael Kiley, Albert Queralto and Jae Sim

506: Macroprudential Policies in a Commodity Exporting Economy

Andres Gonzalez, Franz Hamann and Diego Rodriguez Guzman

505: Phases of Global Liquidity, Fundamentals News, and the Design of Macroprudential Policy

Javier Bianchi and Enrique Mendoza

504: Credit and Macroprudential Policy in an Emerging Economy: a Structural Model Assessment

Horacio Aguirre and Emilio Blanco

503: Inflation targeting and financial stability: providing policymakers with relevant information

Anders Vredin

502: Comparative assessment of macroprudential policies

Valentina Bruno, Ilhyock Shim and Hyun Song Shin

501: Leverage dynamics and the real burden of debt

John Juselius and Mathias Drehmann

500: Prolonged reserves accumulation, credit booms, asset prices and monetary policy in Asia

Andrew Filardo and Pierre Siklos

499: Foreign exchange intervention: strategies and effectiveness

Nuttathum Chutasripanich and James Yetman

498: Liquidity Squeeze, Abundant Funding and Macroeconomic Volatility

Enisse Kharroubi

497: Global Asset Allocation Shifts

Tim Kroencke, Maik Schmeling and Andreas Schrimpf

496: When is macroprudential policy effective?

Chris McDonald

495: The transmission of monetary policy in EMEs in a changing financial environment: a longitudinal analysis

Emanuel Kohlscheen and Ken Miyajima

494: Financial crisis, US unconventional monetary policy and international spillovers

Qianying Chen, Andrew Filardo, Dong He and Feng Zhu

493: Why do we need both liquidity regulations and a lender of last resort? A perspective from Federal Reserve lending during the 2007-09 US financial crisis

Mark Carlson, Burcu Duygan-Bump and William Nelson

492: Assessing the CNH-CNY pricing differential: role of fundamentals, contagion and policy

Michael Funke, Chang Shu, Xiaoqiang Cheng and Sercan Eraslan

491: A dynamic network model of the unsecured interbank lending market

Francisco Blasques, Falk Bräuning and Iman Lelyveld

490: Why does financial sector growth crowd out real economic growth?

Stephen Cecchetti and Enisse Kharroubi

489: Liquidity and growth: the role of counter-cyclical interest rates

Philippe Aghion, Emmanuel Farhi and Enisse Kharroubi

488: Bank competition and credit booms

Phurichai Rungcharoenkitkul

487: The biofuel connection: impact of US regulation on oil and food prices

Fernando Avalos and Marco Lombardi

486: Why did bank lending rates diverge from policy rates after the financial crisis?

Anamaria Illes, Marco Lombardi and Paul Mizen

485: Can demography affect inflation and monetary policy?

John Juselius and Elod Takats

484: Bank capital shock propagation via syndicated interconnectedness

Makoto Nirei, Julian Caballero and Vladyslav Sushko

483: Global dollar credit: links to US monetary policy and leverage

Robert McCauley, Patrick McGuire and Vladyslav Sushko

482: Secular stagnation, debt overhang and other rationales for sluggish growth, six years on

Stephanie Lo and Kenneth Rogoff

481: Credit booms: implications for the public and the private sector

Tano Santos

480: Trilemmas and trade-offs: living with financial globalisation

Maurice Obstfeld

479: Understanding the role of debt in the financial system

Bengt Holmstrom

478: Spillovers of US unconventional monetary policy to Asia: the role of long-term interest rates

Ken Miyajima, Madhusudan Mohanty and James Yetman

477: Has the transmission of policy rates to lending rates been impaired by the Global Financial Crisis?

Leonardo Gambacorta, Anamaria Illes and Marco Lombardi

476: Financial inclusion and optimal monetary policy

Aaron Mehrotra and James Yetman

475: SMEs, financial constraints and growth

Ryan Banerjee

474: Exchange rate risk and local currency sovereign bond yields in emerging markets

Blaise Gadanecz, Ken Miyajima and Chang Shu

473: Liquidity Risk and the Credit Crunch of 2007-2008: Evidence from Micro-Level Data on Mortgage Loan Applications

Adonis Antoniades

472: Correlations across Asia-Pacific bond markets and the impact of capital flow measures

Pornpinun Chantapacdepong and Ilhyock Shim

471: The leverage ratio over the cycle

Michael Brei and Leonardo Gambacorta

470: The Impact of Liquidity Regulation on Banks

Ryan Banerjee and Hitoshi Mio

469: When firms and industries matter: understanding the sources of productivity growth

Ulf Lewrick, Lukas Mohler and Rolf Weder

468: The redistributive effects of financial deregulation: wall street versus main street

Anton Korinek and Jonathan Kreamer

467: Managing Default Risk

Anna Zabai

466: Benchmark tipping in the global bond market

Lawrence Kreicher, Robert McCauley and Philip Wooldridge

465: Developing an underlying inflation gauge for China

Marlene Amstad, Huan Ye and Guonan Ma

464: Decaying expectations: what inflation forecasts tell us about the anchoring of inflation expectations

Aaron Mehrotra and James Yetman

463: Monetary analysis and the global financial cycle: an Asian central bank perspective

Andrew Filardo, Hans Genberg and Boris Hofmann

462: The effects of intraday foreign exchange market operations in Latin America: results for Chile, Colombia, Mexico and Peru

Miguel Fuentes, Pablo Pincheira, Juan Julio, Hernan Rincon-Castro, Santiago Garcia-Verdu, Miguel Zerecero, Marco Vega, Erick Lahura and Ramon Moreno

461: A policy model to analyze macroprudential regulations and monetary policy

Sami Alpanda, Gino Cateau and Cesaire Meh

460: Traditional and matter-of-fact financial frictions in a DSGE model for Brazil: the role of macroprudential instruments and monetary policy

Fabia Carvalho, Marcos Castro and Silvio Costa