Economics at your fingertips  

BIS Working Papers

From Bank for International Settlements
Contact information at EDIRC.

Bibliographic data for series maintained by Christian Beslmeisl ().

Access Statistics for this working paper series.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

113: The link between default and recovery rates: effects on the procyclicality of regulatory capital ratios Downloads
Edward Altman, Andrea Resti and Andrea Sironi
112: Determinants of international bank lending to emerging market countries Downloads
Serge Jeanneau and Marian Micu
111: Output trends and Okun's law Downloads
Gert Schnabel
110: A survey of the institutional and operational aspects of modern-day currency boards Downloads
Corrinne Ho
109: Optimal dynamic hedging using futures under a borrowing constraint Downloads
Akash Deep
108: The determinants of private sector credit in industrialised countries: do property prices matter? Downloads
Boris Hofmann
107: Bank runs, welfare and policy implications Downloads
Zhu Haibin
106: Bank runs without self-fulfilling prophecies Downloads
Zhu Haibin
105: Macroeconomic news and the euro/dollar exchange rate Downloads
Gabriele Galati and Corrinne Ho
104: The changing shape of fixed income markets Downloads
the Study group on fixed income Markets
103: The costs and benefits of moral suasion: Evidence from the rescue of long-term capital management Downloads
C. Furfine
102: Allocating bank regulatory powers: lender of last resort, deposit insurance and supervision Downloads
Charles Kahn and Joao Santos
101: Can liquidity risk be subsumed in credit risk? A case study from Brady bond prices Downloads
Henri Pagès
100: The impact of the euro on Europe's financial markets Downloads
Gabriele Galati and Kostas Tsatsaronis
99: The interbank market during a crisis Downloads
C. Furfine
98: Money and inflation in the Euro Area: A case for monetary indicators? Downloads
Lars Svensson and Stefan Gerlach
97: Information flows during the asian crisis: evidence from closed-end funds Downloads
Eli Remolona and Benjamin Cohen
96: The real-time predictive content of money for output Downloads
Norman Swanson and Jeffery Amato
95: The impact of corporate risk management on monetary policy transmission: some empirical evidence Downloads
Ingo Fender
94: Corporate hedging: the impact of financial derivatives on the broad credit channel of monetary policy Downloads
Ingo Fender
93: Trading volumes, volatility and spreads in foreign exchange markets: evidence from emerging market countries Downloads
Gabriele Galati
92: Recent initiatives to improve the regulation and supervision of private capital flows Downloads
William White
91: Measuring potential vulnerabilities in emerging market economies Downloads
Marc Klau and John Hawkins
90: Bank capital regulation in contemporary banking theory: a review of the literature Downloads
Joao Santos
89: Forecast-based monetary policy Downloads
Thomas Laubach and Jeffery Amato
88: Evidence on the response of US banks to changes in capital requirements Downloads
C. Furfine
87: Monetary policy in an estimated optimisation-based model with sticky prices and wages Downloads
Thomas Laubach and Jeffery Amato
86: Information, liquidity and risk in the international interbank market: implicit guarantees and private credit market failure Downloads
Henri Bernard and Joseph Bisignano
85: A defence of the expectations theory as a model of us long-term interest rates Downloads
Gregory Sutton
84: What have we learned from recent financial crises and policy responses? Downloads
William White
83: Switching from single to multiple bank lending relationships: determinants and implications Downloads
Joao Santos and Luísa Farinha
82: Sacrifice ratios and the conduct of monetary policy in conditions of low inflation Downloads
William Wascher and Palle Andersen
81: Interbank interest rates and the risk premium Downloads
Henri Pagès
80: A note on alternative measures of real bond rates Downloads
Palle Andersen
79: Pass-through of exchange rates and import prices to domestic inflation in some industrialised economies Downloads
Jonathan McCarthy
78: Banking and commerce: a liquidity approach Downloads
Joao Santos and Joseph Haubrich
77: Perceived central bank intervention and market expectations: an empirical study of the yen/dollar exchange rate, 1993 - 96 Downloads
Will Melick and Gabriele Galati
76: The price of risk at year-end: evidence from interbank lending Downloads
C. Furfine
75: A note on the Gordon growth model with nonstationary dividend growth Downloads
Henri Pagès
74: The Dollar - Mark axis Downloads
Gabriele Galati
73: The Taylor rule and interest rates in the EMU area: a note Downloads
Gert Schnabel and Stefan Gerlach
72: Reserve currency allocation: an alternative methodology Downloads
Srichander Ramaswamy
71: The term structure of announcement effects Downloads
Michael Fleming and Eli Remolona
70: Interbank exposures: quantifying the risk of contagion Downloads
C. Furfine
69: Credit channels and consumption in Europe: empirical evidence Downloads
Gabe de Bondt
68: The evolution and determinants of emerging markets credit spreads in the 1990s Downloads
Steven Kamin and K von Kleist
67: The cyclical sensitivity of seasonality in US employment Downloads
Spencer Krane and William Wascher
66: Evolving international financial markets: some implications for Central Banks Downloads
William White
65: Higher profits and lower capital prices: is factor allocation optimal? Downloads
E. Yndgaard, Palle Andersen and Marc Klau
64: Precarious credit equilibria: reflections on the Asian financial crisis Downloads
Joseph Bisignano
Page updated 2021-10-26
Sorted by number, numeric