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BIS Working Papers

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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
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