BIS Working Papers

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81: Interbank interest rates and the risk premium

Henri Pagès

80: A note on alternative measures of real bond rates

Palle Andersen

79: Pass-through of exchange rates and import prices to domestic inflation in some industrialised economies

Jonathan McCarthy

78: Banking and commerce: a liquidity approach

Joao Santos and Joseph Haubrich

77: Perceived central bank intervention and market expectations: an empirical study of the yen/dollar exchange rate, 1993 - 96

Will Melick and Gabriele Galati

76: The price of risk at year-end: evidence from interbank lending

C. Furfine

75: A note on the Gordon growth model with nonstationary dividend growth

Henri Pagès

74: The Dollar - Mark axis

Gabriele Galati

73: The Taylor rule and interest rates in the EMU area: a note

Gert Schnabel and Stefan Gerlach

72: Reserve currency allocation: an alternative methodology

Srichander Ramaswamy

71: The term structure of announcement effects

Michael Fleming and Eli Remolona

70: Interbank exposures: quantifying the risk of contagion

C. Furfine

69: Credit channels and consumption in Europe: empirical evidence

Gabe de Bondt

68: The evolution and determinants of emerging markets credit spreads in the 1990s

Steven Kamin and K von Kleist

67: The cyclical sensitivity of seasonality in US employment

Spencer Krane and William Wascher

66: Evolving international financial markets: some implications for Central Banks

William White

65: Higher profits and lower capital prices: is factor allocation optimal?

E. Yndgaard, Palle Andersen and Marc Klau

64: Precarious credit equilibria: reflections on the Asian financial crisis

Joseph Bisignano

63: Microeconomic inventory adjustment and aggregate dynamics

Jonathan McCarthy and Egon Zakrajšek

62: The pricing of bank lending and borrowing: evidence from the federal funds market

C. Furfine

61: Foreign direct investment and employment in the industrial countries

Palle Andersen and P. Hainaut

60: Output gap uncertainty: does it matter for the Taylor rule?

Frank Smets

59: Portfolio selection using fuzzy decision theory

Srichander Ramaswamy

58: The importance of bank seniority for relationship lending

Joao Santos and Stanley Longhofer

57: One-step prediction of financial time series

Srichander Ramaswamy

56: Commercial banks in the securities business: A review

Joao Santos

55: Spread overreaction in international bond markets

Gregory Sutton

54: The coming transformation of continental european banking?

William White

53: Exchange rate regimes and inflation and output in Sub-Saharan countries

Marc Klau

52: Inflation and disinflation in Iceland

Már Guðmundsson and Palle Andersen

51: Forecast errors and financial developments

Palle Andersen

50: The euro and the dollar

Robert McCauley

49: Why does the yield curve predict economic activity? Dissecting the evidence for Germany and the United States

Kostas Tsatsaronis and Frank Smets

48: Some multi-country evidence on the effects of real exchange rates on output

Steven Kamin and Marc Klau

47: Financial asset prices and monetary policy: theory and evidence

Frank Smets

46: Global asset allocation in fixed income markets

Srichander Ramaswamy

45: A multi-country comparison of the linkages between inflation and exchange rate competitiveness

Steven Kamin

44: Is there excess comovement of bond yields between countries?

Gregory Sutton

43: Exchange rate regimes and the expectations hypothesis of the term structure

Stefan Gerlach and Frank Smets

42: Measuring monetary policy shocks in France, Germany and Italy: The role of the exchange rate

Frank Smets

41: The Euro and European financial markets

Robert McCauley and William White

40: Monetary policy operating procedures in industrial countries

Claudio Borio

39: Banking system failures in developing and transition countries: Diagnosis and predictions

Patrick Honohan

38: International agreements in the area of banking and finance: accomplishments and outstanding issues

William White

37: Does the term structure predict recessions? The international evidence

Henri Bernard and Stefan Gerlach

36: Estimation of speculative attack models: Mexico yet again

Will Melick

35: Varieties of monetary operating procedures: balancing monetary objectives with market efficiency

Joseph Bisignano

34: Monetary policy and the behaviour of interest rates: are long rates excessively volatile?

Stefan Gerlach

33: Derivatives and asset price volatility: a test using variance ratios

Benjamin Cohen

32: The anatomy of the bond market turbulence of 1994

Claudio Borio and Robert McCauley