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BIS Working Papers

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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
63: Microeconomic inventory adjustment and aggregate dynamics Downloads
Jonathan McCarthy and Egon Zakrajšek
62: The pricing of bank lending and borrowing: evidence from the federal funds market Downloads
C. Furfine
61: Foreign direct investment and employment in the industrial countries Downloads
Palle Andersen and P. Hainaut
60: Output gap uncertainty: does it matter for the Taylor rule? Downloads
Frank Smets
59: Portfolio selection using fuzzy decision theory Downloads
Srichander Ramaswamy
58: The importance of bank seniority for relationship lending Downloads
Joao Santos and Stanley Longhofer
57: One-step prediction of financial time series Downloads
Srichander Ramaswamy
56: Commercial banks in the securities business: A review Downloads
Joao Santos
55: Spread overreaction in international bond markets Downloads
Gregory Sutton
54: The coming transformation of continental european banking? Downloads
William White
53: Exchange rate regimes and inflation and output in Sub-Saharan countries Downloads
Marc Klau
52: Inflation and disinflation in Iceland Downloads
Már Guðmundsson and Palle Andersen
51: Forecast errors and financial developments Downloads
Palle Andersen
50: The euro and the dollar Downloads
Robert McCauley
49: Why does the yield curve predict economic activity? Dissecting the evidence for Germany and the United States Downloads
Kostas Tsatsaronis and Frank Smets
48: Some multi-country evidence on the effects of real exchange rates on output Downloads
Steven Kamin and Marc Klau
47: Financial asset prices and monetary policy: theory and evidence Downloads
Frank Smets
46: Global asset allocation in fixed income markets Downloads
Srichander Ramaswamy
45: A multi-country comparison of the linkages between inflation and exchange rate competitiveness Downloads
Steven Kamin
44: Is there excess comovement of bond yields between countries? Downloads
Gregory Sutton
43: Exchange rate regimes and the expectations hypothesis of the term structure Downloads
Stefan Gerlach and Frank Smets
42: Measuring monetary policy shocks in France, Germany and Italy: The role of the exchange rate Downloads
Frank Smets
41: The Euro and European financial markets Downloads
Robert McCauley and William White
40: Monetary policy operating procedures in industrial countries Downloads
Claudio Borio
39: Banking system failures in developing and transition countries: Diagnosis and predictions Downloads
Patrick Honohan
38: International agreements in the area of banking and finance: accomplishments and outstanding issues Downloads
William White
37: Does the term structure predict recessions? The international evidence Downloads
Henri Bernard and Stefan Gerlach
36: Estimation of speculative attack models: Mexico yet again Downloads
Will Melick
35: Varieties of monetary operating procedures: balancing monetary objectives with market efficiency Downloads
Joseph Bisignano
34: Monetary policy and the behaviour of interest rates: are long rates excessively volatile? Downloads
Stefan Gerlach
33: Derivatives and asset price volatility: a test using variance ratios Downloads
Benjamin Cohen
32: The anatomy of the bond market turbulence of 1994 Downloads
Claudio Borio and Robert McCauley
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