BIS Working Papers
From Bank for International Settlements
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- 281: A Framework for Assessing the Systemic Risk of Major Financial Institutions

- Xin Huang, Hao Zhou and Haibin Zhu
- 280: Measuring portfolio credit risk correctly: why parameter uncertainty matters

- Nikola Tarashev
- 279: The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices

- Ingo Fender and Martin Scheicher
- 278: Credit frictions and optimal monetary policy

- Vasco Cúrdia and Michael Woodford
- 277: China's financial conundrum and global imbalances

- Ronald McKinnon and Gunther Schnabl
- 276: Has the monetary transmission process in the euro area changed? Evidence vased on VAR estimates

- Axel Weber, Rafael Gerke and Andreas Worms
- 275: Inflation expectations, uncertainty and monetary policy

- Christopher Sims
- 274: Talking about monetary policy: the virtues (and vice?) of central bank communication

- Alan Blinder
- 273: In search of monetary stability: the evolution of monetary policy

- Otmar Issing
- 272: Bank ties and firm performance in Japan: some evidence since FY2002

- Patrick McGuire
- 271: Private information, stock markets, and exchange rates

- Jacob Gyntelberg, Mico Loretan, Tientip Subhanij and Eric Chan
- 270: Catching-up and inflation in transition economies: the Balassa-Samuelson effect revisited

- Dubravko Mihaljek and Marc Klau
- 269: Monetary policy implementation: Misconceptions and their consequences

- Piti Disyatat
- 268: Capital regulation, risk-taking and monetary policy: a missing link in the transmission mechanism?

- Claudio Borio and Haibin Zhu
- 267: Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08

- Naohiko Baba and Frank Packer
- 266: Private matters

- Jean Helwege and Frank Packer
- 265: External support and bank behaviour in the international syndicated loan market

- Blaise Gadanecz, Kostas Tsatsaronis and Yener Altunbas
- 264: Price discovery from cross-currency and FX swaps: a structural analysis

- Naohiko Baba and Yasuaki Amatatsu
- 263: Determinants of house prices in nine Asia-Pacific economies

- Eloisa T Glindro, Tientip Subhanij, Jessica Szeto and Haibin Zhu
- 262: Effectiveness of monetary policy communication in Indonesia and Thailand

- Sahminan Sahminan
- 261: The Asian crisis: what did local stock markets expect?

- Jacob Gyntelberg, Alicia Garcia Herrero and Andrea Tesei
- 260: Estimating hedge fund leverage

- Patrick McGuire and Kostas Tsatsaronis
- 259: The housing meltdown: Why did it happen in the United States?

- Luci Ellis
- 258: DSGE models and central banks

- Camilo Tovar
- 257: Financial system: shock absorber or amplifier?

- Franklin Allen and Elena Carletti
- 256: Liquidity and financial cycles

- Tobias Adrian and Hyun Song Shin
- 255: Innovations in credit risk transfer: implications for financial stability

- Darrell Duffie
- 254: Speculative attacks, Private Signals and Intertemporal Trade-offs

- Nikola Tarashev
- 253: Implementing monetary policy in the 2000s: operating procedures in Asia and beyond

- Corrinne Ho
- 252: The evolution of trading activity in Asian foreign exchange markets

- Yosuke Tsuyuguchi and Philip Wooldridge
- 251: The financial turmoil of 2007-?: a preliminary assessment and some policy considerations

- Claudio Borio
- 250: Globalisation and the determinants of domestic inflation

- William R White
- 249: Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets

- Alain Chaboud, Benjamin Chiquoine, Erik Hjalmarsson and Mico Loretan
- 248: Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices

- Stefania D'Amico, Don H Kim and Min Wei
- 247: What drives the current account in commodity exporting countries? The cases of Chile and New Zealand

- Juan Medina, Anella Munro and Claudio Soto
- 246: Central bank policy rate guidance and financial market functioning

- Richhild Moessner and William Nelson
- 245: Understanding Asian equity flows, market returns and exchange rates

- Chayawadee Chai-Anant and Corrinne Ho
- 244: Global monitoring with the BIS international banking statistics

- Patrick McGuire and Nikola Tarashev
- 243: Asset prices and monetary policy: booms and fat tails in East Asia

- Maria Socorro Gochoco-Bautista
- 242: What can (macro-)prudential policy do to support monetary policy?

- Claudio Borio and Ilhyock Shim
- 241: Housing finance agencies in Asia

- Michael Davies, Jacob Gyntelberg and Eric Chan
- 240: Challenges in macro-finance modeling

- Don H Kim
- 239: Spanned stochastic volatility in bond markets: a reexamination of the relative pricing between bonds and bond options

- Don H Kim
- 238: Bank size, credit and the sources of bank market risk

- Ryan Stever
- 237: Change and constancy in the financial system: implications for financial distress and policy

- Claudio Borio
- 236: Determinants of house prices in central and eastern Europe

- Balázs Égert and Dubravko Mihaljek
- 235: Regulatory discretion and banks' pursuit of "safety in similarity"

- Ryan Stever and James A Wilcox
- 234: Using counterfactual simulations to assess the danger of contagion in interbank markets

- Christian Upper
- 233: Do China's capital controls still bind? Implications for monetary autonomy and capital liberalisation

- Guonan Ma and Robert McCauley
- 232: Capital regulation and banks' financial decisions

- Haibin Zhu