BIS Working Papers

From Bank for International Settlements
Contact information at EDIRC.
Bibliographic data for series maintained by Martin Fessler ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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

231: The global upward trend in the profit share

Luci Ellis and Kathryn Smith

230: Modelling and calibration errors in measures of portfolio credit risk

Nikola Tarashev and Haibin Zhu

229: Distress selling and asset market feedback

Ilhyock Shim and Goetz von Peter

228: Inflation risk premia in the term structure of interest rates

Peter Hoerdahl and Oreste Tristani

227: Globalisation and inflation: New cross-country evidence on the global determinants of domestic inflation

Claudio Borio and Andrew Filardo

226: Growth dynamics: the myth of economic recovery

Valerie Cerra and Sweta Saxena

225: Economic reforms and exchange rate pass-through to domestic prices in India

Jeevan Khundrakpam

224: The tail wags the dog: time-varying information shares in the Bund market

Christian Upper and Thomas Werner

223: What explains the US net income balance?

Alexandra Heath

222: An equilibrum model of "global imbalances" and low interest rates

Ricardo Caballero, Emmanuel Farhi and Pierre-Olivier Gourinchas

221: Phoenix miracles in emerging markets: recovering without credit from systemic financial crises

Alejandro Izquierdo, Ernesto Talvi and Guillermo Calvo

220: Financial globalisation, governance and the evolution of the home bias

Bong-Chan Kho, René Stulz and Francis Warnock

219: Democracy and globalisation

Barry Eichengreen and David Leblang

218: The euro as a reserve currency: a challenge to the pre-eminence of the US dollar?

Gabriele Galati and Philip Wooldridge

217: Estimation of Asian effective exchange rates: a technical note

San Sau Fung, Marc Klau, Guonan Ma and Robert McCauley

216: Monetary and prudential policies at a crossroads? New challenges in the new century

Claudio Borio

215: Devaluations, output and the balance sheet effect: a structural econometric analysis

Camilo Tovar

214: The pricing of portfolio credit risk

Nikola Tarashev and Zhu Haibin

213: Risk in financial reporting: status, challenges and suggested directions

Claudio Borio and Kostas Tsatsaronis

212: Risk and liquidity in a system context

Hyun Song Shin

211: Do accounting changes affect the economic behaviour of financial firms?

Anne Beatty

210: Institution-specific value

Ken Peasnell