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.

139: External constraints on monetary policy and the financial accelerator

Mark Gertler, Simon Gilchrist and Fabio Natalucci

138: Public and private information in monetary policy models

Hyun Song Shin and Jeffery Amato

137: The Great Depression as a credit boom gone wrong

Barry Eichengreen and Kris Mitchener

136: The price level, relative prices and economic stability: aspects of the interwar debate

David Laidler

135: Currency Crises and the Informational Role of Interest Rates

Nikola Tarashev

134: The cost of barriers to entry: evidence from the market for corporate euro bond underwriting

Joao Santos and Kostas Tsatsaronis

133: How good is the BankScope database? A cross-validation exercise with correction factors for market concentration measures

Kaushik Bhattacharya

132: Developing country economic structure and the pricing of syndicated credits

Yener Altunbas and Blaise Gadanecz

131: Optimal supervisory policies and depositor-preference laws

Henri Pagès and Joao Santos

130: Living with flexible exchange rates: issues and recent experience in inflation targeting emerging market economies

Corrinne Ho and Robert McCauley

129: Are credit ratings procyclical?

C. Furfine and Jeffery Amato

128: Towards a macroprudential framework for financial supervision and regulation?

Claudio Borio

127: A tale of two perspectives: old or new challenges for monetary policy?

Claudio Borio, Wiliam English and Andrew Filardo

126: A survey of cyclical effects in credit risk measurement model

Linda Allen and Anthony Saunders

125: The institutional memory hypothesis and the procyclicality of bank lending behaviour

Allen Berger and Gregory Udell

124: Credit constraints, financial liberalisation and twin crises

Zhu Haibin

123: Communication and monetary policy

Jeffery Amato, Hyun Song Shin and Stephen Morris

122: Positive feedback trading under stress: Evidence from the US Treasury securities market

Benjamin Cohen and Hyun Song Shin

121: Implications of habit formation for optimal monetary policy

Jeffery Amato and Thomas Laubach

120: Changes in market functioning and central bank policy: an overview of the issues

Marvin Barth, Philip Wooldridge and Eli Remolona

119: A VAR analysis of the effects of monetary policy in East Asia

Ben Fung

118: Should banks be diversified? Evidence from individual bank loan portfolios

Iftekhar Hasan, Anthony Saunders and Viral Acharya

117: Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy

Philip Lowe and Miguel Segoviano

116: Credit risk measurement and procyclicality

Philip Lowe

115: China's asset management corporations

Guonan Ma and Ben Fung

114: Asset prices, financial and monetary stability: exploring the nexus

Philip Lowe and Claudio Borio

113: The link between default and recovery rates: effects on the procyclicality of regulatory capital ratios

Edward Altman, Andrea Resti and Andrea Sironi

112: Determinants of international bank lending to emerging market countries

Serge Jeanneau and Marian Micu

111: Output trends and Okun's law

Gert Schnabel

110: A survey of the institutional and operational aspects of modern-day currency boards

Corrinne Ho

109: Optimal dynamic hedging using futures under a borrowing constraint

Akash Deep

108: The determinants of private sector credit in industrialised countries: do property prices matter?

Boris Hofmann

107: Bank runs, welfare and policy implications

Zhu Haibin

106: Bank runs without self-fulfilling prophecies

Zhu Haibin

105: Macroeconomic news and the euro/dollar exchange rate

Gabriele Galati and Corrinne Ho

104: The changing shape of fixed income markets

the Study group on fixed income Markets

103: The costs and benefits of moral suasion: Evidence from the rescue of long-term capital management

C. Furfine

102: Allocating bank regulatory powers: lender of last resort, deposit insurance and supervision

Charles Kahn and Joao Santos

101: Can liquidity risk be subsumed in credit risk? A case study from Brady bond prices

Henri Pagès

100: The impact of the euro on Europe's financial markets

Gabriele Galati and Kostas Tsatsaronis

99: The interbank market during a crisis

C. Furfine

98: Money and inflation in the Euro Area: A case for monetary indicators?

Lars Svensson and Stefan Gerlach

97: Information flows during the asian crisis: evidence from closed-end funds

Eli Remolona and Benjamin Cohen

96: The real-time predictive content of money for output

Norman Swanson and Jeffery Amato

95: The impact of corporate risk management on monetary policy transmission: some empirical evidence

Ingo Fender

94: Corporate hedging: the impact of financial derivatives on the broad credit channel of monetary policy

Ingo Fender

93: Trading volumes, volatility and spreads in foreign exchange markets: evidence from emerging market countries

Gabriele Galati

92: Recent initiatives to improve the regulation and supervision of private capital flows

William White

91: Measuring potential vulnerabilities in emerging market economies

Marc Klau and John Hawkins

90: Bank capital regulation in contemporary banking theory: a review of the literature

Joao Santos