http://www.bis.org/list/wpapers/index.rss BIS Working Papers are written by economists from the Bank for International Settlements (BIS) and, occasionally, from central banks or academic institutions. en http://www.bis.org/publ/work265.htm Abstract of BIS Working Papers No 265 2008-11-17T17:00:00Z External support and bank behaviour in the international syndicated loan market 2008-11-17T17:00:00Z BIS syndicated loans banks external support portfolio choices risk taking PDF version http://www.bis.org/publ/work265.pdf Blaise Gadanecz Blaise Gadanecz Mr Kostas Tsatsaronis Kostas Tsatsaronis Mr Yener Altunbas Yener Altunbas Mr Blaise Gadanecz, Kostas Tsatsaronis and Yener Altunbas November 2008 Bank for International Settlements: Working Papers 265 External support and bank behaviour in the international syndicated loan market http://www.bis.org/publ/work264.htm Abstract of BIS Working Papers No 264 2008-11-13T17:00:00Z Price discovery from cross-currency and FX swaps: a structural analysis 2008-11-13T17:00:00Z BIS Currency Swap FX Swap Price Discovery State Space Model Efficient Price PDF version http://www.bis.org/publ/work264.pdf Naohiko Baba Naohiko Baba Mr Yasuaki Amatatsu Yasuaki Amatatsu Mr Naohiko Baba and Yasuaki Amatatsu November 2008 Bank for International Settlements: Working Papers 264 Price discovery from cross-currency and FX swaps: a structural analysis http://www.bis.org/publ/work263.htm Abstract of BIS Working Papers No 263 2008-10-24T16:00:00Z Determinants of house prices in nine Asia-Pacific economies 2008-10-24T16:00:00Z BIS Asia-Pacific economies House price dynamics Housing bubble House price overvaluation Mean reversion Persistence parameter PDF version http://www.bis.org/publ/work263.pdf Eloisa T Glindro Eloisa T Glindro Ms Tientip Subhanij Tientip Subhanij Mr Jessica Szeto Jessica Szeto Ms Haibin Zhu Haibin Zhu Mr Eloisa T Glindro, Tientip Subhanij, Jessica Szeto and Haibin Zhu October 2008 Bank for International Settlements: Working Papers 263 Determinants of house prices in nine Asia-Pacific economies http://www.bis.org/publ/work262.htm Abstract of BIS Working Papers No 262 2008-09-29T16:00:00Z Effectiveness of monetary policy communication in Indonesia and Thailand 2008-09-29T16:00:00Z BIS monetary policy communication effectiveness Bank Indonesia Bank of Thailand PDF version http://www.bis.org/publ/work262.pdf Sahminan Sahminan Sahminan Sahminan Mr Sahminan Sahminan September 2008 Bank for International Settlements: Working Papers 262 Effectiveness of monetary policy communication in Indonesia and Thailand http://www.bis.org/publ/work261.htm Abstract of BIS Working Papers No 261 2008-09-24T16:00:00Z The Asian crisis: what did local stock markets expect? 2008-09-24T16:00:00Z BIS currency crisis Asian crisis information content of local equity prices PDF version http://www.bis.org/publ/work261.pdf Jacob Gyntelberg Jacob Gyntelberg Mr Alicia García-Herrero Alicia García-Herrero Ms Andrea Tesei Andrea Tesei Ms Jacob Gyntelberg, Alicia García-Herrero and Andrea Tesei September 2008 Bank for International Settlements: Working Papers 261 The Asian crisis: what did local stock markets expect? http://www.bis.org/publ/work260.htm Abstract of BIS Working Papers No 260 2008-09-18T16:00:00Z Estimating hedge fund leverage 2008-09-18T16:00:00Z BIS systemic risk leverage hedge funds style analysis PDF version http://www.bis.org/publ/work260.pdf Patrick M McGuire Patrick McGuire Mr Kostas Tsatsaronis Kostas Tsatsaronis Mr Patrick M McGuire and Kostas Tsatsaronis September 2008 Bank for International Settlements: Working Papers 260 Estimating hedge fund leverage http://www.bis.org/publ/work259.htm Abstract of BIS Working Papers No 259 2008-09-18T15:00:00Z The housing meltdown: Why did it happen in the United States? 2008-09-18T15:00:00Z BIS housing construction housing prices mortgage delinquencies mortgage markets subprime PDF version http://www.bis.org/publ/work259.pdf Luci Ellis Luci Ellis Mrs Luci Ellis September 2008 Bank for International Settlements: Working Papers 259 The housing meltdown: Why did it happen in the United States? http://www.bis.org/publ/work258.htm BIS Working Papers No 258 2008-09-02T16:00:00Z DSGE models and central banks 2008-09-02T16:00:00Z BIS monetary policy central banks DSGE model communication and forecasting PDF version http://www.bis.org/publ/work258.pdf Camilo E Tovar Camilo Tovar Mr Camilo E Tovar September 2008 Bank for International Settlements: Working Papers 258 DSGE models and central banks http://www.bis.org/publ/work257.htm BIS Working Papers No 257 2008-07-17T16:00:00Z Financial system: shock absorber or amplifier? 2008-07-17T16:00:00Z BIS financial crises financial intermediation bank regulation market failure PDF version http://www.bis.org/publ/work257.pdf Franklin Allen Franklin Allen Mr Elena Carletti Elena Carletti Ms Franklin Allen and Elena Carletti July 2008 Bank for International Settlements: Working Papers 257 Financial system: shock absorber or amplifier? http://www.bis.org/publ/work256.htm BIS Working Papers No 256 2008-07-17T15:00:00Z Liquidity and financial cycles 2008-07-17T15:00:00Z BIS liquidity leverage financial cycle financial intermediation PDF version http://www.bis.org/publ/work256.pdf Tobias Adrian Tobias Adrian Mr Hyun Song Shin Hyun Song Shin Mrs Tobias Adrian and Hyun Song Shin July 2008 Bank for International Settlements: Working Papers 256 Liquidity and financial cycles http://www.bis.org/publ/work255.htm BIS Working Papers No 255 2008-07-17T14:00:00Z Innovations in credit risk transfer: implications for financial stability 2008-07-17T14:00:00Z BIS credit risk transfer financial stability credit derivatives financial innovations PDF version http://www.bis.org/publ/work255.pdf Darrell Duffie Darrell Duffie Mr Darrell Duffie July 2008 Bank for International Settlements: Working Papers 255 Innovations in credit risk transfer: implications for financial stability http://www.bis.org/publ/work254.htm BIS Working Papers No 254 2008-06-19T14:00:00Z Speculative attacks, Private Signals and Intertemporal Trade-offs 2008-06-19T14:00:00Z BIS PDF version http://www.bis.org/publ/work254.pdf Nikola A. Tarashev Nikola Tarashev Mr Nikola A. Tarashev June 2008 Bank for International Settlements: Working Papers 254 Speculative attacks, Private Signals and Intertemporal Trade-offs http://www.bis.org/publ/work253.htm BIS Working Papers No 253 2008-06-19T12:10:00Z Implementing monetary policy in the 2000s: operating procedures in Asia and beyond 2008-06-19T12:10:00Z BIS monetary policy implementation operating procedures policy rate operating target reserve requirements standing facilities discretionary operations Asia-Pacific PDF version http://www.bis.org/publ/work253.pdf Corrinne Ho Corrinne Ho Mrs Corrinne Ho June 2008 Bank for International Settlements: Working Papers 253 Implementing monetary policy in the 2000s: operating procedures in Asia and beyond http://www.bis.org/publ/work252.htm BIS Working Papers No 252 2008-05-30T12:10:00Z The evolution of trading activity in Asian foreign exchange markets 2008-05-30T12:10:00Z BIS Foreign Exchange currency controls trading volume PDF version http://www.bis.org/publ/work252.pdf Yosuke Tsuyuguchi Yosuke Tsuyuguchi Mr Philip D Wooldridge Philip Wooldridge Mr Yosuke Tsuyuguchi and Philip D Wooldridge May 2008 Bank for International Settlements: Working Papers 252 The evolution of trading activity in Asian foreign exchange markets http://www.bis.org/publ/work251.htm Abstract of BIS Working Papers No 251 by Claudio Borio 2008-03-31T12:10:00Z The financial turmoil of 2007-?: a preliminary assessment and some policy considerations 2008-03-31T12:10:00Z BIS risk monetary policy liquidity accounting prudential regulation PDF version http://www.bis.org/publ/work251.pdf Claudio Borio Claudio Borio Mr Claudio Borio March 2008 Bank for International Settlements: Working Papers 251 The financial turmoil of 2007-?: a preliminary assessment and some policy considerations