Working Papers - last 12 months

Dec 2008
No 266

Private matters

by Jean Helwege and Frank Packer

Nov 2008
No 265

External support and bank behaviour in the international syndicated loan market

by Blaise Gadanecz, Kostas Tsatsaronis and Yener Altunbas

Nov 2008
No 264

Price discovery from cross-currency and FX swaps: a structural analysis

by Naohiko Baba and Yasuaki Amatatsu

Oct 2008
No 263

Determinants of house prices in nine Asia-Pacific economies

by Eloisa T Glindro, Tientip Subhanij, Jessica Szeto and Haibin Zhu

Sep 2008
No 262

Effectiveness of monetary policy communication in Indonesia and Thailand

by Sahminan Sahminan

Sep 2008
No 261

The Asian crisis: what did local stock markets expect?

by Jacob Gyntelberg, Alicia García-Herrero and Andrea Tesei

Sep 2008
No 260

Estimating hedge fund leverage

by Patrick M McGuire and Kostas Tsatsaronis

Sep 2008
No 259

The housing meltdown: Why did it happen in the United States?

by Luci Ellis

Sep 2008
No 258

DSGE models and central banks

by Camilo E Tovar

Jul 2008
No 257

Financial system: shock absorber or amplifier?

by Franklin Allen and Elena Carletti

Jul 2008
No 256

Liquidity and financial cycles

by Tobias Adrian and Hyun Song Shin

Jul 2008
No 255

Innovations in credit risk transfer: implications for financial stability

by Darrell Duffie

Jun 2008
No 254

Speculative attacks, Private Signals and Intertemporal Trade-offs

by Nikola A. Tarashev

Jun 2008
No 253

Implementing monetary policy in the 2000s: operating procedures in Asia and beyond

by Corrinne Ho

May 2008
No 252

The evolution of trading activity in Asian foreign exchange markets

by Yosuke Tsuyuguchi and Philip D Wooldridge

Mar 2008
No 251

The financial turmoil of 2007-?: a preliminary assessment and some policy considerations

by Claudio Borio

Mar 2008
No 250

Globalisation and the determinants of domestic inflation

by William R. White

Mar 2008
No 249

Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets

by Alain Chaboud, Benjamin Chiquoine, Erik Hjalmarsson and Mico Loretan

Mar 2008
No 248

Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices

by Stefania D'Amico, Don H Kim and Min Wei

Mar 2008
No 247

What drives the current account in commodity exporting countries? The cases of Chile and New Zealand

by Juan Pablo Medina, Anella Munro and Claudio Soto

Feb 2008
No 246

Central bank policy rate guidance and financial market functioning

by Richhild Moessner and William Nelson

Feb 2008
No 245

Understanding Asian equity flows, market returns and exchange rates

by Chayawadee Chai-Anant and Corrinne Ho

Feb 2008
No 244

Global monitoring with the BIS international banking statistics

by Patrick M McGuire and Nikola A. Tarashev

Feb 2008
No 243

Asset prices and monetary policy: booms and fat tails in East Asia

by Maria Socorro Gochoco-Bautista

Dec 2007
No 242

What can (macro-)prudential policy do to support monetary policy?

by Claudio Borio and Ilhyock Shim

Dec 2007
No 241

Housing finance agencies in Asia

by Michael Davies, Jacob Gyntelberg and Eric Chan

Dec 2007
No 240

Challenges in macro-finance modeling

by Don H Kim

Dec 2007
No 239

Spanned stochastic volatility in bond markets: a reexamination of the relative pricing between bonds and bond options

by Don H Kim