BIS working papers

• Material Type: 図書
• Title: BIS working papers
• Publication, Distribution, etc.: Bank for International Settlements
• Place of Publication (Country Code): sz
• Target Audience: 一般
• Related Material: Oil shocks and optimal monetary policy; https://cir.nii.ac.jp/crid/1130000793679760768; Recent initiatives to improve the regulation and supervision of private capital flows; https://cir.nii.ac.jp/crid/1130000793711150720; The role of the natural rate of interest in monetary policy; https://cir.nii.ac.jp/crid/1130000793748107136; China's evolving reserve requirements; https://cir.nii.ac.jp/crid/1130000793842672384; Benign neglect of the long-term interest rate; https://cir.nii.ac.jp/crid/1130000793851596032; Inflation targeting, asset prices and financial imbalances : conceptualizing the debate; https://cir.nii.ac.jp/crid/1130000793902988544; Credit risk measurement and procyclicality; https://cir.nii.ac.jp/crid/1130000793959774976; Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis; https://cir.nii.ac.jp/crid/1130000793965308928; Implementing monetary policy in the 2000s : operating procedures in Asia and beyond; https://cir.nii.ac.jp/crid/1130000794014119808; Bank capital regulation in contemporary banking theory : a review of the literature; https://cir.nii.ac.jp/crid/1130000794015391232; Democracy and globalisation; https://cir.nii.ac.jp/crid/1130000794062958592; Optimal dynamic hedging using futures under a borrowing constraint; https://cir.nii.ac.jp/crid/1130000794080898944; Macroeconomic news and the euro/dollar exchange rate; https://cir.nii.ac.jp/crid/1130000794094117632; China's exchange rate policy and Asian trade; https://cir.nii.ac.jp/crid/1130000794095813632; The bank lending channel : lessons from the crisis; https://cir.nii.ac.jp/crid/1130000794101340544; Monetary policy rules in emerging market economies : issues and evidence; https://cir.nii.ac.jp/crid/1130000794129386240; Architects of stability? international cooperation among financial supervisors; https://cir.nii.ac.jp/crid/1130000794134085760; Risk and liquidity in a system context; https://cir.nii.ac.jp/crid/1130000794137059584; Risk-on/risk-off, capital flows, leverage and safe assets; https://cir.nii.ac.jp/crid/1130000794153207936; Monetary policy and asset price bubbles : calibrating the monetary policy trade-offs; https://cir.nii.ac.jp/crid/1130000794157476864; The term structure of credit spreads in project finance; https://cir.nii.ac.jp/crid/1130000794191432448; Internal ratings, the business cycle and capital requirements : some evidence from an emerging market economy; https://cir.nii.ac.jp/crid/1130000794268491776; Interpreting Euro area inflation at high and low frequencies; https://cir.nii.ac.jp/crid/1130000794272737280; Cyclical fiscal policy, credit constraints, and industry growth; https://cir.nii.ac.jp/crid/1130000794328122240; Monetary and prudential policies at a crossroads? new challenges in the new century; https://cir.nii.ac.jp/crid/1130000794335379072; Credit channels and consumption in Europe : empirical evidence; https://cir.nii.ac.jp/crid/1130000794343862400; The term structure of euro-rates : some evidence in support of the expectations hypothesis; https://cir.nii.ac.jp/crid/1130000794352843648; Does monetary policy affect bank risk-taking?; https://cir.nii.ac.jp/crid/1130000794355359488; Exchange rate regimes and inflation and output in sub-Saharan countries; https://cir.nii.ac.jp/crid/1130000794373748864; Liquidity in government versus covered bond markets; https://cir.nii.ac.jp/crid/1130000794405693824; The changing borders of banking : trends and implications; https://cir.nii.ac.jp/crid/1130000794408229632; An equilibrum [i.e. equilibrium] model of "global imbalances" and low interest rates; https://cir.nii.ac.jp/crid/1130000794435939200; When capital adequacy and interest rate policy are substitutes (and when they are not); https://cir.nii.ac.jp/crid/1130000794450453632; Currency intervention and the global portfolio balance effect : Japanese lessons; https://cir.nii.ac.jp/crid/1130000794506473088; Attributing systemic risk to individual institutions; https://cir.nii.ac.jp/crid/1130000794537728384; The liquidation of govenment debt; https://cir.nii.ac.jp/crid/1130000794610100224; A note on the Gordon growth model with nonstationary dividend growth; https://cir.nii.ac.jp/crid/1130000794624230784; Central banks, governments and the European monetary unification process; https://cir.nii.ac.jp/crid/1130000794657676672; Offshore markets for the domestic currency : monetary and financial stability issues; https://cir.nii.ac.jp/crid/1130000794659424512; Household decisions, credit markets and the macroeconomy : implications for the design of central bank models; https://cir.nii.ac.jp/crid/1130000794704756224; The evolving renminbi regime and implications for Asian currency stability; https://cir.nii.ac.jp/crid/1130000794738670080; Inflation and disinflation in Iceland; https://cir.nii.ac.jp/crid/1130000794779911552; Perceived central bank intervention and market expectations : an empirical study of the yen/dollar exchange rate, 1993-96; https://cir.nii.ac.jp/crid/1130000794784192512; The "Austerity myth" : gain without pain?; https://cir.nii.ac.jp/crid/1130000794791072128; Inflation expectations, uncertainty and monetary policy; https://cir.nii.ac.jp/crid/1130000794792796288; Forecast errors and financial developments; https://cir.nii.ac.jp/crid/1130000794807455360; The Taylor rule and interest rates in the EMU area : a note; https://cir.nii.ac.jp/crid/1130000794810456960; The monetary transmission mechanism : evidence from the G-7 countries; https://cir.nii.ac.jp/crid/1130000794814312704; The dollar-mark axis; https://cir.nii.ac.jp/crid/1130000794832712960; The real-time predictive content of money for output; https://cir.nii.ac.jp/crid/1130000794845154816; Is price stability enough?; https://cir.nii.ac.jp/crid/1130000794853295616; Modelling and calibration errors in measures of portfolio credit risk; https://cir.nii.ac.jp/crid/1130000794859323136; Spanned stochastic volatility in bond markets : a reexamination of the relative pricing between bonds and bond options; https://cir.nii.ac.jp/crid/1130000794898475776; A VAR analysis of the effects of monetary policy in East Asia; https://cir.nii.ac.jp/crid/1130000794935958272; The cyclical sensitivity of seasonality in US employment; https://cir.nii.ac.jp/crid/1130000794937235840; Bank heterogeneity and interest rate setting : what lessons have we learned since Lehman Brothers?; https://cir.nii.ac.jp/crid/1130000794938103552; The changing shape of fixed income markets; https://cir.nii.ac.jp/crid/1130000794946710528; A model of the IMF as a coinsurance arrangement; https://cir.nii.ac.jp/crid/1130000794957503232; External support and bank behaviour in the international syndicated loan market; https://cir.nii.ac.jp/crid/1130000795003171072; Capital regulation, risk-taking and monetary policy : a missing link in the transmission mechanism?; https://cir.nii.ac.jp/crid/1130000795019536896; Revisiting recent productivity developments across OECD countries; https://cir.nii.ac.jp/crid/1130000795035919488; Challenges in macro-finance modeling; https://cir.nii.ac.jp/crid/1130000795056975104; Macroeconomic and interest rate volatility under alternative monetary operating procedures; https://cir.nii.ac.jp/crid/1130000795078066944; Ten propositions about liquidity crises; https://cir.nii.ac.jp/crid/1130000795094466560; The price impact of rating announcements : which announcements matter?; https://cir.nii.ac.jp/crid/1130000795096194432; Market structures and systemic risks of exchange-traded funds; https://cir.nii.ac.jp/crid/1130000795116930688; Credit frictions and optimal monetary policy; https://cir.nii.ac.jp/crid/1130000795154875520; Bank lending and commercial property cycles : some cross-country evidence; https://cir.nii.ac.jp/crid/1130000795190291200; The real effects of debt; https://cir.nii.ac.jp/crid/1130000795194141952; Monetary policy in a downturn : are financial crises special?/ by Morten L. Bech, Leonardo Gambacorta and Enisse Kharroubi; https://cir.nii.ac.jp/crid/1130000795240784768; Has the monetary transmission process in the euro area changed? evidence based on VAR estimates; https://cir.nii.ac.jp/crid/1130000795268849280; The social value of policy signals; https://cir.nii.ac.jp/crid/1130000795284405504; Macroeconomic implications of rising household debt; https://cir.nii.ac.jp/crid/1130000795298214400; An empirical comparison of credit spreads between the bond market and the credit default swap market; https://cir.nii.ac.jp/crid/1130000795310723712; The determinants of private sector credit in industrialised countries : do property prices matter?; https://cir.nii.ac.jp/crid/1130000795318471936; The evolution and determinants of emerging market credit spreads in the 1990s; https://cir.nii.ac.jp/crid/1130000795355202176; In search of monetary stability : the evolution of monetary policy; https://cir.nii.ac.jp/crid/1130000795360379904; The international propagation of the financial crisis of 2008 and a comparison with 1931; https://cir.nii.ac.jp/crid/1130000795382397312; Is China or India more financially open?; https://cir.nii.ac.jp/crid/1130000795417863936; The impact of the euro on Europe's financial markets; https://cir.nii.ac.jp/crid/1130000795432539648; The price level, relative prices and economic stability : aspects of the interwar debate; https://cir.nii.ac.jp/crid/1130000795461096064; Are speculative attacks triggered by sunspots? a new test; https://cir.nii.ac.jp/crid/1130000795470603904; News driven business cycles and data on asset prices in estimated DSGE models; https://cir.nii.ac.jp/crid/1130000795481012224; Fear of fire sales and the credit freeze; https://cir.nii.ac.jp/crid/1130000795496114048; Output gaps and inflation in mainland China; https://cir.nii.ac.jp/crid/1130000795498691072; Another look at global disinflation; https://cir.nii.ac.jp/crid/1130000795526786944; What can (macro-)prudential policy do to support monetary policy?; https://cir.nii.ac.jp/crid/1130000795558774912; The future of public debt : prospects and implications; https://cir.nii.ac.jp/crid/1130000795563112192; Monetary policy implementation : misconceptions and their consequences; https://cir.nii.ac.jp/crid/1130000795570459392; Should banks be diversified? evidence from individual bank loan portfolios; https://cir.nii.ac.jp/crid/1130000795607250688; Bank size, credit and the sources of bank market risk; https://cir.nii.ac.jp/crid/1130000795682557440; Global monitoring with the BIS international banking statistics; https://cir.nii.ac.jp/crid/1130000795776876800; Consumer credit scoring : do situational circumstances matter?; https://cir.nii.ac.jp/crid/1130000795787251584; Perceptions and misperceptions of fiscal inflation; https://cir.nii.ac.jp/crid/1130000795839329664; Money and inflation in the Euro area : a case for monetary indicators?; https://cir.nii.ac.jp/crid/1130000795840637184; Wage and price dynamics in a large emerging economy : the case of China; https://cir.nii.ac.jp/crid/1130000795907275776; Bank runs without self-fulfilling prophecies; https://cir.nii.ac.jp/crid/1130000795923313536; Structural bank regulation initiatives : approaches and implication; https://cir.nii.ac.jp/crid/1130000795923745280; A framework for assessing the systemic risk of major financial institutions; https://cir.nii.ac.jp/crid/1130000795929769344; Contagious speculative attacks; https://cir.nii.ac.jp/crid/1130000795965769600; Estimation of Asian effective exchange rates : a technical note; https://cir.nii.ac.jp/crid/1130000795997352832; Measuring disagreement in UK consumer and central bank inflation forecasts; https://cir.nii.ac.jp/crid/1130000795998225792; Japan's deflation, problems in the financial system and monetary policy; https://cir.nii.ac.jp/crid/1130000796017286784; Illiquidity and all its friends; https://cir.nii.ac.jp/crid/1130000796052307584; The cost of barriers to entry : evidence from the market for corporate euro bond underwriting; https://cir.nii.ac.jp/crid/1130000796151365248; Financial sector ups and downs and the real sector in the open economy : up by the stairs, down by the parachute; https://cir.nii.ac.jp/crid/1130000796178669824; Stress-testing financial systems : an overview of current methodologies; https://cir.nii.ac.jp/crid/1130000796201741440; The global upward trend in the profit share; https://cir.nii.ac.jp/crid/1130000796276469760; Including estimates of the future in today's financial statements; https://cir.nii.ac.jp/crid/1130000796303421824; Microeconomic inventory adjustment and aggregate dynamics; https://cir.nii.ac.jp/crid/1130000796364644992; The price of risk at year-end : evidence from interbank lending; https://cir.nii.ac.jp/crid/1130000796386829056; The future of central bank cooperation; https://cir.nii.ac.jp/crid/1130000796398558080; Beyond current policy frameworks; https://cir.nii.ac.jp/crid/1130000796399422208; Measuring portfolio credit risk correctly : why parameter uncertainty matters; https://cir.nii.ac.jp/crid/1130000796416313472; The pricing of portfolio credit risk; https://cir.nii.ac.jp/crid/1130000796420649728; Weathering the financial crisis : good policy or good luck?; https://cir.nii.ac.jp/crid/1130000796437169792; Institution-specific value; https://cir.nii.ac.jp/crid/1130000796444540672; Measuring potential vulnerabilities in emerging market economies; https://cir.nii.ac.jp/crid/1130000796499703424; Capital flows and the risk-taking channel of monetary policy; https://cir.nii.ac.jp/crid/1130000796633523584; Financial crises and bank funding : recent experience in the euro area; https://cir.nii.ac.jp/crid/1130000796656122752; China's high saving rate : myth and reality; https://cir.nii.ac.jp/crid/1130000796673503488; The housing meltdown : why did it happen in the United States?; https://cir.nii.ac.jp/crid/1130000796699602048; Catching-up and inflation in transition economies : the Balassa-Samuelson effect revisited; https://cir.nii.ac.jp/crid/1130000796710020608; Central banks : between internationalisation and domestic political control; https://cir.nii.ac.jp/crid/1130000796728756864; Minimising monetary policy; https://cir.nii.ac.jp/crid/1130000796801984512; Recent fiscal policy in selected industrial countries; https://cir.nii.ac.jp/crid/1130000796821091200; Price discovery from cross-currency and FX swaps : a structural analysis; https://cir.nii.ac.jp/crid/1130000796827194624; Global safe assets; https://cir.nii.ac.jp/crid/1130000796844122368; Monetary and real shocks, the business cycle and the value of the euro; https://cir.nii.ac.jp/crid/1130000796856252800; Measuring default risk premia from default swap rates and EDFs; https://cir.nii.ac.jp/crid/1130000796861465728; Inflation risk premia in the term structure of interest rates; https://cir.nii.ac.jp/crid/1130000796912165888; The Balassa-Samuelson effect in central Europe : a disaggregated analysis; https://cir.nii.ac.jp/crid/1130000796919547648; Foreign direct investment and employment in the industrial countries; https://cir.nii.ac.jp/crid/1130000796932538496; Anchoring countercyclical capital buffers : the role of credit aggregates; https://cir.nii.ac.jp/crid/1130000796977650944; Financial globalisation, governance and the evolution of the home bias; https://cir.nii.ac.jp/crid/1130000797021040896; Interpreting TARGET2 balances; https://cir.nii.ac.jp/crid/1130000797071435648; Output gap uncertainty : does it matter for the Taylor rule?; https://cir.nii.ac.jp/crid/1130000797115223680; The effectiveness of unconventional monetary policy at the zero lower bound : a cross-country analysis; https://cir.nii.ac.jp/crid/1130000797144753152; Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets; https://cir.nii.ac.jp/crid/1130000797156442368; Countercyclical capital buffers : exploring options; https://cir.nii.ac.jp/crid/1130000797201671680; A defence of the expectations theory as a model of us long-term interest rates; https://cir.nii.ac.jp/crid/1130000797272943616; Rediscovering the macroeconomic roots of financial stability policy : journey, challenges and a way forward; https://cir.nii.ac.jp/crid/1130000797283352064; Macroprudential policy : a literature review; https://cir.nii.ac.jp/crid/1130000797288156032; The impact of corporate risk management on monetary policy transmission : some empirical evidence; https://cir.nii.ac.jp/crid/1130000797289891328; Policymaking from a "macroprudential" perspective in emerging market economies; https://cir.nii.ac.jp/crid/1130000797318129536; The mechanics of devaluations and the output response in a DSGE model : how relevant is the balance sheet effect?; https://cir.nii.ac.jp/crid/1130000797328991744; On harnessing the potential of financial inclusion; https://cir.nii.ac.jp/crid/1130000797389902720; Interbank interest rates and the risk premium; https://cir.nii.ac.jp/crid/1130000797392960256; The evolution of trading activity in Asian foreign exchange markets; https://cir.nii.ac.jp/crid/1130000797412053120; Switching from single to multiple bank lending relationships : determinants and implications; https://cir.nii.ac.jp/crid/1130000797441261312; Testing the quantity theory using long-run averaged cross-country data; https://cir.nii.ac.jp/crid/1130000797479513344; Time to buy or just buying time? the market reaction to bank rescue packages; https://cir.nii.ac.jp/crid/1130000797516894592; The pricing of subprime mortgage risk in good times and bad : evidence from the ABX.HE indices; https://cir.nii.ac.jp/crid/1130000797549042432; Three episodes of financial fragility in Norway since the 1890s; https://cir.nii.ac.jp/crid/1130000797550345088; The failure mechanics of dealer banks; https://cir.nii.ac.jp/crid/1130000797557730816; Why do firms issue abroad? : lessons from onshore and offshore corporate bond finance in Asian emerging markets; https://cir.nii.ac.jp/crid/1130000797562526208; How do inflation expectations form? new insights from a high-frequency survey; https://cir.nii.ac.jp/crid/1130000797566443776; The anatomy of the bond market turbulence of 1994; https://cir.nii.ac.jp/crid/1130000797580789632; Collateral requirements for mandatory central clearing of over-the-counter derivatives; https://cir.nii.ac.jp/crid/1130000797621182208; Does US GDP stall?; https://cir.nii.ac.jp/crid/1130000797645075840; Optimal supervisory policies and depositor-preference laws; https://cir.nii.ac.jp/crid/1130000797655061376; The importance of bank seniority for relationship lending; https://cir.nii.ac.jp/crid/1130000797680714880; The financial turmoil of 2007-? : a preliminary assessment and some policy considerations; https://cir.nii.ac.jp/crid/1130000797698067712; Bank ties and firm performance in Japan : some evidence since FY2002; https://cir.nii.ac.jp/crid/1130000797718950656; Public governance of central banks : an approach from new institutional economics; https://cir.nii.ac.jp/crid/1130000797795941376; Estimating hedge fund leverage; https://cir.nii.ac.jp/crid/1130000797810268160; Pass-through of exchange rates and import prices to domestic inflation in some industrialised economies; https://cir.nii.ac.jp/crid/1130000797827650176; Whither monetary and financial stability? the implications of evolving policy regimes; https://cir.nii.ac.jp/crid/1130000797851577984; Forbearance and prompt corrective action; https://cir.nii.ac.jp/crid/1130000797870220288; What drives the current account in commodity exporting countries? the cases of Chile and New Zealand; https://cir.nii.ac.jp/crid/1130000797881577472; Mutual guarantee institutions and small business finance; https://cir.nii.ac.jp/crid/1130000797904213888; What explains the US net income balance?; https://cir.nii.ac.jp/crid/1130000797938994304; BASEL III : long-term impact on economic performance and fluctuations; https://cir.nii.ac.jp/crid/1130000798034988288; Understanding Asian equity flows, market returns and exchange rates; https://cir.nii.ac.jp/crid/1130000798044108416; Financial strains and the zero lower bound : the Japanese experience; https://cir.nii.ac.jp/crid/1130000798067985536; Was this time different? : fiscal policy in commodity republics; https://cir.nii.ac.jp/crid/1130000798105562752; China's evolving external wealth and rising creditor position; https://cir.nii.ac.jp/crid/1130000798116414848; Determinants of house prices in nine Asia-Pacific economies; https://cir.nii.ac.jp/crid/1130000798139028864; Inflation risk premia in the US and the euro area; https://cir.nii.ac.jp/crid/1130000798144712960; German unification and the demand for German M3; https://cir.nii.ac.jp/crid/1130000798155124992; A comprehensive look at financial volatility prediction by economic variables; https://cir.nii.ac.jp/crid/1130000798210734720; Ageing, property prices and money demand; https://cir.nii.ac.jp/crid/1130000798228622720; Liquidity and financial cycles; https://cir.nii.ac.jp/crid/1130000798234683392; Accounting, prudential regulation and financial stability : elements of a synthesis; https://cir.nii.ac.jp/crid/1130000798259527808; Currency crises and the informational role of interest rates; https://cir.nii.ac.jp/crid/1130000798319143040; Systematic monetary policy and the forward premium puzzle; https://cir.nii.ac.jp/crid/1130000798323927936; The structure of credit to the non-goverment sector and the transmission mechanism of monetary policy : a cross-country comparison; https://cir.nii.ac.jp/crid/1130000798384488576; To err is human : rating agencies and the interwar foreign government debt crisis; https://cir.nii.ac.jp/crid/1130000798392755456; Commercial banks in the securities business : a review; https://cir.nii.ac.jp/crid/1130282268631030656; Private information, stock markets, and exchange rates; https://cir.nii.ac.jp/crid/1130282268631452160; Securing sustainable price stability : should credit come back from the wilderness?; https://cir.nii.ac.jp/crid/1130282268658613504; Positive feedback trading under stress : evidence from the US Treasury securities market; https://cir.nii.ac.jp/crid/1130282268662847616; A nonparametric analysis of the shape dynamics of the US personal income distribution : 1962-2000; https://cir.nii.ac.jp/crid/1130282268664952192; Communication and monetary policy; https://cir.nii.ac.jp/crid/1130282268665812224; An empirical evaluation of structural credit risk models; https://cir.nii.ac.jp/crid/1130282268681073536; Effectiveness of monetary policy communication in Indonesia and Thailand; https://cir.nii.ac.jp/crid/1130282268748978688; CDO rating methodology : some thoughts on model risk and its implications; https://cir.nii.ac.jp/crid/1130282268765903744; The effectiveness of foreign exchange intervention in emerging market countries : evidence from the Czech koruna; https://cir.nii.ac.jp/crid/1130282268772310016; Chronicle of currency collapses : re-examining the effects on output; https://cir.nii.ac.jp/crid/1130282268773156480; External shocks, transmission mechanisms and deflation in Asia; https://cir.nii.ac.jp/crid/1130282268804939776; Why issue bonds offshore?; https://cir.nii.ac.jp/crid/1130282268833829760; Estimation of speculative attack models : Mexico yet again; https://cir.nii.ac.jp/crid/1130282268834681088; Has the inflation process changed?; https://cir.nii.ac.jp/crid/1130282268867408256; Financial intermediation and the post-crisis financial system; https://cir.nii.ac.jp/crid/1130282268868257920; Mapping capital and liquidity requirements to bank lending spreads; https://cir.nii.ac.jp/crid/1130282268880568448; One hundred and thirty years of central bank cooperation : a BIS perspective; https://cir.nii.ac.jp/crid/1130282268889900544; Asset prices and monetary policy : booms and fat tails in East Asia; https://cir.nii.ac.jp/crid/1130282268892877312; Procyclicality in the financial system : do we need a new macrofinancial stabilisation framework?; https://cir.nii.ac.jp/crid/1130282268921624960; Phoenix miracles in emerging markets : recovering without credit from systemic financial crises; https://cir.nii.ac.jp/crid/1130282268940757760; The interbank market during a crisis; https://cir.nii.ac.jp/crid/1130282268953542016; The changing role of central banks; https://cir.nii.ac.jp/crid/1130282269017600384; Global imbalances and the financial crisis : link or no link?; https://cir.nii.ac.jp/crid/1130282269037547648; Portfolio selection using fuzzy decision theory; https://cir.nii.ac.jp/crid/1130282269049508864; Fair value accounting for financial instruments : some implications for bank regulation; https://cir.nii.ac.jp/crid/1130282269061870208; The monetisation of Japan's government debt; https://cir.nii.ac.jp/crid/1130282269069548160; Securitization is not that evil after all; https://cir.nii.ac.jp/crid/1130282269077210368; Allocating bank regulatory powers : lender of last resort, deposit insurance and supervision; https://cir.nii.ac.jp/crid/1130282269081008000; The pricing of unexpected credit losses; https://cir.nii.ac.jp/crid/1130282269082285568; The governance of financial regulation : reform lessons from the recent crisis; https://cir.nii.ac.jp/crid/1130282269083579008; Central banks and competition authorities : institutional comparisons and new concerns; https://cir.nii.ac.jp/crid/1130282269101006336; Reassessing the impact of finance on growth; https://cir.nii.ac.jp/crid/1130282269119295488; Resolving the financial crisis : are we heeding the lessons from the Nordics?; https://cir.nii.ac.jp/crid/1130282269151970560; Characterising the financial cycle : don't lose sight of the medium term!; https://cir.nii.ac.jp/crid/1130282269214481024; The evolving inflation process : an overview; https://cir.nii.ac.jp/crid/1130282269225555072; Interbank exposures : quantifying the risk of contagion; https://cir.nii.ac.jp/crid/1130282269237931648; Devaluations, output and the balance sheet effect : a structural econometric analysis; https://cir.nii.ac.jp/crid/1130282269257554304; Bank runs, welfare and policy implications; https://cir.nii.ac.jp/crid/1130282269271601408; Unconventional monetary policies : an appraisal; https://cir.nii.ac.jp/crid/1130282269293331968; The impact of the international financial crisis on Asia and the Pacific : highlighting monetary policy challenges from a negative asset price bubble perspective; https://cir.nii.ac.jp/crid/1130282269302278272; How does fiscal policy affect monetary policy in emerging market countries?; https://cir.nii.ac.jp/crid/1130282269303125504; The institutional memory hypothesis and the procyclicality of bank lending behaviour; https://cir.nii.ac.jp/crid/1130282269305687808; Inflation dynamics in the presence of informal labour markets; https://cir.nii.ac.jp/crid/1130282269346171904; Banks and financial intermediation in emerging Asia : reforms and new risks; https://cir.nii.ac.jp/crid/1130282269368772096; Financial globalisation and the crisis; https://cir.nii.ac.jp/crid/1130282269398550144; The fragility of the Phillips curve : a bumpy ride in the frequency domain; https://cir.nii.ac.jp/crid/1130282269400670848; Asset prices, financial and monetary stability : exploring the nexus; https://cir.nii.ac.jp/crid/1130282269412216192; Toward a global risk map; https://cir.nii.ac.jp/crid/1130282269419468032; The US dollar shortage in global banking and the international policy response; https://cir.nii.ac.jp/crid/1130282269423751424; Ensuring price stability in post-crisis Asia : lessons from the recovery; https://cir.nii.ac.jp/crid/1130282269445051776; Macro factors in the term structure of credit spreads; https://cir.nii.ac.jp/crid/1130282269489598080; Loan loss provisioning practices of Asian banks; https://cir.nii.ac.jp/crid/1130282269533690112; Transparency versus constructive ambiguity in foreign exchange intervention; https://cir.nii.ac.jp/crid/1130282269552121088; The sustainability of pension schemes; https://cir.nii.ac.jp/crid/1130282269588091264; Explaining the level of credit spreads : option-implied jump risk premia in a firm value model; https://cir.nii.ac.jp/crid/1130282269619036032; The Federal Reserve, the Bank of England and the rise of the dollar as an international currency, 1914-39; https://cir.nii.ac.jp/crid/1130282269630976128; Money demand stability and currency substitution in six European countries (1980-1992); https://cir.nii.ac.jp/crid/1130282269660067328; The great financial crisis : setting priorities for new statistics; https://cir.nii.ac.jp/crid/1130282269707225600; Capital regulation and banks' financial decisions; https://cir.nii.ac.jp/crid/1130282269721792256; Tips from TIPS : the informational content of Treasury Inflation-Protected Security prices; https://cir.nii.ac.jp/crid/1130282269763051136; Banking and commerce : a liquidity approach; https://cir.nii.ac.jp/crid/1130282269792722816; The euro as a reserve currency : a challenge to the pre-eminence of the US dollar?; https://cir.nii.ac.jp/crid/1130282269794441344; Do accounting changes affect the economic behaviour of financial firms?; https://cir.nii.ac.jp/crid/1130282269841200512; The Asian crisis : what did local stock markets expect?; https://cir.nii.ac.jp/crid/1130282269888524928; The term structure of announcement effects; https://cir.nii.ac.jp/crid/1130282269937691264; Bank ties and bond market access : evidence on investment-cash flow sensitivity in Japan; https://cir.nii.ac.jp/crid/1130282269957497472; The risk of relying on reputational capital : a case study of the 2007 failure of New Century Financial; https://cir.nii.ac.jp/crid/1130282269968671232; Stress-testing macro stress testing : does it live up to expectations?; https://cir.nii.ac.jp/crid/1130282269969957376; The value of repeat lending; https://cir.nii.ac.jp/crid/1130282270044483840; Speculative attacks, private signals and intertemporal trade-offs; https://cir.nii.ac.jp/crid/1130282270046611072; The great leveraging; https://cir.nii.ac.jp/crid/1130282270074628352; Asset prices and banking distress : a macroeconomic approach; https://cir.nii.ac.jp/crid/1130282270106169472; Information flows during the Asian crisis : evidence from closed-end funds; https://cir.nii.ac.jp/crid/1130282270115248384; The link between default and recovery rates : effects on the procyclicality of regulatory capital ratios; https://cir.nii.ac.jp/crid/1130282270139326336; Output trends and Okun's law; https://cir.nii.ac.jp/crid/1130282270142772352; Monetary policy in an estimated optimisation-based model with sticky prices and wages; https://cir.nii.ac.jp/crid/1130282270162253952; Derivatives and asset price volatility : a test using variance ratios; https://cir.nii.ac.jp/crid/1130282270163961600; Measuring the systemic importance of interconnected banks; https://cir.nii.ac.jp/crid/1130282270176029056; A tale of two perspectives : old or new challenges for monetary policy?; https://cir.nii.ac.jp/crid/1130282270188143872; Do economies stall? the international evidence; https://cir.nii.ac.jp/crid/1130282270220069120; The financial cycle and macroeconomics : what have we learnt?; https://cir.nii.ac.jp/crid/1130282270277934720; Economic reforms and exchange rate pass-through to domestic prices in India; https://cir.nii.ac.jp/crid/1130282270280095232; Currency momentum strategies; https://cir.nii.ac.jp/crid/1130282270358247936; Determinants of international bank lending to emerging market countries; https://cir.nii.ac.jp/crid/1130282270395870336; Are changes in financial structure extending safety nets?; https://cir.nii.ac.jp/crid/1130282270407963392; Emerging market local currency bonds : diversification and stability; https://cir.nii.ac.jp/crid/1130282270432201088; The Euro and European financial markets; https://cir.nii.ac.jp/crid/1130282270445139072; The euro and the dollar; https://cir.nii.ac.jp/crid/1130282270478881152; Banking crises and the international monetary system in the Great Depression and now; https://cir.nii.ac.jp/crid/1130282270532913536; Determinants of house prices in central and eastern Europe; https://cir.nii.ac.jp/crid/1130282270576159616; The liquidity consequences of the euro area sovereign debt crisis; https://cir.nii.ac.jp/crid/1130282270599117824; A note on alternative measures of real bond rates; https://cir.nii.ac.jp/crid/1130282270627266944; Back to the future? assessing the deflation record; https://cir.nii.ac.jp/crid/1130282270632005120; The Great Depression as a credit boom gone wrong; https://cir.nii.ac.jp/crid/1130282270637215232; Risk in financial reporting : status, challenges and suggested directions; https://cir.nii.ac.jp/crid/1130282270722030080; Incentives and tranche retention in securitisation : a screening model; https://cir.nii.ac.jp/crid/1130282270728501120; Sacrifice ratios and the conduct of monetary policy in conditions of low inflation; https://cir.nii.ac.jp/crid/1130282270805613952; Information flows in dark markets : dissecting customer currency trades; https://cir.nii.ac.jp/crid/1130282270818206336; Globalisation and the determinants of domestic inflation; https://cir.nii.ac.jp/crid/1130282270837693440; Rescue packages and bank lending; https://cir.nii.ac.jp/crid/1130282270848539008; The determinants of cross-border bank flows to emerging markets : new empirical evidence on the spread of financial crises; https://cir.nii.ac.jp/crid/1130282270858058496; Dynamic prudential regulation : is prompt corrective action optimal?; https://cir.nii.ac.jp/crid/1130282270899134464; A survey of non-financial sector balance sheets in industrialised countries : implications for the monetary policy transmission mechanism; https://cir.nii.ac.jp/crid/1130282270936427264; International portfolio rebalancing and exchange rate fluctuations in Thailand; https://cir.nii.ac.jp/crid/1130282271016932864; Public recapitalisations and bank risk : evidence from loan spreads and leverage; https://cir.nii.ac.jp/crid/1130282271040689408; Talking about monetary policy : the virtues (and vice?) of central bank communication; https://cir.nii.ac.jp/crid/1130282271056217344; Living with flexible exchange rates : issues and recent experience in inflation targeting emerging market economies; https://cir.nii.ac.jp/crid/1130282271190625280; Information, liquidity and risk in the international interbank market : implicit guarantees and private credit market failure; https://cir.nii.ac.jp/crid/1130282271194510720; Consumption and real exchange rates in professional forecasts; https://cir.nii.ac.jp/crid/1130282271391293568; Regulatory discretion and banks' pursuit of "safety in similarity"; https://cir.nii.ac.jp/crid/1130282271418659328; Time-varying exchange rate pass-through : experiences of some industrial countries; https://cir.nii.ac.jp/crid/1130282271441642624; The impact of CDS trading on the bond market : evidence from Asia; https://cir.nii.ac.jp/crid/1130282271457290368; From turmoil to crisis : dislocations in the FX swap market before and after the failure of Lehman Brothers; https://cir.nii.ac.jp/crid/1130282271465554688; Using counterfactual simulations to assess the danger of contagion in interbank markets; https://cir.nii.ac.jp/crid/1130282271469008256; Monetary policy operating procedures in industrial countries; https://cir.nii.ac.jp/crid/1130282271522376192; Long-term fiscal sustainability in major economies; https://cir.nii.ac.jp/crid/1130282271582763008; Explaining credit default swap spreads with equity volatility and jump risks of individual firms; https://cir.nii.ac.jp/crid/1130282271583194368; One-step prediction of financial time series; https://cir.nii.ac.jp/crid/1130282271650641664; Rapid credit growth and international credit : challenges for Asia; https://cir.nii.ac.jp/crid/1130282271651951232; Market distress and vanishing liquidity : anatomy and policy options; https://cir.nii.ac.jp/crid/1130282271732790144; Do China's capital controls still bind? implications for monetary autonomy and capital liberalisation; https://cir.nii.ac.jp/crid/1130282271773927296; Towards a macroprudential framework for financial supervision and regulation?; https://cir.nii.ac.jp/crid/1130282271798685824; Dislocations in the won-dollar swap markets during the crisis of 2007-09; https://cir.nii.ac.jp/crid/1130282271801296896; Funding liquidity risk : definition and measurement; https://cir.nii.ac.jp/crid/1130282271808249216; Almost a century of central bank cooperation; https://cir.nii.ac.jp/crid/1130282271812145408; Deflation in a historical perspective; https://cir.nii.ac.jp/crid/1130282271840766720; The pricing of bank lending and borrowing : evidence from the federal funds market; https://cir.nii.ac.jp/crid/1130282271842926464; Precarious credit equilibria : reflections on the Asian financial crisis; https://cir.nii.ac.jp/crid/1130282271877617152; Asset prices, financial imbalances and monetary policy : are inflation targets enough?; https://cir.nii.ac.jp/crid/1130282271879782656; Higher profits and lower capital prices : is factor allocation optimal?; https://cir.nii.ac.jp/crid/1130282271902340224; China's asset management corporations; https://cir.nii.ac.jp/crid/1130282271903624576; The costs and benefits of moral suasion : evidence from the rescue of long-term capital management; https://cir.nii.ac.jp/crid/1130282271915758464; Corporate hedging : the impact of financial derivatives on the broad credit channel of monetary policy; https://cir.nii.ac.jp/crid/1130282271924441600; Towards an operational framework for financial stability : "fuzzy" measurement and its consequences; https://cir.nii.ac.jp/crid/1130282271982572288; How good is the BankScope database? a cross-validation exercise with correction factors for market concentration measures; https://cir.nii.ac.jp/crid/1130282271991248256; Understanding global liquidity; https://cir.nii.ac.jp/crid/1130282271993408512; Evolving international financial markets : some implications for central banks; https://cir.nii.ac.jp/crid/1130282272024208256; Implications of habit formation for optimal monetary policy; https://cir.nii.ac.jp/crid/1130282272045964160; The bank lending channel revisited; https://cir.nii.ac.jp/crid/1130282272052922368; Trading volumes, volatility and spreads in foreign exchange markets : evidence from emerging market countries; https://cir.nii.ac.jp/crid/1130282272062899968; Unmitigated disasters? : new evidence on the macroeconomic cost of natural catastrophes; https://cir.nii.ac.jp/crid/1130282272134485376; Is the long-term interest rate a policy victim, a policy variable or a policy lodestar?/ by Philip Turner; https://cir.nii.ac.jp/crid/1130282272147500288; Developing country economic structure and the pricing of syndicated credits; https://cir.nii.ac.jp/crid/1130282272154011392; Commercial property prices and bank performance; https://cir.nii.ac.jp/crid/1130282272216573568; Distress selling and asset market feedback; https://cir.nii.ac.jp/crid/1130282272269230592; Rethinking potential output : embedding information about the financial cycle; https://cir.nii.ac.jp/crid/1130282272382679808; Research on exchange rates and monetary policy : an overview?; https://cir.nii.ac.jp/crid/1130282272395327232; A survey of the institutional and operational aspects of modern-day currency boards; https://cir.nii.ac.jp/crid/1130282272404884096; Monetary policy and the behaviour of interest rates : are long rates excessively volatile?; https://cir.nii.ac.jp/crid/1130282272413194240; Banking system failures in developing and transition countries : diagnosis and prediction; https://cir.nii.ac.jp/crid/1130282272481002368; Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08; https://cir.nii.ac.jp/crid/1130282272491429504; Current account adjustment and capital flows; https://cir.nii.ac.jp/crid/1130282272498825728; Stochastic herding in financial markets evidence from institutional investor equity portfolios; https://cir.nii.ac.jp/crid/1130282272514044032; Central bank co-operation and international liquidity in the financial crisis of 2008-9; https://cir.nii.ac.jp/crid/1130282272523598976; Financial system : shock absorber or amplifier?; https://cir.nii.ac.jp/crid/1130282272576995968; Forecast-based monetary policy; https://cir.nii.ac.jp/crid/1130282272627436544; Innovations in credit risk transfer : implications for financial stability; https://cir.nii.ac.jp/crid/1130282272636988544; Reserve currency allocation : an alternative methodology; https://cir.nii.ac.jp/crid/1130282272640897664; Public and private information in monetary policy models; https://cir.nii.ac.jp/crid/1130282272664366720; Monetary policy regimes and macroeconomic outcomes : Hong Kong and Singapore; https://cir.nii.ac.jp/crid/1130282272685691776; DSGE models and central banks; https://cir.nii.ac.jp/crid/1130282272693921920; Systemic risks in global banking : what can available data tell us and what more data are needed?; https://cir.nii.ac.jp/crid/1130282272704764032; Change and constancy in the financial system : implications for financial distress and policy; https://cir.nii.ac.jp/crid/1130282272714786304; Growth dynamics : the myth of economic recovery; https://cir.nii.ac.jp/crid/1130282272796972288; Stochastic volatility, long run risks, and aggregate stock market fluctuations; https://cir.nii.ac.jp/crid/1130282272836090880; Deposit insurance and bank intermediation in the long run; https://cir.nii.ac.jp/crid/1130282272878771200; Credit at times of stress : Latin American lessons from the global financial crisis; https://cir.nii.ac.jp/crid/1130282272937849728; Globalisation and inflation : new cross-country evidence on the global determinants of domestic inflation; https://cir.nii.ac.jp/crid/1130282272952566016; Accounting alchemy; https://cir.nii.ac.jp/crid/1130282272976084096; External constraints on monetary policy and the financial accelerator; https://cir.nii.ac.jp/crid/1130282272999529856; The coming transformation of continental European banking?; https://cir.nii.ac.jp/crid/1130282273012137728; Evidence on the response of US banks to changes in capital requirements; https://cir.nii.ac.jp/crid/1130282273028595328; China's financial conundrum and global imbalances; https://cir.nii.ac.jp/crid/1130282273056850688; Central bank policy rate guidance and financial market functioning; https://cir.nii.ac.jp/crid/1130282273062074752; The 2011 FDIC assessment on banks' managed liabilities : interest rate and balance-sheet responses; https://cir.nii.ac.jp/crid/1130282273064245760; The response of short-term bank lending rates to policy rates : a cross-country perspective; https://cir.nii.ac.jp/crid/1130282273103996288; Private matters; https://cir.nii.ac.jp/crid/1130282273114000640; The tail wags the dog : time-varying information shares in the Bund market; https://cir.nii.ac.jp/crid/1130282273140489856; The 2001 US recession : what did recession prediction models tell us?; https://cir.nii.ac.jp/crid/1130282273148334976; Spread overreaction in international bond markets; https://cir.nii.ac.jp/crid/1130282273178769408; Central banking post-crisis : what compass for uncharted waters?; https://cir.nii.ac.jp/crid/1130282273225772928; Housing finance agencies in Asia; https://cir.nii.ac.jp/crid/1130282273227520768; Ageing and asset prices; https://cir.nii.ac.jp/crid/1130282273341574144; Interbank tiering and money center banks; https://cir.nii.ac.jp/crid/1130282273355088128
• Related Material (URI): https://ci.nii.ac.jp/ncid/BB09801553#entity
• Data Provider (Database): 国立情報学研究所 : CiNii Research
• Original Data Provider (Database): CiNii Books; https://ci.nii.ac.jp/books
• NCID: https://ci.nii.ac.jp/ncid/BB09801553 : BB09801553

Table of Contents

Oil shocks and optimal monetary policy

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

The role of the natural rate of interest in monetary policy

China's evolving reserve requirements

Benign neglect of the long-term interest rate