BIS Quarterly Review

Editor:
For technical questions regarding this series, please contact (Timo Laurmaa)
Series handle: repec:bis:bisqtr

• Monetary operations and the financial turmoil
  by Claudio Borio & William Nelson [Downloadable!]
• Interbank rate fixings during the recent turmoil
  by Jacob Gyntelberg & Philip Wooldridge [Downloadable!]
• Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures
  by Ingo Fender & Nikola Tarashev & Haibin Zhu [Downloadable!]
• The spillover of money market turbulence to FX swap and cross-currency swap markets
  by Naohiko Baba & Frank Packer & Teppei Nagano [Downloadable!]
• What drives interbank rates? Evidence from the Libor panel
  by François-Louis Michaud & Christian Upper [Downloadable!]

• Measuring portfolio credit risk: modelling versus calibration errors
  by Nikola Tarashev & Haibin Zhu [Downloadable!]
• Economic derivatives
  by Blaise Gadanecz & Richhild Moessner & Christian Upper [Downloadable!]
• Evidence of carry trade activity
  by Gabriele Galati & Alexandra Heath & Patrick McGuire [Downloadable!]
• Interpreting sovereign spreads
  by Eli M Remolona & Michela Scatigna & Eliza Wu [Downloadable!]
• What drives the growth in FX activity? Interpreting the 2007 triennial survey
  by Gabriele Galati & Alexandra Heath [Downloadable!]
• Changing post-trading arrangements for OTC derivatives
  by Elisabeth Ledrut & Christian Upper [Downloadable!]
• The search for liquidity in the Brazilian domestic government bond market
  by André Amante & Márcio Araujo & Serge Jeanneau [Downloadable!]
• International banking centres: a network perspective
  by Goetz von Peter [Downloadable!]
• Recent episodes of credit card distress in Asia
  by Tae Soo Kang & Guonan Ma [Downloadable!]
• The BIS statistics on payments and settlements
  by Elisabeth Ledrut [Downloadable!]
• The bond market term premium: what is it, and how can we measure it?
  by Don H Kim & Athanasios Orphanides [Downloadable!]
• Corporate financial restructuring in Asia: implications for financial stability
  by Michael Pomerleano [Downloadable!]
• International banking with the euro
  by Patrick McGuire & Nikola Tarashev [Downloadable!]
• Exchange rates and global volatility: implications for Asia-Pacific currencies
  by John Cairns & Corrinne Ho & Robert McCauley [Downloadable!]
• The covered bond market
  by Frank Packer & Ryan Stever & Christian Upper [Downloadable!]
• Risk in carry trades: a look at target currencies in Asia and the Pacific
  by Jacob Gyntelberg & Eli M Remolona [Downloadable!]
• Securitisation in Latin America
  by Michela Scatigna & Camilo E Tovar [Downloadable!]
• Financial investors and commodity markets
  by Dietrich Domanski & Alexandra Heath [Downloadable!]
• Global and regional financial integration: progress in emerging markets
  by Alicia Garcia-Herrero & Philip Wooldridge [Downloadable!]

• The structure of housing finance markets and house prices in Asia
  by Haibin Zhu [Downloadable!]
• Derivatives activity and monetary policy
  by Christian Upper [Downloadable!]
• Foreign exchange reserve accumulation in emerging markets: what are the domestic implications?
  by M S Mohanty & Philip Turner [Downloadable!]
• Prime or not so prime? An exploration of US housing finance in the new century
  by Allen Frankel [Downloadable!]
• The role of government-supported housing finance agencies in Asia
  by Eric Chan & Michael Davies & Jacob Gyntelberg [Downloadable!]
• Basket weaving: the euromarket experience with basket currency bonds
  by Clifford R Dammers & Robert N McCauley [Downloadable!]
• Tracking international bank flows
  by Patrick McGuire & Nikola Tarashev [Downloadable!]
• The new BIS effective exchange rate indices
  by Marc Klau & San Sau Fung [Downloadable!]
• Forward currency markets in Asia: lessons from the Australian experience
  by Guy Debelle & Jacob Gyntelberg & Michael Plumb [Downloadable!]
• Domestic bond markets in Latin America: achievements and challenges
  by Serge Jeanneau & Camilo E Tovar [Downloadable!]
• Internationalising a currency: the case of the Australian dollar
  by Robert McCauley [Downloadable!]
• Securitisation in Asia and the Pacific: implications for liquidity and credit risks
  by Jacob Gyntelberg & Eli M Remolona [Downloadable!]
• The changing composition of official reserves
  by Philip D Wooldridge [Downloadable!]
• Risk premia across asset markets: information from option prices
  by Nikola Tarashev & Kostas Tsatsaronis [Downloadable!]

• The BIS consolidated banking statistics: structure, uses and recent enhancements
  by Patrick McGuire & Philip Wooldridge [Downloadable!]
• Opening markets through a regional bond fund: lessons from ABF2
  by Guonan Ma & Eli M Remolona [Downloadable!]
• Currency choice in international bond issuance
  by Benjamin H Cohen [Downloadable!]
• Reducing financial vulnerability: the development of the domestic government bond market in Mexico
  by Serge Jeanneau & Carlos Perez Verdia [Downloadable!]
• Time-varying exposures and leverage in hedge funds
  by Patrick McGuire & Eli Remolona & Kostas Tsatsaronis [Downloadable!]
• Corporate bond markets in Asia
  by Jacob Gyntelberg & Guonan Ma & Eli M Remolona [Downloadable!]
• The rise and fall of US dollar interest rate volatility: evidence from swaptions
  by Fabio Fornari [Downloadable!]
• Structural models of default: lessons from firm-level data
  by Nikola Tarashev [Downloadable!]
• Risk aversion and risk premia in the CDS market
  by Jeffery D Amato [Downloadable!]
• Foreign banks in emerging market economies: changing players, changing issues
  by Dietrich Domanski [Downloadable!]
• Contractual terms and CDS pricing
  by Franck Packer & Haibin Zhu [Downloadable!]
• Structured finance: complexity, risk and the use of ratings
  by Ingo Fender & Janet Mitchell [Downloadable!]
• Trading Asian currencies
  by Corrinne Ho & Guonan Ma & Robert N McCauley [Downloadable!]
• CDS index tranches and the pricing of credit risk correlations
  by Jeffery D Amato & Jacob Gyntelberg [Downloadable!]
• Distinguishing global dollar reserves from official holdings in the United States
  by Robert McCauley [Downloadable!]

• Diversifying with Asian local currency bonds
  by Robert McCauley & Guorong Jiang [Downloadable!]
• The nature of credit risk in project finance
  by Marco Sorge [Downloadable!]
• Twin peaks in equity and housing prices?
  by Claudio Borio & Patrick McGuire [Downloadable!]
• Household debt and the macroeconomy
  by Guy Debelle [Downloadable!]
• Asian local currency bond markets
  by Guorong Jiang & Robert McCauley [Downloadable!]
• The markets for non-deliverable forwards in Asian currencies
  by Guonan Ma & Corrinne Ho & Robert N McCauley [Downloadable!]
• Basel II - towards a new common language
  by Ryozo Himino [Downloadable!]
• The price impact of rating announcements: evidence from the credit default swap market
  by Marian Micu & Eli M Remolona & Philip D Wooldridge [Downloadable!]
• Why has FX trading surged?
  by Gabriele Galati & Michael Melvin [Downloadable!]
• Macroeconomic announcements and implied volatilities in swaption markets
  by Fabio Fornari [Downloadable!]
• A shift in London's eurodollar market
  by Patrick McGuire [Downloadable!]
• Assessing new perspectives on country risk
  by Claudio Borio & Frank Packer [Downloadable!]
• What drives housing price dynamics: cross-country evidence
  by Kostas Tsatsaronis & Haibin Zhu [Downloadable!]
• The syndicated loan market
  by Blaise Gadanecz [Downloadable!]
• The Danish mortgage market
  by Allen Frankel & Jacob Gyntelberg & Kristian Kjeldsen & Mattias Persson [Downloadable!]

• The credit spread puzzle
  by Jeffery D Amato & Eli M Remolona [Downloadable!]
• Sovereign credit default swaps
  by Frank Packer & Chamaree Suthiphongchai [Downloadable!]
• Unifying government bond markets in East Asia
  by Robert N McCauley [Downloadable!]
• Common factors in emerging market spreads
  by Patrick McGuire & Martijn A Schrijvers [Downloadable!]

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This page was last updated on 2008-4-29.