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Bibliographic Information
BIS working papers
Bank for International Settlements
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221
- The pricing of portfolio credit risk
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by Nikola Tarashev and Haibin Zhu
Bank for International Settlements c2006 BIS working papers no. 214
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222
- The mechanics of devaluations and the output response in a DSGE model : how relevant is the balance sheet effect?
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by Camilo E. Tovar
Bank for International Settlements c2005 BIS working papers no. 192
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223
- Explaining the level of credit spreads : option-implied jump risk premia in a firm value model
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Martijn Cremers ... [et al.]
Bank for International Settlements c2005 BIS working papers no. 191
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224
- The pricing of unexpected credit losses
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by Jeffery D. Amato and Eli M. Remolona
Bank for International Settlements c2005 BIS working papers no. 190
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225
- Beyond current policy frameworks
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by Charles A.E. Goodhart
Bank for International Settlements c2005 BIS working papers no. 189
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226
- Japan's deflation, problems in the financial system and monetary policy
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by Naohiko Baba ... [et al.]
Bank for International Settlements c2005 BIS working papers no. 188
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227
- External shocks, transmission mechanisms and deflation in Asia
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by Hans Genberg
Bank for International Settlements c2005 BIS working papers no. 187
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228
- Deflation in a historical perspective
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by Michael Bordo and Andrew Filardo
Bank for International Settlements c2005 BIS working papers no. 186
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229
- Has the inflation process changed?
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by Stephen Cecchetti and Guy Debelle
Bank for International Settlements c2005 BIS working papers no. 185
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230
- A nonparametric analysis of the shape dynamics of the US personal income distribution : 1962-2000
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by Feng Zhu
Bank for International Settlements c2005 BIS working papers no. 184
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231
- The fragility of the Phillips curve : a bumpy ride in the frequency domain
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by Feng Zhu
Bank for International Settlements c2005 BIS working papers no. 183
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232
- Revisiting recent productivity developments across OECD countries
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by Les Skoczylas and Bruno Tissot
Bank for International Settlements c2005 BIS working papers no. 182
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233
- Explaining credit default swap spreads with equity volatility and jump risks of individual firms
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by Benjamin Yibin Zhang, Hao Zhou & Haibin Zhu
Bank for International Settlements c2005 BIS working papers no. 181
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234
- Accounting, prudential regulation and financial stability : elements of a synthesis
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by Claudio Borio and Kostas Tsatsaronis
Bank for International Settlements c2005 BIS working papers no. 180
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235
- An empirical evaluation of structural credit risk models
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by Nikola A. Tarashev
Bank for International Settlements c2005 BIS working papers no. 179
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236
- Research on exchange rates and monetary policy : an overview?
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by Jeffery Amato ... [et al.]
Bank for International Settlements c2005 BIS working papers no. 178
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237
- Forbearance and prompt corrective action
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by Narayana Kocherlakota and Ilhyock Shim
Bank for International Settlements c2005 BIS working papers no. 177
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238
- Commercial property prices and bank performance
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by E. Philip Davis and Haibin Zhu
Bank for International Settlements c2005 BIS working papers no. 175
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239
- How does fiscal policy affect monetary policy in emerging market countries?
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by Edda Zoli
Bank for International Settlements c2005 BIS working papers no. 174
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240
- Measuring default risk premia from default swap rates and EDFs
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by Antje Berndt ... [et al.]
Bank for International Settlements c2005 BIS working papers no. 173
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