Phurichai Rungcharoenkitkul

Bank for International Settlements (BIS) - Monetary and Economic Department

Centralbahnplatz 2

CH-4002 Basel

Switzerland

Bank of Thailand

Economist

273 Samsen Road

Bangkhunprom, Bangkok 10200

United States

SCHOLARLY PAPERS

9

DOWNLOADS
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723

CITATIONS

1

Scholarly Papers (9)

1.

Measuring Systemic Risk and Financial Linkages in the Thai Banking System

Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 43 Posted: 01 Mar 2011
Rungporn Roengpitya and Phurichai Rungcharoenkitkul
Bank of Thailand and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 282 (65,747)

Abstract:

Systemic risk, Financial linkages

2.

The Evolution of Asian Financial Linkages: Key Determinants and the Role of Policy

IMF Working Paper No. 12/262
Number of pages: 28 Posted: 30 Nov 2012
Selim Ali Elekdag, Phurichai Rungcharoenkitkul and Yiqun Wu
International Monetary Fund (IMF) - Policy Development and Review Department, Bank for International Settlements (BIS) - Monetary and Economic Department and International Monetary Fund (IMF)
Downloads 55 (302,893)
Citation 1

Abstract:

Economic integration, Asia, Fiscal policy, financial linkages, macroeconomic policies, beta, global financial crisis, financial markets, equity market, financial crisis, global financial crisis, financial integration, international reserves, contagion, equity markets, stock market, financial contagion, financial market, international capital, global stock market, international capital markets, stock markets, recession, portfolio investment, asian crisis, stock returns, international interest rates, financial deepening, international finance, global stock markets

3.

Modeling with Limited Data: Estimating Potential Growth in Cambodia

IMF Working Paper No. 12/96
Number of pages: 18 Posted: 03 May 2012
Phurichai Rungcharoenkitkul
Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 35 (339,224)

Abstract:

Economic growth, Economic models, Production growth

4.

Bank Competition and Credit Booms

BIS Working Paper No. 488
Number of pages: 40 Posted: 13 Feb 2015
Phurichai Rungcharoenkitkul
Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 27 (368,351)

Abstract:

bank competition, credit booms, asymmetric information, optimal contract, coordination failure, finance-neutral rate of interest, monetary policy

5.

Risk Sharing and Financial Contagion in Asia: An Asset Price Perspective

IMF Working Paper No. 11/242
Number of pages: 42 Posted: 08 Nov 2011
Phurichai Rungcharoenkitkul
Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 25 (368,351)

Abstract:

Asia, Risk management, Asset prices, Interest rates, Bonds, Economic integration

6.

A Quantitative Case for Leaning Against the Wind

BIS Working Paper No. 594
Number of pages: 44 Posted: 15 Dec 2016
Andrew J. Filardo and Phurichai Rungcharoenkitkul
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 0 (339,224)

Abstract:

monetary policy, financial stability, leaning against the wind, financial cycle, time-varying transition probability Markov regime-switching model

7.

Financial Globalisation and Monetary Independence

BIS Paper No. 88h
Number of pages: 13 Posted: 02 Nov 2016
Piti Disyatat and Phurichai Rungcharoenkitkul
Puey Ungphakorn Institute for Economic Research, Bank of Thailand and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 0 (368,351)

Abstract:

Monetary policy, financial spillovers, contagion, interest rates, trilemma, bond risk premium, capital flows

8.

Changing Financial Intermediation: Implications for Monetary Policy Transmission

BIS Paper No. 83d
Number of pages: 14 Posted: 24 Nov 2015
Emanuel Kohlscheen and Phurichai Rungcharoenkitkul
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 0 (451,720)

Abstract:

monetary policy, bank credit, emerging markets, risk premia

9.

Monetary Policy and Financial Spillovers: Losing Traction?

BIS Working Paper No. 518
Number of pages: 44 Posted: 08 Oct 2015
Piti Disyatat and Phurichai Rungcharoenkitkul
Puey Ungphakorn Institute for Economic Research, Bank of Thailand and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 0 (315,962)

Abstract:

Monetary policy, financial spillovers, contagion, interest rates, trilemma, bond risk premium, capital flows