Centralbahnplatz 2
Basel, Basel-Stadt 4002
Switzerland
Bank for International Settlements (BIS)
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
CoCo bonds, regulatory capital requirements, pricing, demand and supply
financial channel, exchange rates, cross-border bank lending, real investment
exchange rates, bank leverage, cross-currency basis
international credit, credit booms, cross-border lending, emerging markets
CoCos, Contingent Convertible Capital, Bank Capital Regulation, Basel III
This is a National Bureau of Economic Research Paper. NBER charges a fee of $5.00 for this paper.
File name: nber.pdf Size: 0K
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
This is a CEPR Discussion Paper. CEPR charges a fee of $8.00 for this paper.
Contingent convertible capital securities; Bail-in
capital flows, global liquidity, international currencies
credit cycles, external debt composition
Asset Pricing, Stochastic Volatility, Long-Run Risks, Bayesian MCMC Methods
Global liquidity, international bank lending, international bond flows, capital flows
global liquidity, international bank lending, international bond flows, capital flows
Capital Flows, Global liquidity, international bank lending, international bond flows
Currency networks, cross-border banking flows, international monetary policy spillovers
News Driven Business Cycles, Asset Prices, Estimated DSGE Models, Bayesian MCMC Methods
Financial Structures, Macroeconomic Management, Investment and Investment Climate, International Trade and Trade Rules, Capital Markets and Capital Flows, Capital Flows
quarterly capital flows, business cycles, external corporate and bank debt, sovereign debt, VIX, systemic risk, emerging markets
International banking, macroprudential measures, spillovers
threshold vector autoregression, regime switching, nonlinearity, business-cycle asymmetry, credit shock
Asian Financial Crisis, international bank lending, procyclicality, financial stability
Banking, Contagion Risk, Multi-Layer Networks, Tensor Decompositions
Liquidity, Cross-Border Banks, Monetary Policy Transmission
International banking, dollar lending, global funding currency, monetary policy transmission, international spillovers
International banking; Currencies; Monetary policy transmission; International spillovers
optimal disclosure, endogenous public signal, strategic complementarity, private information
bankscope, G-SIB, bank-level data, global banks, BIS international banking statistics
Monetary policy spillovers, Capital flows, Bank lending
