Annamaria Illes

Bank for International Settlements (BIS)

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  • Bank for International Settlements (BIS)

SCHOLARLY PAPERS

5

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2,050

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15

Scholarly Papers (5)

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1.

Interest Rate Pass-Through Since the Financial Crisis

BIS Quarterly Review, September 2013
Number of pages: 10 Posted: 28 Apr 2014
Annamaria Illes and Marco J. Lombardi
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 642 (89,304)

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2.

How Much Income is Used for Debt Payments? A New Database for Debt Service Ratios

BIS Quarterly Review September 2015
Number of pages: 15 Posted: 18 Sep 2015
Mathias Drehmann, Annamaria Illes, Mikael Juselius and Marjorie Santos
Bank for International Settlements (BIS), Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 448 (139,530)
Citation 8

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3.

Hanging Up the Phone - Electronic Trading in Fixed Income Markets and its Implications

BIS Quarterly Review March 2016
Number of pages: 16 Posted: 09 Mar 2016
Morten L. Bech, Annamaria Illes, Ulf Lewrick and Andreas Schrimpf
Bank for International Settlements (BIS) - Committee on Payments and Market Infrastructures, Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 371 (172,856)
Citation 3

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4.

Why Did Bank Lending Rates Diverge from Policy Rates after the Financial Crisis?

BIS Working Paper No. 486
Number of pages: 33 Posted: 13 Feb 2015
Annamaria Illes, Marco J. Lombardi and Paul Mizen
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department and University of Nottingham
Downloads 371 (172,856)
Citation 3

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lending rates, policy rates, panel cointegration, financial crisis

5.

Has the Transmission of Policy Rates to Lending Rates Been Impaired by the Global Financial Crisis?

BIS Working Paper No. 477
Number of pages: 18 Posted: 07 Jan 2015
Leonardo Gambacorta, Annamaria Illes and Marco J. Lombardi
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 218 (300,057)
Citation 1

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monetary policy, lending rates, cointegration, global financial crisis