Ilhyock Shim

Bank for International Settlements (BIS)

Head of Economics and Financial Markets for Asia and the Pacific

78F, Two International Finance Centre

8 Finance Street, Central

Hong Kong, n/a n/a

Hong Kong

http://www.bis.org/author/ilhyock_shim.htm

  • Bank for International Settlements (BIS)

SCHOLARLY PAPERS

48

DOWNLOADS
Rank 5,919

SSRN RANKINGS

Top 5,919

in Total Papers Downloads

12,633

SSRN CITATIONS
Rank 2,281

SSRN RANKINGS

Top 2,281

in Total Papers Citations

411

CROSSREF CITATIONS

303

Scholarly Papers (48)

Actions:
Email selected abstracts
1.

Emerging Market Economy Exchange Rates and Local Currency Bond Markets Amid the COVID-19 Pandemic

Number of pages: 9 Posted: 13 Jan 2021 Last Revised: 17 Mar 2021
Boris Hofmann, Ilhyock Shim and Hyun Song Shin
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 2,125 (12,824)
Citation 47

Abstract:

Loading...

2.

What Can (Macro-) Prudential Policy do to Support Monetary Policy?

BIS Working Paper No. 242
Number of pages: 44 Posted: 16 Apr 2008
Claudio E. V. Borio and Ilhyock Shim
Bank for International Settlements (BIS) - Research and Policy Analysis and Bank for International Settlements (BIS)
Downloads 1,389 (24,750)
Citation 113

Abstract:

Loading...

financial stability, price stability, financial imbalances, macroprudential, financial regulation and supervision, monetary policy

3.

The International Financial Crisis and Policy Challenges in Asia and the Pacific

BIS Paper No. 52
Number of pages: 402 Posted: 24 Jul 2010
Jaime Caruana, Andrew J. Filardo, Jason George, Anella Munro, Mico Loretan, Guonan Ma, Ilhyock Shim, Philip D. Wooldridge, James Yetman, Haibin Zhu, Jacob Gyntelberg, Eric Ho Pan Chan, Hans Genberg, Eli M. Remolona, Suresh M. Sundaresan, Susan Black, Joseph Yam, Charles M. Engel, Michael B. Devereux, Charles Goodhart, Don H. Kim, Eloisa T. Glindro, Jessica Szeto, Masaaki Shirakawa, Tarisa Watanagase, Zeti Akhtar Aziz and Amando Tetangco Jr
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS), Reserve Bank of New Zealand, Swiss National Bank, Bruegel, Bank for International Settlements (BIS), Bank for International Settlements (BIS), Bank for International Settlements (BIS), Bank for International Settlements (BIS), European Banking Authority, Bank for International Settlements (BIS), University of Geneva - Graduate Institute of International Studies (HEI), Bank for International Settlements (BIS) - Monetary and Economic Department, Columbia University - Columbia Business School, Finance, Herbert Smith, affiliation not provided to SSRN, University of Wisconsin - Madison - Department of Economics, University of British Columbia (UBC) - Department of Economics, London School of Economics & Political Science (LSE) - Financial Markets Group, Board of Governors of the Federal Reserve System, Bank for International Settlements (BIS), affiliation not provided to SSRN, Bank of Japan - Institute of Monetary and Economic Studies, Bank of Thailand, Central Bank of Malaysia and Government of the Republic of the Philippines - Central Bank of the Philippines-Bangko Sentral ng Pilipinas
Downloads 1,316 (26,750)
Citation 1

Abstract:

Loading...

4.

The Real Effects of Household Debt in the Short and Long Run

BIS Working Paper No. 607
Number of pages: 42 Posted: 27 Jan 2017
Marco J. Lombardi, Madhusudan S. Mohanty and Ilhyock Shim
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 1,255 (28,747)
Citation 9

Abstract:

Loading...

household debt, consumption, cross-sectional autoregressive distributed lag model, output growth, threshold effect

5.

Sovereign Yields and the Risk-Taking Channel of Currency Appreciation

BIS Working Paper No. 538
Number of pages: 47 Posted: 19 Jan 2016
Boris Hofmann, Ilhyock Shim and Hyun Song Shin
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 347 (149,917)
Citation 17

Abstract:

Loading...

bond spread, capital flow, credit risk, emerging market, exchange rate

6.

CBDCs in Emerging Market Economies

BIS Papers
Number of pages: 21 Posted: 27 Apr 2022
Sally Chen, Tirupam Goel, Han Qiu and Ilhyock Shim
Bank for International Settlements (BIS), Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 331 (157,666)

Abstract:

Loading...

banking system, big tech, capital flows, central banks, central bank digital currencies, currency substitution, data privacy, digital currencies, financial inclusion, financial stability, intermediation, money

7.

Asset Managers in Emerging Market Economies

BIS Quarterly Review September 2014
Number of pages: 16 Posted: 01 Oct 2014
Ken Miyajima and Ilhyock Shim
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 320 (164,046)
Citation 2

Abstract:

Loading...

8.

The Impact of CDS Trading on the Bond Market: Evidence from Asia

Downloads 287 (183,291)
Citation 9

The Impact of CDS Trading on the Bond Market: Evidence from Asia

Number of pages: 42 Posted: 04 Aug 2010 Last Revised: 17 Nov 2010
Ilhyock Shim and Haibin Zhu
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 146 (341,297)
Citation 5

Abstract:

Loading...

Credit default swaps, bond spreads, bond liquidity, CDS index, Asia

The Impact of CDS Trading on the Bond Market: Evidence from Asia

BIS Working Paper No. 332
Number of pages: 44 Posted: 03 Dec 2010
Ilhyock Shim and Haibin Zhu
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 141 (350,987)
Citation 8

Abstract:

Loading...

credit default swaps, bond spreads, bond liquidity, CDS index, Asia

9.

The Macroeconomic Effects of Macroprudential Policy

Downloads 112 (187,927)
Citation 11

The Macroeconomic Effects of Macroprudential Policy

BIS Working Paper No. 740
Number of pages: 50 Posted: 13 Sep 2018
Björn Richter, Moritz Schularick and Ilhyock Shim
Universitat Pompeu Fabra, University of Bonn - Department of Economics and Bank for International Settlements (BIS)
Downloads 112 (418,582)
Citation 4

Abstract:

Loading...

macroprudential policy, loan-to-value ratios, local projections, narrative approach

10.

Corporate Credit Guarantees in Asia

BIS Quarterly Review, December 2006
Number of pages: 14 Posted: 18 Jun 2012
Ilhyock Shim
Bank for International Settlements (BIS)
Downloads 270 (195,003)

Abstract:

Loading...

11.

EME Bond Portfolio Flows and Long-Term Interest Rates during the COVID-19 Pandemic

BIS Bulletin no 18 (2020)
Number of pages: 9 Posted: 15 Feb 2022
Peter Hördahl and Ilhyock Shim
Bank for International Settlements (BIS) - BIS Representative Office for Asia and the Pacific and Bank for International Settlements (BIS)
Downloads 261 (201,717)

Abstract:

Loading...

bond flow, bond market, emerging market, interest rate

12.

A Model of the IMF as a Coinsurance Arrangement

Downloads 254 (207,288)
Citation 1

A Model of the IMF as a Coinsurance Arrangement

BIS Working Paper No. 170, IMF Working Paper No. 04/219
Number of pages: 45 Posted: 20 Sep 2007
Ralph Chami, Sunil Sharma and Ilhyock Shim
International Monetary Fund (IMF), George Washington University - Elliott School of International Affairs and Bank for International Settlements (BIS)
Downloads 119 (400,114)

Abstract:

Loading...

IMF, moral hazard, coinsurance, samartian's dilemma, last word

A Model of the IMF as a Coinsurance Arrangement

IMF Working Paper No. 04/219
Number of pages: 45 Posted: 09 Feb 2006
Ralph Chami, Sunil Sharma and Ilhyock Shim
International Monetary Fund (IMF), George Washington University - Elliott School of International Affairs and Bank for International Settlements (BIS)
Downloads 79 (528,699)
Citation 1

Abstract:

Loading...

IMF, coinsurance arrangement, conditionality, moral hazard, Samaritan`s dilemma, King Lear`s dilemma

A Model of the Imf as a Coinsurance Arrangement

Economics: The Open-Access, Open-Assessment E-Journal, Vol. 2, 2008-14
Number of pages: 43 Posted: 18 Dec 2010
Ralph Chami, Sunil Sharma and Ilhyock Shim
International Monetary Fund (IMF), George Washington University - Elliott School of International Affairs and Bank for International Settlements (BIS)
Downloads 30 (818,808)

Abstract:

Loading...

IMF, coinsurance arrangement, moral hazard, Samaritan?s dilemma, King Lear?s dilemma

A Model of the Imf as a Coinsurance Arrangement

Economics Discussion Paper No. 2007-26
Number of pages: 46 Posted: 29 Nov 2010
Ralph Chami, Sunil Sharma and Ilhyock Shim
International Monetary Fund (IMF), George Washington University - Elliott School of International Affairs and Bank for International Settlements (BIS)
Downloads 26 (854,067)

Abstract:

Loading...

IMF, coinsurance arrangement, moral hazard, Samaritan´s dilemma, King Lear´s dilemma

13.

Dollar Beta and Stock Returns

Number of pages: 27 Posted: 10 Jan 2022 Last Revised: 15 Feb 2022
Valentina Bruno, Ilhyock Shim and Hyun Song Shin
American University - Department of Finance and Real Estate, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 248 (212,102)

Abstract:

Loading...

Global liquidity, pricing factor, emerging market, exchange rate

14.

Database for Policy Actions on Housing Markets

BIS Quarterly Review, September 2013
Number of pages: 13 Posted: 28 Apr 2014
Ilhyock Shim, Bilyana Bogdanova, Jimmy Shek and Agne Subelyte
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 240 (219,058)
Citation 11

Abstract:

Loading...

15.

Dynamic Prudential Regulation: Is Prompt Corrective Action Optimal?

BIS Working Paper No. 206
Number of pages: 64 Posted: 20 Sep 2007
Ilhyock Shim
Bank for International Settlements (BIS)
Downloads 222 (236,108)
Citation 16

Abstract:

Loading...

Bank Capital Regulation, Prompt Corrective Action, Risk-based Deposit Insurance Premium, Dynamic Contracts, Mechanism Design

16.

Exchange Rate Appreciations and Corporate Risk Taking

BIS Working Paper No. 710
Number of pages: 41 Posted: 28 Mar 2018
Sebnem Kalemli-Ozcan, Xiaoxi Liu and Ilhyock Shim
University of Maryland - Department of Economics, The Chinese University of Hong Kong (CUHK) and Bank for International Settlements (BIS)
Downloads 203 (256,507)
Citation 5

Abstract:

Loading...

capital flows, exchange rates, FX borrowing, firm heterogeneity, firm leverage

17.

Risk capacity, portfolio choice and exchange rates

Number of pages: 24 Posted: 09 Feb 2022
Boris Hofmann, Ilhyock Shim and Hyun Song Shin
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 201 (261,165)

Abstract:

Loading...

Bond spread, capital flow, credit risk, emerging market, exchange rate

18.

Policy Responses to Dislocations in the FX Swap Market: The Experience of Korea

BIS Quarterly Review, June 2010
Number of pages: 11 Posted: 13 Aug 2012
Naohiko Baba and Ilhyock Shim
Bank of Japan - Financial Markets Department and Bank for International Settlements (BIS)
Downloads 198 (262,301)
Citation 3

Abstract:

Loading...

19.

Bond Risk Premia and the Exchange Rate

BIS Working Paper No. 775
Number of pages: 35 Posted: 19 Mar 2019
Boris Hofmann, Ilhyock Shim and Hyun Song Shin
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 194 (267,158)
Citation 21

Abstract:

Loading...

Bond Spread, Capital Flow, Credit Risk, Emerging Market, Exchange Rate

20.

Credit Derivatives and Structured Credit: The Nascent Markets of Asia and the Pacific

BIS Quarterly Review, June 2008
Number of pages: 9 Posted: 15 Jul 2012
Eli M. Remolona and Ilhyock Shim
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 187 (276,079)

Abstract:

Loading...

21.

Development of Asia-Pacific Corporate Bond and Securitisation Markets

BIS Paper No. 63c
Number of pages: 10 Posted: 15 Feb 2012
Ilhyock Shim
Bank for International Settlements (BIS)
Downloads 181 (285,464)

Abstract:

Loading...

local currency bonds, corporate bonds, off-shore bond markets, credit derivatives, structured credits

22.

Forbearance and Prompt Corrective Action

BIS Working Paper No. 177
Number of pages: 27 Posted: 20 Sep 2007
Narayana Kocherlakota and Ilhyock Shim
University of Minnesota - Twin Cities - Department of Economics and Bank for International Settlements (BIS)
Downloads 164 (309,327)
Citation 9

Abstract:

Loading...

risky collateral, limited enforcement, banking regulation, optimal social contract

23.

The Rise of Regional Banking in Asia and the Pacific

BIS Quarterly Review September 2015
Number of pages: 16 Posted: 18 Sep 2015
Eli M. Remolona and Ilhyock Shim
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 157 (322,706)

Abstract:

Loading...

24.

The Beneficial Aspect of FX Volatility for Market Liquidity

BIS Working Paper No. 629
Number of pages: 39 Posted: 29 Apr 2017
Jakree Koosakul and Ilhyock Shim
Bank of Thailand - Financial Markets Department and Bank for International Settlements (BIS)
Downloads 152 (329,775)

Abstract:

Loading...

asset price volatility, foreign exchange market, investor type, market liquidity, nonlinear effect

25.

Redemption Risk and Cash Hoarding by Asset Managers

BIS Working Paper No. 608
Number of pages: 47 Posted: 01 Feb 2017
Stephen Morris, Ilhyock Shim and Hyun Song Shin
MIT, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 149 (335,188)
Citation 40

Abstract:

Loading...

asset manager, bond market liquidity, cash hoarding, global game, investor redemption, strategic complementarity

26.

Comparative Assessment of Macroprudential Policies

BIS Working Paper No. 502
Number of pages: 56 Posted: 12 Jun 2015
Valentina Bruno, Ilhyock Shim and Hyun Song Shin
American University - Department of Finance and Real Estate, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 146 (340,727)
Citation 44

Abstract:

Loading...

macroprudential policy, capital flow management policy, interest rate policy, complementarity, Asia-Pacific

27.

Investor Redemptions and Fund Manager Sales of Emerging Market Bonds: How are They Related?

BIS Working Paper No. 509
Number of pages: 52 Posted: 25 Aug 2015
Jimmy Shek, Ilhyock Shim and Hyun Song Shin
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 145 (342,582)
Citation 13

Abstract:

Loading...

Emerging market, sudden stop, financial crisis, global liquidity reversal, investor redemption

28.

Distress Selling and Asset Market Feedback

BIS Working Paper No. 229
Number of pages: 55 Posted: 25 Sep 2007
Ilhyock Shim and Goetz von Peter
Bank for International Settlements (BIS) and Bank for International Settlements - Research and Policy Analysis
Downloads 140 (352,210)
Citation 4

Abstract:

Loading...

Financial distress, distress selling, asset market feedback, banking crises, financial instability

29.

Effectiveness of Macroprudential and Capital Flow Measures in Asia and the Pacific

BIS Paper No. 82k
Number of pages: 8 Posted: 19 Oct 2015
Valentina Bruno, Ilhyock Shim and Hyun Song Shin
American University - Department of Finance and Real Estate, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 117 (403,264)

Abstract:

Loading...

banking inflow, bond inflow, domestic macroprudential measure, capital flow measure

30.

How Effective are Macroprudential Policies in Asiapacific? Evidence from a Meta-Analysis

BIS Paper No. 110b
Number of pages: 13 Posted: 19 Mar 2020
Carlos Cantú, Leonardo Gambacorta and Ilhyock Shim
Bank for International Settlements (BIS) - Representative Office for the Americas, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 114 (411,029)
Citation 1

Abstract:

Loading...

macroprudential policy, household credit, bank-level data, meta-analysis

31.

The Role of Different Institutional Investors in Asia-Pacific Bond Markets during the Taper Tantrum

BIS Paper No. 102m
Number of pages: 30 Posted: 22 May 2019
David T. Ng, Ilhyock Shim and Jose Maria Vidal Pastor
Johnson College of Business, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 112 (416,388)

Abstract:

Loading...

Asia-Pacific, asset managers, fixed income investment, institutional investors, taper tantrum

32.

Household Credit in Asia-Pacific

BIS Paper No. 91e
Number of pages: 16 Posted: 29 Apr 2017
Moritz Schularick and Ilhyock Shim
University of Bonn - Department of Economics and Bank for International Settlements (BIS)
Downloads 112 (416,388)
Citation 1

Abstract:

Loading...

Credit growth, financial stability, monetary policy, macroprudential policy

33.

Volatility Contagion Across the Equity Markets of Developed and Emerging Market Economies

ADBI Working Paper 590
Number of pages: 24 Posted: 13 Sep 2016 Last Revised: 08 Feb 2017
Masazumi Hattori, Ilhyock Shim and Yoshi Sugihara
Hitotsubashi University, Bank for International Settlements (BIS) and Bank of Japan
Downloads 98 (460,500)

Abstract:

Loading...

equity market, equity fund flow, cross-equity market, spillover effects, global financial crisis, financial market volatility, variance risk premium, emerging market economies, eurozone, interest rate, nonparametric analysis, ordinary least squares, OLS,　univariate, market correlation, regression an

34.

Shadow Loans and Regulatory Arbitrage: Evidence from China

BIS Working Papers 2022
Number of pages: 28 Posted: 29 Mar 2022
Xiaoxi Liu, Jing Liu and Ilhyock Shim
Bank for International Settlements (BIS), HSBC Ltd. and Bank for International Settlements (BIS)
Downloads 95 (466,800)

Abstract:

Loading...

bank capital regulation, Chinese economy, regulatory arbitrage, shadow banking, reverse stress test

35.

Exchange Rate Fluctuations and Firm Leverage

Downloads 94 (470,004)
Citation 9

Exchange Rate Fluctuations and Firm Leverage

IMF Working Paper No. 2020/283
Number of pages: 39 Posted: 26 Jan 2021
Ilhyock Shim, Sebnem Kalemli-Ozcan and Xiaoxi Liu
Bank for International Settlements (BIS), University of Maryland and Bank for International Settlements (BIS)
Downloads 86 (501,685)

Abstract:

Loading...

Exchange Rate Fluctuations and Firm Leverage

NBER Working Paper No. w28608
Number of pages: 37 Posted: 29 Mar 2021 Last Revised: 03 Mar 2023
Ṣebnem Kalemli-Özcan, Ilhyock Shim and Xiaoxi Liu
University of Maryland, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 8 (1,035,543)

Abstract:

Loading...

Exchange Rate Fluctuations and Firm Leverage

CEPR Discussion Paper No. DP15948
Number of pages: 39 Posted: 31 Mar 2021
Ṣebnem Kalemli-Özcan, Xiaoxi Liu and Ilhyock Shim
University of Maryland, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 0
  • Add to Cart

Abstract:

Loading...

36.

Correlations Across Asia-Pacific Bond Markets and the Impact of Capital Flow Measures

BIS Working Paper No. 472
Number of pages: 111 Posted: 09 Dec 2014
Pornpinun Chantapacdepong and Ilhyock Shim
Bank of Thailand - Monetary Policy Group and Bank for International Settlements (BIS)
Downloads 85 (500,519)
Citation 4

Abstract:

Loading...

Bond flow, bond return, cross-market correlation, capital flow measure

37.

Dislocations in the Won-Dollar Swap Markets During the Crisis of 2007-09

BIS Working Paper No. 344
Number of pages: 36 Posted: 08 Jun 2011 Last Revised: 17 Apr 2020
Ilhyock Shim and Naohiko Baba
Bank for International Settlements (BIS) and Bank of Japan - Financial Markets Department
Downloads 82 (511,453)
Citation 1

Abstract:

Loading...

FX swap, cross-currency swap, regime switching, EGARCH model, foreign reserves

38.

Can Non-Interest Rate Policies Stabilise Housing Markets? Evidence from a Panel of 57 Economies

BIS Working Paper No. 433
Number of pages: 43 Posted: 27 Feb 2014
Kenneth N. Kuttner, Kenneth N. Kuttner and Ilhyock Shim
National Bureau of Economic Research (NBER)Williams College and Bank for International Settlements (BIS)
Downloads 81 (515,126)
Citation 1

Abstract:

Loading...

House prices, housing credit, financial stability, macroprudential policy

39.

Financial Development and the Effectiveness of Macroprudential Measures

BIS Paper No. 86o
Number of pages: 14 Posted: 05 Oct 2016
Yusuf Soner Baskaya, Turalay Kenc, Ilhyock Shim and Philip Turner
Government of the Republic of Turkey - Central Bank of the Republic of Turkey, University of London - Imperial College, Bank for International Settlements (BIS) and University of Basel
Downloads 69 (564,022)
Citation 2

Abstract:

Loading...

40.

Financial Stress in Lender Countries and Capital Outflows from Emerging Market Economies

BIS Working Paper No. 745
Number of pages: 45 Posted: 30 Oct 2018
Ilhyock Shim and Kwanho Shin
Bank for International Settlements (BIS) and Korea University
Downloads 59 (610,792)
Citation 1

Abstract:

Loading...

capital outflows, cross-border claims, emerging market economies, financial stress, local claims

41.

Cross-Stock Market Spillovers Through Variance Risk Premiums and Equity Flows

BIS Working Paper No. 702
Number of pages: 60 Posted: 14 Feb 2018
Masazumi Hattori, Ilhyock Shim and Yoshi Sugihara
Hitotsubashi University, Bank for International Settlements (BIS) and Bank of Japan
Downloads 54 (636,975)

Abstract:

Loading...

cross-stock market correlation, emerging market economy, equity fund flow, variance risk premium

42.

Liquidity Management and Asset Sales by Bond Funds in the Face of Investor Redemptions in March 2020

Number of pages: 8 Posted: 29 Mar 2021
Andreas Schrimpf, Ilhyock Shim and Hyun Song Shin
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 53 (642,474)
Citation 11

Abstract:

Loading...

43.

Foreword to: Financial Systems and the Real Economy

BIS Paper No. 91 (Foreword)
Number of pages: 4 Posted: 29 Apr 2017
Ilhyock Shim
Bank for International Settlements (BIS)
Downloads 52 (648,016)

Abstract:

Loading...

44.

Cross-Border Commercial Real Estate Investment in Asia-Pacific

BIS Quarterly Review, September 2020
Number of pages: 16 Posted: 11 Feb 2022
Ilhyock Shim, Vladyslav Sushko and Xiaoxi Liu
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 46 (682,849)
Citation 1

Abstract:

Loading...

Commercial real estate, Asia-Pacific, cross-border investment

45.

The Costs of Macroprudential Policy

Downloads 33 (772,199)
Citation 34

The Costs of Macroprudential Policy

NBER Working Paper No. w24989
Number of pages: 47 Posted: 17 Sep 2018 Last Revised: 13 Apr 2023
Björn Richter, Moritz Schularick and Ilhyock Shim
Universitat Pompeu Fabra, University of Bonn - Department of Economics and Bank for International Settlements (BIS)
Downloads 32 (802,038)
Citation 14

Abstract:

Loading...

The Costs of Macroprudential Policy

CEPR Discussion Paper No. DP13124
Number of pages: 50 Posted: 21 Aug 2018
Björn Richter, Moritz Schularick and Ilhyock Shim
Universitat Pompeu Fabra, University of Bonn - Department of Economics and Bank for International Settlements (BIS)
Downloads 1 (1,093,677)
  • Add to Cart

Abstract:

Loading...

loan-to-value ratios, local projections, macroprudential policy, narrative approach

46.

Discussant Remarks on Andrew Felton and Joseph B Nichols' Paper 'Commercial Real Estate Loan Performance at Failed US Banks'

BIS Paper No. 64e
Number of pages: 4 Posted: 19 Jun 2012
Ilhyock Shim
Bank for International Settlements (BIS)
Downloads 33 (772,199)

Abstract:

Loading...

47.

Can Non-Interest Rate Policies Stabilize Housing Markets? Evidence from a Panel of 57 Economies

NBER Working Paper No. w19723
Number of pages: 57 Posted: 13 Dec 2013 Last Revised: 24 May 2023
Kenneth N. Kuttner, Kenneth N. Kuttner and Ilhyock Shim
National Bureau of Economic Research (NBER)Williams College and Bank for International Settlements (BIS)
Downloads 31 (787,733)
Citation 40

Abstract:

Loading...

48.

Outward portfolio investment and dollar funding in emerging Asia

BIS Quarterly Review, December 2021
Number of pages: 15 Posted: 16 Feb 2022
Patrick McGuire, Ilhyock Shim, Hyun Song Shin and Vladyslav Sushko
Bank for International Settlements (BIS), Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 19 (892,167)

Abstract:

Loading...

Institutional investors, asset managers, FX hedging, dollar funding, emerging Asia