Author Page for Eli M. Remolona

1.

What Moves the Bond Market?

Economic Policy Review, Vol. 3, No. 4, December 1997

Number of pages: 20 Posted: 24 Sep 2007

Michael J. Fleming and Eli M. Remolona

Federal Reserve Bank of New York and Bank for International Settlements (BIS) - Monetary and Economic Department

Downloads 2,946 (9,057)

Citation 23

Abstract:

2.

The Credit Spread Puzzle

BIS Quarterly Review, December 2003

Number of pages: 14 Posted: 29 Apr 2012

Jeffery D. Amato and Eli M. Remolona

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

Downloads 1,987 (16,962)

Citation 60

Abstract:

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

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), University of Copenhagen - Department of Economics, 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 1,376 (29,799)

Citation 1

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4.

The Price Impact of Rating Announcements: Which Announcements Matter?

BIS Working Paper No. 207

Number of pages: 31 Posted: 20 Sep 2007

Marian Micu, Eli M. Remolona and Philip D. Wooldridge

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

Downloads 1,276 (33,237)

Citation 63

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5.

A Ratings-Based Approach to Measuring Sovereign Risk

International Journal of Finance and Economics, 2008, vol. 13, no. 1, pp. 26-39

Number of pages: 26 Posted: 15 Feb 2007 Last Revised: 21 May 2015

Eli M. Remolona, Michela Scatigna and Eliza Wu

Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) and The University of Sydney - Business School

Downloads 1,185 (36,996)

Citation 10

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6.

Risk in Carry Trades: A Look at Target Currencies in Asia and the Pacific

BIS Quarterly Review, December 2007

Number of pages: 10 Posted: 07 Jul 2012

Jacob Gyntelberg and Eli M. Remolona

University of Copenhagen - Department of Economics and Bank for International Settlements (BIS) - Monetary and Economic Department

Downloads 987 (48,123)

Citation 1

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7.

Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information

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Citation 56

2

Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information

Number of pages: 21 Posted: 09 Mar 1999

Michael J. Fleming and Eli M. Remolona

Federal Reserve Bank of New York and Bank for International Settlements (BIS) - Monetary and Economic Department

Downloads 771 (66,236)

Citation 56

Abstract:

Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information

Posted: 09 Mar 1999

Michael J. Fleming and Eli M. Remolona

Federal Reserve Bank of New York and Bank for International Settlements (BIS) - Monetary and Economic Department

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8.

The Pricing of Unexpected Credit Losses

BIS Working Paper No. 190

Number of pages: 46 Posted: 20 Sep 2007

Jeffery D. Amato and Eli M. Remolona

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

Downloads 716 (74,194)

Citation 22

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9.

The Term Structure of Announcement Effects

BIS Working Paper No. 71

Number of pages: 36 Posted: 13 Dec 2005

Michael J. Fleming and Eli M. Remolona

Federal Reserve Bank of New York and Bank for International Settlements (BIS) - Monetary and Economic Department

Downloads 693 (77,324)

Citation 44

Abstract:

10.

Market Returns and Mutual Fund Flows

Economic Policy Review, Vol. 3, No. 2, July 1997

Number of pages: 20 Posted: 19 Nov 2007

Eli M. Remolona, Paul Kleiman and Debbie Gruenstein Bocain

Bank for International Settlements (BIS) - Monetary and Economic Department, affiliation not provided to SSRN and affiliation not provided to SSRN

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Citation 3

Abstract:

11.

Interpreting Sovereign Spreads

BIS Quarterly Review, March 2007

Number of pages: 13 Posted: 19 Jun 2012

Eli M. Remolona, Michela Scatigna and Eliza Wu

Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) and The University of Sydney - Business School

Downloads 601 (92,681)

Citation 1

Abstract:

12.

Weathering Financial Crises: Bond Markets in Asia and the Pacific

Downloads 236 (118,194)

1

Local Currency Bond Markets and the Asian Bond Fund 2 Initiative

BIS Paper No. 63f

Number of pages: 27 Posted: 15 Feb 2012 Last Revised: 05 Oct 2013

Eric Chan, Michael K.F. Chui, Frank Packer and Eli M. Remolona

affiliation not provided to SSRN, Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department

Downloads 236 (262,864)

Abstract:

13.

Corporate Bond Markets in Asia

BIS Quarterly Review, December 2005

Number of pages: 11 Posted: 31 May 2012

Jacob Gyntelberg, Guonan Ma and Eli M. Remolona

University of Copenhagen - Department of Economics, Bruegel and Bank for International Settlements (BIS) - Monetary and Economic Department

Downloads 477 (123,260)

Citation 3

Abstract:

14.

Securitisation in Asia and the Pacific: Implications for Liquidity and Credit Risks

BIS Quarterly Review, June 2006

Number of pages: 12 Posted: 08 Jun 2012

Jacob Gyntelberg and Eli M. Remolona

University of Copenhagen - Department of Economics and Bank for International Settlements (BIS) - Monetary and Economic Department

Downloads 453 (131,131)

Citation 1

Abstract:

15.

Price Discovery in a Market Under Stress: The U.S. Treasury Market in Fall 1998

EFA 2003 Annual Conference Paper No. 558, FRB Chicago Working Paper No. 2005-06

Number of pages: 49 Posted: 06 Aug 2003

Craig Furfine and Eli M. Remolona

Kellogg School of Management - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department

Downloads 357 (172,033)

Citation 5

Abstract:

16.

Why Do Firms Issue Abroad? Lessons from Onshore and Offshore Corporate Bond Finance in Asian Emerging Markets

BIS Working Paper No. 401

Number of pages: 51 Posted: 12 Apr 2013

Paul Mizen, Frank Packer, Eli M. Remolona and Serafeim Tsoukas

University of Nottingham, Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department and University of Glasgow

Downloads 354 (173,691)

Abstract:

17.

Uncovering Inflation Expectations and Risk Premiums from Internationally Integrated Financial Markets

Number of pages: 39 Posted: 18 Nov 1999

Ben S. C. Fung, Scott Mitnick and Eli M. Remolona

Bank of Canada, Independent and Bank for International Settlements (BIS) - Monetary and Economic Department

Downloads 320 (193,580)

Citation 8

Abstract:

18.

Information Flows During the Asian Crisis: Evidence from Closed-End Funds

EFMA 2001 Lugano Meetings, BIS Working Paper No. 97

Number of pages: 58 Posted: 13 Dec 2005

Benjamin H. Cohen and Eli M. Remolona

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

Downloads 288 (216,463)

Citation 2

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19.

A Three-Factor Econometric Model of the U.S. Term Structure

Downloads 282 (221,202)

2

A Three-Factor Econometric Model of the U.S. Term Structure

FRB of New York Staff Report No. 19

Number of pages: 54 Posted: 17 Nov 2006

Eli M. Remolona

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

Downloads 282 (219,648)

Abstract:

A Three-Factor Econometric Model of the U.S. Term Structure

Federal Reserve Bank of New York Staff Report No. 19

Posted: 22 Feb 1998

Frank F. Gong and Eli M. Remolona

Bank of America - Bank of America, Hong Kong and Bank for International Settlements (BIS) - Monetary and Economic Department

Abstract:

20.

Price Formation and Liquidity in the U.S. Treasury Market: Evidence from Intraday Patterns Around Announcements

Downloads 248 (251,927)

Citation 18

2

Price Formation and Liquidity in the U.S. Treasury Market: Evidence from Intraday Patterns Around Announcements

FRB of New York Staff Report No. 27

Number of pages: 55 Posted: 11 Nov 2006

Michael J. Fleming and Eli M. Remolona

Federal Reserve Bank of New York and Bank for International Settlements (BIS) - Monetary and Economic Department

Downloads 248 (250,428)

Citation 18

Abstract:

Price Formation and Liquidity in the U.S. Treasury Market: Evidence from Intraday Patterns Around Announcements

Federal Reserve Bank of New York Staff Reports Number 27

Posted: 14 Jan 1998

Michael J. Fleming and Eli M. Remolona

Federal Reserve Bank of New York and Bank for International Settlements (BIS) - Monetary and Economic Department

Abstract:

21.

The Changing Shape of Fixed Income Markets

BIS Working Paper No. 104

Number of pages: 51 Posted: 13 Dec 2005

Eli M. Remolona and Philip D. Wooldridge

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

Downloads 241 (259,132)

Citation 1

Abstract:

22.

Expectations and Risk Premia at 8:30am: Macroeconomic Announcements and the Yield Curve

Downloads 240 (260,143)

Citation 6

2

Expectations and Risk Premia at 8:30am: Macroeconomic Announcements and the Yield Curve

Asian Finance Association (AsianFA) 2016 Conference

Number of pages: 70 Posted: 03 Feb 2016

Peter Hördahl, Eli M. Remolona and Giorgio Valente

Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department and Hong Kong Institute for Monetary and Financial Research (HKIMR)

Downloads 147 (405,080)

Citation 6

Abstract:

Expectations and Risk Premia at 8:30am: Macroeconomic Announcements and the Yield Curve

BIS Working Paper No. 527

Number of pages: 54 Posted: 16 Nov 2015

Peter Hördahl, Eli M. Remolona and Giorgio Valente

Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department and Hong Kong Institute for Monetary and Financial Research (HKIMR)

Downloads 93 (573,962)

Abstract:

23.

What Was the Market's View of U.K. Monetary Policy? Estimating Inflation Risk and Expected Inflation with Indexed Bonds

FRB of New York Staff Report No. 57

Number of pages: 45 Posted: 15 Oct 2006

Eli M. Remolona, Michael Wickens, Michael Wickens and Frank F. Gong

Bank for International Settlements (BIS) - Monetary and Economic Department, University of YorkCardiff Business School and Bank of America - Bank of America, Hong Kong

Downloads 238 (262,239)

Citation 17

Abstract:

24.

Going Regional: How to Deepen ASEAN’s Financial Markets

Asian Development Bank Economics Working Paper Series No. 300

Number of pages: 53 Posted: 03 Apr 2012

Maria Socorro Gochoco‐Bautista and Eli M. Remolona

University of the Philippines, School of Economics and Bank for International Settlements (BIS) - Monetary and Economic Department

Downloads 203 (305,029)

Citation 5

Abstract:

25.

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 198 (312,064)

Abstract:

26.

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 191 (322,590)

Abstract:

27.

Time Varying Exposures and Leverage in Hedge Funds

BIS Quarterly Review, March 2005

Number of pages: 14 Posted: 19 Oct 2009 Last Revised: 09 Mar 2012

Patrick McGuire, Eli M. Remolona and Kostas Tsatsaronis

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 176 (347,277)

Citation 1

Abstract:

28.

Managing Expectations by Words and Deeds: Monetary Policy in Asia and the Pacific

BBVA Working Papers No. 0805 , BIS Working Papers No. 47

Number of pages: 35 Posted: 20 Aug 2009

Alicia García-Herrero and Eli M. Remolona

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

Downloads 157 (383,049)

Citation 4

Abstract:

29.

ADB Forum on the Use of Capital Controls

Asian Development Review, Vol. 29, No. 1, pp. 82-88, 2012

Number of pages: 47 Posted: 12 Jul 2012

Jonathan D. Ostry, Maria Socorro Gochoco‐Bautista, Changyong Rhee, Michael M. Hutchison, Chalongphob Sussangkarn, Eli M. Remolona and Masahiro Kawai

Georgetown University, University of the Philippines, School of Economics, Asian Development Bank, University of California, Santa Cruz - Department of Economics, Thailand Development Research Institute, Bank for International Settlements (BIS) - Monetary and Economic Department and Asian Development Bank Institute

Downloads 149 (400,234)

Citation 3

Abstract:

30.

Do Small Bank Deposits Run More than Large Ones? Three Event Studies of Contagion and Financial Inclusion

BIS Working Paper No. 724

Number of pages: 32 Posted: 22 May 2018

Dante Canlas, Johnny Noe RAVALO and Eli M. Remolona

University of the Philippines, Government of the Republic of the Philippines - Central Bank of the Philippines-Bangko Sentral ng Pilipinas and Bank for International Settlements (BIS) - Monetary and Economic Department

Downloads 135 (432,766)

Citation 1

Abstract:

31.

Opening Markets Through a Regional Bond Fund: Lessons from ABF2

BIS Quarterly Review, June 2005

Number of pages: 12 Posted: 24 May 2012 Last Revised: 29 Sep 2013

Guonan Ma and Eli M. Remolona

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

Downloads 131 (443,125)

Citation 2

Abstract:

32.

The Price Impact of Rating Announcements: Evidence from the Credit Default Swap Market

BIS Quarterly Review, June 2004

Number of pages: 12 Posted: 07 May 2012 Last Revised: 29 Sep 2013

Marian Micu, Eli M. Remolona and Philip D. Wooldridge

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

Downloads 128 (451,244)

Citation 5

Abstract:

33.

Changes in Market Functioning and Central Bank Policy: An Overview of the Issues

BIS Working Paper No. 120

Number of pages: 34 Posted: 13 Dec 2005

Marvin J. Barth III, Eli M. Remolona and Philip D. Wooldridge

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

Downloads 123 (465,374)

Citation 2

Abstract:

34.

The Anatomy of Sovereign Credit Contagion

Number of pages: 44 Posted: 14 Jul 2015

Elena Kalotychou, Eli M. Remolona and Eliza Wu

Cyprus University of Technology, Bank for International Settlements (BIS) - Monetary and Economic Department and The University of Sydney - Business School

Downloads 91 (575,526)

Abstract:

35.

Common Lenders in Emerging Asia: Their Changing Roles in Three Crises

BIS Quarterly Review, March 2018

Number of pages: 12 Posted: 13 Mar 2018

Catherine Casanova and Eli M. Remolona

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

Downloads 66 (687,870)

Citation 1

Abstract:

36.

Reaching for Yield: Selected Issues for Reserve Managers

BIS Quarterly Review, September 2003

Number of pages: 10 Posted: 27 Apr 2012 Last Revised: 29 Sep 2013

Eli M. Remolona and Martijn Schrijvers

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

Downloads 59 (726,335)

Abstract:

37.

How Do Global Investors Differentiate between Sovereign Risks? The New Normal versus the Old

BIS Working Paper No. 541

Number of pages: 23 Posted: 26 Jan 2016

Marlene Amstad, Marlene Amstad, Eli M. Remolona and Jimmy Shek

Harvard Kennedy SchoolThe Chinese University of Hong Kong, Shenzhen, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)

Downloads 57 (738,130)

Citation 7

Abstract:

38.

The Dynamic Pricing of Sovereign Risk in Emerging Markets: Fundamentals and Risk Aversion

Journal of Fixed Income, Vol. Spring, 2008, https://doi.org/10.3905/jfi.2008.705542

Posted: 22 May 2019

Eli M. Remolona, Michela Scatigna and Eliza Wu

Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) and The University of Sydney - Business School

Abstract:

39.

What Was the Market's View of UK Monetary Policy? Estimating Inflation Risk and Expected Inflation with Indexed Bonds

CEPR Discussion Paper No. 2022

Posted: 31 Dec 1998

Frank F. Gong, Michael Wickens, Michael Wickens and Eli M. Remolona

Bank of America - Bank of America, Hong Kong, University of YorkCardiff Business School and Bank for International Settlements (BIS) - Monetary and Economic Department

Eli M. Remolona

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

Chief Representative for Asia and the Pacific

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Scholarly Papers (39)

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