Srichander Ramaswamy

Bank for International Settlements (BIS)

CH-4002 Basel, Basel-Stadt

Switzerland

SCHOLARLY PAPERS

12

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Top 9,502

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8,896

SSRN CITATIONS
Rank 12,879

SSRN RANKINGS

Top 12,879

in Total Papers Citations

13

CROSSREF CITATIONS

100

Scholarly Papers (12)

1.

Market Structures and Systemic Risks of Exchange-Traded Funds

BIS Working Paper No. 343
Number of pages: 17 Posted: 07 Jun 2011
Srichander Ramaswamy
Bank for International Settlements (BIS)
Downloads 3,251 (6,793)
Citation 4

Abstract:

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Mutual funds, total return swaps, securities lending, systemic risk

2.

US Dollar Money Market Funds and Non-US Banks

BIS Quarterly Review, March 2009
Number of pages: 17 Posted: 27 Jul 2012
Bank of Japan - Financial Markets Department, University of Oxford - Oxford Centre for Global HistoryBoston University, Global Development Policy Center and Bank for International Settlements (BIS)
Downloads 1,154 (33,609)
Citation 12

Abstract:

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3.

Estimation of the Zero Coupon Swap Yield Curve

Number of pages: 7 Posted: 07 Dec 2005
Srichander Ramaswamy
Bank for International Settlements (BIS)
Downloads 1,001 (41,148)
Citation 2

Abstract:

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Interpolation, Basis Splines, optimization

4.

Portfolio Selection Using Fuzzy Decision Theory

BIS Working Paper No. 59
Number of pages: 29 Posted: 13 Dec 2005
Srichander Ramaswamy
Bank for International Settlements (BIS)
Downloads 671 (70,660)

Abstract:

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5.

The Sustainability of Pension Schemes

BIS Working Paper No. 368
Number of pages: 25 Posted: 06 Jan 2012
Srichander Ramaswamy
Bank for International Settlements (BIS)
Downloads 613 (79,115)
Citation 7

Abstract:

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Pension funds, service cost, contribution rates, mortality rates, long-term real interest rates, real wages, sovereign liabilities, pay-as-you-go schemes

6.

The Recent Behaviour of Financial Markets Volatility

Number of pages: 48 Posted: 18 Sep 2006
Bank of Italy, Bank of Italy, Board of Governors of the Federal Reserve System, Bank for International Settlements (BIS), Bank for International Settlements (BIS), Central Bank of Ireland, Bank of Italy, Swiss National Bank and Bank of Italy
Downloads 610 (79,780)

Abstract:

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financial volatility, risk taking, international financial markets

7.

Global Asset Allocation in Fixed Income Markets

BIS Working Paper No. 46
Number of pages: 35 Posted: 13 Dec 2005
Srichander Ramaswamy
Bank for International Settlements (BIS)
Downloads 418 (126,178)

Abstract:

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8.

150 Years of Financial Market Volatility

BIS Quarterly Review, September 2006
Number of pages: 15 Posted: 13 Jun 2012
Stefan Gerlach, Srichander Ramaswamy and Michela Scatigna
Central Bank of Ireland, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 363 (147,900)
Citation 2

Abstract:

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9.

The Recent Behaviour of Financial Market Volatility

Bank of Italy Occasional Paper No. 2
Number of pages: 48 Posted: 17 Sep 2007
Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Board of Governors of the Federal Reserve System, Swiss National Bank, Central Bank of Ireland, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 294 (185,344)
Citation 11

Abstract:

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financial volatility, risk taking, international financial markets

10.

Reserve Currency Allocation: An Alternative Methodology

BIS Working Paper No. 72
Number of pages: 30 Posted: 13 Dec 2005
Srichander Ramaswamy
Bank for International Settlements (BIS)
Downloads 254 (214,870)
Citation 2

Abstract:

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11.

One-Step Prediction of Financial Time Series

BIS Working Paper No. 57
Number of pages: 33 Posted: 13 Dec 2005
Srichander Ramaswamy
Bank for International Settlements (BIS)
Downloads 172 (308,148)
Citation 2

Abstract:

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12.

Managing International Reserves: How Does Diversification Affect Financial Costs?

BIS Quarterly Review, June 2008
Number of pages: 11 Posted: 14 Jul 2012
Srichander Ramaswamy
Bank for International Settlements (BIS)
Downloads 95 (485,730)
Citation 1

Abstract:

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