Srichander Ramaswamy

Bank for International Settlements (BIS)

CH-4002 Basel, Basel-Stadt

Switzerland

SCHOLARLY PAPERS

12

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6,878

CITATIONS
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SSRN RANKINGS

Top 7,475

in Total Papers Citations

107

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 2,385 (5,303)
Citation 2

Abstract:

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

2.

Estimation of the Zero Coupon Swap Yield Curve

Number of pages: 7 Posted: 07 Dec 2005
Srichander Ramaswamy
Bank for International Settlements (BIS)
Downloads 910 (24,662)
Citation 2

Abstract:

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Interpolation, Basis Splines, optimization

3.

US Dollar Money Market Funds and Non-US Banks

BIS Quarterly Review, March 2009
Number of pages: 17 Posted: 27 Jul 2012
Naohiko Baba, Robert N. McCauley and Srichander Ramaswamy
Bank of Japan - Financial Markets Department, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 807 (29,158)
Citation 6

Abstract:

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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 582 (45,356)

Abstract:

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5.

The Recent Behaviour of Financial Markets Volatility

Number of pages: 48 Posted: 18 Sep 2006
Bank of Italy, Bank of Italy, Federal Reserve Board - Monetary Affairs, 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 478 (58,235)

Abstract:

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financial volatility, risk taking, international financial markets

6.

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 372 (78,595)

Abstract:

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7.

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 359 (81,967)
Citation 3

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

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 287 (105,074)

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, Federal Reserve Board - Monetary Affairs, Swiss National Bank, Central Bank of Ireland, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 269 (112,518)
Citation 8

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 205 (147,361)
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 157 (187,010)
Citation 1

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 67 (335,161)

Abstract:

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