Srichander Ramaswamy

Bank for International Settlements (BIS)

CH-4002 Basel, Basel-Stadt

Switzerland

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 6,526

SSRN RANKINGS

Top 6,526

in Total Papers Downloads

7,270

SSRN CITATIONS
Rank 10,004

SSRN RANKINGS

Top 10,004

in Total Papers Citations

11

CROSSREF CITATIONS

101

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 2,612 (5,205)
Citation 2

Abstract:

Loading...

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 919 (27,103)
Citation 2

Abstract:

Loading...

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, University of Oxford - Oxford Centre for Global History and Bank for International Settlements (BIS)
Downloads 867 (29,410)
Citation 8

Abstract:

Loading...

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 602 (48,359)

Abstract:

Loading...

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 491 (62,471)

Abstract:

Loading...

financial volatility, risk taking, international financial markets

6.

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 390 (82,327)
Citation 4

Abstract:

Loading...

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

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 379 (85,110)

Abstract:

Loading...

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 300 (110,599)
Citation 1

Abstract:

Loading...

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 274 (121,760)
Citation 8

Abstract:

Loading...

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 209 (159,159)
Citation 2

Abstract:

Loading...

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 159 (203,013)
Citation 2

Abstract:

Loading...

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 68 (363,317)
Citation 1

Abstract:

Loading...