Ken Miyajima

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

Centralbahnplatz 2

CH-4002 Basel

Switzerland

International Monetary Fund (IMF)

700 19th Street, N.W.

Washington, DC 20431

United States

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

  • International Monetary Fund (IMF)

SCHOLARLY PAPERS

21

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29

CROSSREF CITATIONS

62

Scholarly Papers (21)

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1.

Exchange Rate Risk and Local Currency Sovereign Bond Yields in Emerging Markets

BIS Working Paper No. 474
Number of pages: 31 Posted: 07 Jan 2015
Blaise Gadanecz, Ken Miyajima and Chang Shu
Bank for International Settlements - Monetary and Economic Department, Bank for International Settlements (BIS) - Monetary and Economic Department and Independent
Downloads 501 (98,052)
Citation 1

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emerging markets, exchange rate risk, local currency sovereign bond yields

2.

Spillovers of US Unconventional Monetary Policy to Asia: The Role of Long-Term Interest Rates

BIS Working Paper No. 478
Number of pages: 40 Posted: 07 Jan 2015
Ken Miyajima, Madhusudan S. Mohanty and James Yetman
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 455 (110,370)

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Asian economies, international monetary transmission, long term interest rates, monetary policy, risk premium

3.

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 319 (163,854)
Citation 2

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4.

Can You Map Global Financial Stability?

IMF Working Paper No. 10/145
Number of pages: 43 Posted: 21 Jun 2010
Peter Dattels, Rebecca McCaughrin, Ken Miyajima and Jaume Puig
International Monetary Fund (IMF), International Monetary Fund (IMF), Bank for International Settlements (BIS) - Monetary and Economic Department and International Monetary Fund (IMF)
Downloads 315 (166,065)
Citation 2

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Enhanced surveillance, Financial stability, Global financial stability report, Financial risk, Credit risk

5.

How to Evaluate Gdp-Linked Warrants: Price and Repayment Capacity

IMF Working Paper No. 06/85
Number of pages: 37 Posted: 17 May 2006
Ken Miyajima
Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 218 (239,875)

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GDP-linked bonds, Monte Carlo methods, binomial model

6.

Emerging Market Local Currency Bonds: Diversification and Stability

BIS Working Paper No. 391
Number of pages: 35 Posted: 05 Jan 2013 Last Revised: 13 May 2014
Ken Miyajima, Madhusudan S. Mohanty and Tracy Chan
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 201 (258,480)
Citation 8

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Currency mismatches, emerging market local currency bond, diversification benefit, safe asset, panel VAR

7.

Developments of Domestic Government Bond Markets in EMEs and Their Implications

BIS Paper No. 67c
Number of pages: 20 Posted: 13 Apr 2013
Aaron N. Mehrotra, Ken Miyajima and Agustin Villar
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 129 (374,567)

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Financial markets and the macroeconomy, international lending and debt problems, financial aspects of economic integration

8.

Real Exchange Rates in Growing Economies: How Strong is the Role of the Nontradables Sector?

IMF Working Paper No. 05/233
Number of pages: 35 Posted: 03 Mar 2006
Ken Miyajima
Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 108 (426,927)

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growth accounting, nontradables sector, productivity, real exchange rates

9.

Foreign Exchange Intervention and Expectation in Emerging Economies

BIS Working Paper No. 414
Number of pages: 29 Posted: 20 Jun 2013
Ken Miyajima
Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 107 (429,776)
Citation 2

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exchange rate expectation, foreign exchange intervention

10.

What Do We Know About Namibia's Competitiveness

IMF Working Paper No. 07/191
Number of pages: 32 Posted: 23 Aug 2007
Ken Miyajima
Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 106 (432,590)

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Export competitiveness, Namibia, Economic models, Governance, Working Paper

11.

Mobile Phone Ownership and Welfare: Evidence from South Africa's Household Survey

IMF Working Paper No. 20/222
Number of pages: 29 Posted: 05 Jan 2021
Ken Miyajima
Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 100 (450,834)
Citation 1

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12.

Impact of Foreign Exchange Interventions on Exchange Rate Expectations

BIS Paper No. 73d
Number of pages: 16 Posted: 06 Oct 2014
Ken Miyajima and Carlos Montoro
Bank for International Settlements (BIS) - Monetary and Economic Department and Central Reserve Bank of Peru
Downloads 92 (475,986)

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exchange rate expectation, foreign exchange intervention

13.

How Might EME Central Banks Respond to the Influence of Global Monetary Factors?

BIS Paper No. 78c
Number of pages: 26 Posted: 07 Oct 2014
Blaise Gadanecz, Ken Miyajima and Jörg Urban
Bank for International Settlements - Monetary and Economic Department, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 79 (522,120)

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Emerging market economies, monetary policy, exchange rate, bond yields

14.

What Influences Bank Lending in Saudi Arabia?

Downloads 78 (526,071)

What Influences Bank Lending in Saudi Arabia?

IMF Working Paper No. 17/31
Number of pages: 27 Posted: 23 Mar 2017
Ken Miyajima
Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 42 (724,614)

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Panel analysis, Econometric models, Time series, Saudi Arabia, Loans, Middle East, Bank credit, Banks, Credit expansion, macro-financial linkages, fixed-effects panel model, Models with Panel Data, Financial Markets and the Macroeconomy

What Influences Bank Lending in Saudi Arabia?

Islamic Economic Studies, Vol. 27, No. 2, 2020
Number of pages: 31 Posted: 16 Jun 2020
Ken Miyajima
Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 36 (769,180)

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Bank credit; Macro-financial linkages; Fixed-effects panel model

15.

The Impact of Oil Prices on the Banking System in the GCC

IMF Working Paper No. 16/161
Number of pages: 24 Posted: 09 Dec 2016
Padamja Khandelwal, Ken Miyajima and Andre Oliveira Santos
International Monetary Fund (IMF) - Policy Development and Review Department, Bank for International Settlements (BIS) - Monetary and Economic Department and International Monetary Fund (IMF)
Downloads 77 (530,043)
Citation 2

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Oil prices, Cooperation Council for the Arab States of the Gulf, Banking sector, Bank capital, Non-performing loans, Panel analysis, Vector autoregression, Econometric models, Macro-financial linkages, nonperforming loans, panel vector autoregression

16.

The Transmission of Monetary Policy in EMEs in a Changing Financial Environment: A Longitudinal Analysis

BIS Working Paper No. 495
Number of pages: 31 Posted: 01 Apr 2015
Emanuel Kohlscheen and Ken Miyajima
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 73 (546,335)
Citation 1

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monetary policy, bank credit, emerging markets, risk premia

17.

An Empirical Investigation of Oil-Macro-Financial Linkages in Saudi Arabia

IMF Working Paper No. 16/22
Number of pages: 24 Posted: 28 Mar 2016
Ken Miyajima
Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 57 (620,300)
Citation 1

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Macro-financial linkages, nonperforming loans, panel vector autoregression, interest, oil prices, revenues, loans, Computational Techniques, Financial Markets and the Macroeconomy, Government Policy and Regulation,

18.

Exchange Rate Volatility and Pass-Through to Inflation in South Africa

IMF Working Paper No. 19/277
Number of pages: 27 Posted: 22 Jan 2020
Ken Miyajima
Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 45 (688,292)

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Unit labor cost, Exchange rate policy, Exchange rate pass-through, Exchange policy, Exchange rate shocks, exchange rate volatility, inflation, WP, core inflation, volatility, SARB, output gap, rand

19.

Inflation Expectations Anchoring Across Different Types of Agents: The Case of South Africa

IMF Working Paper No. 18/177
Number of pages: 27 Posted: 22 Aug 2018
Ken Miyajima and James Yetman
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 40 (720,944)

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Inflation expectations, Central banks and their policies, South Africa, Sub-Saharan Africa, decay function, inflation anchoring, inflation targeting

20.

Assessing Inflation Expectations Anchoring for Heterogeneous Agents: Analysts, Businesses and Trade Unions

BIS Working Paper No. 759
Number of pages: 25 Posted: 07 Jan 2019
Ken Miyajima and James Yetman
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 39 (727,673)

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inflation expectations, inflation anchoring, decay function, inflation targeting

21.

South Africa: The Financial Sector-Sovereign Nexus

IMF Working Paper No. 2022/051
Number of pages: 21 Posted: 31 Mar 2022
Heiko Hesse and Ken Miyajima
International Monetary Fund (IMF) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 25 (836,222)

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South Africa, Financial Sector, Sovereign Debt, Bank-Sovereign Nexus, Home Bias, Financial Stability, Banking Risk, Sovereign Risk, Capital Flows, Bank Regulation, nonresident holding, holdings of Government Securities, banking risk, holdings of government securities, investor Base, nonbank financials, Sovereign bonds, Government securities, Domestic debt, Credit risk, Africa, Global