(Research Paper)IMES DPS: Central Bank Swap Lines

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IMES Discussion Paper Series

No./Main Category	Author(s)	Title/Keywords	Date	Full Text (PDF)
2019-E-9/Economics	Saleem Bahaj, Ricardo Reis	Central Bank Swap Lines: Evidence on the Effects of the Lender of Last Resort /liquidity facilities; currency basis; bond portfolio flows	2019-07-11	1,659KB
2019-E-8/Economics	Julio A. Carrillo, Enrique G. Mendoza, Victoria Nuguer, Jessica Roldan-Pena	Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies /Monetary policy; Financial frictions; Macroprudential policy; Leaning against the wind; Policy coordination	2019-07-05	1,212KB
2019-E-7/History	Ryoji Koike	Interpolation of Japan's Household Consumption during World War II /Household survey; Black-market prices; Effective prices; In-kind outlay; World War II	2019-06-28	1,188KB
2019-E-6/Economics	Markus K. Brunnermeier, Yann Koby	The Reversal Interest Rate /Monetary Policy; Lower Bound; Negative Rates; Banking	2019-06-21	1,014KB
2019-E-5/Information technology	Shiori Inoue, Masashi Une	Security Analysis of Machine Learning Systems for the Financial Sector /Artificial Intelligence; Machine Learning System; Security; Threat; Vulnerability	2019-05-17	1,042KB
2019-E-4/Economics	Hidehiko Matsumoto	Foreign Reserve Accumulation, Foreign Direct Investment, and Economic Growth /Foreign Reserve Accumulation; Foreign Direct Investment; Sudden Stops; Endogenous Growth; Real Exchange Rate; Gross Capital Flows	2019-03-01	985KB
2019-E-3/Economics	Carlo Pizzinelli, Konstantinos Theodoridis, Francesco Zanetti	State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications /Search and Matching Models; State Dependence in Business Cycles; Threshold Vector Autoregression	2019-02-22	1,599KB
2019-E-2/Economics	Rasmus Fatum, Naoko Hara, Yohei Yamamoto	Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields /NIRP; Bond Yields; Macroeconomic News	2019-02-13	689KB
2019-E-1/Finance	Tetsuya Adachi, Takumi Sueshige, Toshinao Yoshiba	Wrong-way Risk in Credit Valuation Adjustment of Credit Default Swap with Copulas /Credit valuation adjustment; Credit default swap; Affine jump diffusion; Fractional fast Fourier transform; Characteristic function	2019-01-25	671KB