Recent working papers
Global portfolio investments and FX derivatives \w T Nenova & H Shin, BIS working paper No 1273 [pdf]
Inflation and the joint bond-FX spanning puzzle \w M Sihvonen, BIS working paper No 1320 [pdf]
The International dimension of repo: five new facts \w F Hermes & M Schmeling, ECB working paper No 3056 [pdf]
Financial conditions and the macroeconomy: a two-factor view \w M Lombardi & C Manea, BIS working paper No 1272 [pdf]
Predicting financial market stress with machine learning \w I Aldasoro, P Hoerdahl & S Zhu, BIS working paper No 1250 [pdf]
Global bank lending and exchange rates \w J Becker, M Schmeling & Xiang Li, BIS working paper No 1161 [pdf]
Relationship discounts in corporate bond trading \w S Jurkatis, K Todorov & N Vause, BIS working paper No 1140 [pdf]
Margins, debt capacity and systemic risk \w S Aramonte & H S Shin, BIS working paper No 1121 [pdf]
Global production linkages and stock market co-movement \w R Auer, B Iwadate & A Wagner, BIS working paper No 1003 [pdf]
Permanent working papers
Has the pricing of stocks become more global? \w I Petzev and A Wagner, Swiss Finance Institute Research Paper 15-48, CEPR Discussion Paper DP10966 [pdf]
Global asset allocation shifts \w T Kroencke and M Schmeling, BIS Working Paper 497 [pdf]
Size and the profitability of momentum in international stock markets \w P Schmidt, U v Arx, A Wagner and A Ziegler Swiss Finance Institute Research Paper 15-29, CEPR Discussion Paper DP10804 [pdf]
On the construction of common size, value and momentum factors in International Stock Markets: a guide with applications \w P Schmidt, U v Arx, A Wagner and A Ziegler Swiss Finance Institute Research Paper 10-58 [pdf]
Long-run consumption risk and international stock returns: a century of evidence \w J Rangvid and M Schmeling CREATES Research paper 2009-57, latest draft 01/2011 [pdf]