Publications in BIS Quarterly Review and BIS Bulletins
Central clearing in government bond markets: keeping the safe asset safe (with M Aquilina & M Scheicher)
BIS Bulletin No 92, Sept 2024
The market turbulence and carry trade unwind of August 2024 (with M Aquilina, M J Lombardi & V Sushko)
BIS Bulletin No 90, Aug 2024
CP and CD markets: a primer (with M Aquilina & K Todorov)
BIS Quarterly Review, Sept 2023
Addressing the risks in crypto: laying out the options (with M Aquilina & J Frost)
BIS Bulletin No 66, Jan 2023
DeFi lending: intermediation without information? (with S Aramonte, S Doerr, & W Huang)
BIS Bulletin No 57, June 2022
DeFi risks and the decentralisation illusion (with S Aramonte & W Huang)
BIS Quarterly Review, Dec 2021
Liquidity management and asset sales by bond funds in the face of investor redemptions in March 2020 (with I Shim and H S Shin) BIS Bulletin #39, Mar 2021
Changes in monetary policy operating procedures over the last decade: insights from a new database (with A Cap & M Drehmann) BIS Quarterly Review, Dec 2020
US dollar funding markets during the Covid-19 crisis - the international dimension (with E Eren & V Sushko)
BIS Bulletin #15
US dollar funding markets during the Covid-19 crisis - the money market fund turmoil (with E Eren & V Sushko)
BIS Bulletin #14
Leverage and margin spirals in fixed income markets during the Covid-19 crisis (with HS Shin & V Sushko)
BIS Bulletin #2
FX trade execution: complex and highly fragmented, (with V Sushko)
BIS Quarterly Review, Dec 2019
Sizing up global foreign exchange markets (with V Sushko)
BIS Quarterly Review, Dec 2019
Beyond LIBOR: a primer on the new benchmark rates (with V Sushko)
BIS Quarterly Review, Mar 2019
Downsized FX markets: causes and implications \w M Moore and V Sushko
BIS Quarterly Review, Dec 2016
Hanging up the phone - electronic trading in fixed income market and its implications \w M Bech, A. Illes and U Lewrick BIS Quarterly Review, Mar 2016
The Anatomy of the Global FX Market through the Lens of the 2013 Triennial Survey \w D Rime
BIS Quarterly Review, Dec 2013
Downside Risk Properties of Foreign Exchange Investment Strategies \w J Gyntelberg
BIS Quarterly Review, Dec 2011
VoxEU columns
Monetary and non-monetary news in central bank communication \w A Cieslak, VoxEU, Oct 2018
The evolution of the global FX market \w D Rime, VoxEU, Dec 2013
Unconventional monetary policy and tail risk perceptions \w M Hattori and V Sushko, VoxEU, Nov 2013
Limits to currency momentum trading \w L Menkhoff, L Sarno, and M Schmeling, VoxEU, Mar 2012
The risk in carry trades \w L Menkhoff, L Sarno, and M Schmeling, VoxEU, Mar 2011
Other outlets
Projecting Potential Output \w Hauptmeier S, F Heinemann, Q Wang, HM Trautwein, M Kappler and M Kraus, ZEW Economic Studies, 2009, Bd. 42, Heidelberg, Springer
Bewertung der Prognosegüte \w M Schröder and M Kappler, in: KJ Gern, T Schmidt und M Schröder, Mittelfristige gesamtwirtschaftliche Prognosen, 1. Auflage, Ein internationaler Vergleich der Modelle und Prognosegüte, 175-304, Wiley
Zinsstruktur als Konjunkturindikator: Wie variabel ist die Prognosekraft? \w Q Wang
ZEW Wachstums- und Konjunkturanalysen März 2007, p. 6/7
Rendite und Risiko von Carry Trade Strategien auf Devisenmärkten \w M Schmeling
ZEW Wachstums- und Konjunkturanalysen, September 2009, p. 10/11