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Publication Detail
BSP IRCV 2016: 2016 BSP International Research Conference Volume on "Revisiting macro-financial linkages: Looking back and looking ahead"

The following research papers were presented: (1) "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from One Hundred and One Shocks" by Georgios Georgiadis and Martina Jancokova; (2) "How do Global Investors Differentiate between Sovereign Risks? The New Normal Versus the Old" by Marlene Amstad, Eli Remolona and Jimmy Shek; (3) "Spillover Effects of Uncertainty Shocks on Asia-Pacific Region" by Maria Teresa Punzi and Pornpinun Chantapacdepong; (4) "The Role of Financial Market Development on Financial Contagion: Evidence from Selected Asian Economies" by Iman Badrudin; (5) "Liquidity, Government Bonds and Sovereign Debt Crises" by Francesco Molteni; (6) "Credit Conditions and Consumption, House Prices and Debt: What Makes Canada Different" by John Muellbauer, Pierre St-Amant and David Williams; (7) "Persistent Liquidity Shocks and Interbank Funding" by Marcel Bluhm; (8) "The Cross-Border Credit Channel and Lending Standards Surveys: Implications for the Effectiveness of Unconventional Monetary Policies" by Andrew Filardo and Pierre L. Siklos; (9) "The Long History of Financial Boom-Bust Cycles in Iceland" by Thorvardur Tjörvi Ólafsson; (10) "Consequences of Loan-to-Value Ratio Policies for Business and Credit Cycles" by Tim Robinson and Fang Yao; and (11) "Optimal Policy Rules at Home, Crisis and Quantitative Easing Abroad" by Paul D. McNelis.

Bangko Sentral ng Pilipinas
Authors Keywords
BSP Center for Monetary and Financial Policy;
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