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Issuance of Central Bank Securities : International Experiences and Guidelines

Author/Editor: Simon Gray, Runchana Pongsaparn.

Release Date:May, 2015

The paper discusses the reasons for central bank (CB) issuance of securities, and reasons for
 choosing different approaches e.g. in maturities and target market. It provides evidence more...



Price: $18.00
Financial Integration and Rebalancing in Asia

Author/Editor: Olaf Unteroberdoerster, Runchana Pongsaparn.

Release Date:October, 2011

The paper shows that Asia''s degree of financial integration, both with the world and within the region remains low by various measures. The paper also provides empirical evidence that greater more...



Price: $18.00
A Quantitative Assessment of Financial Conditions in Asia

Author/Editor: Carolina Osorio, Filiz Unsal, Runchana Pongsaparn.

Release Date:July, 2011

We propose a new Financial Condition Index (FCI) for Asian economies based on two different methodologies: a VAR model and a Dynamic Factor Model. The paper shows that this index has predictive power more...



Price: $18.00