Emanuel Kohlscheen

Bank for International Settlements (BIS)

Centralbahnplatz 2

Basel, Basel-Stadt 4002

Switzerland

SCHOLARLY PAPERS

30

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3,719

SSRN CITATIONS
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Top 16,467

in Total Papers Citations

28

CROSSREF CITATIONS

39

Scholarly Papers (30)

1.

The Macroeconomic Spillover Effects of the Pandemic on the Global Economy

Number of pages: 11 Posted: 09 Apr 2020
Emanuel Kohlscheen, Benoît Mojon and Daniel Rees
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 1,043 (25,773)
Citation 18

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COVID-19, spillovers, GDP

When the Walk is Not Random: Commodity Prices and Exchange Rates

BIS Working Paper No. 551
Number of pages: 54 Posted: 08 Apr 2016
Emanuel Kohlscheen, Fernando H. Avalos and Andreas Schrimpf
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 530 (63,410)
Citation 1

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commodities, exchange rates, interest rates

When the Walk is Not Random: Commodity Prices and Exchange Rates

International Journal of Central Banking, vol. 13(2), pages 121-158, June 2017
Number of pages: 38 Posted: 19 Mar 2021
Emanuel Kohlscheen, Fernando H. Avalos and Andreas Schrimpf
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 61 (430,265)

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carry; commodities; exchange rate; export

3.

Determinants of Bank Profitability in Emerging Markets

BIS Working Paper No. 686
Number of pages: 36 Posted: 24 Jan 2018
Emanuel Kohlscheen, Andrés Murcia Pabón and Julieta Contreras
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 491 (70,540)
Citation 4

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bank profitability, credit, risk premia, emerging markets, interest rates

4.

Foreign Exchange Market Intervention in EMEs: What Has Changed?

BIS Quarterly Review September 2016
Number of pages: 16 Posted: 05 Oct 2016
Dietrich Domanski, Emanuel Kohlscheen and Ramon Moreno
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Self employed
Downloads 233 (160,102)
Citation 6

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5.

The Impact of Monetary Policy on the Exchange Rate: A High Frequency Exchange Rate Puzzle in Emerging Economies

Journal of International Money and Finance, 44, C, 69-96.
Number of pages: 46 Posted: 04 Aug 2013 Last Revised: 16 Mar 2014
Emanuel Kohlscheen
Bank for International Settlements (BIS)
Downloads 157 (228,313)
Citation 4

Abstract:

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exchange rate, monetary policy, event study

6.

Emerging Floaters: Pass-Throughs and (Some) New Commodity Currencies

Journal of International Money and Finance, Vol. 29, No. 8, 2010
Number of pages: 42 Posted: 26 Mar 2009 Last Revised: 10 Apr 2011
Emanuel Kohlscheen
Bank for International Settlements (BIS)
Downloads 112 (295,559)

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floating, emerging market, pass-through, commodity, exchange rate

7.

International Liquidity Swaps: Is the Chiang Mai Initiative Efficiently Pooling Reserves?

International Journal of Finance and Economics, Vol. 13, No. 4, 2008
Number of pages: 24 Posted: 17 May 2006 Last Revised: 10 Apr 2011
Emanuel Kohlscheen and Mark P. Taylor
Bank for International Settlements (BIS) and Washington University in St. Louis - John M. Olin Business School
Downloads 112 (295,559)
Citation 1

Abstract:

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insurance, international reserves, liquidity, sovereign risk, swaps

8.
Downloads 108 (303,203)

Sovereign Risk: Constitutions Rule

Oxford Economic Papers (forthcoming)
Number of pages: 50 Posted: 11 Oct 2005 Last Revised: 28 Aug 2009
Emanuel Kohlscheen
Bank for International Settlements (BIS)
Downloads 108 (304,950)
Citation 11

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debt, crises, parliamentary, commitment, sovereign, risk, constitutions, serial default, political institutions, confidence

Sovereign Risk: Constitutions Rule

Oxford Economic Papers, Vol. 62, No. 1, pp. 62-85, 2010
Posted: 22 Dec 2009
Emanuel Kohlscheen
Bank for International Settlements (BIS)

Abstract:

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F30, F34, H63, O16

Residential Investment and Economic Activity: Evidence from the Past Five Decades

BIS Working Paper No. 726
Number of pages: 29 Posted: 11 Jun 2018
Emanuel Kohlscheen, Aaron N. Mehrotra and Dubravko Mihaljek
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 60 (433,943)

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housing markets, residential investment, house prices, business cycles, construction, interest rates, recession forecasts

Residential Investment and Economic Activity: Evidence from the Past Five Decades

International Journal of Central Banking, vol. 16, 6, 287-329, December 2020
Number of pages: 43 Posted: 08 Feb 2021
Emanuel Kohlscheen, Aaron N. Mehrotra and Dubravko Mihaljek
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 33 (556,039)

Abstract:

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housing, investment, house price, monetary policy, business cycle

10.

The Journal Rankings of Central Banks

Study Center Gerzensee Working Paper No. 11.05
Number of pages: 16 Posted: 22 May 2011
Emanuel Kohlscheen
Bank for International Settlements (BIS)
Downloads 92 (336,849)

Abstract:

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central banks, citations, economic journals, rankings

11.

Consumption-Led Expansions

BIS Quarterly Review, March 2017
Number of pages: 13 Posted: 20 Mar 2017
Enisse Kharroubi and Emanuel Kohlscheen
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 88 (346,318)

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12.

The Impact of Monetary Policy on the Exchange Rate: Puzzling Evidence from Three Emerging Economies

Banco Central do Brasil Working Paper Series 259
Number of pages: 33 Posted: 29 Mar 2012
Emanuel Kohlscheen
Bank for International Settlements (BIS)
Downloads 74 (383,399)

Abstract:

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exchange rate, monetary policy, event study

13.

Long-Run Determinants of the Brazilian Real: A Closer Look at Commodities

Forthcoming in the International Journal of Finance and Economics, 2014
Number of pages: 31 Posted: 02 Aug 2013 Last Revised: 16 Mar 2014
Emanuel Kohlscheen
Bank for International Settlements (BIS)
Downloads 70 (395,204)
Citation 3

Abstract:

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commodities, exchange rate, Brazil, fundamentals

14.

Pessimistic Foreign Investors and Turmoil in Emerging Markets: The Case of Brazil in 2002

Number of pages: 21 Posted: 06 Jan 2012 Last Revised: 28 Jun 2014
Sandro C. Andrade and Emanuel Kohlscheen
University of Miami - Department of Finance and Bank for International Settlements (BIS)
Downloads 52 (457,131)

Abstract:

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self-fulfilling crises, sudden stop, capital flows, elections

15.

The Transmission of Monetary Policy in EMEs in a Changing Financial Environment: A Longitudinal Analysis

BIS Working Paper No. 495
Number of pages: 31 Posted: 01 Apr 2015
Emanuel Kohlscheen and Ken Miyajima
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 51 (460,960)
Citation 1

Abstract:

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monetary policy, bank credit, emerging markets, risk premia

16.

Order Flow and the Real: Indirect Evidence of the Effectiveness of Sterilized Interventions

Banco Central do Brasil Working Paper No. 273
Number of pages: 32 Posted: 07 May 2012
Emanuel Kohlscheen
Bank for International Settlements (BIS)
Downloads 45 (485,625)
Citation 2

Abstract:

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exchange rate, intervention, order flow

17.

Why are There Serial Defaulters? Quasi-Experimental Evidence from Constitutions

The Journal of Law and Economics, Vol. 50, No. 4, pp. 713-730, November 2007
Number of pages: 28 Posted: 31 Oct 2006 Last Revised: 28 Aug 2009
Emanuel Kohlscheen
Bank for International Settlements (BIS)
Downloads 45 (485,625)

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18.
Downloads 43 (494,431)

Debt Bailouts and Constitutions

Number of pages: 38 Posted: 28 Aug 2006
Emanuel Kohlscheen
Bank for International Settlements (BIS)
Downloads 42 (509,048)

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bailout, commitment, Constitution, debt, federalism, revenue sharing, soft budget constraint

Debt Bailouts and Constitutions

Economic Inquiry, Vol. 46, Issue 3, pp. 480-492, July 2008
Number of pages: 13 Posted: 08 Sep 2008
Emanuel Kohlscheen
Bank for International Settlements (BIS)
Downloads 1 (807,299)
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19.

A Sovereign Debt Model with Trade Credit and Reserves

, Forthcoming
Number of pages: 58 Posted: 31 May 2012
Emanuel Kohlscheen and Stephen A. O'Connell
Bank for International Settlements (BIS) and Swarthmore College - Economics Department
Downloads 36 (527,111)
Citation 7

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20.

Changing Financial Intermediation: Implications for Monetary Policy Transmission

BIS Paper No. 83d
Number of pages: 14 Posted: 24 Nov 2015
Emanuel Kohlscheen and Phurichai Rungcharoenkitkul
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 33 (542,668)

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monetary policy, bank credit, emerging markets, risk premia

21.

What Have Central Banks in EMEs Learned About the International Transmission of Monetary Policy in Recent Years?

BIS Paper No. 78f
Number of pages: 16 Posted: 07 Oct 2014
Joao B. Barroso, Emanuel Kohlscheen and Eduardo J. A. Lima
Government of the Federative Republic of Brazil - Central Bank of Brazil, Bank for International Settlements (BIS) and Government of the Federative Republic of Brazil - Central Bank of Brazil
Downloads 31 (553,302)

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International transmission, yield curve, unconventional monetary policy, tapering, intervention, macroprudential policy

22.

Moving in Tandem: Bank Provisioning in Emerging Market Economies

BIS Working Paper No. 548
Number of pages: 28 Posted: 09 Mar 2016
Andrés Murcia Pabón and Emanuel Kohlscheen
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 22 (609,342)

Abstract:

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bank credit, provisions, delinquency, emerging market, pro-cyclicality

23.

What Can Commercial Property Performance Reveal about Bank Valuations?

Journal of International Money and Finance, Forthcoming
Number of pages: 27 Posted: 02 Dec 2020 Last Revised: 22 Dec 2020
Emanuel Kohlscheen and Előd Takáts
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 21 (615,991)

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asset prices, banks, commercial property, financial stability, real estate

24.

Steady-State Growth

BIS Working Paper No. 812
Number of pages: 20 Posted: 08 Oct 2019
Emanuel Kohlscheen and Jouchi Nakajima
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 21 (615,991)

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economic growth, financial conditions, inflation, monetary policy, potential output, time-varying parameter VAR, trend growth

25.

High-Frequency Activity Indicators and Global Bond Portfolio Adjustments

Number of pages: 35 Posted: 03 Apr 2021 Last Revised: 02 Jun 2021
Emanuel Kohlscheen
Bank for International Settlements (BIS)
Downloads 16 (650,704)

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capital flows, emerging markets, investment, portfolio adjustment, output, pro-cyclicality, risk, spillovers

26.

Limiting Risk Premia in EMEs: The Role of FX Reserves

Economics Letters, Forthcoming
Number of pages: 13 Posted: 29 Aug 2020 Last Revised: 08 Sep 2020
Emanuel Kohlscheen
Bank for International Settlements (BIS)
Downloads 13 (673,031)

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debt, emerging markets, fiscal policy, sovereign risk, international reserves.

27.

Order Flow and the Real: Indirect Evidence of the Effectiveness of Sterilized Interventions

BIS Working Paper No. 426
Number of pages: 24 Posted: 27 Feb 2014
Emanuel Kohlscheen
Bank for International Settlements (BIS)
Downloads 12 (680,538)

Abstract:

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order flow, intervention, exchange rate

28.

Growth, Coal and Carbon Emissions: Economic Overheating and Climate Change

BIS Working Paper no. 937
Number of pages: 23 Posted: 23 Apr 2021
Emanuel Kohlscheen, Richhild Moessner and Előd Takáts
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 11 (688,065)

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carbon dioxide, climate change, coal, emissions, energy, environment, growth, pollution, urbanization

29.

Income Inequality and the Depth of Economic Downturns

Economics Letters (forthcoming)
Number of pages: 16 Posted: 26 May 2021
Emanuel Kohlscheen, Marco J. Lombardi and Egon Zakrajsek
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 3 (750,385)

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consumption, income inequality, recessions, financial crises

30.

Why are There Serial Defaulters? Evidence from Constitutions

Journal of Law and Economics, Vol. 50, No. 4, 2007
Posted: 10 Apr 2011
Emanuel Kohlscheen
Bank for International Settlements (BIS)

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default, renegotiation, debt, Constitution, sovereign

Other Papers (1)

Total Downloads: 8
1.

Uma Nota Sobre Erros De Previsão Da Inflação De Curto Prazo

Banco Central do Brasil. Working Paper Series, No. 227
Number of pages: 30 Posted: 01 Apr 2012
Emanuel Kohlscheen
Bank for International Settlements (BIS)
Downloads 8

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previsão, expectativas racionais, expectativas adaptativas, rigidez de informação, racionalidade, inflação