Central Bank Research Hub - JEL classification C15: Simulation Methods

	Title	Author(s)
Abstract Full text	The optimal size of the European Stability Mechanism: A cost-benefit analysis Netherlands Bank DNB Working Papers [View] (Paper: 349, 27.08.2012) JEL: C15, G01, G17, G22, G32	Daniel Kapp
Abstract Full text	Financial Stability in Brazil Central Bank of Brazil Working Papers [View] (Paper: 289, 14.08.2012) JEL: C15, E44, E58, G01, G18, G20, G28	Adriana Soares Sales Wagner P. Gaglianone Luiz A. Pereira da Silva
Full text	Stress testing German banks against a global cost-of-capital shock Deutsche Bundesbank Discussion Papers [View] (Paper: 04/2012, 29.05.2012) JEL: C13, C15, G21, G33	Klaus Düllmann Thomas Kick
Full text	The Real Output Costs of Financial Crisis: A Loss Distribution Approach Central Reserve Bank of Peru Working Papers [View] (Paper: 2012-013, 24.05.2012) JEL: C15, G01, G17, G22, G32	Marco Vega Daniel Kapp
Abstract Full text	Italian real estate investment funds: market structure and risk measurement Bank of Italy Occasional Papers [View] (Paper: 120, 11.05.2012) JEL: C15, G10	Agostino Chiabrera Michele Leonardo Bianchi
Abstract	Modelling the liquidity ratio as macroprudential instrument Netherlands Bank DNB Working Papers [View] (Paper: 342, 25.04.2012) JEL: C15, E44, G21, G28, G32	Mark Kruidhof Jan Willem van den End
Abstract Full text	Modelling the liquidity ratio as macroprudential instrument Netherlands Bank DNB Working Papers [View] (Paper: 342, 25.04.2012) JEL: C15, E44, G21, G28, G32	Mark Kruidhof Jan Willem van den End
Abstract	Combination schemes for turning point predictions Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2012/04, 10.04.2012) JEL: C11, C15, C53, E37	Monica Billio
Full text	Stress testing German banks against a global cost-of-capital shock Deutsche Bundesbank Discussion Papers [View] (Paper: 201204, 07.03.2012) JEL: C13, C15, G21, G33	Klaus Düllmann Thomas Kick
Abstract Full text	The Information Content of High-Frequency Data for Estimating Equity Return Models and Forecasting Risk Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2010-45, 08.09.2010) JEL: C11, C13, C14, C15, C22, C53, C80, G17	Pawel J. Szerszen Dobrislav Dobrev

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