Central Bank Research Hub - JEL classification C15: Simulation Methods

Title Author(s)

Risk Assessment of the Brazilian FX Rate

Central Bank of Brazil Working Papers [View] (Paper: 344, 13.01.2014)

JEL: C14, C15, C53, E37, F31

A Staggered Pricing Approach to Modeling Speculative Storage: Implications for Commodity Price Dynamics

Atlanta Fed Working papers [View] (Paper: 2013-08, 28.09.2013)

JEL: C15, E21, G12, O13, Q11

A Moment-Matching Method for Approximating Vector Autoregressive Processes by Finite-State Markov Chains

Atlanta Fed Working papers [View] (Paper: 2013-05, 28.09.2013)

JEL: C15, C32, C60, E13, E32, E62

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

Financial Stability in Brazil

Central Bank of Brazil Working Papers [View] (Paper: 289, 14.08.2012)

JEL: C15, E44, E58, G01, G18, G20, G28

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

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

Italian real estate investment funds: market structure and risk measurement

Bank of Italy Occasional Papers [View] (Paper: 120, 11.05.2012)

JEL: C15, G10

Modelling the liquidity ratio as macroprudential instrument

Netherlands Bank DNB Working Papers [View] (Paper: 342, 25.04.2012)

JEL: C15, E44, G21, G28, G32

Modelling the liquidity ratio as macroprudential instrument

Netherlands Bank DNB Working Papers [View] (Paper: 342, 25.04.2012)

JEL: C15, E44, G21, G28, G32

Related JEL classifications

Browse all JEL classifications