Central Bank Research Hub - JEL classification C15: Statistical Simulation Methods: General

Title Author(s)

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

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

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

Systemic risk contributions: a credit portfolio approach

Deutsche Bundesbank Discussion Papers [View] (Paper: 08/2011, 20.05.2011)

JEL: C15, C63, E58, G01, G21

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

Jump-Robust Volatility Estimation using Nearest Neighbor Truncation

New York Fed Staff reports [View] (Paper: 465, 05.08.2010)

JEL: C14, C15, C22, C80, G10

Related JEL classifications

Browse all JEL classifications