Central Bank Research Hub - JEL classification C58: Financial Econometrics

Title Author(s)

Banking Systemic Risk, Foreign Funding, Exchange Rate Exposure and Carry Trade: is there a relation?

Central Bank of Brazil Working Papers [View] (Paper: 365, 13.10.2014)

JEL: C33, C58, G11, G12, G15

Currency Hedge - Walking on the Edge?

Bank of Estonia Working papers [View] (Paper: 05/2014, 18.09.2014)

JEL: C32, C58, G11, G15, G23, G32

Behavioral Models of the Foreign Exchange Market: is there any empirical content?

Central Bank of Brazil Working Papers [View] (Paper: 364, 13.09.2014)

JEL: C45, C58, F31, G02

On the Hook for Impaired Bank Lending: Do Sovereign-Bank Interlinkages Affect the Net Cost of a Fiscal Stimulus?

IJCB International Journal of Central Banking [View] (Paper: 14q3a3, 29.08.2014)

JEL: C58, G21, R30

Identification of Asset Price Misalignments on Financial Markets with Extreme Value Theory

Czech National Bank Working papers [View] (Paper: 2013/14, 16.06.2014)

JEL: C38, C58, E44, G12

Interventions and Expected Exchange Rates in Emerging Market Economies

Bank of Mexico Working Papers [View] (Paper: 2014-11, 11.06.2014)

JEL: C58, E5, F31, G12

Peso-Dollar Forward Market Analysis: Explaining Arbitrage Opportunities during the Financial Crisis

Bank of Mexico Working Papers [View] (Paper: 2014-09, 31.05.2014)

JEL: C58, F31, G12, G13, G14

ECB monetary policy surprises: identification through cojumps in interest rates

European Central Bank Working papers [View] (Paper: 1674, 13.05.2014)

JEL: C14, C58, E58

Testing the Liquidity Preference Hypothesis using Survey Forecasts

Central Bank of Brazil Working Papers [View] (Paper: 353, 13.04.2014)

JEL: C58, E43, E58

Expectations, risk premia and information spanning in dynamic term structure model estimation

Bank of England Working papers [View] (Paper: wp489, 28.03.2014)

JEL: C58, E43, G12

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