Central Bank Research Hub - JEL classification C6: Mathematical Methods; Programming Models; Mathematical and Simulation Modeling

Title Author(s)

A model of bank behaviour for the assessmentof the potential balance sheet impact of theNSFR liquidity requirement

Magyar Nemzeti Bank (the central bank of Hungary) Working papers [View] (Paper: 2017/3, 01.01.2017)

JEL: C33, C36, C61, G21, G28

Financial contagion with spillover effects: a multiplex network approach

European Systemic Risk Board Working papers [View] (Paper: WP32, 21.12.2016)

JEL: C63, D85, G01, G18

Banking industry dynamics and size-dependent capital regulation

Bank for International Settlements Working papers [View] (Paper: 599, 21.12.2016)

JEL: C60, E50, G21, G28

Bank networks: contagion, systemic risk and prudential policy

Bank for International Settlements Working papers [View] (Paper: 597, 20.12.2016)

JEL: C63, D85, G21, G28, L14

Decomposition of Systemic Risk Drivers in Evolving Financial Networks

Central Bank of Brazil Working Papers [View] (Paper: 448, 19.12.2016)

JEL: C63, G01, G21, G28

The optimal conduct of central bank asset purchases

European Central Bank Working papers [View] (Paper: 1973, 11.11.2016)

JEL: C61, E52, G11

Stock market cycles and supply side dynamics: two worlds, one vision?

Bank of Spain Working Papers [View] (Paper: 1626, 10.11.2016)

JEL: B41, C63, C68, E22, E23, E37

Stock market cycles and supply side dynamics: two worlds, one vision?

Bank of Spain Working Papers [View] (Paper: 1626, 10.11.2016)

JEL: B41, C63, C68, E22, E23, E37

System Reduction and Finite-Order VAR Solution Methods for Linear Rational Expectations Models

Dallas Fed Institute Working Papers [View] (Paper: 0285, 01.11.2016)

JEL: C32, C62, C63, E37

System Reduction and Finite-Order VAR Solution Methods for Linear Rational Expectations Models

Dallas Fed Institute Working Papers [View] (Paper: 0285, 01.11.2016)

JEL: C32, C62, C63, E37

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