Central Bank Research Hub - JEL classification E44: Financial Markets and the Macroeconomy

Title Author(s)

Liquidity and credit risk premia in government bond yields

European Central Bank Working papers [View] (Paper: 1440, 01.06.2012)

JEL: E44, G01, G12

Towards an explanation of cross-country asymmetries in monetary transmission

Deutsche Bundesbank Discussion Papers [View] (Paper: 07/2012, 29.05.2012)

JEL: C33, C51, E44, E52

Asset market participation, monetary policy rules and the great inflation

European Central Bank Working papers [View] (Paper: 1438, 25.05.2012)

JEL: E31, E32, E44, E52

A Dynamic Factor Model of the Yield Curve as a Predictor of the Economy

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2012-32, 11.05.2012)

JEL: C32, E32, E44

House price cycles in emerging economies

Bank of Italy Working Papers [View] (Paper: 863, 11.05.2012)

JEL: C23, D12, E20, E21, E32, E44, P25, R21, R31

Changes in Bank Lending Standards and the Macroeconomy

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2012-24, 08.05.2012)

JEL: E32, E44

What Does Financial Volatility Tell Us About Macroeconomic Fluctuations?

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2012-09, 01.05.2012)

JEL: C32, E32, E44

Collateral Requirements: Macroeconomic Fluctuations and Macro-Prudential Policy

Bank of Portugal Working papers [View] (Paper: 201211, 26.04.2012)

JEL: E21, E22, E32, E44

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

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