Central Bank Research Hub - JEL classification G1: General Financial Markets

	Title	Author(s)
Abstract Full text	Jump-Diffusion Long-Run Risks Models, Variance Risk Premium and Volatility Dynamics Bank of Canada Working papers [View] (Paper: 2013-12, 24.04.2013) JEL: G12, G17	Jianjian Jin
Abstract Full text	Jump-Diffusion Long-Run Risks Models, Variance Risk Premium and Volatility Dynamics Bank of Canada Working papers [View] (Paper: 2013-12, 24.04.2013) JEL: G12, G17	Jianjian Jin
Abstract Full text	Price discovery in the Italian sovereign bonds market: the role of order flow Bank of Italy Working Papers [View] (Paper: 906, 23.04.2013) JEL: G1, G2	Alessandro Girardi Claudio Impenna
Abstract Full text	Basel 2.5: potential benefits and unintended consequences Bank of Italy Occasional Papers [View] (Paper: 159, 23.04.2013) JEL: G18, G21, G28	Giovanni Pepe
Abstract Full text	A New Linear Estimator for Gaussian Dynamic Term Structure Models Bank of Canada Working papers [View] (Paper: 2013-10, 23.04.2013) JEL: C13, E43, G12	Antonio Diez de los Rios
Abstract Full text	An Equilibrium Analysis of the Rise in House Prices and Mortgage Debt Bank of Canada Working papers [View] (Paper: 2013-09, 23.04.2013) JEL: E21, E44, G11, R21	Shaofeng Xu
Full text	On financial risk and the safe haven characteristics of Swiss franc exchange rates Swiss National Bank Working Papers [View] (Paper: 2013-04, 18.04.2013) JEL: E32, F44, G15	Thomas Nitschka Christian Grisse
Full text	The euro exchange rate during the European sovereign debt crisis - dancing to its own tune? European Central Bank Working papers [View] (Paper: 1532, 15.04.2013) JEL: E52, E62, F31, F42, G14	Chiara Osbat Michael Ehrmann Jan Strasky Lenno Uusküla
Abstract Full text	The Effect of Underreporting on LIBOR Rates St Louis Fed Working Papers [View] (Paper: 2013-008, 26.02.2013) JEL: E43, E44, G10	Andrea Monticini Daniel L. Thornton
Abstract Full text	Institutions, the Cost of Capital, and Long-Run Economic Growth: Evidence from the 19th Century Capital Market Chicago Fed Working papers [View] (Paper: WP-2012-17, 12.12.2012) JEL: F36, G15, O16	Ron Alquist Ben Chabot

Related JEL classifications

G1: General Financial Markets (68 entries)
- G10: General (includes Measurement and Data) (99 entries)
- G11: Portfolio Choice; Investment Decisions (143 entries)
- G12: Asset Pricing; Trading volume; Bond Interest Rates (344 entries)
- G13: Contingent Pricing; Futures Pricing; option pricing (85 entries)
- G14: Information and Market Efficiency; Event Studies (202 entries)
- G15: International Financial Markets (287 entries)
- G17: Financial Forecasting (16 entries)
- G18: Government Policy and Regulation (112 entries)
- G19: Other (15 entries)