Central Bank Research Hub - JEL classification G10: General

Title Author(s)

Credit Default Swaps and Debt Contracts: Spillovers and Extensive Default Premium Choice

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2016-042, 03.05.2016)

JEL: D52, D53, E44, G10, G12

Effective macroprudential policy: Cross-sector substitution from price and quantity measures

Netherlands Bank DNB Working Papers [View] (Paper: 498, 26.04.2016)

JEL: E58, G10, G18, G20

Measuring market liquidity in US fixed income markets: a new synthetic indicator

Bank of Spain Working Papers [View] (Paper: 1608, 20.04.2016)

JEL: C43, G10, G15

Microstructure Invariance in U.S. Stock Market Trades

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2016-034, 04.04.2016)

JEL: G10, G23

Only Winners in Tough Times Repeat: Hedge Fund Performance Persistence over Different Market Conditions

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2016-030, 01.04.2016)

JEL: G10, G23

Capital market financing, firm growth, and firm size distribution

European Systemic Risk Board Working papers [View] (Paper: WP04, 11.03.2016)

JEL: F65, G00, G10, G31, G32, L25

Can the Chinese bond market facilitate a globalizing renminbi?

Bank of Finland BOFIT Discussion Papers [View] (Paper: 1/2016, 06.02.2016)

JEL: E42, E44, E58, F02, G10, H63

Multivariate moments expansion density: application of the dynamic equicorrelation mode

Bank of Spain Working Papers [View] (Paper: 1602, 29.01.2016)

JEL: G10

Centralized trading, transparency and interest rate swap market liquidity: evidence from the implementation of the Dodd-Frank Act

Bank of England Working papers [View] (Paper: swp580, 15.01.2016)

JEL: G10, G12, G14

Fundamentals matter: idiosyncratic shocks and interbank relations

Deutsche Bundesbank Discussion Papers [View] (Paper: 44/2015, 15.01.2016)

JEL: E50, G01, G10, G21

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