Central Bank Research Hub - JEL classification G11: Portfolio Choice; Investment Decisions

Title Author(s)

Banks' search for yield in the low interest rate environment: a tale of regulatory adaptation

Boston Fed Working papers [View] (Paper: 17-3, 01.06.2017)

JEL: E41, E52, G11, G18, G21

Interest rate risk of life insurers - evidence from accounting data

Deutsche Bundesbank Discussion Papers [View] (Paper: 10/2017, 15.05.2017)

JEL: E43, G11, G22

Bid-to-cover and yield changes around public debt auctions in the euro area

European Central Bank Working papers [View] (Paper: 2056, 08.05.2017)

JEL: G11, G12, G14, G18

Systematic Cojumps, Market Component Portfolios and Scheduled Macroeconomic Announcements

St Louis Fed Working Papers [View] (Paper: 2017-011, 20.04.2017)

JEL: C1, E44, G11, G12

Bank stress testing under different balance sheet assumptions

Deutsche Bundesbank Discussion Papers [View] (Paper: 07/2017, 10.04.2017)

JEL: G11, G21

Scarcity effects of QE: A transaction-level analysis in the Bund market

Bank for International Settlements Working papers [View] (Paper: 625, 10.04.2017)

JEL: E52, E63, G11, G12, H63

Scarcity effects of QE: a transaction-level analysis in the Bund market

Deutsche Bundesbank Discussion Papers [View] (Paper: 06/2017, 30.03.2017)

JEL: E52, E63, G11, G12, H63

Price impact of bond supply shocks: Evidence from the Eurosystem's asset purchase program.

Bank of France Working Papers [View] (Paper: 623, 01.03.2017)

JEL: E52, E58, G11, G12

Redemption risk and cash hoarding by asset managers

Bank for International Settlements Working papers [View] (Paper: 608, 30.01.2017)

JEL: E52, G11, G15, G23

Fire buys of central bank collateral assets

Deutsche Bundesbank Discussion Papers [View] (Paper: 51/2016, 17.01.2017)

JEL: E41, E44, E58, G11, G14, G15, G21

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