Central Bank Research Hub - JEL classification G12: Asset Pricing; Trading volume; Bond Interest Rates

Title Author(s)

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

A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt

San Francisco Fed Working Papers [View] (Paper: 2017-07, 29.03.2017)

JEL: C32, E43, E52, G12

Quantitative easing and exuberance in government bond markets: Evidence from the ECB's expanded asset purchase program

Netherlands Bank DNB Working Papers [View] (Paper: 548, 15.03.2017)

JEL: E52, G12, G15

The bond benchmark continues to tip to swaps

Bank for International Settlements Quarterly Review [View] (Paper: 1703h, 06.03.2017)

JEL: G12, G15

Incorporating Funding Costs in Top-down Stress Tests

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: DNWP110, 15.02.2017)

JEL: G12, G21, G31, G38

High frequency trading and fragility

European Central Bank Working papers [View] (Paper: 2020, 10.02.2017)

JEL: G10, G12, G14

Inflation anchoring in the euro area

European Central Bank Working papers [View] (Paper: 1998, 25.01.2017)

JEL: E31, E44, G12, G14

Pricing of bonds and equity when the zero lower bound is relevant

European Central Bank Working papers [View] (Paper: 1992, 24.01.2017)

JEL: C14, E43, G12

Expected Currency Returns and Volatility Risk Premia

Central Bank of Brazil Working Papers [View] (Paper: 454, 24.01.2017)

JEL: F31, F37, G12, G15, G17

What Fed Funds Futures Tell Us About Monetary Policy Uncertainty

Bank of Canada Working papers [View] (Paper: 2016-61, 28.12.2016)

JEL: E43, E44, E47, G12, G13

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