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

	Title	Author(s)
Abstract Full text	Analytical Solution for the Constrained Hansen-Jagannathan Distance under Multivariate Ellipticity Atlanta Fed Working papers [View] (Paper: 2012-18, 08.11.2012) JEL: G12	Nikolay Gospodinov Cesare Robotti Raymond Kan
Abstract Full text	Robust Inference in Linear Asset Pricing Models Atlanta Fed Working papers [View] (Paper: 2012-17, 08.11.2012) JEL: C13, C32, G12	Nikolay Gospodinov Cesare Robotti Raymond Kan
Full text	House Prices, Credit Growth, and Excess Volatility: Implications for Monetary and Macroprudential Policy San Francisco Fed Working Papers [View] (Paper: 2012-11, 27.08.2012) JEL: E32, E44, G12, O40	Kevin J. Lansing Caterina Mendicino Paolo Gelain
Abstract Full text	House prices, credit growth, and excess volatility: Implications for monetary and macroprudential policy Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2012/08, 27.08.2012) JEL: E32, E44, G12, O40	Kevin J. Lansing Caterina Mendicino Paolo Gelain
Full text	Macroeconomic implications of time-varying risk premia European Central Bank Working papers [View] (Paper: 1463, 27.08.2012) JEL: E32, E44, G12	François Gourio
Abstract Full text	Forecasting Bond Yields with Segmented Term Structure Models Central Bank of Brazil Working Papers [View] (Paper: 288, 14.08.2012) JEL: C53, C58, G12	Axel Simonsen José Valentim M. Vicente Caio Almeida
Full text	Housing Bubbles and Interest Rates Swiss National Bank Working Papers [View] (Paper: 2012-07, 10.07.2012) JEL: E52, G12, R21	Christian Hott Terhi Jokipii
Full text	Campbell and Cochrane meet Melino and Yang: Reverse engineering the surplus ratio in a Mehra-Prescott economy Dallas Fed Working Papers [View] (Paper: wp1205, 28.06.2012) JEL: E44, G12	Jim Dolmas
Abstract Full text	Learning from Experience in the Stock Market Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2012-41, 27.06.2012) JEL: D83, D84, G12	Anton Nakov
Abstract Full text	No-Arbitrage One-Factor Models of the South African Term-Structure of Interest Rates South African Reserve Bank Working Papers [View] (Paper: 12/01, 07.06.2012) JEL: C13, E43, G12	Shakill Hassan Peter Aling

Related JEL classifications

G1: General Financial Markets (67 entries)
- G10: General (includes Measurement and Data) (98 entries)
- G11: Portfolio Choice; Investment Decisions (142 entries)
- G12: Asset Pricing; Trading volume; Bond Interest Rates (342 entries)
- G13: Contingent Pricing; Futures Pricing; option pricing (85 entries)
- G14: Information and Market Efficiency; Event Studies (201 entries)
- G15: International Financial Markets (286 entries)
- G17: Financial Forecasting (15 entries)
- G18: Government Policy and Regulation (111 entries)
- G19: Other (15 entries)