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

Title Author(s)

Estimating Inflation Expectations with a Limited Number of Inflation-Indexed Bonds

IJCB International Journal of Central Banking [View] (Paper: 12q2a4, 01.06.2012)

JEL: E31, E43, G12

Liquidity and credit risk premia in government bond yields

European Central Bank Working papers [View] (Paper: 1440, 01.06.2012)

JEL: E44, G01, G12

Pricing Deflation Risk with U.S. Treasury Yields

San Francisco Fed Working Papers [View] (Paper: 2012-07, 30.05.2012)

JEL: E43, E47, G12, G13

The 2007-2009 Financial Crisis: Changing Market Dynamics and the Impact of Credit Supply and Aggregate Demand Sensitivity

Netherlands Bank DNB Working Papers [View] (Paper: 344, 07.05.2012)

JEL: G01, G12, G32

What determines bank stock price synchronicity? Global evidence

Bank of Finland Discussion Papers [View] (Paper: 2012/16, 18.04.2012)

JEL: G12, G14, G15, G21, G38, N20

The Risk Premium and Long-Run Global Imbalances

St Louis Fed Working Papers [View] (Paper: 2012-009, 11.04.2012)

JEL: E21, F32, F41, G12

Measuring sovereign contagion in Europe

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2012/05, 10.04.2012)

JEL: E58, F34, F36, G12, G15

Measuring sovereign contagion in Europe

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2012/05, 10.04.2012)

JEL: E58, F34, F36, G12, G15

Risk Premium, Variance Premium and the Maturity Structure of Uncertainty

Bank of Canada Working papers [View] (Paper: 2012-11, 04.04.2012)

JEL: G12, G13

Market perception of fiscal sustainability: An application to the largest euro area economies

Bank of Portugal Working papers [View] (Paper: 201209, 29.03.2012)

JEL: G12, H63, H68

Related JEL classifications

Browse all JEL classifications