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

	Title	Author(s)
Abstract Full text	Taylor Rules and the Predictability of Interest Rates Sveriges Riksbank Working Papers [View] (Paper: 147, 22.05.2004) JEL: E52, E58, G12	Paul Söderlind Anders Vredin Ulf Söderström
Abstract Full text	Implementing Arrow-Debreu Equilibria by Trading Infinitely-Lived Securities Kansas City Fed Working Papers [View] (Paper: RWP02-08, 23.04.2004) JEL: D50, E44, G12	Kevin X.D. Huang Jan Werner
Full text	Evaluating Interest Rate Covariance Models within a Value-at-Risk Framework San Francisco Fed Working Papers [View] (Paper: 2004-03, 20.04.2004) JEL: C52, C53, E43, G12	Jose A. Lopez Miguel A. Ferreira
Abstract Full text	Time-Varying Consumption Correlation and the Dynamics of the Equity Premium: Evidence from the G-7 Countries New York Fed Staff reports [View] (Paper: 181, 14.04.2004) JEL: G12, G15	Lingjia Zhang Asani Sarkar
Full text	On Credit Spread Slopes and Predicting Bank Risk Cleveland Fed Working papers [View] (Paper: 0314, 14.04.2004) JEL: G12, G18, G28	C. N. V. Krishnan James B. Thomson Peter H. Ritchken
Full text	Getting the Most Out of a Mandatory Subordinated Debt Requirement Cleveland Fed Working papers [View] (Paper: 0214, 14.04.2004) JEL: G12, G18, G28	Joseph G. Haubrich Rong Fan James B. Thomson Peter Ritchken
Full text	Monitoring and Controlling Bank Risk: Does Risky Debt Serve Any Purpose? Cleveland Fed Working papers [View] (Paper: 0301, 14.04.2004) JEL: G12, G21, G28	P. H. Ritchken C. N. V. Krishnan J. B. Thomson
Full text	Fundamentals and joint currency crises European Central Bank Working papers [View] (Paper: 0324, 13.04.2004) JEL: C49, F31, G12, G39	Philipp Hartmann Casper de Vries Stefan Straetmans
Full text	Exchange rate risks and asset prices in a small open economy European Central Bank Working papers [View] (Paper: 0314, 13.04.2004) JEL: F31, F41, G12, G15	Alexis Derviz
Full text	International equity flows and returns: a quantative equilibrium approach European Central Bank Working papers [View] (Paper: 0310, 13.04.2004) JEL: F30, G12, G14, G15	Martin Schneider Rui Albuquerque Gregory H. Bauer

Related JEL classifications

G1: General Financial Markets (68 entries)
- G10: General (includes Measurement and Data) (99 entries)
- G11: Portfolio Choice; Investment Decisions (143 entries)
- G12: Asset Pricing; Trading volume; Bond Interest Rates (344 entries)
- G13: Contingent Pricing; Futures Pricing; option pricing (85 entries)
- G14: Information and Market Efficiency; Event Studies (202 entries)
- G15: International Financial Markets (287 entries)
- G17: Financial Forecasting (16 entries)
- G18: Government Policy and Regulation (112 entries)
- G19: Other (15 entries)