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

Title Author(s)

An Assessment of the Bank of Canada's Term PRA Facility

Bank of Canada Working papers [View] (Paper: 2010-20, 29.07.2010)

JEL: E58, G12, G18

Multimarket trading and the cost of debt: evidence from global bonds,

European Central Bank Working papers [View] (Paper: 1212, 25.06.2010)

JEL: F36, G12, G15, G32

Epstein-Zin preferences and their use in macro-finance models: implications for optimal monetary policy,

European Central Bank Working papers [View] (Paper: 1209, 25.06.2010)

JEL: E44, E52, E61, G12

Nelson-Siegel, affine and quadratic yield curve specifications: which one is better at forecasting?,

European Central Bank Working papers [View] (Paper: 1205, 25.06.2010)

JEL: C14, C15, G12

Booms and busts in China's stock market: Estimates based on fundamentals,

European Central Bank Working papers [View] (Paper: 1190, 25.06.2010)

JEL: G12, G18

Risk Premiums and Macroeconomic Dynamics in a Heterogeneous Agent Model

Sveriges Riksbank Working Papers [View] (Paper: 236, 18.06.2010)

JEL: E32, E44, G12

Wealth effects: the French case

Bank of France Working Papers [View] (Paper: Nr 276, 18.06.2010)

JEL: C22, E21, E32, G12, G20

Equilibrium yield curves under regime switching

Bank of Mexico Working Papers [View] (Paper: 2010-08, 18.06.2010)

JEL: E31, E42, E43, E44, G12

Policy responses to dislocations in the FX swap market: the experience of Korea

Bank for International Settlements Quarterly Review [View] (Paper: 1006e, 14.06.2010)

JEL: G12, G13, G18

International Capital Flows and Bond Risk Premia

Bank of Canada Working papers [View] (Paper: 2010-14, 11.06.2010)

JEL: C22, F31, F32, F34, G11, G12, G15

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