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

Title Author(s)

Systematic Cojumps, Market Component Portfolios and Scheduled Macroeconomic Announcements

St Louis Fed Working Papers [View] (Paper: 2017-011, 20.04.2017)

JEL: C1, E44, G11, G12

Forward guidance through interest rate projections: does it work?

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 06/2017, 19.04.2017)

JEL: E43, E44, E52, E58, G12

Scarcity effects of QE: A transaction-level analysis in the Bund market

Bank for International Settlements Working papers [View] (Paper: 625, 10.04.2017)

JEL: E52, E63, G11, G12, H63

A Leading Indicator of House-Price Bubbles

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: DNWP114, 06.04.2017)

JEL: C22, G12, R31

Interest Rate Conundrums in the Twenty-First Century

New York Fed Staff reports [View] (Paper: 810, 30.03.2017)

JEL: E43, E52, G12

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

Price impact of bond supply shocks: Evidence from the Eurosystem's asset purchase program.

Bank of France Working Papers [View] (Paper: 623, 01.03.2017)

JEL: E52, E58, G11, G12

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