Central Bank Research Hub - JEL classification G13: Contingent Pricing; Futures Pricing; option pricing

	Title	Author(s)
Full text	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	Jose A. Lopez Glenn D. Rudebusch Jens H. E. Christensen
Abstract Full text	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	Jean-Sébastien Fontaine Bruno Feunou Abderrahim Taamouti Roméo Tedongap
Full text	The Emergence and Future of Central Counterparties Philadelphia Fed Working Papers [View] (Paper: 10-30:, 05.10.2010) JEL: D53, D82, G13, G2	Thorsten V. Koeppl
Abstract Full text	The Merton Approach to Estimating Loss Given Default: Application to the Czech Republic Czech National Bank Working papers [View] (Paper: 2009/13, 19.08.2010) JEL: C02, G13, G33	Petr Jakubík Jakub Seidler
Full text	The Forward Premium Puzzle and Latent Factors Day by Day Netherlands Bank DNB Working Papers [View] (Paper: 246, 14.07.2010) JEL: F31, F37, G13	Kerstin Bernoth Casper de Vries Juergen von Hagen
Abstract Full text	Using Interest Rate Derivative Prices to Estimate LIBOR-OIS Spread Dynamics and Systemic Funding Liquidity Shock Probabilities Hong Kong Monetary Authority Working Papers [View] (Paper: WP10_04, 28.06.2010) JEL: F31, G13	Tsz-Kin Chung Cho-Hoi Hui Chi-Fai Lo
Full text	Testing the asset pricing model of exchange rates with survey data, European Central Bank Working papers [View] (Paper: 1200, 25.06.2010) JEL: F31, F36, G13	Anna Naszódi
Full text	Investors with too many options?, European Central Bank Working papers [View] (Paper: 1197, 25.06.2010) JEL: D83, G11, G13	Daniel Dorn
Abstract Full text	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	Naohiko Baba Ilhyock Shim
Abstract Full text	Analysing Interconnectivity among Economies Hong Kong Monetary Authority Working Papers [View] (Paper: WP10_03, 25.05.2010) JEL: F34, G13, G15	Tom Fong Alfred Wong

Related JEL classifications

G1: General Financial Markets (67 entries)
- G10: General (includes Measurement and Data) (99 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)