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

Title Author(s)

The Eurozone (expected) inflation: an option's eyes view

Bank of Spain Working Papers [View] (Paper: 1722, 06.06.2017)

JEL: E31, E44, G13

The time dimension of the links between loss given default and the macroeconomy

European Central Bank Working papers [View] (Paper: 2037, 15.03.2017)

JEL: C02, G13, G33

An indicator of inflation expectations anchoring

Bank of Italy Working Papers [View] (Paper: 1103, 23.02.2017)

JEL: C14, C58, E31, E44, G13

Tail co-movement in inflation expectations as an indicator of anchoring

European Central Bank Working papers [View] (Paper: 1997, 25.01.2017)

JEL: C14, C58, E31, E44, G13

A new indicator of inflation expectations anchoring

European Central Bank Working papers [View] (Paper: 1996, 25.01.2017)

JEL: C14, C58, E31, E44, G13

What Fed Funds Futures Tell Us About Monetary Policy Uncertainty

Bank of Canada Working papers [View] (Paper: 2016-61, 28.12.2016)

JEL: E43, E44, E47, G12, G13

Equity Option-Implied Probability of Default and Equity Recovery Rate

Bank of Canada Working papers [View] (Paper: 2016-58, 16.12.2016)

JEL: G13, G33

The evolution of inflation expectations in euro area markets

Bank of Spain Working Papers [View] (Paper: 1627, 30.11.2016)

JEL: C32, E31, G13

Option-Implied Libor Rate Expectations across Currencies

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 2016-1182, 14.10.2016)

JEL: C14, E43, G13

Counterparty Risk and Counterparty Choice in the Credit Default Swap Market

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2016087, 10.10.2016)

JEL: G12, G13, G24

Related JEL classifications

Browse all JEL classifications