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

	Title	Author(s)
Abstract Full text	Market Expectation of Appreciation of the Renminbi Hong Kong Monetary Authority Working Papers [View] (Paper: WP08_03, 16.04.2008) JEL: F31, G13	Tsz-Kin Chung Chi-Fai Lo Cho-Hoi Hui
Abstract Full text	Summary statistics of option-implied probability density functions and their properties Bank of England Working papers [View] (Paper: 345, 02.04.2008) JEL: G13, G19	Damien Lynch Nikolaos Panigirtzoglou
Abstract Full text	Financial innovation, macroeconomic stability and systemic crises Bank of England Working papers [View] (Paper: 340, 02.04.2008) JEL: E32, E44, G13, G2	Ander Perez Prasanna Gai Sujit Kapadia Stephen Millard
Abstract Full text	Default Dependence: The Equity Default Relationship Bank of Canada Working papers [View] (Paper: 2008-01, 02.04.2008) JEL: G12, G13	Jun Yang Stuart M. Turnbull
Full text	Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk. European Central Bank Working papers [View] (Paper: 0881, 20.03.2008) JEL: C11, C13, G12, G13	Roberto Savona Gianni Amisano
Full text	Assessing the compensation for volatility risk implicit in interest rate derivatives European Central Bank Working papers [View] (Paper: 0859, 01.02.2008) JEL: G12, G13, G14	Fabio Fornari
Abstract Full text	Using copulas to construct bivariate foreign exchange distributions with an application to the sterling exchange rate index Bank of England Working papers [View] (Paper: 334, 23.11.2007) JEL: C39, G13	Matthew Hurd Mark Salmon Christoph Schleicher
Abstract Full text	Do Federal Funds Futures Need Adjustment for Excess Returns? A State-Dependent Approach Kansas City Fed Working Papers [View] (Paper: RWP07-08, 27.10.2007) JEL: E44, G13	Brent Bundick
Abstract Full text	Is the Hong Kong Dollar Exchange Rate "Bounded" in the Convertibility Zone? Hong Kong Monetary Authority Working Papers [View] (Paper: WP07_13, 05.10.2007) JEL: F31, G13	Tom Fong Cho-Hoi Hui
Abstract Full text	Ratings Versus Market-Based Measures of Default Risk of East Asian Banks Hong Kong Monetary Authority Working Papers [View] (Paper: WP07_12, 25.09.2007) JEL: G13, G14, G21, G32	Cho-Hoi Hui Eric T.C. Wong Chi-Fai Lo

Related JEL classifications

G1: General Financial Markets (67 entries)
- G10: General (includes Measurement and Data) (98 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)