Central Bank Research Hub - JEL classification G15: International Financial Markets

Title Author(s)

How to predict financial stress? An assessment of Markov switching models

European Central Bank Working papers [View] (Paper: 2057, 08.05.2017)

JEL: C54, G01, G15

Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets

Bank for International Settlements Working papers [View] (Paper: 631, 26.04.2017)

JEL: G12, G14, G15

Volatility Risk Premia and Future Commodity Returns

Central Bank of Brazil Working Papers [View] (Paper: 455, 18.04.2017)

JEL: F37, G15, G17, Q02

How does risk flow in the credit default swap market?

European Central Bank Working papers [View] (Paper: 2041, 29.03.2017)

JEL: G10, G15

Volatility risk premia and future commodities returns

Bank for International Settlements Working papers [View] (Paper: 619, 23.03.2017)

JEL: F37, G15, G17, Q02

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

Decomposing financial (in)stability in emerging economies

European Systemic Risk Board Working papers [View] (Paper: WP39, 14.03.2017)

JEL: E44, F65, G01, G15, G21, G23

Sentiment in Central Banks' Financial Stability Reports

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 2017-1203, 10.03.2017)

JEL: G15, G28

The bond benchmark continues to tip to swaps

Bank for International Settlements Quarterly Review [View] (Paper: 1703h, 06.03.2017)

JEL: G12, G15

International Prudential Policy Spillovers: A Global Perspective

IJCB International Journal of Central Banking [View] (Paper: 17q1a01, 01.03.2017)

JEL: F42, G15, G21

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