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

Title Author(s)

FX volume during the financial crisis and now

Bank for International Settlements Quarterly Review [View] (Paper: 1203f, 19.03.2012)

JEL: C82, F31, G15

Net Foreign Asset (Com)position: Does Financial Development Matter?

Netherlands Bank DNB Working Papers [View] (Paper: 340, 07.03.2012)

JEL: F30, F41, G15

A Comprehensive Look at Financial Volatility Prediction by Economic Variables

Bank for International Settlements Working papers [View] (Paper: 374, 06.03.2012)

JEL: C53, G12, G15, G17

A wavelet-based assessment of market risk: The emerging markets case

Bank of Portugal Working papers [View] (Paper: 201203, 01.03.2012)

JEL: C40, F30, G15

An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks

Bank of Canada Working papers [View] (Paper: 2012-05, 18.02.2012)

JEL: E41, F31, G12, G15

Is there Evidence of Shift-Contagion in International Housing Markets?

Bank of France Working Papers [View] (Paper: Nr 295, 07.10.2010)

JEL: C32, G15, R31

Foreign Stock Holdings: The Role of Information

San Francisco Fed Working Papers [View] (Paper: 2010-26, 05.10.2010)

JEL: G11, G14, G15

Interbank market integration, loan rates, and firm leverage, Journal of Banking & Finance (forthcoming),

European Central Bank Working papers [View] (Paper: 1252, 01.10.2010)

JEL: E51, G15, G21, G34

Firm Value and Cross-Listings: The Impact of Stock Market Prestige

New York Fed Staff reports [View] (Paper: 474, 29.09.2010)

JEL: G15, G20

The collapse of international bank finance during the crisis: evidence from syndicated loan markets

Bank for International Settlements Quarterly Review [View] (Paper: 1009f, 06.09.2010)

JEL: F34, G15, G21

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