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

Title Author(s)

Modelling the implied probability of stock market movements

European Central Bank Working papers [View] (Paper: 0212, 02.04.2003)

JEL: C22, C51, G13, G15

Sensitivity analysis of volatility: a new tool for risk management

European Central Bank Working papers [View] (Paper: 0194, 02.04.2003)

JEL: C32, C53, G15

Analysing and combining multiple credit assessments of financial institutions

European Central Bank Working papers [View] (Paper: 0123, 02.04.2003)

JEL: C21, C51, G15, G21, G28

Firm-Level Evidence on International Stock Market Comovement

Atlanta Fed Working papers [View] (Paper: 2003-8, 28.03.2003)

JEL: G11, G15

On the Information Content of Oil Future Prices

Central Bank of Brazil Working Papers [View] (Paper: 065, 01.03.2003)

JEL: C53, G14, G15

Transmission of Information Across International Equity Markets

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0759, 01.03.2003)

JEL: E44, G14, G15

Dynamic Strategies, Asset Pricing Models, and the Out-of-Sample Performance of the Tangency Portfolio

Atlanta Fed Working papers [View] (Paper: 2003-6, 21.02.2003)

JEL: G11, G12, G15

The link between default and recovery rates: effects on the procyclicality of regulatory capital ratio

Bank for International Settlements Working papers [View] (Paper: 113, 06.02.2003)

JEL: G15, G21, G28

The impact of the euro on Europe┬┐s financial markets

Bank for International Settlements Working papers [View] (Paper: 100, 06.02.2003)

JEL: F21, F32, G11, G15

To What Extent Will the Banking Industry Be Globalized? A Study of Bank Nationality and Reach in 20 European Nations

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2002-25, 05.02.2003)

JEL: G15, G21, G28, G34

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