Central Bank Research Hub - JEL classification G17: Financial Forecasting

Title Author(s)

The optimal size of the European Stability Mechanism: A cost-benefit analysis

Netherlands Bank DNB Working Papers [View] (Paper: 349, 27.08.2012)

JEL: C15, G01, G17, G22, G32

Diagnosing the Financial System: Financial Conditions and Financial Stress

IJCB International Journal of Central Banking [View] (Paper: 12q2a6, 01.06.2012)

JEL: C43, G01, G17

The Real Output Costs of Financial Crisis: A Loss Distribution Approach

Central Reserve Bank of Peru Working Papers [View] (Paper: 2012-013, 24.05.2012)

JEL: C15, G01, G17, G22, G32

Risk spillovers in international equity portfolios

Swiss National Bank Working Papers [View] (Paper: 2012-03, 20.04.2012)

JEL: C13, C16, C22, C51, C53, G17

Financial Markets Forecasts Revisited: Are They Rational, Herding or Bold?

Dallas Fed Institute Working Papers [View] (Paper: 0106, 22.03.2012)

JEL: D03, G17

Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options

Central Bank of Brazil Working Papers [View] (Paper: 269, 22.03.2012)

JEL: C13, C53, F31, G17

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

Equity Premium Predictions with Adaptive Macro Indexes

New York Fed Staff reports [View] (Paper: 475, 06.10.2010)

JEL: G17

The Information Content of High-Frequency Data for Estimating Equity Return Models and Forecasting Risk

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2010-45, 08.09.2010)

JEL: C11, C13, C14, C15, C22, C53, C80, G17

Financial Amplification of Foreign Exchange Risk Premia

New York Fed Staff reports [View] (Paper: 461, 26.07.2010)

JEL: F31, G01, G15, G17

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