Central Bank Research Hub - JEL classification G17: Financial Forecasting and Simulation

Title Author(s)

Central Counterparty Loss Allocation and Transmission of Financial Stress

Reserve Bank of Australia Research Discussion Papers [View] (Paper: RDP2015-02, 18.03.2015)

JEL: E42, G17

The Equity Risk Premium: A Review of Models

New York Fed Staff reports [View] (Paper: 714, 27.02.2015)

JEL: C58, G00, G12, G17

A forecast evaluation of expected equity return measures

Bank of England Working papers [View] (Paper: wp520, 16.01.2015)

JEL: G10, G11, G12, G17

Option-Implied Term Structures

New York Fed Staff reports [View] (Paper: 706, 29.12.2014)

JEL: C12, C14, C58, G12, G13, G17

Assessing the Forecast Ability of Risk-Neutral Densities and Real-World Densities from Emerging Markets Currencies

Central Bank of Brazil Working Papers [View] (Paper: 370, 13.12.2014)

JEL: C13, C53, E47, F31, G17

How is the low-interest-rate environment affecting the solvency of German life insurers?

Deutsche Bundesbank Discussion Papers [View] (Paper: 27/2014, 27.10.2014)

JEL: G17, G22, G28

Explaining Exchange Rate Anomalies in a Model with Taylor-rule Fundamentals and Consistent Expectations

San Francisco Fed Working Papers [View] (Paper: 2014-22, 23.09.2014)

JEL: D83, D84, E44, F31, G17

Endogenous Derivative Networks

Bank of France Working Papers [View] (Paper: 483, 08.07.2014)

JEL: G11, G17, G28

Two EGARCH models and one fat tail

Bank of Italy Working Papers [View] (Paper: 954, 08.07.2014)

JEL: C22, G17

A Simple and Reliable Way to Compute Option-Based Risk-Neutral Distributions

New York Fed Staff reports [View] (Paper: 677, 01.07.2014)

JEL: G01, G13, G17, G18

Related JEL classifications

Browse all JEL classifications