Central Bank Research Hub - JEL classification G19: Other

Title Author(s)

A Counterfactual Valuation of the Stock Index as a Predictor of Crashes

Bank of Canada Working papers [View] (Paper: 2017-38, 21.09.2017)

JEL: C50, C58, G12, G17, G19

Funding Liquidity Risk and the Cross-section of MBS Returns

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2016-052, 02.06.2016)

JEL: E43, E58, G1, G12, G19

To Share or Not to Share? Uncovered Losses in a Derivatives Clearinghouse

Bank of Canada Working papers [View] (Paper: 2016-04, 23.02.2016)

JEL: G19, G21

The relation between sovereign credit default swap premium and banking sector risk in Poland

National Bank of Poland Working papers [View] (Paper: 222, 12.11.2015)

JEL: G01, G12, G14, G19, G21

Counterparty Risk in Material Supply Contracts

New York Fed Staff reports [View] (Paper: 694, 10.10.2014)

JEL: G14, G19, L00, L14

The scarcity value of Treasury collateral: Repo market effects of security-specific supply and demand factors

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2014-60, 27.08.2014)

JEL: C23, E43, G10, G12, G19

TBA Trading and Liquidity in the Agency MBS Market

New York Fed Staff reports [View] (Paper: 468, 19.08.2010)

JEL: G12, G19, G21

Identifying Asymmetric Comovements of International Stock Market Returns

Bank of Canada Working papers [View] (Paper: 2010-21, 06.08.2010)

JEL: C49, F21, G15, G19

Real time forecasts of inflation: the role of financial variables

Bank of Italy Working Papers [View] (Paper: 767, 03.08.2010)

JEL: C13, C51, C53, E37, G19

Are Market Makers Uninformed and Passive? Signing Trades in the Absence of Quotes

New York Fed Staff reports [View] (Paper: 395, 26.09.2009)

JEL: G10, G12, G14, G19

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