Central Bank Research Hub - JEL classification G19: General Financial Markets: Other

Title Author(s)

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

Prestigious Stock Exchanges: A Network Analysisof International Financial Centers

New York Fed Staff reports [View] (Paper: 384, 22.08.2009)

JEL: F39, G15, G19

The co-movements along the forward curve of natural gas futures: a structural view

Bank of Finland Discussion Papers [View] (Paper: 2008/26, 15.10.2008)

JEL: C22, G19

Clustering techniques applied to outlier detection of financial market series using a moving window filtering algorithm

European Central Bank Working papers [View] (Paper: 0948, 15.10.2008)

JEL: C19, C49, G19

The Effect of the Term Auction Facilityon the London Inter-Bank Offered Rate

New York Fed Staff reports [View] (Paper: 335, 22.07.2008)

JEL: G10, G12, G18, G19

Summary statistics of option-implied probability density functions and their properties

Bank of England Working papers [View] (Paper: 345, 02.04.2008)

JEL: G13, G19

Multipower Variation Under Market Microstructure Effects

Bank of Mexico Working Papers [View] (Paper: 2007-13, 11.10.2007)

JEL: C13, C51, G19

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