Central Bank Research Hub - JEL classification G20: Financial Institutions and Services: General

Title Author(s)

Measuring portfolio credit risk correctly: why parameter uncertainty matters

Bank for International Settlements Working papers [View] (Paper: 280, 16.04.2009)

JEL: C11, G20, G32

Does corruption hamper bank lending? Macro and micro evidence

Bank of Finland BOFIT Discussion Papers [View] (Paper: 2009/03, 15.04.2009)

JEL: G20, O5

The Volatility Curse: Revisiting the Paradox of Plenty

Netherlands Bank DNB Working Papers [View] (Paper: 206, 01.04.2009)

JEL: C12, C21, C23, F43, G20, O11, O41, Q32

How to find plausible, severe, and useful stress scenarios

Austrian National Bank Working Papers [View] (Paper: WP150, 05.03.2009)

JEL: C15, G20, G28, G32

Credit Market Competition and the Nature of Firms

New York Fed Staff reports [View] (Paper: 366, 04.03.2009)

JEL: G20, L20

An Empirical assessment of reinsurance risk

Netherlands Bank DNB Working Papers [View] (Paper: 201, 01.03.2009)

JEL: G20, G22

Liquidity (risk) concepts: definitions and interactions

European Central Bank Working papers [View] (Paper: 1008, 19.02.2009)

JEL: G10, G20

Business Method Patents and U.S. Financial Services

Philadelphia Fed Working Papers [View] (Paper: 08-10/R, 11.02.2009)

JEL: G20, O31, O34

Incentives at the counter: An empirical analysis of surcharging card payment and payment behaviour in the Netherlands

Netherlands Bank DNB Working Papers [View] (Paper: 196, 01.02.2009)

JEL: D12, D61, G20

 

How corruption affects bank lending in Russia

Bank of Finland BOFIT Discussion Papers [View] (Paper: 2008/18, 20.11.2008)

JEL: G20, K4, P2

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