Central Bank Research Hub - JEL classification C0: Mathematical and Quantitative Methods

Title Author(s)

A quantitative analysis of risk premia in the corporate bond market

Bank of Italy Working Papers [View] (Paper: 1141, 25.10.2017)

JEL: B26, C02, F30, G12, G15

Between hawks and doves: measuring central bank communication

European Central Bank Working papers [View] (Paper: 2085, 04.07.2017)

JEL: C02, C63, E52, E58

Assessing the risks of asset overvaluation: models and challenges

Bank of Italy Working Papers [View] (Paper: 1114, 03.05.2017)

JEL: B26, C02

The time dimension of the links between loss given default and the macroeconomy

European Central Bank Working papers [View] (Paper: 2037, 15.03.2017)

JEL: C02, G13, G33

Non-Stationary Dynamic Factor Models for Large Datasets

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2016-024, 04.03.2016)

JEL: C0, C01, E0

Non-Stationary Dynamic Factor Models for Large Datasets

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2016-024, 04.03.2016)

JEL: C0, C01, E0

Dynamic Factor Models, Cointegration, and Error Correction Mechanisms

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2016-018, 08.02.2016)

JEL: C0, C01, E0

Dynamic Factor Models, Cointegration, and Error Correction Mechanisms

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2016-018, 08.02.2016)

JEL: C0, C01, E0

Do financial reforms help stabilize inequality?

European Central Bank Working papers [View] (Paper: 1780, 08.04.2015)

JEL: C01, C12, D63, G15

Are the log-returns of Italian open-end mutual funds normally distributed? A risk assessment perspective

Bank of Italy Working Papers [View] (Paper: 957, 08.07.2014)

JEL: C02, C46, G23

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