Central Bank Research Hub - JEL classification C02: Mathematical 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

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

Real Term Structure and Inflation Compensation in the Euro Area

IJCB International Journal of Central Banking [View] (Paper: 14q1a1, 28.02.2014)

JEL: C02, G1, G12

A dynamic default dependence model

Bank of Italy Working Papers [View] (Paper: 892, 14.12.2012)

JEL: B26, C02, C53

Sharing a risky cake

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2010/06, 01.10.2010)

JEL: C02, C71, C78

The Merton Approach to Estimating Loss Given Default: Application to the Czech Republic

Czech National Bank Working papers [View] (Paper: 2009/13, 19.08.2010)

JEL: C02, G13, G33

Dynamics in Systematic Liquidity

St Louis Fed Working Papers [View] (Paper: 2009-025, 27.05.2009)

JEL: C02, G10

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