Central Bank Research Hub - JEL classification G11: Portfolio Choice; Investment Decisions

Title Author(s)

Scarcity effects of QE: A transaction-level analysis in the Bund market

Bank for International Settlements Working papers [View] (Paper: 625, 10.04.2017)

JEL: E52, E63, G11, G12, H63

Pension fund's illiquid assets allocation under liquidity and capital constraints

Netherlands Bank DNB Working Papers [View] (Paper: 555, 01.04.2017)

JEL: G11, G23

Pension funds carbon footprint and investment trade-offs

Netherlands Bank DNB Working Papers [View] (Paper: 554, 01.04.2017)

JEL: G11, G23, H55, Q54, Q56

Scarcity effects of QE: a transaction-level analysis in the Bund market

Deutsche Bundesbank Discussion Papers [View] (Paper: 06/2017, 30.03.2017)

JEL: E52, E63, G11, G12, H63

Price impact of bond supply shocks: Evidence from the Eurosystem's asset purchase program.

Bank of France Working Papers [View] (Paper: 623, 01.03.2017)

JEL: E52, E58, G11, G12

Contingent convertible bonds: Who invests in European CoCos?

Netherlands Bank DNB Working Papers [View] (Paper: 543, 01.02.2017)

JEL: G11, G21, G23

Redemption risk and cash hoarding by asset managers

Bank for International Settlements Working papers [View] (Paper: 608, 30.01.2017)

JEL: E52, G11, G15, G23

Fire buys of central bank collateral assets

Deutsche Bundesbank Discussion Papers [View] (Paper: 51/2016, 17.01.2017)

JEL: E41, E44, E58, G11, G14, G15, G21

The Time-Varying Price of Financial Intermediation in the Mortgage Market

New York Fed Staff reports [View] (Paper: 805, 14.01.2017)

JEL: E44, E52, G11, L11

Forecasting the equity risk premium with frequency-decomposed predictors

Bank of Finland Discussion Papers [View] (Paper: 1/2017, 03.01.2017)

JEL: C58, G11, G12, G17

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