Central Bank Research Hub - JEL classification G12: Asset Pricing; Trading volume; Bond Interest Rates

Title Author(s)

Making room for the needy: the credit-reallocation effects of the ECB's corporate QE

Bank of Spain Working Papers [View] (Paper: 1743, 11.12.2017)

JEL: E44, E52, E58, G12, G15, G2

ETF arbitrage under liquidity mismatch

European Systemic Risk Board Working papers [View] (Paper: 59, 04.12.2017)

JEL: G12, G14, G23

The risk premium channel and long-term growth

European Central Bank Working papers [View] (Paper: 2114, 01.12.2017)

JEL: D53, G01, G12

Asset prices and macroeconomic outcomes: a survey

Bank for International Settlements Working papers [View] (Paper: 676, 21.11.2017)

JEL: D53, E21, E32, E44, E51, F36, F44, F65, G01, G10, G12, G14, G15, G21

Macroeconomic implications of financial imperfections: a survey

Bank for International Settlements Working papers [View] (Paper: 677, 21.11.2017)

JEL: D53, E21, E32, E44, E51, F36, F44, F65, G01, G10, G12, G14, G15, G21

On the Tail Risk Premium in the Oil Market

Bank of Canada Working papers [View] (Paper: 17-46, 20.11.2017)

JEL: C53, C58, D84, E44, G12, G13, Q43

An index of Treasury Market liquidity: 1991-2017

New York Fed Staff reports [View] (Paper: 827, 01.11.2017)

JEL: G12

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

Taxes and the Fed : Theory and Evidence from Equities

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2017-104, 11.10.2017)

JEL: E63, G12

Interest rates and house prices in the United States and around the world

Bank for International Settlements Working papers [View] (Paper: 665, 01.10.2017)

JEL: E39, E43, E58, G12, R31, R32

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