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

Title Author(s)

The implications of passive investing for securities markets

Bank for International Settlements Quarterly Review [View] (Paper: 1803j, 11.03.2018)

JEL: G11, G12, G14, G23

Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia

Reserve Bank of Australia Research Discussion Papers [View] (Paper: rdp2018-02, 27.02.2018)

JEL: E31, E43, G12

OPEC in the News

Dallas Fed Working Papers [View] (Paper: 1802, 24.02.2018)

JEL: C32, D80, G12, Q43

Cross-stock market spillovers through variance risk premiums and equity flows

Bank for International Settlements Working papers [View] (Paper: 702, 16.02.2018)

JEL: F32, G12, G15, G23

The Interplay Among Financial Regulations, Resilience, and Growth

Philadelphia Fed Working Papers [View] (Paper: 18-9, 16.02.2018)

JEL: G12, G18, G21, G28

Housing prices and mortgage credit in Luxembourg

Central Bank of Luxembourg Working Papers [View] (Paper: 117, 15.02.2018)

JEL: C58, G12, G18, R31

Sovereign bond-backed securities: a VAR-for-VaR and Marginal Expected Shortfall assessment

European Systemic Risk Board Working papers [View] (Paper: 65, 30.01.2018)

JEL: E43, E44, E52, G12, G14

Short-selling bans and bank stability

European Systemic Risk Board Working papers [View] (Paper: 64, 30.01.2018)

JEL: G01, G12, G14, G18

Positive liquidity spillovers from sovereign bond-backed securities

European Systemic Risk Board Working papers [View] (Paper: 67, 30.01.2018)

JEL: C22, C53, C58, C63, E44, G12, G24

How effective are sovereign bond-backed securities as a spillover prevention device?

European Systemic Risk Board Working papers [View] (Paper: 66, 30.01.2018)

JEL: C58, G11, G12, G17

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