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

Title Author(s)

Managing Counterparty Risk in OTC Markets

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2017-083, 15.08.2017)

JEL: G11, G12, G21

Optimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions

Bank of Canada Working papers [View] (Paper: 2017-33, 10.08.2017)

JEL: E43, F31, G12, G15

Detecting Periods of Exuberance: A Look at the Role of Aggregation with an Application to House Prices

Dallas Fed Institute Working Papers [View] (Paper: 325, 01.08.2017)

JEL: C12, C22, G12, R30, R31

Quantitative Easing and LongTerm Yields in Small Open Economies

Bank of Canada Working papers [View] (Paper: 2017-26, 20.07.2017)

JEL: E43, E52, E58, G12

Dealing with dealers: sovereign CDS comovements

Bank of Spain Working Papers [View] (Paper: 1723, 07.07.2017)

JEL: G12, G14

Comparing behavioural heterogeneity across asset classes

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 12/2017, 03.07.2017)

JEL: E31, G12, G15

Interest Rate Volatility and Sudden Stops : An Empirical Investigation

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1209, 01.07.2017)

JEL: E3, E43, F34, F4, G12, G15, O11, O16

Does it pay to pay performance fees? Empirical evidence from Dutch pension funds

Netherlands Bank DNB Working Papers [View] (Paper: 561, 01.07.2017)

JEL: G11, G12, G23

Investment Commonality across Insurance Companies : Fire Sale Risk and Corporate Yield Spreads

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2017-069, 28.06.2017)

JEL: G11, G12, G18, G22

When the Walk is Not Random: Commodity Prices and Exchange Rates

IJCB International Journal of Central Banking [View] (Paper: 17q2a04, 01.06.2017)

JEL: F10, F31, G12

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