Central Bank Research Hub - JEL classification G13: Contingent Pricing; Futures Pricing

Title Author(s)

Tail Co-movement in Inflation Expectations as an Indicator of Anchoring

IJCB International Journal of Central Banking [View] (Paper: 2, 01.01.2018)

JEL: C14, C58, E31, E44, G13

Entropy-based implied moments

Netherlands Bank DNB Working Papers [View] (Paper: 581, 01.12.2017)

JEL: C14, G13, G17

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

Asset Co-movements: Features and Challenges

Atlanta Fed Working papers [View] (Paper: 2017-11, 01.11.2017)

JEL: G13, G14, G17

Trader Positions and Marketwide Liquidity Demand

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2017-103, 05.10.2017)

JEL: G10, G13, G14

Firm-Specific Risk-Neutral Distributions : The Role of CDS Spreads

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1212, 31.08.2017)

JEL: G12, G13, G14

The Eurozone (expected) inflation: an option's eyes view

Bank of Spain Working Papers [View] (Paper: 1722, 06.06.2017)

JEL: E31, E44, G13

Is There an On-the-Run Premium in TIPS?

San Francisco Fed Working Papers [View] (Paper: 2017-10, 31.05.2017)

JEL: E43, E47, G12, G13

The TIPS Liquidity Premium

San Francisco Fed Working Papers [View] (Paper: 2017-11, 19.05.2017)

JEL: E43, E47, G12, G13

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

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