Central Bank Research Hub - JEL classification G15: International Financial Markets

Title Author(s)

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

A Global Lending Channel Unplugged? Does U.S. Monetary Policy Affect Cross-border and Affiliate Lending by Global U.S. Banks?

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2018-008, 02.02.2018)

JEL: E44, E52, F42, G15, G21

Estimating unknown arbitrage costs: evidence from a three-regime threshold vector error correction model

Bank for International Settlements Working papers [View] (Paper: 689, 25.01.2018)

JEL: G12, G14, G15

The real value of China's stock market

Bank of Finland BOFIT Discussion Papers [View] (Paper: 2, 19.01.2018)

JEL: E44, F30, G12, G14, G15, O16, O53, P21, P34

The portfolio of euro area fund investors and ECB monetary policy announcements

European Central Bank Working papers [View] (Paper: 2116, 13.01.2018)

JEL: E2, F3, G11, G15

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

The CSPP at work: yield heterogeneity and the portfolio rebalancing channel

Bank of Italy Working Papers [View] (Paper: 1157, 05.12.2017)

JEL: G15, G32, G38

Mortgage arrears, regulation and institutions: Cross-country evidence

Netherlands Bank DNB Working Papers [View] (Paper: 580, 01.12.2017)

JEL: C25, D14, E32, G15

Innovation, Productivity, and Monetary Policy

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1217, 22.11.2017)

JEL: E32, F41, F44, G15

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

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