Central Bank Research Hub - JEL classification G17: Financial Forecasting and Simulation

Title Author(s)

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

Entropy-based implied moments

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

JEL: C14, G13, G17

Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression

Central Bank of Brazil Working Papers [View] (Paper: 466, 07.11.2017)

JEL: C14, C22, C53, F31, G17

Asset Co-movements: Features and Challenges

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

JEL: G13, G14, G17

Estimating a time-varying financial conditions index for South Africa

South African Reserve Bank Working Papers [View] (Paper: 1702, 30.09.2017)

JEL: B26, C32, C53, G01, G17

A Counterfactual Valuation of the Stock Index as a Predictor of Crashes

Bank of Canada Working papers [View] (Paper: 2017-38, 21.09.2017)

JEL: C50, C58, G12, G17, G19

Term Structure Analysis with Big Data

San Francisco Fed Working Papers [View] (Paper: 2017-21, 15.09.2017)

JEL: C55, C58, G12, G17

Calibrating Macroprudential Policy to Forecasts of Financial Stability

San Francisco Fed Working Papers [View] (Paper: 2017-17, 14.08.2017)

JEL: G17, G18, G28

Long-term forecasting of the size and structure of the Russian financial sector

Central Bank of the Russian Federation Working Papers [View] (Paper: 20, 02.07.2017)

JEL: G17

Structural asymmetries and financial imbalances in the eurozone

European Central Bank Working papers [View] (Paper: 2076, 19.06.2017)

JEL: F20, F32, G17

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