Report NEP-CBA-2013-08-10This is the archive for NEP-CBA, a report on new working papers in the area of Central Banking. Maria Semenova issued this report. It is usually issued weekly.
The following items were announced in this report:
- Zaiwen Wen & Xianhua Peng & Xin Liu & Xiaoling Sun & Xiaodi Bai, 2013. "Asset Allocation under the Basel Accord Risk Measures," Papers 1308.1321, arXiv.org.
- Ojo, Marianne, 2013. "Leverage ratios and Basel III: proposed Basel III leverage and supplementary leverage ratios," MPRA Paper 48733, University Library of Munich, Germany.
- Ojo, Marianne, 2013. "The Basel capital adequacy and regulatory framework: balancing risk sensitivity, simplicity and comparability," MPRA Paper 48790, University Library of Munich, Germany.
- Ojo, Marianne, 2013. "The Liquidity Coverage Ratio: the need for further complementary ratios?," MPRA Paper 48831, University Library of Munich, Germany.
- Francisco Palomino & Alex Hsu, 2013. "What do Nominal Rigidities and Monetary Policy tell us about the Real Yield Curve?," 2013 Meeting Papers 50, Society for Economic Dynamics.
- Jianjun Miao & Hyosung Kwon, 2013. "Woodford's Approach to Robust Policy Analysis in a Linear-Quadratic Framework," 2013 Meeting Papers 19, Society for Economic Dynamics.
- Tiziano Arduini & Giuseppe De Arcangelis & Carlo L. Del Bello, 2011. "Currency Crises During the Great Recession: Is This Time Different?," Working Papers 1/11, Sapienza University of Rome, DISS.
- Joscha Beckmann & Ansgar Belke & Michael Kühl, 2013. "Foreign Exchange Market Interventions and the $-¥ Exchange Rate in the Long-Run," Ruhr Economic Papers 0428, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- Keiichiro Kobayashi & Tomoyuki Nakajima, 2014. "A macroeconomic model of liquidity crises," KIER Working Papers 876, Kyoto University, Institute of Economic Research.
- Sims, Christopher A., 2011. "Statistical Modeling of Monetary Policy and its Effects," Nobel Prize in Economics documents 2011-5, Nobel Prize Committee.