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No 45. Value at Risk for Derivatives | Sveriges Riksbank

by Linan El Jahel, William Perraudin och Peter Sellin...

Working paper nr

SVERIGES RIKSBANK WORKING PAPER SERIES 306 SCALABLE MCMC FOR LARGE DATA PROBLEMS USING DATA SUBSAMPLING AND THE DIFFERENCE ESTIMATOR MATIAS QUIROZ, MATTIAS VILLANI AND ROBERT KOHN August 2015 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank...

Microsoft Word - WP_66.doc

([FKDQJH5DWHVDQG,QWHUHVW5DWHVLQDQ(FRQRP\ ZLWK 5HJLPH6KLIWVDQG6WLFN\3ULFHV +DQV’LOOpQDQG+DQV/LQGEHUJ0 6YHULJHV5LNVEDQN6HSWHPEHU8 $EVWUDFW This paper examines how expectations of a monetary regime shift to a high inflation...

Working paper nr

SVERIGES RIKSBANK WORKING PAPER SERIES 308 Modeling financial sector joint tail risk in the euro area André Lucas, Bernd Schwaab and Xin Zhang June 2015 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank • SE-103 37...

Selection Effects in Producer- Price Setting

SVERIGES RIKSBANK WORKING PAPER SERIES 290 Selection Effects in Producer- Price Setting Mikael Carlsson November 2014 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank • SE-103 37 Stockholm Fax international: +46 8 787...

Microsoft Word - WP_71.doc

8LI4SPMG]1M\MRE8[SXMIV1SRIXEV]9RMSR [MXL’SRWXVEMRXWSR7XEFMPM^EXMSR4SPMG] ’LVMWXMER&VIHZEH2MPWWSR∗ 3GXSFIV $EVWUDFW The paper studies the interaction between the monetary and fiscal authorities in the Euro area and the block of...

No. 195. Down or Out: Assessing The Welfare Costs of Household Investment Mistakes | Sveriges Riksbank

No. 195. Down or Out: Assessing The Welfare Costs of Household Investment Mistakes...

Working paper nr

SVERIGES RIKSBANK WORKING PAPER SERIES 301 What Broke First? Characterizing Sources of Structural Change Prior to the Great Recession Isaiah Hull June 2015 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank • SE-103 37...

Microsoft Word - WP_65.doc

9RGIVXEMRX]&ERHWJSV-RJPEXMSR*SVIGEWXW F] 1¯VXIR&PM\ ERH 4IXIV7IPPMR∗ %FWXVEGX 8LIGSRXVMFYXMSRSJXLMWTETIVMWXSWLS[LS[XLIFEPERGISJVMWOJSVZEVMSYWQEGVS ZEVMEFPIWGERFIPMROIHXSMRJPEXMSRYRGIVXEMRX]-RJPEXMSR...

Working paper nr

SVERIGES RIKSBANK WORKING PAPER SERIES 305 Bringing Financial Stability into Monetary Policy* Eric M. Leeper and James M. Nason July 2015 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank • SE-103 37 Stockholm Fax...