David Borner and Heiko Sorg, “CIP violations as functional components of the dynamic cross-currency basis curve”
Swiss National Bank, Working paper n° 9/2026
Posted in: Articolo
Lug
31
2026
Tagged width: banking, capital markets
Boris Hofmann, Aaron Mehrotra and Jan Paulick, “Dollarisation and monetary control: what lessons for the rise of stablecoins?”
Bank for International Settlements, Working paper n° 1370
Posted in: Articolo
Lug
31
2026
Tagged width: banking, capital markets, fintech, politica monetaria
Michael McMahon, Matthew Naylor, Ryan Rholes and Peter Rickards, “Anchors aweigh? The effect of communicating forecast uncertainty”
Bank of England, Working Paper n° 1,196
Posted in: Articolo
Lug
31
2026
Tagged width: banking, capital markets
Enrico Minnella, Ana Pereira and Eugen Tereanu, “The devil in the DeTail: assessing state-contingent tail effects of a releasable macroprudential capital buffer using a parsimonious agent-based framework”
Bank of England, Working Paper n° 1,198
Posted in: Articolo
Lug
31
2026
Tagged width: banking, capital markets
Eoghan O’Neill and Sofia Velasco, “Let the tree decide: FABART. A non-parametric factor model for nonlinear oil shock transmission”
European Central Bank, Working paper n° 3265
Posted in: Articolo
Lug
31
2026
Tagged width: capital markets, ecb, politica monetaria
Tatjana Dahlhaus, Malik Shukayev, and Alexander Ueberfeld, “Balancing Act: Monetary Policy Responses to Natural Disasters”
Bank of Canada, Working paper n° 2026-28
Posted in: Articolo
Lug
31
2026
Tagged width: capital markets, politica monetaria
Hyung Joo Kim and Dong Hwan Oh, “Capturing Heterogeneity: Machine Learning Approaches to Implied Volatility Forecasting”
Federal Reserve Board, Washington, D.C., Working paper n° 2026-049
Posted in: Articolo
Lug
31
2026
R. Matthew Darst, Lucia Gurrieri, Arazi Lubis and Alexandros P. Vardoulakis, “The Last Taxi: LCR Buffers and Bank Liquidity Provision”
Federal Reserve Board, Washington, D.C., Working paper n° 2026-051
Posted in: Articolo
Lug
31
2026
Tagged width: banking, capital markets
