---
title: Asian Emerging Markets and Central Bank Transparency
url: https://www.ml-quant.com/papers/repec/cbk-journl-v-12-y-2023-i-2-p-133-163/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:cbk:journl:v:12:y:2023:i:2:p:133-163
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.cbcg.me%2Frepec%2Fcbk%2Fjournl%2Fvol12no2-6.pdf%3Bh%3Drepec%3Acbk%3Ajournl%3Av%3A12%3Ay%3A2023%3Ai%3A2%3Ap%3A133-163
featured: 2023-06-01
citations: unknown
topic: Risk, Credit & Banking
---


# Asian Emerging Markets and Central Bank Transparency

A new model and classification for accounting for a specific jump component of volatility and the impact of monetary policy announcements is proposed.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.cbcg.me%2Frepec%2Fcbk%2Fjournl%2Fvol12no2-6.pdf%3Bh%3Drepec%3Acbk%3Ajournl%3Av%3A12%3Ay%3A2023%3Ai%3A2%3Ap%3A133-163
- Identifier: RePEc:cbk:journl:v:12:y:2023:i:2:p:133-163
- Released: 2023-06-01
- First featured: Quant Letter No. 2 (2023-06-01): https://www.ml-quant.com/issues/2023-06-01/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Risk, Credit & Banking

## Related

- [The Predictive Power of Central Bank Communication: Evidence from Mexico](https://www.ml-quant.com/papers/ssrn/4595144/): Predictive Power: The study reveals that Natural Language Processing can predict short-term interest rate decisions based on the communication strategy of Banco de México.
- [The Bank of Italy’s Statistical Model for the Credit Assessment of Non-Financial Firms](https://www.ml-quant.com/papers/ssrn/5270521/): The Bank of Italy uses a combination of statistical models and expert assessments in its in-house credit assessment system to predict default probabilities of non-financial firms, aiding in monetary policy.
- [Financial Fragilities and Risk-taking of Corporate Bond Funds in the Aftermath of Central Bank Policy Interventions](https://www.ml-quant.com/papers/ssrn/4463970/): It finds that central bank asset purchases during the pandemic led corporate bond fund managers to take more risks, affecting market stability.
- [Target Rate Factors](https://www.ml-quant.com/papers/ssrn/4445293/): Study on risk associated with uncertainties in central bank monetary policy targets using short interest rate models.
- [Tightening Monetary Policy and Fragile U.S. Banks](https://www.ml-quant.com/papers/ssrn/4587122/): A study warns that increasing interest rates could cause significant losses for U.S. banks, particularly those with low capital and high uninsured leverage, potentially leading to bank runs.
- [Bank Failures & Optimization Errors](https://www.ml-quant.com/papers/ssrn/4609719/): The paper attributes the three largest bank failures since 2008 to improper hedging for interest rate risk during Federal Reserve rate hikes from 2022 to 2023.