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June 19, 2013

The search found 15 of 11866 documents sorted by Date with the following criteria:
Subject / Keyword: GARCH

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1.	Title: What Drives the POLONIA Spread in Poland? Author/Editor: Lu, Yinqiu Series: Working Paper No. 12/215 Published: August 1, 2012 Subject(s): Banking systems \| Central bank policy \| Interest rate policy \| Interest rates \| Liquidity \| Monetary policy \| Poland Author's keyword(s): Poland \| POLONIA \| monetary policy \| interbank market \| and GARCH

2.	Title: Determinants of the Foreign Exchange Risk Premium in Gulf Cooperation Council Countries Author/Editor: Poghosyan, Tigran Series: Working Paper No. 10/255 Published: November 1, 2010 Subject(s): Consumption \| Cooperation Council for the Arab States of the Gulf \| Currency pegs \| Economic models \| Foreign exchange \| Inflation \| Oil prices \| Risk premium \| Saudi Arabia \| United Arab Emirates \| United States Author's keyword(s): foreign exchange risk; time-varying risk premium; multivariate GARCH-in-Mean; GCC

3.	Title: The Effectiveness of Central Bank Interventions During the First Phase of the Subprime Crisis Author/Editor: Frank, Nathaniel ; Hesse, Heiko Series: Working Paper No. 09/206 Published: September 1, 2009 Subject(s): Bank credit \| Banking sector \| Central bank policy \| Central banks \| Credit risk \| Economic models \| Financial crisis \| Liquidity management \| Loans \| Monetary policy \| Risk management Author's keyword(s): Interbank markets \| Financial Crisis \| Markov-Switching \| GARCH

4.	Title: What Drives China's Interbank Market? Author/Editor: Porter, Nathaniel John ; Xu, TengTeng Series: Working Paper No. 09/189 Published: September 1, 2009 Subject(s): Asset prices \| Bank regulations \| Banking sector \| Bond markets \| Capital markets \| Central bank policy \| China, People's Republic of \| Economic models \| Interest rates \| Interest rates on deposits \| Interest rates on loans \| Liquidity \| Monetary policy \| Pricing policy Author's keyword(s): Interbank market; monetary policy; GARCH; China

5.	Title: Spillovers of the U.S. Subprime Financial Turmoil to Mainland China and Hong Kong SAR: Evidence from Stock Markets Author/Editor: Sun, Tao ; Zhang, Xiaojing Series: Working Paper No. 09/166 Published: August 1, 2009 Subject(s): Asset prices \| Capital markets \| China, People's Republic of \| Credit risk \| Economic integration \| Economic models \| External shocks \| Financial crisis \| Financial sector \| Hong Kong Special Administrative Region of China \| Spillovers \| Stock markets \| Stock prices \| United States Author's keyword(s): subprime crisis; spillovers; GARCH

6.	Title: Financial Spillovers to Emerging Markets during the Global Financial Crisis Author/Editor: Frank, Nathaniel ; Hesse, Heiko Series: Working Paper No. 09/104 Published: May 1, 2009 Subject(s): Banking sector \| Bond markets \| Capital markets \| Cross country analysis \| Developed countries \| Developing countries \| Economic models \| Emerging markets \| Financial crisis \| Liquidity \| Spillovers \| Stock markets Author's keyword(s): Emerging Markets \| Subprime Crisis \| Liquidity \| Solvency \| GARCH

7.	Title: Global Volatility and Forex Returns in East Asia Author/Editor: Kalra, Sanjay Series: Working Paper No. 08/208 Published: September 1, 2008 Subject(s): Foreign exchange \| East Asia \| Exchange rates \| Financial stability \| Economic integration \| Economic models \| Financial crisis Author's keyword(s): East Asia \| Forex returns \| GARCH models \| volatility

8.	Title: Transmission of Liquidity Shocks: Evidence from the 2007 Subprime Crisis Author/Editor: Frank, Nathaniel ; González-Hermosillo, Brenda ; Hesse, Heiko Series: Working Paper No. 08/200 Published: August 1, 2008 Subject(s): Liquidity management \| External shocks \| Financial crisis \| Spillovers \| Credit \| Banks \| Financial institutions \| Economic models Author's keyword(s): Funding liquidity \| market liquidity \| subprime crisis \| GARCH

9.	Title: Common Volatility Trends in the Central and Eastern European Currencies and the Euro Author/Editor: Pramor, Marcus ; Tamirisa, Natalia T. Series: Working Paper No. 06/206 Published: September 1, 2006 Subject(s): Eastern Europe \| Euro \| Exchange rates Author's keyword(s): Exchange rate \| volatility \| GARCH \| convergence \| Central Europe

10.	Title: The Efficiency of the Japanese Equity Market Author/Editor: Nagayasu, Jun Series: Working Paper No. 03/142 Published: July 1, 2003 Subject(s): Stock markets \| Japan \| Economic models Author's keyword(s): Nikkei 225 \| Afrima \| Arfina-Figarch

11.	Title: Is Transparency Good for You, and Can the IMF Help? Author/Editor: Glennerster, Rachel ; Shin, Yongseok Series: Working Paper No. 03/132 Published: June 1, 2003 Subject(s): Transparency \| Fund role \| Article IV consultations \| Reports on the Observance of Standards and Codes \| Special Data Dissemination Standard \| Emerging markets \| Capital markets Author's keyword(s): Transparency \| publication \| institutions \| emerging markets \| sovereign spreads \| IMF \| SDDS \| ROSC \| Article IV \| GARCH

12.	Title: Predictive Ability of Asymmetric Volatility Models at Medium-Term Horizons Author/Editor: Kisinbay, Turgut Series: Working Paper No. 03/131 Published: June 1, 2003 Subject(s): Capital markets \| Forecasting models Author's keyword(s): GARCH \| high-frequency data \| realized volatility \| integrated volatility \| and asymmetric volatility

13.	Title: Foreign Exchange Intervention and the Australian Dollar: Has it Mattered? Author/Editor: Edison, Hali J. ; Cashin, Paul ; Liang, Hong Series: Working Paper No. 03/99 Published: May 1, 2003 Subject(s): Foreign exchange \| Australia \| Intervention \| Australian dollar \| Exchange rate stability Author's keyword(s): Foreign exchange intervention \| exchange rate volatility \| GARCH modeling

14.	Title: Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia Author/Editor: Chan-Lau, Jorge A. ; Ivaschenko, Iryna V. Series: Working Paper No. 02/154 Published: September 1, 2002 Subject(s): Prices \| United States \| Hong Kong SAR \| Japan \| Malaysia \| Singapore \| Stock markets \| Economic models \| Hong Kong Special Administrative Region of China Author's keyword(s): Price spillovers \| volatility spillovers \| asymmetric GARCH models \| stock markets \| United States \| Asia

15.	Title: Price Volatility and Financial Instability Author/Editor: Leon, H. L. ; Worrell, DeLisle Series: Working Paper No. 01/60 Published: April 1, 2001 Subject(s): Exchange rates \| Stock markets \| Exchange rate instability \| Price stabilization \| Economic models Author's keyword(s): Volatility \| financial instability \| GARCH models

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