IMF Publications by Subject
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Asset prices:
2003
Title: Predictive Ability of Asymmetric Volatility Models At Medium-Term Horizons
Series: Working Paper No. 2003/131
Date: June 1, 2003
Subject: Asset prices Economic forecasting Financial institutions Financial markets Foreign exchange Prices Stock markets Stocks
Title: Modeling Stochastic Volatility with Application to Stock Returns
Series: Working Paper No. 2003/125
Date: June 1, 2003
Subject: Asset prices Bayesian models Monetary operations Stock markets Vector autoregression
Title: Stock Markets and the Real Exchange Rate: An Intertemporal Approach
Series: Working Paper No. 2003/109
Date: May 1, 2003
Subject: Asset prices Exchange rates Financial markets Foreign exchange Prices Production Productivity Real exchange rates Stock markets
Title: Deflation in Hong Kong SAR
Series: Working Paper No. 2003/077
Date: April 1, 2003
Subject: Asset prices Consumer price indexes Deflation Foreign exchange Inflation Land prices Nominal effective exchange rate Prices
Title: Does Insider Trading Raise Market Volatility?
Series: Working Paper No. 2003/051
Date: March 1, 2003
Subject: Asset prices Corruption Financial institutions Financial markets Income distribution Legal support in revenue administration National accounts Prices Revenue administration Stock markets Stocks
Title: Market Volatility As a Financial Soundness Indicator: An Application to Israel
Series: Working Paper No. 2003/047
Date: March 1, 2003
Subject: Asset prices Exchange rates Financial institutions Financial markets Financial regulation and supervision Foreign exchange Market risk Prices Stock markets Treasury bills and bonds
Title: Testing the Informational Efficiency of OTC Optionson Emerging Market Currencies
Series: Working Paper No. 2003/001
Date: January 1, 2003
Subject: Asset prices Currencies Currency markets Exchange rates Financial institutions Financial markets Foreign exchange Money Options Prices
2002
Title: Macroeconomic News and Stock Returns in the United States and Germany
Series: Working Paper No. 2002/239
Date: December 1, 2002
Subject: Asset prices Consumer prices Financial institutions Financial markets Prices Producer prices Stock markets Stocks
Title: Stock Market Developments and Private Consumer Spending in Emerging Markets
Series: Working Paper No. 2002/238
Date: December 1, 2002
Subject: Asset prices Emerging and frontier financial markets Financial institutions Financial markets National accounts Prices Private consumption Stock markets Stocks
Title: Monetary Policy and Asset Prices: Does "Benign Neglect" Make Sense?
Series: Working Paper No. 2002/225
Date: December 1, 2002
Subject: Asset prices Business cycles Credit Economic growth Land prices Money Price indexes Prices