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Title: A New Framework To Estimate the Risk-Neutral Probability Density Functions Embedded in Options Prices
Author/Editor: Cheng, Kevin C.
Series: Working Paper No. 10/181
Date: August 01, 2010
Subject(s): Asset prices | Capital markets | Commodities | Commodity prices | Economic models
Author's Keyword(s): Implied risk-neutral density functions | option pricing | market expectations.
 
Title: A New Index of Currency Mismatch and Systemic Risk
Author/Editor: Ranciere, Romain ; Tornell, Aaron ; Vamvakidis, Athanasios
Series: Working Paper No. 10/263
Date: November 01, 2010
Subject(s): Banking sector | Cross country analysis | Currencies | Economic models | Emerging markets | Europe | External borrowing | Financial crisis | Fiscal risk | Loans | Sovereign debt | Time series
Author's Keyword(s): Currency Mismatch | Emerging Economies | Systemic Risk | Financial Crises.
 
Title: Nonperforming Loans in the GCC Banking System and their Macroeconomic Effects
Author/Editor: Espinoza, Raphael A. ; Prasad, Ananthakrishnan
Series: Working Paper No. 10/224
Date: October 01, 2010
Subject(s): Bank accounting | Banking systems | Banks | Cooperation Council for the Arab States of the Gulf | Credit risk | Economic models | Loans
Author's Keyword(s): NPLs | macro-financial linkages | Gulf Cooperation Council | Stress-testing
 
Title: A Note on Terms of Trade Shocks and the Wage Gap
Author/Editor: Coble Fernandez, David O ; Magud, Nicolas E
Series: Working Paper No. 10/279
Date: December 01, 2010
Subject(s): Chile | Developing countries | Economic models | Labor markets | Skilled labor | Terms of trade | Wages
Author's Keyword(s): Non-tradable goods | terms of trade shocks | distributive conflict.