IMF Publications by Subject
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2005
Title: Subordinated Levy Processes and Applications to Crude Oil Options
Series: Working Paper No. 2005/174
Date: September 1, 2005
Subject: Asset prices Derivative markets Oil Oil prices Options
Title: Haircuts: Estimating Investor Losses in Sovereign Debt Restructurings, 1998-2005
Series: Working Paper No. 2005/137
Date: July 1, 2005
Subject: Bonds Currencies Discount rates Expenditure Financial institutions Financial services Money Options Public expenditure review
Title: Hedging Foreign Exchange Risk in Chile: Markets and Instruments
Series: Working Paper No. 2005/037
Date: February 1, 2005
Subject: Currencies Exchange rate risk Foreign exchange Hedging Options
2004
Title: Deriving Market Expectations for the Euro-Dollar Exchange Rate from Option Prices
Series: Working Paper No. 2004/196
Date: October 1, 2004
Subject: Asset prices Depreciation Exchange rates Options Reserve requirements
Title: Insurance Value of International Reserves: An Option Pricing Approach
Series: Working Paper No. 2004/175
Date: September 1, 2004
Subject: Asset and liability management Asset prices Asset valuation Central banks Financial institutions Insurance International reserves Options Prices
2003
Title: Puttable and Extendible Bonds: Developing Interest Rate Derivatives for Emerging Markets
Series: Working Paper No. 2003/201
Date: October 1, 2003
Subject: Asset prices Bonds Economic sectors Financial crises Financial institutions Financial services Options Prices Short term interest rates Sovereign bonds
Title: Central Bank Foreign Exchange Market Intervention and Option Contract Specification: The Case of Colombia
Series: Working Paper No. 2003/135
Date: June 1, 2003
Subject: Currency markets Exchange rates Financial institutions Financial markets Financial regulation and supervision Foreign exchange Foreign exchange intervention Hedging Options
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: Primeron Reforms in a Second-Best Ambiguous Environment: A Case for Gradualism
Series: Working Paper No. 2002/050
Date: March 1, 2002
Subject: Economic sectors Environment Financial institutions Financial sector National accounts Options Personal income Tariffs Taxes
Title: Optimal Central Bank Conservatism and Monopoly Trade Unions
Series: Working Paper No. 2002/044
Date: March 1, 2002
Subject: Banking Inflation Labor unions Options Real wages