IMF Publications by Subject
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Return on investment:
1995
Title: Stock Market Volatility and Corporate Investment
Series: Working Paper No. 1995/102
Date: October 1, 1995
Subject: Asset prices Financial institutions Financial markets National accounts Options Prices Return on investment Stock markets Stocks
1994
Title: Noise Trading, Transaction Costs, and the Relationship of Stock Returns and Trading Volume
Series: Working Paper No. 1994/126
Date: October 1, 1994
Subject: Asset prices Consumption Estimation techniques Return on investment Stocks
Title: Estimating and Interpreting Forward Interest Rates: Sweden 1992-1994
Series: Working Paper No. 1994/114
Date: September 1, 1994
Subject: Bonds Financial institutions Financial services Futures Inflation National accounts Prices Return on investment Yield curve
Title: Realignment Expectations, Forward Rate Bias, and Sterilized Intervention in an Adjustable Peg Exchange Rate Model with Policy Optimization
Series: Working Paper No. 1994/020
Date: February 1, 1994
Notes: Also published in Staff Papers, Vol. 41, No. 3, September 1994.
Subject: Exchange rates Foreign exchange International reserves Rational expectations Return on investment
1993
Title: International RandD Spillovers
Series: Working Paper No. 1993/084
Date: November 1, 1993
Notes: Study based on a pooled data set of 22 countries during 1970-90.
Subject: Financial institutions Imports International trade National accounts Production Productivity Return on investment Stocks Total factor productivity
Title: Evaluating the EMS and EMU Using Stochastic Simulations: Some Issues
Series: Working Paper No. 1993/028
Date: March 1, 1993
Subject: Economic integration Exchange rates Foreign exchange Inflation Monetary base Monetary unions Money National accounts Prices Return on investment
Title: Asset Pricing in the International Economy
Series: Working Paper No. 1993/015
Date: February 1, 1993
Subject: Asset prices Consumption Econometric analysis Estimation techniques Financial institutions National accounts Prices Return on investment Treasury bills and bonds
Title: Portfolio Performance of the SDR and Reserve Currencies: Tests Using the ArCH Methodology
Series: Working Paper No. 1993/010
Date: February 1, 1993
Notes: Also published in Staff Papers, Vol. 40, No. 3, September 1993.
Subject: Commodities Currencies Exchange rates Foreign exchange Gold Money National accounts Return on investment
1991
Title: The Information Content of Prices in Derivative Security Markets
Series: Working Paper No. 1991/132
Date: December 1, 1991
Notes: Also published in Staff Papers, Vol. 39, No. 3, September 1992.
Subject: Asset prices Financial institutions Futures National accounts Options Prices Return on investment Stocks
1990
Title: Time Varying Risk Premia in Futures Markets
Series: Working Paper No. 1990/116
Date: December 1, 1990
Subject: Agricultural commodities Commodities Financial institutions Financial markets Futures Futures markets National accounts Return on investment