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Working paper by Frank Smets and Kostas Tsatsaronis. Requires Acrobat Reader.
Working paper that argues that the introduction of the euro would have a more immediate impact on European bond markets than on banking markets. Requires Acrobat Reader.
Working paper that reviews issues confronting central banks in their choice of monetary operating instruments and techniques. Requires Acrobat Reader.
Working paper by Michael Keane and Eswar Prasad of the Research Department of the International Monetary Fund (IMF).
Paper that amends the treatment of off-balance-sheet items in the Basle Capital Accord. Requires Acrobat Reader.
Working paper by Helene Poirson of the Research Department of the International Monetary Fund.
Paper develops a binomial valuation model that simultaneously takes into consideration the most significant differences between standard call options and employee stock options. By Mark Rubenstein, 1994. Requires Acrobat Reader.
An examination of the common wisdom that corporates which diversify their holdings tend to increase shareholder value. The paper finds the opposite to be the case. Adobe Acrobat required.
Working paper by Philip Schellekens of the Research Department of the International Monetary Fund (IMF).
Working paper that addresses the European rate of unemployment over the past decades. Requires Acrobat Reader.
Working paper by Benedikt Braumann of the Western Hemisphere Department of the International Monetary Fund.
Working paper that describes and analyzes clearing arrangements for exchange-traded derivatives in the Group of 10 countries. Requires Acrobat Reader.
Working paper that considers issues related to the measurement of country risk and suggests ways in which banks can manage it. Requires Acrobat Reader.
An explanation of the difference between a conglomerate's value and that of a similarly composed portfolio of single-segment firms. Requires Adobe Acrobat.
Working paper that analizes high-frequency responses of the US yield curve to macroeconomic announcements. Requires Acrobat Reader.
Working paper where standard speculative attack models is applied to Mexican exchange rate regimes over the past 20 years. Requires Acrobat Reader.
Working paper by Prakash Loungani, Assaf Razin and Chi-Wa Yuen of the Research Department of the International Monetary Fund.
Working paper by Steven Barnett of the Fiscal Affairs Department of the International Monetary Fund (IMF).
A service for finding and downloading research results in economics.
Provide banking, securities and insurance supervisors principles for ensuring through the regulatory and supervisory process the prudent management and control of intragroup transactions and exposures by financial conglomerates. (Adobe Required)
Working paper that addresses asset allocation under the assumption that the investment universe is composed of unhedged risk-free bonds in different countries. Requires Acrobat Reader.
Working paper with guidelines for banks and supervisors on public disclosure in financial reports. Requires Acrobat Reader.
The SSRN is devoted to the rapid worldwide dissemination of social science research and is composed of specialized research networks in each of the social sciences.
Working paper that examines the issues of excess volatility and excess comovement of interest rates among global bond markets. Requires Acrobat Reader.
Provides an interpretation of the Basle Committee's Capital Accord for banks which participate in a multilateral netting arrangement for foreign exchange contracts; focuses on forward replacement risk. (Adobe Required)
Working paper by Jack Boorman, Timothy Lane, Marianne Schulze-Ghattas, Ales Bulir and Atish R. Ghosh of the International Monetary Fund.
Working paper that redefines the criteria for the inclusion of general provisions or loan-loss reserves in bank capital under the terms of the Basle Capital Accord.
Working paper by William Hsiao of the Fiscal Affairs Department of the International Monetary Fund (IMF).
A free distribution of working abstract or announcement papers in economics covering 22 subject areas provided by the Economics Department of Washington University.
Working paper that examines some of the origins of the recent East Asian financial crisis. Requires Acrobat Reader.
Working paper by Henri Pagès. Requires Acrobat Reader.
Working paper by Srichander Ramaswamy that presents an approach to portfolio selection using fuzzy decision theory. Requires Acrobat Reader.
Working paper that examines the one-step prediction of financial time series from a binary decision theory perspective. Requires Acrobat Reader.
This document provides guidance to banks and banking supervisors on recognition and measurement of loans, establishment of loan loss allowances, credit risk disclosure and related matters. (Adobe Required)
Working paper by Peter B. Clark and Ronald MacDonald of the International Monetary Fund (IMF) about the behavioral equilibrium exchange rate (BEER).
Annual publication with data on payments and payment systems in the Group of 10 countries. Requires Acrobat Reader.
Working paper on average interest rates in the EMU countries in 1990-98, with the exception of the period of exchange market turmoil in 1992-93. Requires Acrobat Reader.
Library of published reports on asset securitization, corporate finance, project finance and risk management.
Working paper that reviews aspects of asset transfers and securitiy from a supervisory perspective. Requires Acrobat Reader.
Working paper by William R. White. Requires Acrobat Reader.
Working paper by Palle Andersen and William Wascher. Requires Acrobat Reader.
Working paper that analyzes the effect of measurement error in the output gap on efficient monetary policy rules. Requires Acrobat Reader.
Working paper analyzing banks' interactions with highly leveraged institutions (HLIs), together with guidance on sound practices in such dealings. Requires Acrobat Reader.
Annual publication that provides data on payments and payment systems in the Group of 10 countries. Requires Acrobat Reader.
Working paper by Henri Bernard and Stefan Gerlach. Requires Acrobat Reader.
Presents a methodology for testing the accuracy of the models used by banks to measure their market risks. (Adobe Required)
Working paper by Olin Liu and Olumuyiwa S. Adedeji of the Middle Eastern Department of the International Monetary Fund (IMF).
Working paper that provides a framework for choosing the composition of reserve currencies. Requires Acrobat Reader.
Working paper that examines the empirical content of the expectations theory of the term structure to study the behavior of US government yield spreads. Requires Acrobat Reader.
Working paper by Manmohan S. Kumar, Paul R. Masson and Marcus Miller of the International Monetary Fund Research Department.
Working paper that reviews monetary policy implementation procedures to highlight similarities and differences across countries. Requires Acrobat Reader.
Working paper that uses portfolio theory to analyze the likelihood and impact of shifts between the dollar and the euro. Requires Acrobat Reader.
Working paper that examines the correlation of cyclical fluctuations and the bias of international investors in the currency composition of their portfolios. Requires Acrobat Reader.
Working paper by Magda Kandil of the International Monetary Fund (IMF) with empirical evidence on the degree of nominal wage flexibility in 19 industrial countries.
Working paper by Sanjeev Gupta, Hamid Davoodi and Erwin Tiongson of the Fiscal Affairs Department of the International Monetary Fund (IMF).
Working paper by Palle Andersen. Requires Acrobat Reader.
Working paper that provides guidance to banks and supervisors on loan measurement, loan loss allowance and credit risk disclosure. Requires Acrobat Reader.
Working paper by Rodrigo Valdes and Eduardo Engel of the Research Department of the International Monetary Fund (IMF).
Original text of the Basle Capital Accord, which sets down the agreement among the Group of 10 central banks to apply minimum capital standards. Requires Acrobat Reader.
Working paper by Palle S. Andersen and Már Guðmundsson. Requires Acrobat Reader.
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