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Nathaniel Frank

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This is information that was supplied by Nathaniel Frank in registering through RePEc. If you are Nathaniel Frank , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Nathaniel
Middle Name:
Last Name: Frank
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RePEc Short-ID: pfr169

Email: [This author has chosen not to make the email address public]

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Affiliation

Oxford-Man Institute of Quantitative Finance
Oxford University
Location: Oxford, United Kingdom
Homepage: http://www.oxford-man.ox.ac.uk/
Email:
Phone: +44 (0)1865 616600
Fax: +44 (0)1865 616601
Postal: Blue Boar Court, 9 Alfred Street, Oxford, OX1 4EH
Handle: RePEc:edi:omioxuk (more details at EDIRC)

Works

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Working papers

  1. Heiko Hesse & Nathaniel Frank, 2009. "The Effectiveness of Central Bank Interventions During the First Phase of the Subprime Crisis," IMF Working Papers 09/206, International Monetary Fund.
  2. Nathaniel Frank & Heiko Hesse, 2009. "Financial Spillovers to Emerging Markets During the Global Financial Crisis," IMF Working Papers 09/104, International Monetary Fund.
  3. Nathaniel Frank, 2009. "Linkages between asset classes during the financial crisis, accounting for market microstructure noise and non-synchronous trading," Economics Papers 2009-W04, Economics Group, Nuffield College, University of Oxford.
  4. Heiko Hesse & Nathaniel Frank & Brenda González-Hermosillo, 2008. "Transmission of Liquidity Shocks," IMF Working Papers 08/200, International Monetary Fund.
  5. Frank, Nathaniel & Ley, Eduardo, 2008. "Refinements to the probabilistic approach to fiscal sustainability analysis," Policy Research Working Paper Series 4709, The World Bank.

Articles

  1. Nathaniel Frank & Eduardo Ley, 2009. "On the Probabilistic Approach to Fiscal Sustainability: Structural Breaks and Non-Normality," IMF Staff Papers, Palgrave Macmillan, vol. 56(4), pages 742-757, November.
  2. Nathaniel Frank & Heiko Hesse, 2009. "Financial Spillovers to Emerging Markets during the Global Financial Crisis," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 59(6), pages 507-521, December.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2009-12-11. Author is listed
  2. NEP-CBA: Central Banking (2) 2009-10-10 2009-10-31. Author is listed
  3. NEP-FMK: Financial Markets (1) 2009-10-10. Author is listed
  4. NEP-MON: Monetary Economics (1) 2009-10-31. Author is listed
  5. NEP-MST: Market Microstructure (1) 2009-12-11. Author is listed
  6. NEP-RMG: Risk Management (1) 2009-10-31. Author is listed

Statistics

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