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Nathaniel Frank

Personal Details

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

Oxford-Man Institute of Quantitative Finance
Oxford University

Oxford, United Kingdom
http://www.oxford-man.ox.ac.uk/

: +44 (0)1865 616600
+44 (0)1865 616601
Blue Boar Court, 9 Alfred Street, Oxford, OX1 4EH
RePEc:edi:omioxuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

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 Gonzalez-Hermosillo, 2008. "Transmission of Liquidity Shocks; Evidence from the 2007 Subprime Crisis," 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (2) 2009-10-10 2009-10-31
  2. NEP-ACC: Accounting & Auditing (1) 2009-12-11
  3. NEP-FMK: Financial Markets (1) 2009-10-10
  4. NEP-MON: Monetary Economics (1) 2009-10-31
  5. NEP-MST: Market Microstructure (1) 2009-12-11
  6. NEP-RMG: Risk Management (1) 2009-10-31

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