Report NEP-FMK-2000-06-05

This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Erik Schloegl issued this report. It is usually issued weekly.

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Other reports in NEP-FMK

The following items were announced in this report:

• Item repec:imf:imfwpa:0055 is not listed on IDEAS anymore

• Carlo Favero & Alessandra Bonfiglioli, "undated". "Measuring Co-movements Between US and European Stock Markets," Working Papers 165, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Mr. R. B. Johnston & Miss Liliana B Schumacher & Ms. Jingqing Chai, 2000. "Assessing Financial System Vulnerabilities," IMF Working Papers 2000/076, International Monetary Fund.
• Item repec:imf:imfwpa:0048 is not listed on IDEAS anymore

• Elena Andreou & Eric Ghysels, 2000. "Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results," CIRANO Working Papers 2000s-19, CIRANO.
• Miss Liliana B Schumacher & Mr. Mario I. Bléjer, 2000. "Central Banks Use of Derivatives and Other Contingent Liabilities: Analytical Issues and Policy Implications," IMF Working Papers 2000/066, International Monetary Fund.
• Item repec:fmg:fmgdps:dp0351 is not listed on IDEAS anymore

• Mr. Ranil M Salgado & Mr. Jahangir Aziz & Mr. Francesco Caramazza, 2000. "Currency Crises: In Search of Common Elements," IMF Working Papers 2000/067, International Monetary Fund.
• Ms. G. C. Lim, 2000. "Misalignment and Managed Exchange Rates: An Application to the Thai Baht," IMF Working Papers 2000/063, International Monetary Fund.
• Item repec:fmg:fmgdps:dp0350 is not listed on IDEAS anymore

• Ms. Ratna Sahay & Mr. Gaston Gelos, 2000. "Financial Market Spillovers in Transition Economies," IMF Working Papers 2000/071, International Monetary Fund.
• Mr. Christian B. Mulder & Brieuc Monfort, 2000. "Using Credit Ratings for Capital Requirementson Lending to Emerging Market Economies: Possible Impact of a New Basel Accord," IMF Working Papers 2000/069, International Monetary Fund.
• Massimiliano Marcellino & Oscar Jorda, "undated". "Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency FX Data," Working Papers 164, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Pradeep Dubey & John Geanakoplos & Martin Shubik, 2000. "Default in a General Equilibrium Model with Incomplete Markets," Cowles Foundation Discussion Papers 1247, Cowles Foundation for Research in Economics, Yale University.