IMF Publications by Subject
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Futures:
2010
Title: How Commodity Price Curves and Inventories React to a Short-Run Scarcity Shock
Series: Working Paper No. 2010/222
Date: September 1, 2010
Subject: Commodity markets Futures Futures markets Metal prices Metals
Title: A New Framework to Estimate the Risk-Neutral Probability Density Functions Embedded in Options Prices
Series: Working Paper No. 2010/181
Date: August 1, 2010
Subject: Asset prices Commodities Commodity prices Futures Options
Title: United States: Publication of Financial Sector Assessment Program Documentation: Detailed Assessment of Implementation of the IOSCO Objectives and Principles of Securities Regulation
Series: Country Report No. 2010/125
Date: May 14, 2010
Subject: Financial institutions Financial markets Financial regulation and supervision Futures Futures markets Securities Securities markets Securities regulation
2009
Title: The Derivatives Market in South Africa: Lessons for Sub-Saharan African Countries
Series: Working Paper No. 2009/196
Date: September 1, 2009
Subject: Derivative markets Financial institutions Financial markets Futures Futures markets Options Over-the-counter markets
2008
Title: Commodities and the Market Price of Risk
Series: Working Paper No. 2008/221
Date: September 1, 2008
Subject: Commodities Futures Market risk Real interest rates Return on investment
Title: Emerging Market Spread Compression: Is it Real or is it Liquidity?
Series: Working Paper No. 2008/010
Date: January 1, 2008
Subject: Credit ratings Emerging and frontier financial markets Futures Securities markets Yield curve
2007
Title: Where Have the Monetary Surprises Gone? The Effects of FOMC Statements
Series: Working Paper No. 2007/185
Date: July 1, 2007
Subject: Asset prices Futures Long term interest rates Market interest rates Short term interest rates
Title: Mexico: Financial Sector Assessment Program Update: Technical Note: Derivatives Market: Overview and Potential Vulnerabilities
Series: Country Report No. 2007/169
Date: May 15, 2007
Subject: Derivative markets Expenditure Financial institutions Financial markets Futures Options Over-the-counter markets Pension spending
Title: Do Economists’ and Financial Markets’ Perspectives on the New Members of the EU differ?
Series: Working Paper No. 2007/065
Date: March 1, 2007
Subject: Credit ratings Currencies Emerging and frontier financial markets Futures International liquidity
2006
Title: Recent Dynamics of Crude Oil Prices
Series: Working Paper No. 2006/299
Date: December 1, 2006
Subject: Asset prices Commodities Financial institutions Futures Oil Oil prices Options Prices