IMF Publications by Subject
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Futures:
1996
Title: Infrequent Large Nominal Devaluations and their Impacton the Futures Prices for Foreign Exchange in Brazil
Series: Working Paper No. 1996/049
Date: May 1, 1996
Subject: Econometric analysis Estimation techniques Exchange rate devaluation Financial institutions Financial markets Foreign exchange Futures Futures markets National accounts Return on investment
Title: Jumps, Martingales, and Foreign Exchange Futures Prices
Series: Working Paper No. 1996/021
Date: February 1, 1996
Subject: Asset prices Currencies Exchange rates Foreign exchange Futures
1994
Title: Household Saving in France: Stochastic Income and Financial Deregulation
Series: Working Paper No. 1994/136
Date: November 1, 1994
Notes: Also published in Staff Papers, Vol. 42, No. 2, June 1995.
Subject: Financial institutions Financial services Futures Labor National accounts Personal income Precautionary savings Real interest rates
Title: Estimating and Interpreting Forward Interest Rates: Sweden 1992-1994
Series: Working Paper No. 1994/114
Date: September 1, 1994
Subject: Bonds Financial institutions Financial services Futures Inflation National accounts Prices Return on investment Yield curve
Title: Determining the Value of a Financial Unit of Account Basedon Composite Currencies: The Case of the Private Ecu
Series: Working Paper No. 1994/072
Date: June 1, 1994
Notes: Also published in Staff Papers, Vol. 42, No. 1, March 1995.
Subject: Banking Currencies Currency markets Exchange rates Financial institutions Financial markets Foreign exchange Futures Money Spot exchange rates
1993
Title: The Structure and Operation of the World Gold Market
Series: Occasional Paper No. 1993/003
Date: March 15, 1993
Subject: Central banks Commodities Commodity markets Financial institutions Financial markets Futures Gold Gold reserves Options
1992
Title: Automating the Price Discovery Process: Some International Comparisons and Regulatory Implications
Series: Working Paper No. 1992/080
Date: October 1, 1992
Subject: Automation Financial institutions Futures International trade Options Stocks Technology Trade systems
Title: A Taxonomy of Automated Trade Execution Systems
Series: Working Paper No. 1992/076
Date: September 1, 1992
Notes: Taxonomy of existing and planned automated trade execution systems in over 50 automated market structures in 16 countries.
Subject: Financial institutions Financial markets Futures International trade Options Stock markets Stocks Trade systems
1991
Title: The Information Content of Prices in Derivative Security Markets
Series: Working Paper No. 1991/132
Date: December 1, 1991
Notes: Also published in Staff Papers, Vol. 39, No. 3, September 1992.
Subject: Asset prices Financial institutions Futures National accounts Options Prices Return on investment Stocks
Title: Forecasting Accuracy of Crude Oil Futures Prices
Series: Working Paper No. 1991/093
Date: October 1, 1991
Notes: Also published in Staff Papers, Vol. 39, No. 2, June 1992.
Subject: Commodities Econometric analysis Econometric models Financial institutions Financial markets Futures Futures markets Oil Oil prices Prices