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Details about Nathaniel Frank

Workplace:Oxford-Man Institute of Quantitative Finance, Oxford University, (more information at EDIRC)

Access statistics for papers by Nathaniel Frank.

Last updated 2010-04-18. Update your information in the RePEc Author Service.

Short-id: pfr169


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Working Papers

2009

  1. Financial Spillovers to Emerging Markets During the Global Financial Crisis
    IMF Working Papers, International Monetary Fund Downloads View citations (91)
    See also Journal Article 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 (2009) Downloads View citations (79) (2009)
  2. Linkages between asset classes during the financial crisis, accounting for market microstructure noise and non-synchronous trading
    Economics Papers, Economics Group, Nuffield College, University of Oxford Downloads View citations (5)
  3. The Effectiveness of Central Bank Interventions During the First Phase of the Subprime Crisis
    IMF Working Papers, International Monetary Fund Downloads View citations (30)

2008

  1. Refinements to the probabilistic approach to fiscal sustainability analysis
    Policy Research Working Paper Series, The World Bank Downloads
  2. Transmission of Liquidity Shocks: Evidence from the 2007 Subprime Crisis
    IMF Working Papers, International Monetary Fund Downloads View citations (47)

Journal Articles

2009

  1. Financial Spillovers to Emerging Markets during the Global Financial Crisis
    Czech Journal of Economics and Finance (Finance a uver), 2009, 59, (6), 507-521 Downloads View citations (79)
    See also Working Paper Financial Spillovers to Emerging Markets During the Global Financial Crisis, IMF Working Papers (2009) Downloads View citations (91) (2009)
  2. On the Probabilistic Approach to Fiscal Sustainability: Structural Breaks and Non-Normality
    IMF Staff Papers, 2009, 56, (4), 742-757 Downloads View citations (4)
 
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