Matthew T. Jones

International Monetary Fund (IMF) - Monetary and Exchange Affairs Department

700 19th Street NW

Washington, DC 20431

United States

SCHOLARLY PAPERS

5

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Top 18,174

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2,570

CITATIONS
Rank 7,402

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Top 7,402

in Total Papers Citations

64

Scholarly Papers (5)

1.

Stress Testing of Financial Systems: An Overview of Issues, Methodologies, and Fsap Experiences

IMF Working Paper No. 01/88
Number of pages: 40 Posted: 31 Jan 2006
European Union - European Commission, International Monetary Fund (IMF) - Monetary and Exchange Affairs Department, World Bank and International Monetary Fund (IMF)
Downloads 1,092 (18,568)
Citation 21

Abstract:

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Stress testing, interest rate risk, credit risk, foreign exchange risk, liquidity risk

2.

Estimating Markov Transition Matrices Using Proportions Data: An Application to Credit Risk

IMF Working Paper No. 05/219
Number of pages: 27 Posted: 03 Mar 2006
Matthew T. Jones
International Monetary Fund (IMF) - Monetary and Exchange Affairs Department
Downloads 797 (29,296)
Citation 1

Abstract:

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Markov transition matrix, credit risk, nonperforming loans, interest coverage

3.

Stress Testing Financial Systems: What to Do When the Governor Calls

IMF Working Paper No. 04/127
Number of pages: 38 Posted: 15 Feb 2006
Matthew T. Jones and Paul Hilbers
International Monetary Fund (IMF) - Monetary and Exchange Affairs Department and International Monetary Fund (IMF)
Downloads 477 (57,640)
Citation 19

Abstract:

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Stress testing, financial soundness indicators

4.

The Korean Crisis: What Did We Know and When Did We Know it? What Stress Tests of the Corporate Sector Reveal

IMF Working Paper No. 06/114
Number of pages: 21 Posted: 21 Jun 2006
Matthew T. Jones and Meral Karasulu
International Monetary Fund (IMF) - Monetary and Exchange Affairs Department and International Monetary Fund (IMF) - Monetary and Exchange Affairs Department
Downloads 157 (184,692)
Citation 1

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Stress test, corporate sector, Korea, EBITDA

5.

Saving, Investment, and Gold: A Reassessment of Historical Current Account Data

NBER Working Paper No. w6103
Number of pages: 61 Posted: 09 Feb 1998 Last Revised: 06 Oct 2010
Matthew T. Jones and Maurice Obstfeld
International Monetary Fund (IMF) - Monetary and Exchange Affairs Department and University of California, Berkeley - Department of Economics
Downloads 47 (391,259)
Citation 22

Abstract:

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