| Date | Research papers |
|---|---|
| Dec 2011 | Thoughts on the proper design of macro stress testsBIS Papers No 60
Other authors: Petr Jakubík |
| Jan 2000 | A defence of the expectations theory as a model of us long-term interest ratesWorking Papers No 85
|
| Jun 1998 | Spread overreaction in international bond marketsWorking Papers No 55
|
| Jul 1997 | Is there excess comovement of bond yields between countries?Working Papers No 44
|
