Matt Roberts-Sklar - Central Bank Research Hub

Papers by year: All | 2015

Title Other author(s)

Long-run priors for term structure models

Bank of England Working papers [View] (Paper: swp575, 18.12.2015)

JEL: C11, E43, G12

A global factor in variance risk premia and local bond pricing

Bank of England Working papers [View] (Paper: swp576, 18.12.2015)

JEL: C22, C52, E43, G12

Papers by year: All | 2015