| Title | Other author(s) | |
|---|---|---|
Extracting inflation expectations and inflation risk premia from the term structure: a joint model of the UK nominal and real yield curvesBank of England Working papers [View] (Paper: 360, 05.03.2009) |
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Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curveBank of England Working papers [View] (Paper: 358, 23.12.2008) |
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An affine macro-factor model of the UK yield curveBank of England Working papers [View] (Paper: 322, 23.06.2007) |
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Anticipation of monetary policy in UK financial marketsBank of England Working papers [View] (Paper: 241, 26.11.2004) |
