| Title | Other author(s) | |
|---|---|---|
Preferred-habitat investors and the US term structure of real ratesBank of England Working papers [View] (Paper: 435, 28.07.2011) |
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A global model of international yield curves: no-arbitrage term structure approachBank of England Working papers [View] (Paper: 419, 03.05.2011) |
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A no-arbitrage structural vector autoregressive model of the UK yield curveBank of England Working papers [View] (Paper: 357, 23.12.2008) |
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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) |