Nikolaos Panigirtzoglou - Central Bank Research Hub

Papers by year: All | 2008 | 2007 | 2005

	Title	Other author(s)
Abstract Full text	Summary statistics of option-implied probability density functions and their properties Bank of England Working papers [View] (Paper: 345, 02.04.2008) JEL: G13, G19	Damien Lynch
Abstract Full text	An affine macro-factor model of the UK yield curve Bank of England Working papers [View] (Paper: 322, 23.06.2007) JEL: C13, C32, E43, E44, E52	Peter Lildholdt Chris Peacock
Abstract Full text	Decomposing credit spreads Bank of England Working papers [View] (Paper: 253, 12.03.2005)	Rohan Churm

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Other author(s)