| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A global factor in variance risk premia and local bond pricing |
0 |
0 |
0 |
53 |
1 |
1 |
3 |
81 |
| A global model of international yield curves: no-arbitrage term structure approach |
0 |
0 |
0 |
106 |
0 |
0 |
1 |
234 |
| A no-arbitrage structural vector autoregressive model of the UK yield curve |
0 |
0 |
0 |
149 |
0 |
0 |
2 |
401 |
| Across the borders, above the bounds: a non-linear framework for international yield curves |
0 |
0 |
15 |
15 |
1 |
1 |
7 |
7 |
| Credit easing versus quantitative easing: evidence from corporate and government bond purchase programs |
1 |
1 |
5 |
55 |
2 |
5 |
22 |
179 |
| Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates |
0 |
0 |
0 |
303 |
0 |
0 |
2 |
1,042 |
| Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates |
0 |
0 |
0 |
150 |
0 |
0 |
0 |
594 |
| Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates |
0 |
0 |
0 |
126 |
0 |
0 |
0 |
551 |
| Monetary policy surprises and their transmission through term premia and expected interest rates |
0 |
0 |
0 |
35 |
0 |
1 |
8 |
50 |
| Monetary policy surprises and their transmission through term premia and expected interest rates |
0 |
0 |
1 |
9 |
1 |
4 |
7 |
22 |
| Monetary policy surprises and their transmission through term premia and expected interest rates |
1 |
1 |
2 |
3 |
2 |
4 |
5 |
8 |
| Monetary policy transmission during QE times: role of expectations and term premia channels |
0 |
0 |
2 |
41 |
0 |
1 |
8 |
68 |
| Official Demand for U.S. Debt: Implications for U.S. Real Interest Rates |
0 |
0 |
0 |
30 |
0 |
1 |
1 |
92 |
| Official demand for US debt: implications for US real rates |
0 |
0 |
1 |
10 |
0 |
1 |
4 |
50 |
| Preferred-Habitat Investors and the US Term Structure of Real Rates |
0 |
0 |
0 |
27 |
0 |
1 |
3 |
128 |
| Preferred-habitat investors and the US term structure of real rates |
0 |
0 |
0 |
50 |
1 |
1 |
5 |
220 |
| Preferred-habitat investors and the US term structure of real rates |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
| The Impact of Corporate QE on Liquidity: Evidence from the UK |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
72 |
| The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation |
0 |
0 |
0 |
223 |
0 |
2 |
2 |
635 |
| The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation |
0 |
1 |
2 |
321 |
0 |
1 |
3 |
953 |
| The impact of corporate QE on liquidity: evidence from the UK |
0 |
0 |
3 |
46 |
0 |
1 |
8 |
127 |
| The informational content of market-based measures of inflation expectations derived from govenment bonds and inflation swaps in the United Kingdom |
0 |
0 |
0 |
47 |
0 |
1 |
3 |
80 |
| The local supply channel of QE: evidence from the Bank of England’s gilt purchases |
0 |
0 |
2 |
16 |
1 |
3 |
15 |
43 |
| Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curve |
0 |
0 |
0 |
39 |
0 |
1 |
3 |
146 |
| Volatility in equity markets and monetary policy rate uncertainty |
0 |
0 |
0 |
40 |
1 |
2 |
5 |
80 |
| Total Working Papers |
2 |
3 |
33 |
1,931 |
10 |
32 |
119 |
5,865 |
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