Matt Roberts-Sklar
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Matt |
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Roberts-Sklar |
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author of:
- Long-run priors for term structure models (RePEc:boe:boeewp:0575)
by Meldrum, Andrew & Roberts-Sklar, Matt - A global factor in variance risk premia and local bond pricing (RePEc:boe:boeewp:0576)
by Kaminska, Iryna & Roberts-Sklar, Matt - QE: The Story so far (RePEc:boe:boeewp:0624)
by Haldane, Andrew & Roberts-Sklar, Matt & Wieladek, Tomasz & Young, Chris - Investor behaviour and reaching for yield: evidence from the sterling corporate bond market (RePEc:boe:boeewp:0685)
by Czech, Robert & Roberts-Sklar, Matt - Volatility in equity markets and monetary policy rate uncertainty (RePEc:boe:boeewp:0700)
by Kaminska, Iryna & Roberts-Sklar, Matt - What drives UK defined benefit pension funds' investment behaviour? (RePEc:boe:boeewp:0757)
by Douglas, Graeme & Roberts-Sklar, Matt - Resilience of trading networks: evidence from the sterling corporate bond market (RePEc:boe:boeewp:0813)
by Mallaburn, David & Roberts-Sklar, Matt & Silvestri, Laura - The Bank of England’s Special Liquidity Scheme (RePEc:boe:qbullt:0071)
by John, Sarah & Roberts, Matt & Weeken, Olaf - Do inflation expectations currently pose a risk to inflation? (RePEc:boe:qbullt:0174)
by Domit, Sílvia & Jackson, Chris & Roberts-Sklar , Matt - Financial stability buy/sell tools: a gilt market case study (RePEc:boe:qbullt:0269)
by Alexander, Paul & Fakhoury, Rand & Horn, Tom & Panjwani, Waris & Roberts-Sklar, Matt - QE: the story so far (RePEc:cpr:ceprdp:11691)
by Wieladek, Tomasz & Haldane, Andrew & Roberts-Sklar, Matt & Young, Chris - Volatility in equity markets and monetary policy rate uncertainty (RePEc:eee:empfin:v:45:y:2018:i:c:p:68-83)
by Kaminska, Iryna & Roberts-Sklar, Matt