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~accessRights:"free"
~isPartOf:"Staff working papers / Bank of England"
~language:"eng"
~language:"ita"
~person:"Roberts-Sklar, Matt"
~subject:"Großbritannien"
~subject:"Yield curve"
~type:"book"
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Roberts-Sklar, Matt
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Resilience of trading networks : evidence from the sterling corporate bond market
Mallaburn, David
;
Roberts-Sklar, Matt
;
Silvestri, Laura
-
2019
Persistent link: https://www.econbiz.de/10012202238
Saved in:
2
What drives UK defined benefit pension funds' investment behaviour?
Douglas, Graeme
;
Roberts-Sklar, Matt
-
2018
Persistent link: https://www.econbiz.de/10011925892
Saved in:
3
Investor behaviour and reaching for yield : evidence from the sterling corporate bond market
Czech, Robert
;
Roberts-Sklar, Matt
-
2017
Persistent link: https://www.econbiz.de/10011741267
Saved in:
4
Volatility in equity markets and monetary policy rate uncertainty
Kaminska, Iryna
;
Roberts-Sklar, Matt
-
2017
Persistent link: https://www.econbiz.de/10011913026
Saved in:
5
QE : the story so far
Haldane, Andrew G.
;
Roberts-Sklar, Matt
;
Wieladek, Tomasz
; …
-
2016
Persistent link: https://www.econbiz.de/10011558204
Saved in:
6
A global factor in variance risk premia and local bond pricing
Kaminska, Iryna
;
Roberts-Sklar, Matt
-
2015
Persistent link: https://www.econbiz.de/10011443308
Saved in:
7
Long-run priors for term structure models
Meldrum, Andrew
;
Roberts-Sklar, Matt
-
2015
Persistent link: https://www.econbiz.de/10011443305
Saved in:
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