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Long-run priors for term structure models
Meldrum, Andrew; Roberts-Sklar, Matt - 2015
Persistent link: https://www.econbiz.de/10011443305
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A global factor in variance risk premia and local bond pricing
Kaminska, Iryna; Roberts-Sklar, Matt - 2015
Persistent link: https://www.econbiz.de/10011443308
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What drives UK defined benefit pension funds' investment behaviour?
Douglas, Graeme; Roberts-Sklar, Matt - 2018
Persistent link: https://www.econbiz.de/10011925892
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Volatility in equity markets and monetary policy rate uncertainty
Kaminska, Iryna; Roberts-Sklar, Matt - 2017
Persistent link: https://www.econbiz.de/10011913026
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QE : the story so far
Haldane, Andrew G.; Roberts-Sklar, Matt; Wieladek, Tomasz; … - 2016
Persistent link: https://www.econbiz.de/10011558204
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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
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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
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Down in the slumps : the role of credit in five decades of recessions
Bridges, Jonathan; Jackson, Chris; McGregor, Daisy - 2017
Persistent link: https://www.econbiz.de/10011669444