1

The side effects of quantitative easing: Evidence from the UK bond market

Year:
2015
Language:
english
File:
PDF, 1.04 MB
english, 2015
9

Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market

Year:
2008
Language:
english
File:
PDF, 2.66 MB
english, 2008
10

The leverage effect in the UK stock market

Year:
2005
Language:
english
File:
PDF, 203 KB
english, 2005
14

Secondary market pricing behaviour around UK bond auctions

Year:
2008
Language:
english
File:
PDF, 231 KB
english, 2008
15

Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market

Year:
2008
Language:
english
File:
PDF, 151 KB
english, 2008
16

Exchange controls and European stock market integration

Year:
1998
Language:
english
File:
PDF, 134 KB
english, 1998
19

Stock Price Distributions and News: Evidence from Index Options

Year:
2004
Language:
english
File:
PDF, 369 KB
english, 2004
21

The implications of cointegration in financial markets: a comment

Year:
1997
Language:
english
File:
PDF, 165 KB
english, 1997
23

CHANGES IN THE COMOVEMENT OF EUROPEAN EQUITY MARKETS

Year:
1999
Language:
english
File:
PDF, 1.21 MB
english, 1999
24

The effects of quantitative easing on the integration of UK capital markets

Year:
2015
Language:
english
File:
PDF, 731 KB
english, 2015
26

VOLATILITY, LEVERAGE AND FIRM SIZE: THE U.K. EVIDENCE

Year:
1996
Language:
english
File:
PDF, 1.03 MB
english, 1996
27

Implied volatility from the term structure: a simple analytical approximation

Year:
1997
Language:
english
File:
PDF, 107 KB
english, 1997
31

Portfolio diversification and filter rule profits

Year:
2000
Language:
english
File:
PDF, 247 KB
english, 2000
32

A Two-factor Model of the U.K. Yield Curve

Year:
1997
Language:
english
File:
PDF, 308 KB
english, 1997
34

Volatility transmission in the UK equity market

Year:
1996
Language:
english
File:
PDF, 831 KB
english, 1996
37

Forecasting the Term Structure when Short-Term Rates are Near Zero

Year:
2014
Language:
english
File:
PDF, 267 KB
english, 2014
38

Deregulation and market efficiency: evidence from the gilt-edged market

Year:
1992
Language:
english
File:
PDF, 1.17 MB
english, 1992
39

The Effects of Non-Trading on the Illiquidity Ratio

Year:
2011
Language:
english
File:
PDF, 559 KB
english, 2011
40

Estimating time-varying risk premia in UK long-term government bonds

Year:
2004
Language:
english
File:
PDF, 144 KB
english, 2004
41

Earnings and hindsight bias: An experimental study

Year:
2015
Language:
english
File:
PDF, 320 KB
english, 2015