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Sorensen, Steffen's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
3,370 |
Total
Citations
42 |
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1.
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Drehmann, Mathias Bank for International Settlements Sorensen, Steffen Moody's Investor Services Stringa, Marco Bank of England
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1,844
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6
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Integration of credit risk and interest rate risk, asset and liability management of banks, economic value, stress testing
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2.
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Hoggarth, Glenn Bank of England Sorensen, Steffen Moody's Investor Services Zicchino, Lea Prometeia SpA
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1,050
(8,606)
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14
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Macro stress testing, bank fragility, loan write-offs, VAR analysis
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3.
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Smith, Peter N. University of York (UK) - Department of Economics and Related Studies Sorensen, Steffen Moody's Investor Services Wickens, Michael R. University of York (UK) - Department of Economics and Related Studies
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182
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1
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Stock returns, asymmetry
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4.
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Joyce, Michael Bank of England - Monetary Analysis Lildholdt, Peter M. Bank of England - Monetary Analysis Sorensen, Steffen Moody's Investor Services
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172
(86,456)
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15
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Inflation expectations, inflation risk premia, affine term structure model
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5.
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Joyce, Michael Bank of England - Monetary Analysis Relleen, Jonathan Bank of England Sorensen, Steffen Moody's Investor Services
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73
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3
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Interest rates, forecasting, term premia
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6.
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Joyce, Michael Bank of England - Monetary Analysis Sorensen, Steffen Moody's Investor Services Weeken, Olaf Bank of England - Monetary Analysis
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45
(209,726)
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3
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7.
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Smith, Peter N. University of York (UK) - Department of Economics and Related Studies Sorensen, Steffen Moody's Investor Services Wickens, Michael R. University of York (UK) - Department of Economics and Related Studies
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4
(328,029)
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business cycles, demand and supply shocks, equity premium, stock returns
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8.
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Sorensen, Steffen Moody's Investor Services
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term structure, monetary policy
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Records 1 -
8
of 8 matches
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1
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