Jonathan Relleen

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

134

SSRN CITATIONS

0

CROSSREF CITATIONS

5

Scholarly Papers (3)

1.

Measuring Monetary Policy Expectations from Financial Market Instruments

Bank of England Working Paper No. 356, ECB Working Paper No. 978
Number of pages: 51 Posted: 23 Dec 2008
Michael Joyce, Jonathan Relleen and Steffen Sorensen
Bank of England - Monetary Analysis, Bank of England and Moody's Investor Services
Downloads 91 (287,991)

Abstract:

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Interest rates, forecasting, term premia

2.

The Informational Content of Market-Based Measures of Inflation Expectations Derived from Government Bonds and Inflation Swaps in the United Kingdom

Bank of England Working Paper No. 551
Number of pages: 38 Posted: 02 Oct 2015 Last Revised: 09 Oct 2015
Bank of England - Monetary Analysis, Government of the United Kingdom - UK Debt Management Office (DMO), Bank of England and Bank of England
Downloads 34 (458,959)

Abstract:

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Affine arbitrage-free dynamic term structure model, breakeven inflation, inflation expectations, risk premia, funding liquidity, survey expectations

3.

The Agents’ Company Visit Scores

Bank of England Quarterly Bulletin 2013 Q1
Number of pages: 9 Posted: 03 Apr 2013
Bank of England, Bank of England, Bank of England and Bank of England
Downloads 9 (601,642)

Abstract:

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