Matt Roberts-Sklar

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

8

DOWNLOADS

472

CITATIONS

2

Ideas:
“  Investor behaviour, resilience of financial markets, use of leverage by non-banks  ”

Scholarly Papers (8)

1.
Downloads 153 (188,042)

QE: The Story so Far

Bank of England Working Paper No. 624
Number of pages: 73 Posted: 26 Oct 2016
Andrew Haldane, Matt Roberts-Sklar, Chris Young and Tomasz Wieladek
Bank of England, Bank of England, Bank of England and Bank of England
Downloads 153 (188,411)

Abstract:

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Quantitative Easing, QE, unconventional monetary policy, central bank balance sheet

QE: The Story so Far

CEPR Discussion Paper No. DP11691
Number of pages: 75 Posted: 12 Dec 2016
Andrew Haldane, Matt Roberts-Sklar, Tomasz Wieladek and Chris Young
Bank of England, Bank of England, Bank of England and Bank of England
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central bank balance sheet., QE, Quantitative easing, Unconventional Monetary Policy

2.

The Bank of England’s Special Liquidity Scheme

Bank of England Quarterly Bulletin 2012 Q1
Number of pages: 10 Posted: 28 Mar 2012
Sarah John, Matt Roberts-Sklar and Olaf Weeken
Bank of England, Bank of England and Bank of England - Monetary Analysis
Downloads 141 (200,941)
Citation 2

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3.

A Global Factor in Variance Risk Premia and Local Bond Pricing

Bank of England Working Paper No. 576
Number of pages: 36 Posted: 22 Dec 2015
Iryna Kaminska and Matt Roberts-Sklar
Bank of England and Bank of England
Downloads 62 (343,176)

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Affine term structure models, option implied volatility, realized volatility, risk aversion

4.

Long-Run Priors for Term Structure Models

Bank of England Working Paper No. 575
Number of pages: 39 Posted: 22 Dec 2015
Andrew Meldrum and Matt Roberts-Sklar
Board of Governors of the Federal Reserve System and Bank of England
Downloads 37 (426,818)

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Affine term structure model, shadow rate term structure model, Gibbs sampler

5.

Do Inflation Expectations Currently Pose a Risk to Inflation?

Bank of England Quarterly Bulletin 2015 Q2
Number of pages: 16 Posted: 20 Jun 2015
Silvia Domit, Christopher Jackson and Matt Roberts-Sklar
Bank of England - Monetary Analysis, Bank of England and Bank of England
Downloads 29 (461,458)

Abstract:

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6.

Investor Behaviour and Reaching for Yield: Evidence from the Sterling Corporate Bond Market

Bank of England Working Paper No. 685
Number of pages: 31 Posted: 01 Nov 2017
Robert Czech and Matt Roberts-Sklar
Imperial College Business School and Bank of England
Downloads 27 (471,426)

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Corporate bonds, trading volume, investment decisions, banks, insurer, non-bank financial

7.

Volatility in Equity Markets and Monetary Policy Rate Uncertainty

Bank of England Working Paper No. 700
Number of pages: 34 Posted: 07 Mar 2018
Iryna Kaminska and Matt Roberts-Sklar
Bank of England and Bank of England
Downloads 20 (509,761)

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Equity indices, monetary policy rate uncertainty, option implied volatility, realized volatility, risk-free interest rates, volatility forecasting

8.

What Drives UK Defined Benefit Pension Funds' Investment Behaviour?

Bank of England Working Paper No. 757
Number of pages: 24 Posted: 13 Oct 2018
Graeme Douglas and Matt Roberts-Sklar
Bank of England and Bank of England
Downloads 3 (612,011)

Abstract:

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Pension funds, procyclicality