London, EC2R 8AH
Bank of England
Quantitative Easing, QE, unconventional monetary policy, central bank balance sheet
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central bank balance sheet., QE, Quantitative easing, Unconventional Monetary Policy
Affine term structure models, option implied volatility, realized volatility, risk aversion
Affine term structure model, shadow rate term structure model, Gibbs sampler
Corporate bonds, trading volume, investment decisions, banks, insurer, non-bank financial
Equity indices, monetary policy rate uncertainty, option implied volatility, realized volatility, risk-free interest rates, volatility forecasting
Pension funds, procyclicality
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