London, EC2R 8AH
Bank of England
Financial crises, global credit cycle, banking, financial stability, sentiment
External dynamics, exchange rate regimes, current account imbalances.
exchange rates, tail risks, financial conditions indices, global financial cycle, quantile regression
Cross-border bank lending, covered interest rate parity deviations, FX swaps, internal capital markets.
affine term structure model (ATSM), bond yield, equity yield, risk premia, dividend swaps, GDP-linked bonds, spanned macroeconomic factors
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