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Details about Marek Raczko

E-mail:mraczko@gmail.com
Homepage:http://www.bankofengland.co.uk/research/Pages/researchers/marek_raczko.aspx
Workplace:Bank of England, (more information at EDIRC)

Access statistics for papers by Marek Raczko.

Last updated 2022-08-23. Update your information in the RePEc Author Service.

Short-id: pra835

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Working Papers

2019

  1. Measuring financial cycle time
    Bank of England working papers, Bank of England Downloads View citations (5)
    Also in BIS Working Papers, Bank for International Settlements (2018) Downloads View citations (14)

2018

  1. The information in the joint term structures of bond yields
    Bank of England working papers, Bank of England Downloads

2016

  1. Overseas unspanned factors and domestic bond returns
    Bank of England working papers, Bank of England Downloads View citations (2)

2015

  1. Volatility contagion: new evidence from market pricing of volatility risk
    Bank of England working papers, Bank of England Downloads View citations (4)

Chapters

2008

  1. Constant Gain Learning as a Solution to the Forward Premium Puzzle in the Presence of Structural Breaks
    Chapter 7 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2008, vol. 6, pp 89-101 Downloads
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