Details about Marek Raczko

E-mail:
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

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

2018

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

2016

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

2015

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

Chapters

2008

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

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