Details about Marek Raczko

Access statistics for papers by Marek Raczko.

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

Short-id: pra835

Working Papers

2019

1. Measuring financial cycle time
   Bank of England Staff Working Paper series, Bank of England View citations (5)
   Also in BIS Working Papers, Bank for International Settlements (2018) View citations (16)

2018

2. The information in the joint term structures of bond yields
   Bank of England Staff Working Paper series, Bank of England

2016

3. Overseas unspanned factors and domestic bond returns
   Bank of England Staff Working Paper series, Bank of England View citations (2)

2015

4. Volatility contagion: new evidence from market pricing of volatility risk
   Bank of England Staff Working Paper series, Bank of England 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