Details about Matt Roberts-Sklar

Access statistics for papers by Matt Roberts-Sklar.

Last updated 2020-03-09. Update your information in the RePEc Author Service.

Short-id: pro981

Working Papers

2019

1. Resilience of trading networks: evidence from the sterling corporate bond market
   Bank of England working papers, Bank of England View citations (1)

2018

2. What drives UK defined benefit pension funds' investment behaviour?
   Bank of England working papers, Bank of England

2017

3. Investor behaviour and reaching for yield: evidence from the sterling corporate bond market
   Bank of England working papers, Bank of England View citations (3)
4. Volatility in equity markets and monetary policy rate uncertainty
   Bank of England working papers, Bank of England
   See also Journal Article in Journal of Empirical Finance (2018)

2016

5. QE: The Story so far
   Bank of England working papers, Bank of England View citations (23)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) View citations (31)

2015

6. A global factor in variance risk premia and local bond pricing
   Bank of England working papers, Bank of England View citations (1)
7. Long-run priors for term structure models
   Bank of England working papers, Bank of England View citations (2)

Journal Articles

2018

1. Volatility in equity markets and monetary policy rate uncertainty
   Journal of Empirical Finance, 2018, 45, (C), 68-83 View citations (8)
   See also Working Paper (2017)

2015

2. Do inflation expectations currently pose a risk to inflation?
   Bank of England Quarterly Bulletin, 2015, 55, (55), 165-180 View citations (6)

2012

3. The Bank of England’s Special Liquidity Scheme
   Bank of England Quarterly Bulletin, 2012, 52, (1), 57-66 View citations (8)