Matt Roberts-Sklar : Citation Profile


Are you Matt Roberts-Sklar?

Bank of England

4

H index

1

i10 index

59

Citations

RESEARCH PRODUCTION:

3

Articles

8

Papers

RESEARCH ACTIVITY:

   6 years (2012 - 2018). See details.
   Cites by year: 9
   Journals where Matt Roberts-Sklar has often published
   Relations with other researchers
   Recent citing documents: 48.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro981
   Updated: 2019-10-15    RAS profile: 2019-08-08    
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Relations with other researchers


Works with:

HALDANE, ANDREW (2)

Wieladek, Tomasz (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Matt Roberts-Sklar.

Is cited by:

Hofmann, Boris (5)

Bussiere, Matthieu (5)

Hills, Robert (5)

Beckmann, Joscha (3)

Papadopoulou, Niki (2)

Manganelli, Simone (2)

Dossche, Maarten (2)

Peersman, Gert (2)

Wyplosz, Charles (2)

Buch, Claudia (2)

DARRACQ PARIES, Matthieu (2)

Cites to:

Bollerslev, Tim (10)

Adrian, Tobias (8)

Bekaert, Geert (6)

Hoerova, Marie (4)

Corsi, Fulvio (4)

Lenza, Michele (4)

Shleifer, Andrei (4)

Waggoner, Daniel (4)

Zhou, Hao (4)

Shachar, Or (4)

Meldrum, Andrew (4)

Main data


Where Matt Roberts-Sklar has published?


Journals with more than one article published# docs
Bank of England Quarterly Bulletin2

Recent works citing Matt Roberts-Sklar (2019 and 2018)


YearTitle of citing document
2018Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds Alphas?. (2018). Guidolin, Massimo ; Pedio, Manuela ; Berglund, Alexander. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1884.

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2017Quantitative Easing and Long-Term Yields in Small Open Economies. (2017). Diez de los Rios, Antonio ; Shamloo, Maral . In: Staff Working Papers. RePEc:bca:bocawp:17-26.

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2017Is monetary policy less effective when interest rates are persistently low?. (2017). Hofmann, Boris ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:628.

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2017The macroeconomic effects of asset purchases revisited. (2017). Hofmann, Boris ; Weber, James ; Hesse, Henning. In: BIS Working Papers. RePEc:bis:biswps:680.

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2018Effectiveness of unconventional monetary policies in a low interest rate environment. (2018). Filardo, Andrew ; Nakajima, Jouchi. In: BIS Working Papers. RePEc:bis:biswps:691.

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2019Do SVARs with sign restrictions not identify unconventional monetary policy shocks?. (2019). Peersman, Gert ; Dossche, Maarten ; Hofmann, Boris ; Galesi, Alessandro ; Boeckx, Jef . In: BIS Working Papers. RePEc:bis:biswps:788.

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2018The Folk Theorem of Decreasing Effectiveness of Monetary Policy: What Do the Data Say?. (2018). Wyplosz, Charles ; Panizza, Ugo. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:1:p:71-107.

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2018A SURVEY OF THE INTERNATIONAL EVIDENCE AND LESSONS LEARNED ABOUT UNCONVENTIONAL MONETARY POLICIES: IS A ‘NEW NORMAL’ IN OUR FUTURE?. (2018). Siklos, Pierre ; st Amand, Samantha ; Lombardi, Domenico. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:5:p:1229-1256.

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2018News and narratives in financial systems: exploiting big data for systemic risk assessment. (2018). ormerod, paul ; Kapadia, Sujit ; Smith, Robert ; Gregory, David ; Tuckett, David ; Nyman, Rickard. In: Bank of England working papers. RePEc:boe:boeewp:0704.

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2018The distributional impact of monetary policy easing in the UK between 2008 and 2014. (2018). Bunn, Philip ; Yeates, Chris ; Pugh, Alice . In: Bank of England working papers. RePEc:boe:boeewp:0720.

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2018Estimating nominal interest rate expectations: overnight indexed swaps and the term structure. (2018). Lloyd, Simon. In: Bank of England working papers. RePEc:boe:boeewp:0763.

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2019Simulating stress in the UK corporate bond market: investor behaviour and asset fire-sales. (2019). Silvestri, Laura ; Douglas, Graeme ; Baranova, Yuliya. In: Bank of England working papers. RePEc:boe:boeewp:0803.

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2017Estimating Nominal Interest Rate Expectations: Overnight Indexed Swaps and the Term Structure. (2017). Lloyd, Simon. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1734.

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2017The Portfolio Rebalancing Effects of the ECBs Asset Purchase Programme. (2017). Dunne, Peter ; Bua, Giovanna. In: Research Technical Papers. RePEc:cbi:wpaper:07/rt/17.

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2018The International Transmission of Monetary Policy. (2018). Hills, Robert ; Bussiere, Matthieu ; Goldberg, Linda ; Buch, Claudia M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7155.

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2018The effects of unconventional monetary policy in the euro area. (2018). Duijndam, Sem ; Ji, Kan ; Elbourne, Adam . In: CPB Discussion Paper. RePEc:cpb:discus:371.

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2017Currency Wars? Unconventional Monetary Policy Does Not Stimulate Exports. (2017). Rose, Andrew. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11748.

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2017Currency Wars? Unconventional Monetary Policy Does Not Stimulate Exports. (2000). Rose, Andrew K. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2017_003.

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2019On the Credit and Exchange Rate Channels of Central Bank Asset Purchases in a Monetary Union. (2019). Papadopoulou, Niki ; DARRACQ PARIES, Matthieu. In: Working Papers. RePEc:cyb:wpaper:2019-2.

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2017The portfolio of euro area fund investors and ECB monetary policy announcements. (2017). Manganelli, Simone ; Habib, Maurizio Michael ; Bubeck, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20172116.

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2019On the credit and exchange rate channels of central bank asset purchases in a monetary union. (2019). DARRACQ PARIES, Matthieu ; Papadopoulou, Niki. In: Working Paper Series. RePEc:ecb:ecbwps:20192259.

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2018Forecasting oil futures price volatility: New evidence from realized range-based volatility. (2018). Ma, Feng ; Lai, Xiaodong ; Huang, Dengshi ; Zhang, Yaojie. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:400-409.

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2017The effect of quantitative easing on the variance and covariance of the UK and US equity markets. (2017). Steeley, James ; Shogbuyi, Abiodun . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:281-291.

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2018Funding constraints and liquidity in two-tiered OTC markets. (2018). Benos, Evangelos ; Ike, Filip. In: Journal of Financial Markets. RePEc:eee:finmar:v:39:y:2018:i:c:p:24-43.

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2017Financial market implications of monetary policy coincidences: Evidence from the UK and Euro Area government-bond markets. (2017). Arestis, Philip ; Phelps, Peter . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:88-102.

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2018What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks?. (2018). Liu, Zhuoshi ; Vangelista, Elisabetta ; Relleen, Jon ; Kaminska, Iryna . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:76-96.

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2017Cross-border spillover effects of unconventional monetary policies on Swiss asset prices. (2017). Bernhard, Severin ; Ebner, Till . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:75:y:2017:i:c:p:109-127.

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2018The portfolio of euro area fund investors and ECB monetary policy announcements. (2018). Bubeck, Johannes ; Manganelli, Simone ; Habib, Maurizio Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:89:y:2018:i:c:p:103-126.

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2019The international transmission of monetary policy. (2019). Bussiere, Matthieu ; Hills, Robert ; Goldberg, Linda ; Buch, Claudia M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:91:y:2019:i:c:p:29-48.

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2018The macroeconomic effects of asset purchases revisited. (2018). Hofmann, Boris ; Weber, James Michael ; Hesse, Henning. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:58:y:2018:i:c:p:115-138.

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2019Forecasting the U.S. stock volatility: An aligned jump index from G7 stock markets. (2019). Zhang, Yaojie ; Wahab, M. I. M., ; Ma, Feng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:132-146.

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2018“Unconventional” Monetary Policy as Conventional Monetary Policy : A Perspective from the U.S. in the 1920s. (2018). Carlson, Mark ; Duygan-Bump, Burcu. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-19.

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2018The international transmission of monetary policy. (2018). Hills, Robert ; Goldberg, Linda ; Buch, Claudia ; Bussiere, Matthieu. In: Staff Reports. RePEc:fip:fednsr:845.

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2018Globalisation financière et Dollar Swap Lines : la Réserve fédérale et la Banque centrale européenne durant la crise de 2007-2009. (2018). Carre, Emmanuel ; le Maux, Laurent. In: CEPN Working Papers. RePEc:hal:cepnwp:hal-01933930.

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2019Deflation Probability and the Scope for Monetary Loosening in the United Kingdom. (2019). Masolo, Riccardo M. ; Reinold, Kate ; Haberis, Alex. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2019:q:1:a:6.

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2018The International Transmission of Monetary Policy. (2018). Hills, Robert ; Goldberg, Linda ; Buch, Claudia ; Bussiere, Matthieu. In: NBER Working Papers. RePEc:nbr:nberwo:24454.

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2018Aspects of implementing unconventional monetary policy in New Zealand. (2018). Richardson, Adam ; Perry, Roger ; Drought, Sarah . In: Reserve Bank of New Zealand Bulletin. RePEc:nzb:nzbbul:may2018:4.

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2018The Role of Monetary Policy Uncertainty in Predicting Equity Market Volatility of the United Kingdom: Evidence from over 150 Years of Data. (2018). Wohar, Mark ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201851.

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2019Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets. (2019). Kyei, Clement ; GUPTA, RANGAN ; Gkillas, Konstantinos ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201939.

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2017Is Monetary Policy Less Effective When Interest Rates Are Persistently Low?. (2017). Borio, Claudio ; Hofmann, Boris. In: RBA Annual Conference Volume. RePEc:rba:rbaacv:acv2017-04.

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2019Do SVARs with Sign Restrictions Not Identify Unconventional Monetary Policy Shocks?. (2019). Peersman, Gert ; Hofmann, Boris ; Galesi, Alessandro ; Dossche, Maarten ; Boeckx, Jef . In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:19/973.

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2018Monetary policy shocks, expectations and information rigidities. (2018). Czudaj, Robert ; Beckmann, Joscha. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep019.

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2018The international transmission of monetary policy. (2018). Hills, Robert ; Bussiere, Matthieu ; Goldberg, Linda ; Buch, Claudia M. In: Discussion Papers. RePEc:zbw:bubdps:162018.

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2018The macroeconomic effects of asset purchases revisited. (2018). Hofmann, Boris ; Weber, James ; Hesse, Henning. In: SAFE Working Paper Series. RePEc:zbw:safewp:198.

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2018What drives updates of inflation expectations? A Bayesian VAR analysis for the G-7 countries. (2018). Belke, Ansgar ; Dubova, Irina ; Beckmann, Joscha. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181518.

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2018Monetary policy shocks, expectations and information rigidities. (2018). Czudaj, Robert ; Beckmann, Joscha. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181573.

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2018The Folk Theorem of Decreasing Effectiveness of Monetary Policy: What Do the Data Say?. (2018). Wyplosz, Charles ; Panizza, Ugo. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:1:p:71-107.

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Works by Matt Roberts-Sklar:


YearTitleTypeCited
2015Long-run priors for term structure models In: Bank of England working papers.
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paper2
2015A global factor in variance risk premia and local bond pricing In: Bank of England working papers.
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paper1
2016QE: The Story so far. In: Bank of England working papers.
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paper35
2016QE: the story so far.(2016) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 35
paper
2017Investor behaviour and reaching for yield: evidence from the sterling corporate bond market In: Bank of England working papers.
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paper2
2017Volatility in equity markets and monetary policy rate uncertainty In: Bank of England working papers.
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paper5
2018Volatility in equity markets and monetary policy rate uncertainty.(2018) In: Journal of Empirical Finance.
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This paper has another version. Agregated cites: 5
article
2018What drives UK defined benefit pension funds investment behaviour? In: Bank of England working papers.
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paper0
2019Resilience of trading networks: evidence from the sterling corporate bond market In: Bank of England working papers.
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paper1
2012The Bank of England’s Special Liquidity Scheme In: Bank of England Quarterly Bulletin.
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article7
2015Do inflation expectations currently pose a risk to inflation? In: Bank of England Quarterly Bulletin.
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article6

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