Matt Roberts-Sklar : Citation Profile


Are you Matt Roberts-Sklar?

Bank of England

6

H index

3

i10 index

145

Citations

RESEARCH PRODUCTION:

3

Articles

8

Papers

RESEARCH ACTIVITY:

   7 years (2012 - 2019). See details.
   Cites by year: 20
   Journals where Matt Roberts-Sklar has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 3 (2.03 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pro981
   Updated: 2022-10-01    RAS profile: 2020-12-09    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Kaminska, Iryna (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:

GUPTA, RANGAN (10)

Hofmann, Boris (7)

Bussiere, Matthieu (6)

Buch, Claudia (6)

Hills, Robert (6)

Goldberg, Linda (6)

DARRACQ PARIES, Matthieu (5)

Kuhn, Moritz (5)

Okimoto, Tatsuyoshi (4)

Wachtel, Paul (4)

Papadopoulou, Niki (4)

Cites to:

Bollerslev, Tim (13)

Adrian, Tobias (9)

Bekaert, Geert (7)

Meldrum, Andrew (6)

Andersen, Torben (5)

Shachar, Or (5)

Diebold, Francis (5)

Shleifer, Andrei (5)

Hoerova, Marie (4)

Waggoner, Daniel (4)

Rubio-Ramirez, Juan F (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 (2022 and 2021)


YearTitle of citing document
2021Monetary Policy and Racial Inequality. (2021). Wachtel, Paul ; Bartscher, Alina K ; Kuhn, Moritz ; Schularick, Moritz. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:061.

Full description at Econpapers || Download paper

2022A model of system-wide stress simulation: market-based finance and the Covid-19 event. (2022). Vause, Nicholas ; Nicoletti, Giulio ; Kryczka, Dominika ; Kordel, Simon ; Alogoskoufis, Spyridon ; di Iasio, Giovanni. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_687_22.

Full description at Econpapers || Download paper

2021Does one (unconventional) size fit all? Effects of the ECBs unconventional monetary policies on the euro area economies. (2021). Pagliari, Maria Sole. In: Working papers. RePEc:bfr:banfra:829.

Full description at Econpapers || Download paper

2022Term premium dynamics and its determinants: the Mexican case. (2022). Roldan-Pea, Jessica ; Elizondo, Rocio ; Diego-Fernandez, Maria ; Aguilar, Ana. In: BIS Working Papers. RePEc:bis:biswps:993.

Full description at Econpapers || Download paper

2022Modelling the Effects of Unconventional Monetary Policy in a Heterogeneous Monetary Union. (2022). Dobronravova, Elizaveta ; Kolesnik, Sofya. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:1:p:3-22.

Full description at Econpapers || Download paper

2021Unconventional Monetary Policy and Wealth Inequalities in Great Britain. (2021). Fasianos, Apostolos ; Evgenidis, Anastasios. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:1:p:115-175.

Full description at Econpapers || Download paper

2021Modelling fire sale contagion across banks and non-banks. (2020). Ferrara, Gerardo ; Ramadiah, Amanah ; Caccioli, Fabio. In: Bank of England working papers. RePEc:boe:boeewp:0878.

Full description at Econpapers || Download paper

2021Preferred habitat investors in the UK government bond market. (2021). Worlidge, Jack ; Meaning, Jack ; Joyce, Michael ; Giese, Julia. In: Bank of England working papers. RePEc:boe:boeewp:0939.

Full description at Econpapers || Download paper

2022Monetary policy transmission during QE times: role of expectations and term premia channels. (2022). Mumtaz, Haroon ; Kaminska, Iryna. In: Bank of England working papers. RePEc:boe:boeewp:0978.

Full description at Econpapers || Download paper

2022A structural model of liquidity in over?the?counter markets. (2022). Coen, Patrick. In: Bank of England working papers. RePEc:boe:boeewp:0979.

Full description at Econpapers || Download paper

2021Monetary Policy and Racial Inequality. (2021). Wachtel, Paul ; Bartscher, Alina K ; Schularick, Moritz ; Kuhn, Moritz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8877.

Full description at Econpapers || Download paper

2021Inflation expectations and their role in Eurosystem forecasting. (2021). Tagliabracci, Alex ; Pönkä, Harri ; Meyler, Aidan ; Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Krasnopjorovs, Olegs ; Kearney, Ide ; DARRACQ PARIES, Matthieu ; Colavecchio, Roberta ; BOBEICA, Elena ; Paredes, Joan ; Robert, Pierre-Antoine ; Iskrev, Nikolay ; Jonckheere, Jana ; Speck, Christian ; Jorgensen, Casper ; Stockhammar, Par ; Bessonovs, Andrejs ; Trezzi, Riccardo ; Hutchinson, John ; Vilmi, Lauri ; Stanisawska, Ewa ; Fritzer, Friedrich ; Schupp, Fabian ; Yziak, Tomasz ; Boninghausen, Benjamin ; Hartwig, Benny ; Galati, Gabriele ; Ponka, Harri ; Tengely, Veronika ; Maletic, Matjaz ; Brazdik, Frantiek ; Kasimati, Evangelia ; Charalampakis, Evangelos ; Paloviita, Maritta ; Tirpak, Marcel ; Riggi, Marianna ; Hartmann, Matthias ; Dam
2021Market failures in market-based finance. (2021). Kryczka, Dominika ; di Iasio, Giovanni. In: Working Paper Series. RePEc:ecb:ecbwps:20212545.

Full description at Econpapers || Download paper

2021Fifty shades of QE: comparing findings of central bankers and academics. (2021). Pastor, Lubos ; Janokova, Martina ; Kempf, Elisabeth ; Fabo, Brian. In: Working Paper Series. RePEc:ecb:ecbwps:20212584.

Full description at Econpapers || Download paper

2021News and narratives in financial systems: Exploiting big data for systemic risk assessment. (2021). Tuckett, David ; Kapadia, Sujit ; Nyman, Rickard. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000543.

Full description at Econpapers || Download paper

2022International spillover effects of unconventional monetary policies of major central banks. (2022). Okimoto, Tatsuyoshi ; Inoue, Tomoo. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002854.

Full description at Econpapers || Download paper

2021Gilt auctions and secondary market dynamics. (2021). Fuhrer, Lucas ; Giese, Julia. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309134.

Full description at Econpapers || Download paper

2021Common asset holdings and systemic vulnerability across multiple types of financial institution. (2021). Silvestri, Laura ; Mahmood, Tahir ; Barucca, Paolo. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301133.

Full description at Econpapers || Download paper

2021The impact of quantitative easing on UK bank lending: Why banks do not lend to businesses?. (2021). Giansante, Simone ; Markose, Sheri ; Fatouh, Mahmoud. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:183:y:2021:i:c:p:928-953.

Full description at Econpapers || Download paper

2021Credit default swaps and corporate bond trading. (2021). Czech, Robert. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:48:y:2021:i:c:s1042957321000334.

Full description at Econpapers || Download paper

2021Stock market volatility and jumps in times of uncertainty. (2021). Triantafyllou, Athanasios ; Vlastakis, Nikolaos ; Megaritis, Anastasios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560621000048.

Full description at Econpapers || Download paper

2021Unconventional monetary policy announcements and information shocks in the U.S.. (2021). Scharler, Johann ; Grundler, Daniel ; Breitenlechner, Max. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:67:y:2021:i:c:s0164070420302056.

Full description at Econpapers || Download paper

2021Monetary policy surprises and their transmission through term premia and expected interest rates. (2021). Ustek, Roman ; Mumtaz, Haroon ; Kaminska, Iryna. In: Journal of Monetary Economics. RePEc:eee:moneco:v:124:y:2021:i:c:p:48-65.

Full description at Econpapers || Download paper

2022Pound Sterling depreciation and the UKs trade balance versus the USAs: Industry-level estimates. (2022). Gobbi, Lucio ; Lucarelli, Stefano. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:60:y:2022:i:c:p:206-220.

Full description at Econpapers || Download paper

2021Monetary Policy and Economic Performance Since the Financial Crisis. (2021). Neely, Christopher ; Martínez García, Enrique ; Gagnon, Etienne ; Caldara, Dario ; Martinez-Garcia, Enrique. In: Review. RePEc:fip:fedlrv:93190.

Full description at Econpapers || Download paper

2021Monetary Policy and Racial Inequality. (2021). Wachtel, Paul ; Bartscher, Alina K ; Schularick, Moritz ; Kuhn, Moritz. In: Opportunity and Inclusive Growth Institute Working Papers. RePEc:fip:fedmoi:89808.

Full description at Econpapers || Download paper

2021Monetary Policy and Racial Inequality. (2021). Wachtel, Paul ; Bartscher, Alina K ; Schularick, Moritz ; Kuhn, Moritz. In: Staff Reports. RePEc:fip:fednsr:89603.

Full description at Econpapers || Download paper

2021Dynamic Impact of Unconventional Monetary Policy on International REITs. (2021). GUPTA, RANGAN ; Lesame, Keagile ; Marfatia, Hardik A. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:429-:d:631217.

Full description at Econpapers || Download paper

2021When domestic and foreign QE overlap: evidence from Sweden. (2021). Stockhammar, Par ; di Casola, Paola. In: Working Paper Series. RePEc:hhs:rbnkwp:0404.

Full description at Econpapers || Download paper

2021On the Time-varying Effects of the ECBs Asset Purchases. (2021). Zlobins, Andrejs. In: Working Papers. RePEc:ltv:wpaper:202102.

Full description at Econpapers || Download paper

2021Investor Confidence and Forecastability of US Stock Market Realized Volatility : Evidence from Machine Learning. (2021). Pierdzioch, Christian ; Nel, Jacobus ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202118.

Full description at Econpapers || Download paper

2021Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective. (2021). GUPTA, RANGAN ; Bouri, Elie ; Liu, Rui Peng. In: Working Papers. RePEc:pre:wpaper:202178.

Full description at Econpapers || Download paper

2021Macroeconomic Effects of Quantitative Easing Using Mid-sized Bayesian Vector Autoregressions. (2021). Stefaski, Maciej. In: Working Papers. RePEc:sgh:kaewps:2021068.

Full description at Econpapers || Download paper

2021Volatility in the stock market: ANN versus parametric models. (2021). Clementi, Daniele ; Decclesia, Rita Laura. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03374-0.

Full description at Econpapers || Download paper

2021Monetary and Fiscal Spillovers Across the Atlantic: The Role of Financial Markets. (2021). Fracasso, Andrea ; Bonatti, Luigi ; Tamborini, Roberto. In: DEM Working Papers. RePEc:trn:utwprg:2021/09.

Full description at Econpapers || Download paper

2021What to expect from inflation expectations: theory, empirics and policy issues. (2021). Tamborini, Roberto ; Fracasso, Andrea ; Bonatti, Luigi. In: DEM Working Papers. RePEc:trn:utwprg:2022/1.

Full description at Econpapers || Download paper

2021Currency Wars? Unconventional Monetary Policy Does Not Stimulate Exports. (2021). Rose, Andrew. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:5:p:1079-1096.

Full description at Econpapers || Download paper

2021Economic Policy Uncertainty and Bond Risk Premia. (2021). Ka, Kook ; Ioannidis, Christos. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:6:p:1479-1522.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021Heterogeneous effects of unconventional monetary policy on bond yields across the euro area. (2019). Demir, Ä°shak ; Yildirim-Karaman, Secil ; Eroglu, Burak A. In: LEAF Working Paper Series. RePEc:zbw:leafwp:1906.

Full description at Econpapers || Download paper

Works by Matt Roberts-Sklar:


YearTitleTypeCited
2015Long-run priors for term structure models In: Bank of England working papers.
[Full Text][Citation analysis]
paper3
2015A global factor in variance risk premia and local bond pricing In: Bank of England working papers.
[Full Text][Citation analysis]
paper7
2016QE: The Story so far. In: Bank of England working papers.
[Full Text][Citation analysis]
paper84
2016QE: the story so far.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 84
paper
2017Investor behaviour and reaching for yield: evidence from the sterling corporate bond market In: Bank of England working papers.
[Full Text][Citation analysis]
paper10
2017Volatility in equity markets and monetary policy rate uncertainty In: Bank of England working papers.
[Full Text][Citation analysis]
paper19
2018Volatility in equity markets and monetary policy rate uncertainty.(2018) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
article
2018What drives UK defined benefit pension funds investment behaviour? In: Bank of England working papers.
[Full Text][Citation analysis]
paper3
2019Resilience of trading networks: evidence from the sterling corporate bond market In: Bank of England working papers.
[Full Text][Citation analysis]
paper2
2012The Bank of England’s Special Liquidity Scheme In: Bank of England Quarterly Bulletin.
[Full Text][Citation analysis]
article9
2015Do inflation expectations currently pose a risk to inflation? In: Bank of England Quarterly Bulletin.
[Full Text][Citation analysis]
article8

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 1st 2022. Contact: CitEc Team