Matt Roberts-Sklar : Citation Profile


Are you Matt Roberts-Sklar?

Bank of England

5

H index

2

i10 index

86

Citations

RESEARCH PRODUCTION:

3

Articles

8

Papers

RESEARCH ACTIVITY:

   7 years (2012 - 2019). See details.
   Cites by year: 12
   Journals where Matt Roberts-Sklar has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 1 (1.15 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro981
   Updated: 2020-10-24    RAS profile: 2020-08-03    
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Relations with other researchers


Works with:

Kaminska, Iryna (3)

Wieladek, Tomasz (2)

HALDANE, ANDREW (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 (7)

Goldberg, Linda (6)

Buch, Claudia (6)

Hills, Robert (6)

Bussiere, Matthieu (6)

GUPTA, RANGAN (5)

Manganelli, Simone (3)

Beckmann, Joscha (3)

Bubeck, Johannes (3)

Papadopoulou, Niki (3)

DARRACQ PARIES, Matthieu (3)

Cites to:

Bollerslev, Tim (10)

Adrian, Tobias (9)

Bekaert, Geert (6)

Shachar, Or (5)

Lenza, Michele (4)

Rubio-Ramirez, Juan F (4)

Meldrum, Andrew (4)

Waggoner, Daniel (4)

Zhou, Hao (4)

Corsi, Fulvio (4)

Hoerova, Marie (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 (2020 and 2019)


YearTitle of citing document
2020Equity Tail Risk in the Treasury Bond Market. (2020). Rubin, Mirco ; Ruzzi, Dario. In: Papers. RePEc:arx:papers:2007.05933.

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2019Unconventional monetary policy tools: a cross-country analysis. (2019). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:63.

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

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2020THE EFFECTS OF ASSET PURCHASES AND NORMALIZATION OF U.S. MONETARY POLICY. (2020). Okimoto, Tatsuyoshi ; Miyao, Ryuzo ; Hara, Naoko. In: Economic Inquiry. RePEc:bla:ecinqu:v:58:y:2020:i:3:p:1279-1296.

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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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2019Credit default swaps and corporate bond trading. (2019). Czech, Robert. In: Bank of England working papers. RePEc:boe:boeewp:0810.

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2020Foundations of system-wide financial stress testing with heterogeneous institutions. (2020). Wetzer, Thom ; Nahai-Williamson, Paul ; Kleinnijenhuis, Alissa M ; Farmer, Doyne J. In: Bank of England working papers. RePEc:boe:boeewp:0861.

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2020Modelling 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.

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2019The Irish Government Bond Market and Quantitative Easing. (2019). Furlong, Sean ; Anderson, PJ ; Larkin, John . In: Quarterly Bulletin Articles. RePEc:cbi:qtbart:y:2019:m:04:p:78-100.

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2019Keynesian Economics - Back from the Dead? The Godley-Tobin Lecture. (2019). Rowthorn, Robert. In: Working Papers. RePEc:cbr:cbrwps:wp512.

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2019SVARs, the central bank balance sheet and the effects of unconventional monetary policy in the euro area. (2019). Elbourne, Adam. In: CPB Discussion Paper. RePEc:cpb:discus:407.rdf.

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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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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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2020On the credit and exchange rate channels of central bank asset purchases in a monetary union. (2020). Papadopoulou, Niki ; DARRACQ PARIES, Matthieu. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:502-533.

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2020Price and volatility linkages between international REITs and oil markets. (2020). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301195.

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2020Historical volatility of advanced equity markets: The role of local and global crises. (2020). GUPTA, RANGAN ; Wohar, Mark E ; Goswami, Samrat. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319303617.

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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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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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2019Uncertainty and oil volatility: New evidence. (2019). Cao, Xiang ; Zeng, Qing ; Mei, Dexiang ; Diao, Xiaohua. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:155-163.

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2019Karl Brunner and U.K. Monetary Debate. (2019). Nelson, Edward. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-04.

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2019Transmission Channels of Central Bank Asset Purchases in the Irish Economy. (2019). Finnegan, Marie ; Cawley, Cormac. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:4:p:98-:d:269965.

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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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2019The Effects of Asset Purchases and Normalization of US Monetary Policy. (2019). Okimoto, Tatsuyoshi ; Miyao, Ryuzo ; Hara, Naoko. In: IMES Discussion Paper Series. RePEc:ime:imedps:19-e-16.

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2020Monetary policy after the crisis: A threat to hedge funds alphas?. (2020). Guidolin, Massimo ; Pedio, Manuela ; Berglund, Alexander. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:3:d:10.1057_s41260-020-00160-7.

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2019Transmission channels of central bank asset purchases in the Irish economy. (2019). Finnegan, Marie ; Cawley, Cormac. In: MPRA Paper. RePEc:pra:mprapa:96547.

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

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2020Dynamic Impact of Unconventional Monetary Policy on International REITs. (2020). GUPTA, RANGAN ; Marfatia, Hardik A ; Lesame, Keagile. In: Working Papers. RePEc:pre:wpaper:202020.

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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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2020Spillovers to exchange rates from monetary and macroeconomic communications events. (2020). Wolff, Vincent ; Rossi, Enzo. In: Working Papers. RePEc:snb:snbwpa:2020-18.

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2020ECB Announcements and Stock Market Volatility. (2020). Neugebauer, Frederik. In: WHU Working Paper Series - Economics Group. RePEc:whu:wpaper:20-02.

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

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2019ECB Announcements and Stock Market Volatility. (2019). Neugebauer, Frederik. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203554.

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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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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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paper2
2016QE: The Story so far. In: Bank of England working papers.
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paper51
2016QE: the story so far.(2016) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 51
paper
2017Investor behaviour and reaching for yield: evidence from the sterling corporate bond market In: Bank of England working papers.
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paper5
2017Volatility in equity markets and monetary policy rate uncertainty In: Bank of England working papers.
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paper11
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: 11
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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article8
2015Do inflation expectations currently pose a risk to inflation? In: Bank of England Quarterly Bulletin.
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article6

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