Matt Roberts-Sklar

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

9

DOWNLOADS

874

SSRN CITATIONS
Rank 21,231

SSRN RANKINGS

Top 21,231

in Total Papers Citations

27

CROSSREF CITATIONS

21

Ideas:
“  Investor behaviour, resilience of financial markets, use of leverage by non-banks  ”

Scholarly Papers (9)

1.
Downloads 411 ( 88,142)
Citation 17

QE: The Story so Far

Bank of England Working Paper No. 624
Number of pages: 73 Posted: 26 Oct 2016
Andrew Haldane, Matt Roberts-Sklar, Chris Young and Tomasz Wieladek
Bank of England, Bank of England, Bank of England and Bank of England
Downloads 411 (87,375)
Citation 34

Abstract:

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Quantitative Easing, QE, unconventional monetary policy, central bank balance sheet

QE: The Story so Far

CEPR Discussion Paper No. DP11691
Number of pages: 75 Posted: 12 Dec 2016
Andrew Haldane, Matt Roberts-Sklar, Tomasz Wieladek and Chris Young
Bank of England, Bank of England, Bank of England and Bank of England
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central bank balance sheet., QE, Quantitative easing, Unconventional Monetary Policy

2.

The Bank of England’s Special Liquidity Scheme

Bank of England Quarterly Bulletin 2012 Q1
Number of pages: 10 Posted: 28 Mar 2012
Sarah John, Matt Roberts-Sklar and Olaf Weeken
Bank of England, Bank of England and Bank of England - Monetary Analysis
Downloads 173 (212,217)
Citation 2

Abstract:

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3.

A Global Factor in Variance Risk Premia and Local Bond Pricing

Bank of England Working Paper No. 576
Number of pages: 36 Posted: 22 Dec 2015
Iryna Kaminska and Matt Roberts-Sklar
Bank of England and Bank of England
Downloads 66 (411,623)
Citation 4

Abstract:

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Affine term structure models, option implied volatility, realized volatility, risk aversion

4.

What Drives UK Defined Benefit Pension Funds' Investment Behaviour?

Bank of England Working Paper No. 757
Number of pages: 24 Posted: 13 Oct 2018
Graeme Douglas and Matt Roberts-Sklar
Bank of England and Bank of England
Downloads 44 (494,446)
Citation 1

Abstract:

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Pension funds, procyclicality

Investor Behaviour and Reaching for Yield: Evidence from the Sterling Corporate Bond Market

Financial Markets, Institutions & Instruments 28 (5), 347– 379
Number of pages: 31 Posted: 01 Nov 2017 Last Revised: 02 Jan 2020
Robert Czech and Matt Roberts-Sklar
Bank of England and Bank of England
Downloads 42 (513,624)
Citation 3

Abstract:

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Corporate bonds, trading volume, investment decisions, banks, insurer, non-bank financial

6.

Long-Run Priors for Term Structure Models

Bank of England Working Paper No. 575
Number of pages: 39 Posted: 22 Dec 2015
Andrew Meldrum and Matt Roberts-Sklar
Board of Governors of the Federal Reserve System and Bank of England
Downloads 42 (503,347)
Citation 2

Abstract:

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Affine term structure model, shadow rate term structure model, Gibbs sampler

7.

Volatility in Equity Markets and Monetary Policy Rate Uncertainty

Bank of England Working Paper No. 700
Number of pages: 34 Posted: 07 Mar 2018
Iryna Kaminska and Matt Roberts-Sklar
Bank of England and Bank of England
Downloads 39 (517,364)
Citation 2

Abstract:

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Equity indices, monetary policy rate uncertainty, option implied volatility, realized volatility, risk-free interest rates, volatility forecasting

8.

Do Inflation Expectations Currently Pose a Risk to Inflation?

Bank of England Quarterly Bulletin 2015 Q2
Number of pages: 16 Posted: 20 Jun 2015
Silvia Domit, Christopher Jackson and Matt Roberts-Sklar
Bank of England - Monetary Analysis, Bank of England and Bank of England
Downloads 36 (532,005)

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9.

Resilience of Trading Networks: Evidence from the Sterling Corporate Bond Market

Bank of England Working Paper No. 813, August 2019
Number of pages: 28 Posted: 06 Aug 2019
David Mallaburn, Matt Roberts-Sklar and Laura Silvestri
Bank of England, Bank of England and Bank of England
Downloads 21 (621,714)

Abstract:

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corporate bond market, financial networks