Browse by Journal of Economic Literature classification

Article

Chernov, Mikhail (2007) On the role of risk premia in volatility forecasting. Journal of business and economic statistics, 25 (4). pp. 411-426. ISSN 0735-0015

Goodhart, Charles and Lim, Wen Bin (2011) Interest rate forecasts: a pathology. International journal of central banking, 7 (2). pp. 135-171. ISSN 1815-4654

Monograph

Ahmadi, Pooyan Amir and Ritschl, Albrecht (2009) Depression econometrics: a FAVAR model of monetary policy during the Great Depression. CEP Discussion Papers, CEPDP0967. Centre for Economic Performance, London School of Economics and Political Science, London, UK.

Mueller, Philippe, Vedolin, Andrea and Yen, Yu-Min (2011) Bond variance risk premia. . (Unpublished)

Ritschl, Albrecht and Salferaz, Samad (2010) Crisis?: What crisis?: currency vs. banking in the financial crisis of 1931. CEP Discussion Paper, No. 977. Centre for Economic Performance, London School of Economics and Political Science, London, UK.