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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
Kumar, Utkarsh, Ahmad, Wasim and Uddin, Gazi Salah (2024) Bayesian Markov switching model for BRICS currencies' exchange rates. Journal of Forecasting, 43 (6). 2322 - 2340. ISSN 0277-6693
Malliet, Paul, Reynès, Frédéric, Landa, Gissela, Hamdi-Cherif, Meriem and Saussay, Aurélien ORCID: 0000-0003-4786-0019
(2020)
Assessing short-term and long-term economic and environmental effects of the COVID-19 crisis in France.
Environmental and Resource Economics, 76 (4).
867 - 883.
ISSN 0924-6460
Ahmadi, Pooyan Amir and Ritschl, Albrecht (2009) Depression econometrics: a FAVAR model of monetary policy during the Great Depression. CEP Discussion Papers (CEPDP0967). London School of Economics and Political Science. Centre for Economic Performance, London, UK.
Choi, Hoyong, Mueller, Philippe and Vedolin, Andrea (2016) Bond variance risk premiums. . Social Science Research Network (SSRN).
Goodhart, C. A. E. and Pradhan, Manoj (2023) A snapshot of Central Bank (two year) forecasting: a mixed picture. CEPR Discussion Papers (DP18043). Centre for Economic Policy Research (Great Britain), London, UK.
Goodhart, Charles and Bin Lim, Wen (2008) Do errors in forecasting inflation lead to errors in forecasting interest rates? Financial Markets Group Discussion Papers (611). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Goodhart, Charles and Bin Lim, Wen (2008) Interest rate forecasts: a pathology. Financial Markets Group Discussion Papers (612). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Mueller, Philippe, Vedolin, Andrea and Yen, Yu-Min (2012) Bond variance risk premia. Financial Markets Group Discussion Papers (699). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Ritschl, Albrecht and Salferaz, Samad (2010) Crisis?: What crisis?: currency vs. banking in the financial crisis of 1931. CEP Discussion Paper (977). London School of Economics and Political Science. Centre for Economic Performance, London, UK.