Purpose –The paper seeks to investigate conditional correlations and conditional volatility spillovers across international stock markets and industrial sectors from the perspective of the UK investor. Design/methodology/approach -Utilizing the DCC model, the paper extracts the time-varying...

Purpose – The paper seeks to investigate conditional correlations and conditional volatility spillovers across international stock markets and industrial sectors from the perspective of the UK investor. Design/methodology/approach – Utilizing the DCC model, the paper extracts the...

Written in celebration of its 350th anniversary in 2018, this book details the history of the central bank of Sweden, Sveriges Riksbank, as presented by Klas Fregert. It relates the bank's history to the development of other major central banks around the world. Chapters are written by some of...

The Bank of England and the Government Debt recounts the surprising history of the Bank of England's activities in the government securities market in the mid-twentieth century. The Bank's governor, Montagu Norman, had a decisive influence on government debt management policy until he retired in...