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Asset price based estimates of sterling exchange rate risk premia
Groen, Jan J. J. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002811030
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Globalisation, import prices and inflation dynamics
Peacock, Chris (contributor); Baumann, Ursel (contributor) - 2008
, does the inclusion of import prices help explain post-war inflation dynamics in the United Kingdom , United States and … Japan; and second, has the influence of import prices in firms' costs become greater over the more recent period since the … mid-1980s. Overall, our results suggest that import prices do help explain movements in inflation; in particular, NKPC …
Persistent link: https://www.econbiz.de/10003883939
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Foreign exchange rate risk in a small open economy
De Paoli, Bianca (contributor);  … - 2009
Resolving the forward premium puzzle requires a volatile foreign exchange rate risk premium that covaries negatively with the expected depreciation rate. Earlier work has shown how models featuring consumption habits can generate such premia when either trade costs or ‘deep habits' are...
Persistent link: https://www.econbiz.de/10003884620
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Using copulas to construct bivariate foreign exchange distributions with an application to the sterling exchange rate index
Hurd, Matthew (contributor); Salmon, Mark H. (contributor);  … - 2007
"We model the joint risk-neutral distribution of the euro-sterling and the dollar-sterling exchange rates using option …
Persistent link: https://www.econbiz.de/10003595871
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Asset price based estimates of sterling exchange rate risk premia
Groen, Jan J. J.; Balakrishnan, Ravi - 2004
Persistent link: https://www.econbiz.de/10002606814
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A model of building society interest rate setting
Paisley, Joanna - 1994
Persistent link: https://www.econbiz.de/10000888025
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House prices, arrears and possessions : a three equation model for the UK
Breedon, Francis J.; Joyce, Michael A. S. - 1993
Persistent link: https://www.econbiz.de/10000862334
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Tradable and non-tradable prices in the UK and EC : measurement and explanation
Melliss, Chris - 1993
Persistent link: https://www.econbiz.de/10000862335
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Tax specific term structures of interest rates : evidence from the United Kingdom government bond market
Derry, Andrew J.; Pradhan, Mahmood - 1993
Persistent link: https://www.econbiz.de/10000864869
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Interest rate control in a model of monetary policy
Dale, Spencer; Haldane, Andrew G. - 1993
Persistent link: https://www.econbiz.de/10000870636