Monetary policy transmission during QE times: role of expectations and premia channels - August 2022
What to expect when they’re expecting - March 2021
All bark but no bite? What does the yield curve tell us about growth? - June 2019
Fog in the Channel? How have equity markets reacted to Brexit news? - August 2018
Estimating and interpreting term premia in UK government bond yields: global influences on a small open economy - July 2015
The impact of corporate QE on liquidity: Evidence from the UK – with Lena Boneva, David Elliott, Oliver Linton, Nick McLaren, and Ben Morley, The Economic Journal (2022)
Monetary policy surprises and their transmission through term premia and expected interest rates – with Haroon Mumtaz, Roman Sustek, Journal of Monetary Economics (2021)
Official Demand for U.S. Debt: Implications for U.S. Real Rates - with Gabriele Zinna, Journal of Money, Credit, and Banking (2020)
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks? - with J. Liu, J. Relleen, E. Vangelista, Journal of Banking and Finance (2018)
Volatility in Equity Markets and Monetary Policy Rate Uncertainty, with M. Roberts-Sklar, Journal of Empirical Finance (2018)
A global model of international yield curves: no-arbitrage term structure approach - with Andrew Meldrum, James Smith, International Journal of Finance & Economics (2013)
Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curve - with Mike Joyce, Peter Lildholdt, Review of Finance (2012)
A No-arbitrage structural vector-autoregressive model of the UK yield curve - Oxford Bulletin of Economics and Statistics (2012)
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates - with Carlo Favero, Andrea Carriero, Journal of Econometrics (2006)
