Matt's Bank Underground blog posts
Futures under stress: how did gilt futures behave in the LDI crisis? - July 2024
Bitesize: What might pension funds do when bond yields fall? - January 2020
Bitesize: Trading activity during the Corporate Bond Purchase Scheme - March 2019
What a difference a day makes - July 2018
Pension fund deficit risk - July 2017
Bitesize: Tantrums, massacres and bond market reversals - February 2017
Bitesize: More on the bond-equity correlation - January 2017
Bitesize: 250 years of the bond-equity correlation - October 2016
Inflation compensation and risk sentiment - October 2016
Does oil drive financial market measures of inflation expectations? - October 2015
The special relationship: UK and US bond yields - August 2015
UK mortgage rates: born in the USA? - August 2015