Market Beliefs About the UK Monetary Policy Lift-Off Horizon: A No-Arbitrage Shadow Rate Term Structure Model Approach
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Elsevier BV
Reference32 articles.
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2. With a Little Help from My Friends: Survey-Based Derivation of Euro Area Short Rate Expectations at the Effective Lower Bound;SSRN Electronic Journal;2018
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4. Evaluating the robustness of UK term structure decompositions using linear regression methods;Journal of Banking & Finance;2016-06
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