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1. A noisy principal component analysis for forward rate curves. (2015). Laurini, Márcio ; Ohashi, Alberto.
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2. Evaluating the robustness of UK term structure decompositions using linear regression methods. (2014). Meldrum, Andrew ; Malik, Sheheryar.
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3. New Measures of Australian Corporate Credit Spreads. (2013). Kosev, Mitch ; Brooks, Matthew ; Arsov, Ivailo.
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4. The Financial Market Impact of UK Quantitative Easing. (2012). Waters, Alex ; Chadha, Jagjit ; Breedon, Francis.
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5. The yield curve as a leading indicator in economic forecasting in the U.K.. (2012). Zhang, Dalu ; Moffatt, Peter.
   In: University of East Anglia Applied and Financial Economics Working Paper Series.
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6. The Financial Market Impact of UK Quantitative Easing. (2012). Waters, Alex ; Chadha, Jagjit ; Breedon, Francis.
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7. The dynamics of UK and US inflation expectations. (2012). Potter, Simon ; Koop, Gary ; Gefang, Deborah.
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8. What accounts for the fall in UK ten-year government bond yields?. (2012). Guimaraes, Rodrigo ; Guimares, Rodrigo .
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9. Threat of fiscal dominance?. (2012). Bank for International Settlements, .
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10. The financial market impact of UK quantitative easing. (2012). Chadha, Jagjit S ; Breedon, Francis ; Waters, Alex .
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11. Real term structure and inflation compensation in the euro area. (2012). Pericoli, Marcello.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_841_12.

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12. Real and nominal UK interest rates, ERM membership, and inflation targeting. (2011). Reschreiter, Andreas.
    In: Empirical Economics.
    RePEc:spr:empeco:v:40:y:2011:i:3:p:559-579.

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13. The term structure of inflation compensation in the nominal yield curve. (2011). Pasaogullari, Mehmet ; Tsonevy, Simeon .
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    RePEc:fip:fedcwp:1133.

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14. A Macro-Finance Approach to Exchange Rate Determination. (2010). Tsang, Kwok Ping ; Chen, Yu-chin.
    In: Working Papers.
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15. Extracting inflation expectations and inflation risk premia from the term structure: A joint model of the UK nominal and real yield curves. (2010). Sorensen, Steffen ; Joyce, Michael ; Lildholdt, Peter ; Joyce, Michael A. S., .
    In: Journal of Banking & Finance.
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16. Household debt, house prices and consumption in the United Kingdom: a quantitative theoretical analysis. (2010). Zampolli, Fabrizio ; Waldron, Matt.
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    RePEc:boe:boeewp:0379.

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17. Macro Factors in UK Excess Bond Returns: Principal Components and Factor-Model Approach. (2009). Erdemlioglu, Deniz.
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    RePEc:pra:mprapa:28895.

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18. Teste de Modelos Estatísticos para a Estrutura a Termo no Brasil. (2009). Varga, Gyorgy.
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    RePEc:pra:mprapa:20832.

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19. A genetic algorithm estimation of the term structure of interest rates. (2009). Gimeno, Ricardo ; Nave, Juan M..
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:53:y:2009:i:6:p:2236-2250.

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20. Dynamics of the term structure of UK interest rates. (2009). Surico, Paolo ; mumtaz, haroon ; Bianchi, Francesco.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0363.

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21. Lowering the anchor: how the Bank of Englands inflation-targeting policies have shaped inflation expectations and perceptions of inflation risk. (2008). Beechey, Meredith.
    In: Finance and Economics Discussion Series.
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22. Term premiums and inflation uncertainty: empirical evidence from an international panel dataset. (2008). Wright, Jonathan.
    In: Finance and Economics Discussion Series.
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23. Uncertainty and the yield curve. (2008). Hackworth, J. F..
    In: Economics Letters.
    RePEc:eee:ecolet:v:98:y:2008:i:3:p:259-268.

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24. The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective. (2008). Stringa, Marco ; Sorensen, Steffen ; Drehmann, Mathias.
    In: Bank of England working papers.
    RePEc:boe:boeewp:339.

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25. Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curve. (2008). Kaminska, Iryna ; Joyce, Michael ; Lildholdt, Peter.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0358.

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26. A no-arbitrage structural vector autoregressive model of the UK yield curve. (2008). Kaminska, Iryna.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0357.

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27. Measuring monetary policy expectations from financial market instruments. (2008). Sorensen, Steffen ; Joyce, Michael ; Relleen, Jonathan .
    In: Bank of England working papers.
    RePEc:boe:boeewp:0356.

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28. Macro volatility in a model of the UK Gilt edged bond market. (2007). Spencer, Peter.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
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29. Integrating credit and interest rate risk: A theoretical framework and an application to banks balance sheets. (2007). Stringa, Marco ; Sorensen, Steffen ; Drehmann, Mathias.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
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30. Does the choice of interest rate data matter for the results of tests of the expectations hypothesis - some results for the UK. (2007). Nielsen, Christian Mose.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
    RePEc:mmf:mmfc06:132.

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31. The U.S. Treasury yield curve: 1961 to the present. (2007). Wright, Jonathan ; Gürkaynak, Refet ; Sack, Brian.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:54:y:2007:i:8:p:2291-2304.

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32. The ex ante real rate and inflation premium under a habit consumption model. (2007). Madureira, Leonardo.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:14:y:2007:i:3:p:355-382.

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33. An affine macro-factor model of the UK yield curve. (2007). Lildholdt, Peter ; Panigirtzoglou, Nikolaos ; Peacock, Chris .
    In: Bank of England working papers.
    RePEc:boe:boeewp:322.

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34. Inflation-linked bonds from a central bank perspective. (2007). Rixtel, Adrian ; Garcia, Juan Angel.
    In: Occasional Papers.
    RePEc:bde:opaper:0705.

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35. The effect of parallel OTC-DVP bond market introduction on yield curve volatility. (2006). Grum, Andraž.
    In: MPRA Paper.
    RePEc:pra:mprapa:4950.

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36. Razvitost slovenskega trga dolžniškega kapitala in ocenitev krivulje donosnosti. (2006). Grum, Andraž.
    In: MPRA Paper.
    RePEc:pra:mprapa:4876.

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37. Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models.. (2006). Panagiotidis, Theodore ; Milas, Costas ; Lekkos, Ilias.
    In: Discussion Paper Series.
    RePEc:lbo:lbowps:2006_6.

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38. The U.S. Treasury yield curve: 1961 to the present. (2006). Wright, Jonathan ; Gürkaynak, Refet ; Sack, Brian.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2006-28.

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39. Affine term structure models for the foreign exchange risk premium. (2006). Benati, Luca.
    In: Bank of England working papers.
    RePEc:boe:boeewp:291.

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40. The information content of the term structure of interest rates about future inflation – an illustration of the importance of accounting for a time-varying real interest rate and inflation risk premium. (2005). Nielsen, Christian Mose.
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
    RePEc:mmf:mmfc05:86.

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41. On the predictability of common risk factors in the US and UK interest rate swap markets: Evidence from non-linear and linear models.. (2005). Panagiotidis, Theodore ; Milas, Costas ; Lekkos, Ilias.
    In: Discussion Paper Series.
    RePEc:lbo:lbowps:2005_9.

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42. Strategic trading behavior and price distortion in a manipulated market: Anatomy of a squeeze. (2004). Yadav, Pradeep K. ; Naik, Narayan Y. ; Merrick, John J..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0407.

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43. Estimating time-varying risk premia in UK long-term government bonds. (2004). Steeley, James.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:5:p:367-373.

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44. Interest Rate Term Structure in Latvia in the Monetary Policy Context. (2003). Zubkova, Jelena .
    In: Working Papers.
    RePEc:ltv:wpaper:200303.

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45. The Relationship between Real Interest Rates and Inflation. (2002). Brzoza-Brzezina, Michal.
    In: NBP Working Papers.
    RePEc:nbp:nbpmis:23.

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46. What central banks can learn about default risk from credit markets. (2002). Marsh, Ian.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:12-15.

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47. Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada. (2002). Bolder, David ; Gusba, Scott.
    In: Staff Working Papers.
    RePEc:bca:bocawp:02-29.

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48. The changing shape of fixed income markets: a collection of studies by central bank economists. (2001). Bank for International Settlements, .
    In: BIS Papers.
    RePEc:bis:bisbps:05.

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49. Government bond market valuations in an era of dwindling supply. (2001). Cooper, Neil ; Scholtes, Cedric .
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:05-05.

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50. Estimating Inflation Expectations using French Government Inflation-Indexed Bonds. (2001). DEL RIO, ANA ; Blanco, Roberto ; Alonso, Francisco.
    In: Working Papers.
    RePEc:bde:wpaper:0111.

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