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383 kB -Modeling Stochastic Volatility with Leverage and Jumps: A ‘Smooth’ Particle Filtering Approach Sheheryar Malik and Michael K Pitt Department of Economics, University of Warwick, Coventry CV4 7AL October 8, 2008 Abstract In this paper we provide...
The Swedish Financial Market 1998
231 kB -The Swedish Financial Market INTRODUCTION 3 THE F INANCIAL MARKET 4 A DEREGULATED MARKET 4 THE ROLE OF THE RIKSBANK 6 MANAGEMENT OF MONETARY POLICY 7 THE SECURIT IES MARKET 8 THE MONEY MARKET 9 THE BOND MARKET 10 SECURITISATION 15 THE STOCK...
riksbawp.dvi
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No 103. Optimal Horizons for Inflation Targeting
148 kB -Nicoletta BatiniΗ and Edward NelsonΙ In this paper we investigate the problem of selecting an optimal horizon for inflation targeting in the United Kingdom. Since there...
Economic Review 2003:3
756 kB -Economic Review 2003:3 341 123 Trycksak SVERIGES RIKSBANK ECONOMIC REVIEW is issued by Sveriges Riksbank four times a year. PUBLISHER: LARS HEIKENSTEN GOVERNOR OF SVERIGES RIKSBANK EDITORS: STAFFAN VIOTTI, KERSTIN MITLID AND THE COMMUNICATIONS...
Economic Review 1, 2013, Further development of the index for financial stress for Sweden.
1757 kB -– 1 – sveriges riksbank economic review 2013:1 * We are grateful for assistance and comments from Manfred Kremer, Jonas Söderberg, Mia Holmfeldt, Johannes Forss Sandahl, Kristian Jönsson, Claes Berg, Joanna Gerwin and Per Sonnerby. The views...
How can monetary policy take account of uncertainty and risk?
309 kB -– 69 – sveriges riksbank economic review 2015:3 * The author wishes particularly to thank Claes Berg, Joanna Gerwin, Gabriela Guibourg, Jesper Lindé, Ulf Söderström, Andreas Westermark and Anders Vredin for their valuable comments. The opinions...
The Future of Forward Guidance
88 kB -David Miles Imperial College London 1 The Future of Forward Guidance Comments at Sveriges Riksbank May 12 2017 2 Forward Guidance: 3 types 1. Explanation of nature of objectives and assessment of where economy is and where likely to go, with...
Working paper nr
228 kB -SVERIGES RIKSBANK WORKING PAPER SERIES 314 Debt, equity and the equity price puzzle Daria Finocchiaro and Caterina Mendicino December 2015 WORKING PAPERS ARE OBTAINABLE FROM www.riksbank.se/en/research Sveriges Riksbank • SE-103 37 Stockholm Fax...
Sveriges Riksbanks Annual Report 2009
3789 kB -Annual Report 2009 S V E R I G E S R I K S B A N K Årsredovisning 2009 2 S V E R IG E S R IK S B A N K – A N N U A L R E P O R T 2 0 0 9 3 S V E R IG E S R IK S B A N K – A N N U A L R E P O R T 2 0 0 9 Maintaining the value of money – price...