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No 45. Value at Risk for Derivatives | Sveriges Riksbank
by Linan El Jahel, William Perraudin och Peter Sellin...
No 105. Conducting Monetary Policy with a Collegial Board: The New Swedish Legislation One Year On | Sveriges Riksbank
by Claes Berg and Hans Lindberg Abstract In this paper we discuss the recent experience of conducting monetary policy with a collegial board according…...
No. 222 The Monetary Policy Decision-Making Process and the Term Structure of Interest Rates | Sveriges Riksbank
by Hans Dillén April 2008 Abstract This paper presents a theoretical model of the term structure of interest rates based on the monetary…...
No. 177. Estimation of an Adaptive Stock Market Model with Heterogeneous Agents | Sveriges Riksbank
No. 177. Estimation of an Adaptive Stock Market Model with Heterogeneous Agents...
Microsoft Word - WP_66.doc
([FKDQJH5DWHVDQG,QWHUHVW5DWHVLQDQ(FRQRP\ ZLWK 5HJLPH6KLIWVDQG6WLFN\3ULFHV +DQV’LOOpQDQG+DQV/LQGEHUJ0 6YHULJHV5LNVEDQN6HSWHPEHU8 $EVWUDFW This paper examines how expectations of a monetary regime shift to a high inflation...
No. 277 A detrimental feedback loop: deleveraging and adverse selection | Sveriges Riksbank
By Christoph Bertsch September 2013 (Updated February 2015) Abstract Market distress can be the catalyst of a deleveraging wave, as in the 2007/08…...
Working paper nr 297, Speeding up MCMC by efficient data subsampling
SVERIGES RIKSBANK WORKING PAPER SERIES 297 SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING MATIAS QUIROZ, MATTIAS VILLANI AND ROBERT KOHN March 2015 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank • SE-103 37 Stockholm...
No 106. Price-level targeting versus inflation targeting in a forward-looking model | Sveriges Riksbank
by David Vestin Abstract This paper examines a price-level target in a model with a forward-looking Calvo-Taylor Phillips curve. Contrary to conventional…...
Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting
SVERIGES RIKSBANK WORKING PAPER SERIES 309 Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting André Lucas and Xin Zhang September 2015 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank •...
Working paper nr
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...