The yield curve impact of government debt issuance surprises and the implications for QT - with Mike Joyce (BoE)
Working paper: BoE Staff Working Paper 1097
Changing Patterns of Risk-Sharing Channels in the US and the Euro Area - with Jacopo Cimadomo (ECB), Massimo Giuliodori (UvA) and Haroon Mumtaz (QMUL)
Working Paper: ECB Working Paper 2023/2849
Treasury Supply Shocks and the Term Structure of Interest Rates in the UK
Working Paper: Current version; MNB Working Paper 2022/6
Fiscal multipliers during pandemics - with Tidiane Kinda (IMF) and Kaustubh Chahande (IMF)
Working paper: IMF Working Paper No. 2022/149
Demand Shocks for Public Debt in the Eurozone - with Massimo Giuliodori (UvA)
Journal of Money, Credit and Banking (2022) 54(7)
Working paper: De Nederlandse Bank Working Paper No. 674 (2020)
Online Appendix
Preferred Habitat Investors in the Gilt Market - with Mike Joyce (BoE) and Win Monroe (Imperial)
International crowding out effects of public debt in the corporate bond market - with F. Busetto (BoE), A. Carruthers (Oxford) and E. Offner (Hamburg)
Enhancing Inflation Risk Premia Estimation with Equity Market Signals - with Alex Prior (BoE)