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Information about:
Steffen Sorensen

Personal Details | Affiliation | Works
This is information that was supplied by Steffen Sorensen in registering through RePEc. If you are Steffen Sorensen , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Steffen
Middle Name:
Last Name: Sorensen
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RePEc Short-ID: pso117

Email:
Homepage:
Postal Address: Barrie+Hibbert Ltd 41 Lothbury EC2R 7HG London
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Affiliation

(in no particular order)

Works

| Working papers | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Joyce, Michael & Lildholdt, Peter & Sorensen, Steffen, 2009. "Extracting inflation expectations and inflation risk premia from the term structure: a joint model of the UK nominal and real yield curves," Bank of England working papers 360, Bank of England. [Downloadable!]

  2. Smith, Peter N & Sorensen, Steffen & Wickens, Michael R., 2009. "The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks," CEPR Discussion Papers 7227, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  3. Michael Joyce & Jonathan Relleen & Steffen Sorensen, 2008. "Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates," Working Paper Series 978, European Central Bank. [Downloadable!]

  4. Joyce, Michael & Relleen, Jonathan & Sorensen, Steffen, 2008. "Measuring monetary policy expectations from financial market instruments," Bank of England working papers 356, Bank of England. [Downloadable!]

  5. Peter N Smith & Steffen Sorensen & Mike Wickens, 2007. "The Asymmetric Effect of the Business Cycle on the Equity Premium (This is an extensively revised version of earlier paper No. 06/04)," Discussion Papers 07/11, Department of Economics, University of York. [Downloadable!]

  6. Mathias Drehmann & Steffen Sorensen & Marco Stringa, 2007. "Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets," Money Macro and Finance (MMF) Research Group Conference 2006 151, Money Macro and Finance Research Group. [Downloadable!]

  7. P N Smith & S Sorensen & M R Wickens, 2006. "The Asymmetric Effect of the Business Cycle on the Realtion between Stock Market Returns and their Volatility," Discussion Papers 06/04, Department of Economics, University of York. [Downloadable!]
    Other versions:

  8. Peter Smith & Steffen Sorensen & Michael R. Wickens, 2004. "Business Cycle Variability, Stock Market Variability, Asymmetries and the Risk Premium," Money Macro and Finance (MMF) Research Group Conference 2004 76, Money Macro and Finance Research Group. [Downloadable!]

  9. P N Smith & S Sorensen & M R Wickens, . "Macroeconomic Sources of Equity Risk," Discussion Papers 03/13, Department of Economics, University of York. [Downloadable!]
    Other versions:

  10. Glenn Hoggarth & Steffen Sorensen & Lea Zicchino, . "Stress tests of UK banks using a VAR approach," Bank of England working papers 282, Bank of England. [Downloadable!]

  11. Mathias Drehmann & Steffen Sorensen & Marco Stringa, . "The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective," Bank of England working papers 339, Bank of England. [Downloadable!]

  12. P N Smith & S Sorensen & M R Wickens, . "An Asset Market Integration Test Based on Observable Macroeconomic Stochastic Discount Factors," Discussion Papers 03/14, Department of Economics, University of York. [Downloadable!]

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2007-04-09
  2. NEP-BAN: Banking (2) 2006-09-30 2007-04-09
  3. NEP-CBA: Central Banking (4) 2009-01-03 2009-01-03 2009-02-28 2009-03-28 Author is listed
  4. NEP-CFN: Corporate Finance (1) 2003-10-28
  5. NEP-CMP: Computational Economics (1) 2004-09-30
  6. NEP-FIN: Finance (3) 2003-10-28 2004-09-30 2006-01-29 Author is listed
  7. NEP-FMK: Financial Markets (3) 2006-01-29 2006-03-05 2006-09-30 Author is listed
  8. NEP-FOR: Forecasting (2) 2009-01-03 2009-01-03
  9. NEP-MAC: Macroeconomics (10) 2003-10-28 2003-10-28 2006-01-29 2006-03-05 2006-09-30 2007-04-09 2009-01-03 2009-01-03 2009-02-28 2009-03-28 Author is listed
  10. NEP-MON: Monetary Economics (3) 2009-01-03 2009-01-03 2009-02-28 Author is listed
  11. NEP-RMG: Risk Management (4) 2003-10-28 2006-01-29 2006-09-30 2007-04-09 Author is listed
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This page was last updated on 2009-12-3.

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