Bank of EnglandLondon, United Kingdom
: +44 (0)20 3461 4878
+44 (0)20 3461 4771
Threadneedle Street, London EC2R 8AH
RePEc:edi:boegvuk (more details at EDIRC)
Research outputJump to: Working papers
- Cerezetti, Fernando & Sumawong, Anannit & Karimalis, Emmanouil & Shreyas, Ujwal, 2017. "Market liquidity, closeout procedures and initial margin for CCPs," Bank of England working papers 643, Bank of England.
- Karimalis, Emmanouil & Kosmidis, Ioannis & Peters, Gareth, 2017. "Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies," Bank of England working papers 655, Bank of England.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Karimalis, Emmanouil & Kosmidis, Ioannis & Peters, Gareth, 2017.
"Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies,"
Bank of England working papers
655, Bank of England.
- Dorota Toczydlowska & Gareth W. Peters, 2018. "Financial Big Data Solutions for State Space Panel Regression in Interest Rate Dynamics," Econometrics, MDPI, Open Access Journal, vol. 6(3), pages 1-45, July.
More informationResearch fields, statistics, top rankings, if available.
Access and download statistics for all items
NEP FieldsNEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Emmanouil Karimalis should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.