Get started
Author

Elisabetta Vangelista

Observed name: Vangelista, Elisabetta
ORCID: 0000-0002-2330-9647
Observed ORCID: 0000-0002-2330-9647
OpenAlex ID: A5006466118
UK Term Structure Decompositions at the Zero Lower Bound
2017 · Andrea Carriero, Sarah Mouabbi, et al. · Journal of Applied Econometrics · 23
Asset purchases and sovereign bond spreads in the euro area during the pandemic
2023 · Robert Blotevogel, Gergely Hudecz, et al. · Journal of International Money and Finance · 12
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks?
2017 · Iryna Kaminska, Zhuoshi Liu, et al. · Journal of Banking & Finance · 9
Expectations and term premia in EFSF bond yields
2022 · Andrea Carriero, Lorenzo Ricci, et al. · SSRN Electronic Journal · 2
The Informational Content of Market-Based Measures of Inflation Expectations Derived from Government Bonds and Inflation Swaps in the United Kingdom
2015 · Zhuoshi Liu, Elisabetta Vangelista, et al. · SSRN Electronic Journal · 2
UK Term Structure Decompositions at the Zero Lower Bound
2015 · Andrea Carriero, Sarah Mouabbi, et al. · RePEc: Research Papers in Economics · 1
PDF
Expectations and Term Premia in EFSF Bond Yields
2023 · Elisabetta Vangelista, Andrea Carriero, et al. · SSRN Electronic Journal
The informational content of market-based measures of inflation expectations derived from govenment bonds and inflation swaps in the United Kingdom
2015 · Zhuoshi Liu, Elisabetta Vangelista, et al. · RePEc: Research Papers in Economics
Works count: 9
Citation count: 49
H-index: 3
I10-index: 2
Year
Topic
Type