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  1. Kamate, Vidya [Author]; Kumar, Abhishek [Author]

    Pricing of interdealer derivatives in a limit order market

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    [Mumbai]: Reserve Bank of India, Department of Economic and Policy Research, March 2024

    Published in: RBI working paper series ; 2024,1

  2. Lloyd, Simon P. [Author]

    Overnight index swap market-based measures of monetary policy expectations

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    London: Bank of England, February 2018

    Published in: Bank of England: Staff working papers ; 709

  3. Loyd, Simon P. [Author]

    Overnight indexed swap market-based measures of monetary policy expectations

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    Cambridge: University of Cambridge, Faculty of Economics, September 20, 2017

    Published in: Cambridge working papers in economics ; 2017,33 - Cambridge-INET working papers ; 2017,13

  4. Lloyd, Simon P. [Author]

    Estimating nominal interest rate expectations : overnight indexed swaps and the term structure

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    London: Bank of England, November 2018

    Published in: Bank of England: Staff working papers ; 763

  5. Loyd, Simon P. [Author]

    Estimating nominal interest rate expectations : overnight indexed swaps and the term structure

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    Cambridge: University of Cambridge, Faculty of Economics, September 20, 2017

    Published in: Cambridge working papers in economics ; 2017,34 - Cambridge-INET working papers ; 2017,14

  6. Loyd, Simon P. [Author]

    Unconventional monetary policy and the interest rate channel: signalling and portfolio rebalancing

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    Cambridge: University of Cambridge, Faculty of Economics, September 20, 2017

    Published in: Cambridge working papers in economics ; 2017,35 - Cambridge-INET working papers ; 2017,15