Financial market volatility, macroeconomic fundamentals and investor sentiment CJ Chiu, RDF Harris, E Stoja, M Chin Journal of Banking & Finance 92, 130-145, 2018 | 83 | 2018 |
A forecast evaluation of expected equity return measures M Chin, C Polk Bank of England Working Paper, 2015 | 7 | 2015 |
Understanding international long-term interest rate comovement M Chin, F De Graeve, T Filippeli, K Theodoridis Essays in Honour of Fabio Canova, 147-189, 2022 | 6 | 2022 |
A joint affine model of commodity futures and US Treasury yields M Chin, Z Liu Bank of England Working Paper, 2015 | 5 | 2015 |
The Stock–Bond Multiscale Correlation S Aboura, M Chin, P Povala, R Rebonato, SH Han, KB Leggio, YS Shin, ... The Journal of Fixed Income, 2024 | | 2024 |
Simulating Long-Horizon Returns on Government Bonds M Chin, P Povala, R Rebonato, SH Han, KB Leggio, YS Shin, ... The Journal of Fixed Income, 2024 | | 2024 |
Drivers of Listed and Unlisted Real Estate Returns M Chin, P Povala Available at SSRN 4601689, 2023 | | 2023 |
Modelling equity market term structures M Chin, P Povala NBIM Discussion Note, 2021 | | 2021 |
The asset pricing effects of ESG investing NBIM Discussion Note, 2021 | | 2021 |
Portfolio delegation and the effects of benchmarks M Chin NBIM Discussion Note, 2020 | | 2020 |
Country and industry effects in global equity returns M Chin NBIM Discussion Note, 2019 | | 2019 |
No-trade band rebalancing rules expected returns and transaction costs M Chin, P Povala NBIM Discussion Note, 2018 | | 2018 |
Petroleum wealth and oil price exposure of equity sectors M Chin, H Buer NBIM Discussion Note, 2017 | | 2017 |
International diversification for long-term investors M Chin NBIM Discussion Note, 2017 | | 2017 |
Asset allocation with government revenues and spending commitments M Chin NBIM Discussion Note, 2016 | | 2016 |
Bank of England publications M Seneca, R Rigobon, CWJ Chiu, RDF Harris, E Stoja, M Chin, ... | | |
Staff Working Paper No. 530: Cross-country co-movement in long-term interest rates: a DSGE approach-Michael Chin, Thomai Filippeli and Konstantinos Theodoridis M Chin | | |