Items where authors include "Wickens, M."
Article
Balfoussia, C. and Wickens, M. (2007) Macroeconomic sources of risk in the term structure. Journal of Money Credit and Banking, 39 (1). pp. 205-236. ISSN 0022-2879
Balfoussia, H. and Wickens, M. (2006) Extracting Inflation Expectations from the Term Structure: the Fisher Equation in a Multivariate SDF Framework. Journal of Finance and Economics, 11 (3). pp. 261-277. ISSN 1076-9307
Smith, P. and Wickens, M. (2002) Asset pricing with observable stochastic discount factors. Journal of Economic Surveys, 16 (3). pp. 397-446. ISSN 0950-0804
Monograph
Heer, B., Polito, V. and Wickens, M. (2023) Pension systems (un)sustainability and fiscal constraints: a comparative analysis. Working Paper. Sheffield Economic Research Paper Series, 2023014 (2023014). Department of Economics, University of Sheffield ISSN 1749-8368