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

Polito, V., Monteiro, P.S. and Wickens, M. (2025) Analytics of the government expenditure multiplier with QE. Working Paper. Sheffield Economic Research Paper Series (2025011). Department of Economics, University of Sheffield ISSN 1749-8368

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