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Michael Chin
Michael Chin
Norges Bank Investment Management
Verified email at nbim.no - Homepage
Title
Cited by
Cited by
Year
Financial market volatility, macroeconomic fundamentals and investor sentiment
CJ Chiu, RDF Harris, E Stoja, M Chin
Journal of Banking & Finance 92, 130-145, 2018
792018
A forecast evaluation of expected equity return measures
M Chin, C Polk
Bank of England Working Paper, 2015
72015
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
62022
A joint affine model of commodity futures and US Treasury yields
M Chin, Z Liu
Bank of England Working Paper, 2015
52015
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
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Articles 1–17