Research
Overview
Dr Golinski's research interests span the areas of asset pricing, interest rate term structure models, financial econometrics and monetary economics. In 2014 he received a British Academy Skills Acquisition Award. He was a visiting scholar at the Bank of Finland, Bank of Canada, Bank of Poland and the Federal Reserve Bank of Chicago. His research has been published in the Journal of Financial Economics, Journal of Econometrics, Journal of Financial Econometrics among others.
Publications
Selected publications
Full details of publications can be found at RePEc
Published Papers:
Working papers:
“Persistence of the price-dividend ratio in a present–value model of stock prices,” with Joao Madeira and Dooruj Rambaccussing – R&R, International Journal of Forecasting.
“Unconventional monetary policies and the yield curve: Estimating non-affine term structure models with unspanned macro risk by factor extraction,” with Peter Spencer – R&R, Review of Asset Pricing Studies.