The original paper developing the Kelly criterion for "optimal" risk budgets. There are many more accessible summaries of the content but the original paper is also worth a read.
Interesting book about financial decision making and personal financial planning. It inspired various concepts for us and highlights the importance of real yields for retirement planning.
Paper explaining the application of Markov states to yield curve data.
HMM models specifically applied to inflation.
A treasure trove of official figures about the UK — from life expectancy over inflation to regional differences in house prices. A great source of data.
Original paper that suggested an additional factor to yield curve models, enabling a greater variety of yield curve shapes. It inspired many macroeconomic investigations on nominal and real yields.
Great, practical comparison of yield curve models.