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  1. Jackson, Christopher [Author] ; Noss, Joseph [Other]

    A Heterogeneous Agent Model for Assessing the Effects of Capital Regulation on the Interbank Money Market Under a Corridor System

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    [S.l.]: SSRN, [2015]

    Published in: Bank of England Working Paper ; No. 548

  2. de Vincent-Humphreys, Rupert [Author] ; Noss, Joseph [Other]

    Estimating Probability Distributions of Future Asset Prices : Empirical Transformations from Option-Implied Risk-Neutral to Real-World Density Functions

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    [S.l.]: SSRN, [2012]

    Published in: Bank of England Working Paper ; No. 455

  3. Noss, Joseph [Author] ; Patel, Rupal [Other]

    Decomposing Changes in the Functioning of the Sterling Repo Market

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    [S.l.]: SSRN, [2019]

    Published in: Bank of England Working Paper ; No. 797 (2019)

  4. Noss, Joseph [Author] ; Pedace, Lucas [Other]; Tobek, Ondrej [Other]; Linton, Oliver B. [Other]; Crowley-Reidy, Liam [Other]

    The October 2016 Sterling Flash Episode : When Liquidity Disappeared from One of the World's Most Liquid Markets

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    [S.l.]: SSRN, [2017]

    Published in: Bank of England Working Paper ; No. 687

  5. Noss, Joseph [Author] ; Toffano, Priscilla [Other]

    Estimating the Impact of Changes in Aggregate Bank Capital Requirements During an Upswing

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    [S.l.]: SSRN, [2014]

    Published in: Bank of England Working Paper ; No. 494

  6. Douglas, Graeme [Author] ; Noss, Joseph [Other]; Vause, Nicholas [Other]

    The Impact of Solvency II Regulations on Life Insurers' Investment Behaviour

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    [S.l.]: SSRN, [2017]

    Published in: Bank of England Working Paper ; No. 664

  7. Liu, Zijun [Author] ; Noss, Joseph [Other]; Baranova, Yuliya [Other]

    The Role of Collateral in Supporting Liquidity

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    [S.l.]: SSRN, [2016]

    Published in: Bank of England Working Paper ; No. 609

  8. Brugler, James [Author] ; Linton, Oliver B. [Other]; Noss, Joseph [Other]; Pedace, Lucas [Other]

    The Cross-Sectional Spillovers of Single Stock Circuit Breakers

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    [S.l.]: SSRN, [2019]

    Published in: Bank of England Working Paper ; No. 759

  9. Karvik, Geir-Are [Author] ; Noss, Joseph [Other]; Worlidge, Jack [Other]; Beale, Daniel [Other]

    The Deeds of Speed : An Agent-Based Model of Market Liquidity and Flash Episodes

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    [S.l.]: SSRN, [2018]

    Published in: Bank of England Working Paper ; No. 743

  10. Brugler, James [Author]; Linton, Oliver [Author]; Noss, Joseph [Author]; Pedace, Lucas [Author]

    The cross-sectional spillovers of single stock circuit breakers

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    London: Bank of England, October 2018

    Published in: Bank of England: Staff working papers ; 759

  11. Kårvik, Geir-Are [Author]; Noss, Joseph [Author]; Worlidge, Jack [Author]; Beale, Daniel [Author]

    The deeds of speed : an agent-based model of market liquidity and flash episodes

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    London: Bank of England, July 2018

    Published in: Bank of England: Staff working papers ; 743

  12. Baranova, Yuliya [Author]; Coen, Jamie [Author]; Lowe, Pippa [Author]; Noss, Joseph [Author]; Silvestri, Laura [Author]

    Simulating stress across the financial system : the resilience of corporate bond markets and the role of investment funds

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    London: Bank of England, 2017

    Published in: Bank of England: Financial stability paper ; 42