> Publishers' series
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Optimal quantitative easing and tightening Richard Harrison
London: Bank of England, [2024]
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Competing models of the Bank of England's liquidity auctions truthful bidding is a good approximation Charlotte Grace
London: Bank of England, [2024]
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Energy and climate policy in a DSGE model of the United Kingdom Sandra Batten and Stephen Millard
London: Bank of England, [2024]
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Screening using a menu of contracts a structural model of lending markets Arthur Taburet, Alberto Polo and Quynh-Anh Vo
London: Bank of England, [2024]
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Asymmetric expectations of monetary policy Filippo Busetto
London: Bank of England, [2024]
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Quantitative easing and the functioning of the gilt repo market Mahmoud Fatouh, Simone Giansante and Steven Ongena
London: Bank of England, [2024]
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Principles and techniques to resolve large banks whose failure could have systemic consequences Peter Brierley
London: Bank of England, [2024]
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Global value chains and the dynamics of UK inflation Tommaso Aquilante, Aydan Dogan, Melih Firat and Aditya Soenarjo
London: Bank of England, [2024]
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Hidden exposure measuring US supply chain reliance Richard Baldwin, Rebecca Freeman and Angelos Theodorakopoulos
London: Bank of England, [2023]
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Getting through communicating complex information Michael McMahon and Matthew Naylor
London: Bank of England, [2023]
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The liquidity state-dependence of monetary policy transmission Rodrigo Guimaraes, Gabor Pinter and Jean-Charles Wijnandts
London: Bank of England, [2023]
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Ring-fencing in financial networks Marco Bardoscia and Raymond Ka-Kay Pang
London: Bank of England, [2023]
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Negative rates, monetary policy transmission and cross-border lending via international financial centres Desislava Andreeva, Andra Coman, Mary Everett, Maren Froemel, Kelvin Ho, Simon Lloyd, Baptiste Meunier, Justine Pedrono, Dennis Reinhardt, Andrew Wong, Eric Wong and Dawid Żochowski
London: Bank of England, [2023]
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Do firm expectations respond to monetary policy announcements? Federico Di Pace, Giacomo Mangiante and Riccardo Masolo
London: Bank of England, [2023]
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The greening of lending mortgage pricing of energy transition risk Jennifer Bell, Giuliana Battisti and Benjamin Guin
London: Bank of England, [2023]
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Flexible bayesian midas time variation, group shrinkage and sparsity David Kohns and Galina Potjagailo
London: Bank of England, [2023]
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Bank expectations and prudential outcomes Joel Suss and Adam Hughes
London: Bank of England, [2023]
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Open banking, shadow banking and regulation Peter Eccles, Paul Grout, Paolo Siciliani and Anna (Ania) Zalewska
London: Bank of England, [2023]
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Vacancy posting, firm balance sheets, and pandemic policy David Van Dijcke, Marcus Buckmann, Arthur Turrell and Tomas Key
London: Bank of England, [2023]
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Beliefs- and fundamentals-driven job creation Philip Schnattinger
London: Bank of England, [2023]
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Energy prices and household heterogeneity monetary policy in a Gas-TANK Jenny Chan, Sebastian Diz and Derrick Kanngiesser
London: Bank of England, [2023]
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Price formation in markets with trading delays Gabor Pinter and Semih Üslü
London: Bank of England, [2023]
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The market for inflation risk Saleem Bahaj, Robert Czech, Sitong Ding and Ricardo Reis
London: Bank of England, [2023]
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Self-fulfilling fire sales and market backstops Harkeerit Kalsi, Nicholas Vause and Nora Wegner
London: Bank of England, [2023]
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Unwinding quantitative easing state dependency and household heterogeneity Cristiano Cantore and Pascal Meichtry
London: Bank of England, [2023]
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An anatomy of the 2022 gilt market crisis Gabor Pinter
London: Bank of England, [2023]
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Useful, usable, and used? buffer usability during the Covid-19 crisis Aakriti Mathur, Matthew Naylor and Aniruddha Rajan
London: Bank of England, [2023]
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On the non-identification of revenue production functions David Van Dijcke
London: Bank of England, [2023]
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The demand for long-term mortgage contracts and the role of collateral Lu Liu
London: Bank of England, [2023]
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The cyclicality of bank credit losses and capital ratios under expected loss model Mahmoud Fatouh and Simone Giansante
London: Bank of England, [2023]
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Mispricing in inflation markets Rodrigo Barria and Gabor Pinter
London: Bank of England, [2023]
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The market for sharing interest rate risk: quantities behind prices Umang Khetan, Ioana Neamțu and Ishita Sen
London: Bank of England, [2023]
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Granular banking flows and exchange-rate dynamics Balduin Bippus, Simon Lloyd and Daniel Ostry
London: Bank of England, [2023]
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Leverage ratio and risk-taking theory and practice Mahmoud Fatouh, Simone Giansante and Steven Ongena
London: Bank of England, [2023]
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Relationship discounts in corporate bond trading Simon Jurkatis, Andreas Schrimpf, Karamfil Todorov and Nicholas Vause
London: Bank of England, [2023]
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Defusing leverage liquidity management and labor contracts Edoardo Maria Acabbi and Andrea Alati
London: Bank of England, [2023]
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Information chasing versus adverse selection Gábor Pintér, Chaojun Wang and Junyuan Zou
London: Bank of England, April 2022
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Financial concerns and the marginal propensity to consume in Covid times: evidence from UK survey data Bruno Albuquerque and Georgina Green
London: Bank of England, March 2022
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Mainly employment survey-based news and the business cycle Riccardo M Masolo
London: Bank of England, January 2022
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Why you should not use the LSV herding measure Simon Jurkatis
London: Bank of England, January 2022
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Monetary policy transmission during QE times role of expectations and term premia channels Iryna Kaminska and Haroon Mumtaz
London: Bank of England, May 2022
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Central bank swap lines micro-level evidence Gerardo Ferrara, Philippe Mueller, Ganesh Viswanath-Natraj and Junxuan Wang
London: Bank of England, May 2022
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Stress relief? funding structures and resilience to the Covid Shock Kristin Forbes, Christian Friedrich and Dennis Reinhardt
London: Bank of England, [2022]
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The ring-fencing bonus Irem Erten, Ioana Neamţu and John Thanassoulis
London: Bank of England, [2022]
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Efficiency of central clearing under liquidity stress Marco Bardoscia, Fabio Caccioli and Haotian Gao
London: Bank of England, [2022]
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The effects of subsidized flood insurance on real estate markets Nicola Garbarino, Benjamin Guin and Jonathan Lee
London: Bank of England, [2022]
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Horses for courses measuring foreign supply chain exposure Richard Baldwin, Rebecca Freeman and Angelos Theodorakopoulos
London: Bank of England, [2022]
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Bond supply, price drifts and liquidity provision before central bank announcements Dong Lou, Gábor Pintér and Semih Üslü
London: Bank of England, [2022]
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FX option volume Robert Czech, Pasquale Della Corte, Shiyang Huang and Tianyu Wang
London: Bank of England, March 2022
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Turning in the widening gyre monetary and fiscal policy in interwar Britain David Ronicle
London: Bank of England, March 2022
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House price dynamics, optimal LTV limits and the liquidity trap Andrea Ferrero, Richard Harrison and Benjamin Nelson
London: Bank of England, March 2022
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Margin procyclicality and the collateral cycle Evangelos Benos, Gerardo Ferrara and Angelo Ranaldo
London: Bank of England, March 2022
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Value of information, search, and competition in the UK mortgage market Mateusz Myśliwski and May Rostom
London: Bank of England, March 2022
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Size discount and size penalty trading costs in bond markets Gábor Pintér, Chaojun Wang and Junyuan Zou
London: Bank of England, April 2022
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Monetary policy transmission, the labour share and HANK models Jamie Lenney
London: Bank of England, January 2022
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The collection of slavery compensation, 1835-43 Michael Anson and Michael D. Bennett
London: Bank of England, [2022]
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Real and nominal effects of monetary shocks under time-varying disagreement Vania Esady
London: Bank of England, [2022]
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Interbank network and banks' credit supply Giovanni Covi and Xian Gu
London: Bank of England, [2022]
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Measuring the effects of bank remuneration rules evidence from the UK Ieva Sakalauskaite and Qun Harris
London: Bank of England, [2022]
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The impact of changes in bank capital requirements Akash Raja
London: Bank of England, [2022]
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Business creation during Covid-19 Saleem Bahaj, Sophie Piton, Anthony Savagar
London: Bank of England, May 2022
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Aggregation across each nation: aggregator choice and macroeconomic dynamics Noëmie Lisack, Simon Lloyd and Rana Sajedi
London: Bank of England, May 2022
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Do personal taxes affect investment decisions and stock returns? Alex Kontoghiorghes
London: Bank of England, July 2022
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A tale of two global monetary policies Silvia Miranda-Agrippino and Tsvetelina Nenova
London: Bank of England, April 2022
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Comparing search and intermediation frictions across markets Gábor Pintér and Semih Üslü
London: Bank of England, April 2022
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Reducing liquidity mismatch in open-ended funds: a cost-benefit analysis Benjamin King and Jamie Semark
London: Bank of England, April 2022
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Identification with external instruments in structural VARs Silvia Miranda-Agrippino and Giovanni Ricco
London: Bank of England, April 2022
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Measuring Capital at Risk in the UK banking sector: a microstructural network approach Giovanni Covi, James Brookes and Charumathi Raja
London: Bank of England, May 2022
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An interpretable machine learning workflow with an application to economic forecasting Marcus Buckmann and Andreas Joseph
London: Bank of England, June 2022
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What drives repo haircuts? evidence from the UK market Christian Julliard, Gábor Pintér, Karamfil Todorov and Kathy Yuan
London: Bank of England, June 2022
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Start-up types and macroeconomic performance in Europe Ralph De Haas, Vincent Sterk and Neeltje van Horen
London: Bank of England, June 2022
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Decomposing the drivers of Global R* Ambrogio Cesa-Bianchi, Richard Harrison and Rana Sajedi
London: Bank of England, July 2022
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Identification of SVAR models by combining sign restrictions with external instruments Robin Braun and Ralf Brüggemann
London: Bank of England, February 2022
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Competition, profitability and financial leverage Albert Banal-Estanol, Paolo Siciliani and Kyoungsoo Yoon
London: Bank of England, February 2022
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A structural model of liquidity in over‑the‑counter markets Jamie Coen and Patrick Coen
London: Bank of England, May 2022
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Firming up price inflation Philip Bunn, Lena Anayi, Nicholas Bloom, Paul Mizen, Gregory Thwaites and Ivan Yotzov
London: Bank of England, [2022]
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The size-centrality relationship in production networks Nikola Dacic and Marko Melolinna
London: Bank of England, [2022 ]
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The local supply channel of QE evidence from the Bank of England’s gilt purchases Maren Froemel, Michael Joyce and Iryna Kaminska
London: Bank of England, May 2022
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Consumption effects of mortgage payment Bruno Albuquerque and Alexandra Varadi
London: Bank of England, February 2022
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The macroprudential toolkit effectiveness and interactions Stephen Millard, Margarita Rubio and Alexandra Varadi
London: Bank of England, January 2021
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Non-standard errors Albert J Menkveld et al. Bank of England co-authors: Gerardo Ferrara and Simon Jurkatis
London: Bank of England, December 2021
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An unintended consequence of holding dollar assets Robert Czech, Shiyang Huang, Dong Lou and Tianyu Wang
London: Bank of England, December 2021
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The repo market under Basel III Eddie Gerba and Petros Katsoulis
London: Bank of England, December 2021
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Risks and global supply chains what we know and what we need to know Richard Baldwin and Rebecca Freeman
London: Bank of England, September 2021
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Capital allocation, the leverage ratio requirement Ioana Neamtu and Quynh-Anh Vo
London: Bank of England, December 2021
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The importance of supply and demand for oil prices evidence from non-Gaussianity Robin Braun
London: Bank of England, December 2021
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Terms-of-trade shocks are not all alike Federico Di Pace, Luciana Juvenal and Ivan Petrella
London: Bank of England, January 2021
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The earned income tax credit targeting the poor but crowding out wealth Maren Froemel and Charles Gottlieb
London: Bank of England, January 2021
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(When) do banks react to anticipated capital reliefs? Guillaume Arnould, Benjamin Guin, Steven Ongena and Paolo Siciliani
London: Bank of England, November 2020
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High water, no marks? biased lending after extreme weather Nicola Garbarino and Benjamin Guin
London: Bank of England, March 2020
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Monetary policy and the management of uncertainty a narrative approach David Tuckett, Douglas Holmes, Alice Pearson and Graeme Chaplin
London: Bank of England, June 2020
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The 3 E's of central bank communication with the public Andrew Haldane, Alistair Macaulay and Michael McMahon
London: Bank of England, January 2020
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Does energy efficiency predict mortgage performance? Benjamin Guin and Perttu Korhonen
London: Bank of England, January 2020
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Bank funding costs and solvency Guillaume Arnould, Cosimo Pancaro and Dawid Żochowski
London: Bank of England, February 2020
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Blockchain structure and cryptocurrency prices Peter Zimmerman
London: Bank of England, February 2020
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The role of households' borrowing constraints in the transmission of monetary policy Fergus Cumming and Paul Hubert
London: Bank of England, January 2020
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No-arbitrage pricing of GDP-linked bonds Fernando Eguren-Martin, Andrew Meldrum and Wen Yan
London: Bank of England, January 2020
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Impact of IFRS 9 on the cost of funding of banks in Europe Mahmoud Fatouh, Robert Bock and Jamal Ouenniche
London: Bank of England, January 2020
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Crossing the credit channel credit spreads and firm heterogeneity Gareth Anderson and Ambrogio Cesa-Bianchi
London: Bank of England, February 2020
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Monetary policy inertia and the paradox of flexibility Dario Bonciani and Joonseok Oh
London: Bank of England, November 2020
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Eight centuries of global real interest rates, R-G, and the 'suprasecular' decline, 1311–2018 Paul Schmelzing
London: Bank of England, January 2020
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Changing supply elasticities and regional housing booms Knut Are Aastveit, Bruno Albuquerque and André Anundsen
London: Bank of England, January 2020
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The missing link monetary policy and the labor share Cristiano Cantore, Filippo Ferroni and Miguel León-Ledesma
London: Bank of England, April 2020
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Compositional nature of firm growth and aggregate fluctuations Vladimir Smirnyagin
London: Bank of England, January 2020
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How does international capital flow? Michael Kumhof, Phurichai Rungcharoenkitkul and Andrej Sokol
[Köln]: Verein für Socialpolitik, November 2020
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Optimal simple objectives for monetary policy when banks matter Lien Laureys, Roland Meeks and Boromeus Wanengkirtyo
London: Bank of England, November 2020
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When creativity strikes news shocks and business cycle fluctuations Silvia Miranda-Agrippino, Sinem Hacioglu Hoke and Kristina Bluwstein
London: Bank of England, April 2019
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Housing consumption and investment evidence from shared equity mortgages Matteo Benetton, Philippe Bracke, João F. Cocco and Nicola Garbarino
London: Bank of England, April 2019
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International trade, non-trading firms and their impact on labour productivity Stephen Millard, Anamaria Nicolae and Michael Nower
London: Bank of England, April 2019
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Shareholder risk-taking incentives in the presence of contingent capital Mahmoud Fatouh and Ayowande McCunn
London: Bank of England, January 2019
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To ask or not to ask bank capital requirements and loan collateralization Hans Degryse, Artashes Karapetyan and Sudipto Karmakar
London: Bank of England, February 2019
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The real effects of zombie lending in Europe Belinda Tracey
London: Bank of England, March 2019
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Monetary financing with interest-bearing money Richard Harrison and Ryland Thomas
London: Bank of England, March 2019
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The long-run information effect of central bank communication Stephen Hansen, Michael McMahon and Matthew Tong
London: Bank of England, January 2019
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Bundling and exporting evidence from German SMEs Tommaso Aquilante and Ferran Vendrell-Herrero
London: Bank of England, March 2019
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Shapley regressions a framework for statistical inference on machine learning models Andreas Joseph
London: Bank of England, March 2019
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Labor mobility in a monetary union Daniela Hauser and Martin Seneca
London: Bank of England, April 2019
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Time-varying cointegration and the UK great ratios George Kapetanios, Stephen Millard, Katerina Petrova and Simon Price
London: Bank of England, April 2019
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Taking regulation seriously fire sales under solvency and liquidity constraints Jamie Coen, Caterina Lepore and Eric Schaanning
London: Bank of England, April 2019
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Mapping bank securities across euro area sectors comparing funding and exposure networks Anne-Caroline Hüser and Christoffer Kok
London: Bank of England, April 2019
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Bank funding costs and capital structure Andrew R Gimber and Aniruddha Rajan
London: Bank of England, June 2019
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Tail risk interdependence Arnold Polanski, Evarist Stoja and Ching-Wai (Jeremy) Chiu
London: Bank of England, August 2019
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Three triggers? negative equity, income shocks and institutions as determinants of mortgage default Andrew Linn and Ronan C Lyons
London: Bank of England, August 2019
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The impact of Brexit on UK firms Nicholas Bloom, Philip Bunn, Scarlet Chen, Paul Mizen, Pawel Smietanka and Gregory Thwaites
London: Bank of England, August 2019
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Credit, capital and crises a GDP-at-Risk approach David Aikman, Jonathan Bridges, Sinem Hacioglu Hoke, Cian O'Neill and Akash Raja
London: Bank of England, September 2019
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Credit default swaps and corporate bond trading Robert Czech
London: Bank of England, July 2019
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In the face of spillovers prudential policies in emerging economies Andra Coman and Simon P Lloyd
London: Bank of England, September 2019
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Liquidity transformation, collateral assets and counterparties Calebe de Roure and Nick McLaren
London: Bank of England, September 2019
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Simulating liquidity stress in the derivatives market Marco Bardoscia, Gerardo Ferrara, Nicholas Vause and Michael Yoganayagam
London: Bank of England, December 2019
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Capital and liquidity interaction in banking Jonathan Acosta-Smith, Guillaume Arnould, Kristoffer Milonas and Quynh-Anh Vo
London: Bank of England, December 2019
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Macroeconomic effects of political risk shocks Sinem Hacioglu Hoke
London: Bank of England, December 2019
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The empirics of granular origins some challenges and solutions with an application to the UK Nikola Dacic and Marko Melolinna
London: Bank of England, December 2019
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Resilience of trading networks evidence from the sterling corporate bond market David Mallaburn, Matt Roberts-Sklar and Laura Silvestri
London: Bank of England, August 2019
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Towards a new monetary theory of exchange rate determination Ambrogio Cesa-Bianchi, Michael Kumhof, Andrej Sokol and Gregory Thwaites
London: Bank of England, August 2019
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Trend and cycle shocks in Bayesian unobserved components models for UK productivity Marko Melolinna and Máté Tóth
London: Bank of England, September 2019
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The BoC-BoE sovereign default database what's new in 2019? David Beers and Patrisha de Leon-Manlagnit
London: Bank of England, September 2019
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OTC microstructure in a period of stress a multi‑layered network approach Andreas Joseph, Michalis Vasios, Olga Maizels, Ujwal Shreyas and John Tanner
London: Bank of England, October 2019
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A structural model of interbank network formation and contagion Patrick Coen and Jamie Coen
London: Bank of England, October 2019
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Monetary policy and birth rates the effect of mortgage rate pass-through on fertility Fergus Cumming and Lisa Dettling
London: Bank of England, December 2019
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UK house prices and three decades of decline in the risk‑free real interest rate David Miles and Victoria Monro
London: Bank of England, December 2019
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Decomposing changes in the functioning of the sterling repo market Joseph Noss and Rupal Patel
London: Bank of England, May 2019
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Heterogeneous beliefs and the Phillips curve Roland Meeks and Francesca Monti
London: Bank of England, June 2019
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Real effects of financial distress the role of heterogeneity Francisco Buera and Sudipto Karmakar
London: Bank of England, August 2019
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Do unit labour costs matter? a decomposition exercise on European data Sophie Piton
London: Bank of England, May 2019
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The cost of clearing fragmentation Evangelos Benos, Wenqian Huang, Albert Menkveld and Michalis Vasios
London: Bank of England, November 2019
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Non-salient fees in the mortgage market Lu Liu
London: Bank of England, September 2019
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Securities settlement fails network and buy‑in strategies Pedro Gurrola-Perez, Jieshuang He and Gary Harper
London: Bank of England, September 2019
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Attention to the tail(s) global financial conditions and exchange rate risks Fernando Eguren-Martin and Andrej Sokol
London: Bank of England, September 2019
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Revisiting the global decline of the (non-housing) labor share Germán Gutiérrez and Sophie Piton
London: Bank of England, July 2019
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Back to the real economy the effects of risk perception shocks on the term premium and bank lending Kristina Bluwstein and Julieta Yung
London: Bank of England, June 2019
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Official demand for US debt implications for US real rates Iryna Kaminska and Gabriele Zinna
London: Bank of England, May 2019
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Regulatory effects on short-term interest rates Angelo Ranaldo, Patrick Schaffner and Michalis Vasios
London: Bank of England, May 2019
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The long-run effects of uncertainty shocks Dario Bonciani and Joonseok Jason Oh
London: Bank of England, June 2019
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Machine learning explainability in finance an application to default risk analysis Philippe Bracke, Anupam Datta, Carsten Jung and Shayak Sen
London: Bank of England, August 2019
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Tracking foreign capital the effect of capital inflows on bank lending in the UK Christiane Kneer and Alexander Raabe
London: Bank of England, June 2019
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Supervisory governance, capture and non‑performing loans Nicolò Fraccaroli
London: Bank of England, September 2019
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Market-implied systemic risk and shadow capital adequacy Somnath Chatterjee and Andreas A Jobst
London: Bank of England, September 2019
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Credit easing versus quantitative easing evidence from corporate and government bond purchase programs Stefania D'Amico and Iryna Kaminska
London: Bank of England, September 2019
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Modelling the distribution of mortgage debt Iren Levina, Robert Sturrock, Alexandra Varadi and Gavin Wallis
London: Bank of England, July 2019
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System-wide stress simulation David Aikman, Pavel Chichkanov, Graeme Douglas, Yordan Georgiev, James Howat and Benjamin King
London: Bank of England, July 2019
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Employment and the collateral channel of monetary policy Saleem Bahaj, Angus Foulis, Gabor Pinter and Paolo Surico
London: Bank of England, September 2019
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Predicting bank distress in the UK with machine learning Joel Suss and Henry Treitel
London: Bank of England, October 2019
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The language of rules textual complexity in banking reforms Zahid Amadxarif, James Brookes, Nicola Garbarino, Rajan Patel and Eryk Walczak
London: Bank of England, October 2019
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Measuring financial cycle time Andrew Filardo, Marco Lombardi and Marek Raczko
London: Bank of England, January 2019
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Currency mispricing and dealer balance sheets Gino Cenedese, Pasquale Della Corte and Tianyu Wang
London: Bank of England, February 2019
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Short-time work in the Great Recession firm-level evidence from 20 EU countries Reamonn Lydon, Thomas Y. Mathä and Stephen Millard
London: Bank of England, December 2018
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Unconventional monetary policy and the portfolio choice of international mutual funds Gino Cenedese and Ilaf Elard
London: Bank of England, January 2018
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Monetary policy spillovers in the first age of financial globalisation a narrative VAR approach 1884-1913 Georgina Green
London: Bank of England, March 2018
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The impact of the Bank of England's corporate bond purchase scheme on yield spreads Lena Boneva, Calebe de Roure and Ben Morley
London: Bank of England, March 2018
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The distributional impact of monetary policy easing in the UK between 2008 and 2014 Philip Bunn, Alice Pugh and Chris Yeates
London: Bank of England, March 2018
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Broadening narrow money monetary policy with a central bank digital currency Jack Meaning, Ben Dyson, James Barker and Emily Clayton
London: Bank of England, May 2018
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Repo market functioning the role of capital regulation Antonis Kotidis and Neeltje van Horen
London: Bank of England, August 2018
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Would macroprudential regulation have prevented the last crisis? David Aikman, Jonathan Bridges, Anil Kashyap and Caspar Siegert
London: Bank of England, August 2018
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Business investment, cash holding and uncertainty since the great financial crisis Pawel Smietanka, Nicholas Bloom and Paul Mizen
London: Bank of England, August 2018
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Uncertain Kingdom nowcasting GDP and its revisions Nikoleta Anesti, Ana Beatriz Galvão and Silvia Miranda-Agrippino
London: Bank of England, November 2018
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The leverage ratio, risk-taking and bank stability Jonathan Acosta-Smith, Michael Grill and Jan Hannes Lang
London: Bank of England, November 2018
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Does lender type matter for the pricing of loans? Aniruddha Rajan and Matthew Willison
London: Bank of England, November 2018
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Lending relationships and the collateral channel Gareth Anderson, Saleem Bahaj, Matthieu Chavaz, Angus Foulis and Gabor Pinter
London: Bank of England, November 2018
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Macroprudential capital regulation in general equilibrium Benjamin Nelson and Gabor Pinter
London: Bank of England, December 2018
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Predictive regressions under asymmetric loss factor augmentation and model selection Matei Demetrescu and Sinem Hacioglu Hoke
London: Bank of England, May 2018
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Concerted efforts? Monetary policy and macro-prudential tools Andrea Ferrero, Richard Harrison and Ben Nelson
London: Bank of England, May 2018
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The macroeconomic determinants of migration John Lewis and Matt Swannell
London: Bank of England, May 2018
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Uncertainty and economic activity a multi-country perspective Ambrogio Cesa-Bianchi, M. Hashem Pesaran and Alessandro Rebucci
London: Bank of England, June 2018
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Targeting financial stability macroprudential or monetary policy? David Aikman, Julia Giese, Sujit Kapadia and Michael McLeay
London: Bank of England, June 2018
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The impact of the leverage ratio onclient clearing Jonathan Acosta-Smith, Gerardo Ferrara and Francesc Rodriguez-Tous
London: Bank of England, June 2018
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Liquidity resilience in the UK gilt futures market evidence from the order book Jonathan Fullwood and Daniele Massacci
London: Bank of England, July 2018
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Bank competition and stability in the United Kingdom Sebastian J.A. de-Ramon, William B. Francis and Michael Straughan
London: Bank of England, August 2018
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Enhancing central bank communications with behavioural insights David Bholat, Nida Broughton, Alice Parker, Janna Ter Meer and Eryk Walczak
London: Bank of England, August 2018
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OTC premia Gino Cenedese, Angelo Ranaldo and Michalis Vasios
London: Bank of England, August 2018
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Rethinking financial stability David Aikman, Andrew G. Haldane, Marc Hinterschweiger and Sujit Kapadia
London: Bank of England, February 2018
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Down payment and mortgage rates evidence from equity loans Matteo Benetton, Philippe Bracke and Nicola Garbarino
London: Bank of England, February 2018
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Growing pension deficits and the expenditure decisions of UK companies Philip Bunn, Paul Mizen and Pawel Smietanka
London: Bank of England, February 2018
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The deeds of speed an agent-based model of market liquidity and flash episodes Geir-Are Kårvik, Joseph Noss, Jack Worlidge and Daniel Beale
London: Bank of England, July 2018
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The stochastic lower bound Riccardo M. Masolo and Pablo E. Winant
London: Bank of England, August 2018
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Bayesian vector autoregressions Silvia Miranda-Agrippino and Giovanni Ricco
London: Bank of England, September 2018
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Macroprudential FX regulations shifting the snowbanks of FX vulnerability? Toni Ahnert, Kristin Forbes, Christian Friedrich and Dennis Reinhardt
London: Bank of England, October 2018
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Banks are not intermediaries of loanable funds facts, theory and evidence Zoltan Jakab and Michael Kumhof
London: Bank of England, October 2018
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Climate change and the macro-economy a critical review Sandra Batten
London: Bank of England, January 2018
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Bank liquidity and the cost of debt Sam Miller and Rhiannon Sowerbutts
London: Bank of England, October 2018
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DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation Thomai Filippeli, Richard Harrison and Konstantinos Theodoridis
London: Bank of England, March 2018
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Central bank digital currencies design principles and balance sheet implications Michael Kumhof and Clare Noone
London: Bank of England, May 2018
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Multiplex network analysis of the UK OTC derivatives market Marco Bardoscia, Ginestra Bianconi and Gerardo Ferrara
London: Bank of England, November 2018
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The international transmission of monetary policy Claudia M. Buch, Matthieu Bussiere, Linda Goldberg and Robert Hills
London: Bank of England, June 2018
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Bank runs, prudential tools and social welfare in a global game general equilibrium model Daisuke Ikeda
London: Bank of England, June 2018
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Overnight index swap market-based measures of monetary policy expectations Simon P. Lloyd
London: Bank of England, February 2018
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Were banks special? contrasting viewpoints in mid-nineteenth century Britain Matthew Willison
London: Bank of England, September 2018
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What drives UK defined benefit pension funds' investment behaviour? Graeme Douglas and Matt Roberts-Sklar
London: Bank of England, October 2018
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The cross-sectional spillovers of single stock circuit breakers James Brugler, Oliver Linton, Joseph Noss and Lucas Pedace
London: Bank of England, October 2018
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Determinants of distress in the UK owner-occupier and buy-to-let mortgage markets Vladimir Lazarov and Marc Hinterschweiger
London: Bank of England, October 2018
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FX funding shocks and cross-border lending fragmentation matters Fernando Eguren-Martin, Matias Ossandon Busch and Dennis Reinhardt
London: Bank of England, October 2018
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Estimating nominal interest rate expectations overnight indexed swaps and the term structure Simon P. Lloyd
London: Bank of England, November 2018
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Macroprudential margins a new countercyclical tool? Cian O'Neill and Nicholas Vause
London: Bank of England, November 2018
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Shock transmission and the interaction of financial and hiring frictions Stephen Millard, Alexandra Varadi and Eran Yashiv
London: Bank of England, December 2018
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The information in the joint term structures of bond yields Andrew Meldrum, Marek Raczko and Peter Spencer
London: Bank of England, December 2018
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Mortgages, cash-flow shocks and local employment Fergus Cumming
London: Bank of England, December 2018
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Interest rates, capital and bank risk-taking Jonathan Acosta-Smith
London: Bank of England, December 2018
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Judgement day algorithmic trading around the Swiss franc cap removal Francis Breedon, Louisa Chen, Angelo Ranaldo and Nicholas Vause
London: Bank of England, February 2018
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A new approach for detecting shifts in forecast accuracy Ching-Wai (Jeremy) Chiu, Simon Hayes, George Kapetanios and Konstantinos Theodoridis
London: Bank of England, April 2018
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Uncertainty matters evidence from close elections Chris Redl
London: Bank of England, April 2018
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Competition for retail deposits between commercial banks and non-bank operators a two-sided platform analysis Paolo Siciliani
London: Bank of England, May 2018
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Equity, debt and moral hazard the optimal structure of banks' loss absorbing capacity Misa Tanaka and John Vourdas
London: Bank of England, July 2018
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Mortgages estimating default correlation and forecasting default risk Tobias Neumann
London: Bank of England, February 2018
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Capital regulation and product market outcomes Ishita Sen and David Humphry
London: Bank of England, March 2018
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The BoC-BoE sovereign default database revisited what's new in 2018? David Beers and Jamshid Mavalwalla
London: Bank of England, July 2018
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Decomposing differences in productivity distributions Patrick Schneider
London: Bank of England, July 2018
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Central bank swap lines Saleem Bahaj and Ricardo Reis
London: Bank of England, July 2018
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Banks, money and the zero lower bound Michael Kumhof and Xuan Wang
London: Bank of England, August 2018
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The impact of uncertainty shocks in the United Kingdom Chris Redl
London: Bank of England, November 2017
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A UK financial conditions index using targeted data reduction forecasting and structural identification George Kapetanios, Simon Price and Garry Young
London: Bank of England, December 2017
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Monetary and macroprudential policies under rules and discretion Lien Laureys and Roland Meeks
London: Bank of England, December 2017
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The bank of England as lender of last resort new historical evidence from daily transactional data Mike Anson, David Bholat, Miao Kang and Ryland Thomas
London: Bank of England, November 2017
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Do macro shocks matter for equities? Will Dison and Konstantinos Theodoridis
London: Bank of England, November 2017
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Liquidity holdings, diversification, and aggregate shocks Matthieu Chavaz
London: Bank of England, December 2017
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Demographic trends and the real interest rate Noëmie Lisack, Rana Sajedi and Gregory Thwaites
London: Bank of England, December 2017
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A tiger by the tail estimating the UK mortgage market vulnerabilities from loan-level data Chiranjit Chakraborty, Mariana Gimpelewicz and Arzu Uluc
London: Bank of England, December 2017
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Dealer intermediation, market liquidity and the impact of regulatory reform Yuliya Baranova, Zijun Liu and Tamarah Shakir
London: Bank of England, July 2017
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Matching efficiency and labour market heterogeneity in the United Kingdom Carlo Pizzinelli and Bradley Speigner
London: Bank of England, August 2017
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An exorbitant privilege in the first age of international financial integration Carlos Eduardo van Hombeeck
London: Bank of England, August 2017
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Bank capital and risk-taking evidence from misconduct provisions Belinda Tracey, Christian Schnittker and Rhiannon Sowerbutts
London: Bank of England, August 2017
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Optimal quantitative easing Richard Harrison
London: Bank of England, September 2017
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Machine learning at central banks Chiranjit Chakraborty and Andreas Joseph
London: Bank of England, September 2017
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Competition and prudential regulation Paul Fisher and Paul A Grout
London: Bank of England, September 2017
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The impact of de-tiering in the United Kingdom’s large-value payment system Evangelos Benos, Gerardo Ferrara and Pedro Gurrola-Perez
London: Bank of England, September 2017
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A time varying parameter structural model of the UK economy Katerina Petrova, George Kapetanios, Riccardo M Masolo and Matthew Waldron
London: Bank of England, September 2017
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Solvency and wholesale funding cost interactions at UK banks Kieran Dent, Sinem Hacioglu Hoke and Apostolos Panagiotopoulos
London: Bank of England, October 2017
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Investor behaviour and reaching for yield evidence from the sterling corporate bond market Robert Czech and Matt Roberts-Sklar
London: Bank of England, October 2017
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The impact of Solvency II regulations on life insurers’ investment behaviour Graeme Douglas, Joseph Noss and Nicholas Vause
London: Bank of England, July 2017
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Borderline judging the adequacy of return distribution estimation techniques in initial margin models Melanie Houllier and David Murphy
London: Bank of England, September 2017
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Common correlated effect cross-sectional dependence corrections for non-linear conditional mean panel models Sinem Hacioglu Hoke and George Kapetanios
London: Bank of England, October 2017
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Cross-border effects of regulatory spillovers evidence from Mexico Jagdish Tripathy
London: Bank of England, October 2017
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Eight centuries of the risk-free rate bond market reversals from the Venetians to the "VaR shock" Paul Schmelzing
London: Bank of England, October 2017
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Central counterparty auction design Gerardo Ferrara and Xin Li
London: Bank of England, August 2017
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The economics of distributed ledger technology for securities settlement Evangelos Benos, Rodney Garratt and Pedro Gurrola-Perez
London: Bank of England, August 2017
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Central bank information and the effects of monetary shocks Paul Hubert
London: Bank of England, August 2017
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Home values and firm behaviour Saleem Bahaj, Angus Foulis and Gabor Pinter
London: Bank of England, October 2017
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International credit supply shocks Ambrogio Cesa-Bianchi, Andrea Ferrero and Alessandro Rebucci
London: Bank of England, October 2017
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Spatial models of heterogeneous switching costs Paolo Siciliani and Walter Beckert
London: Bank of England, November 2017
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The leverage ratio and liquidity in the gilt and repo markets Andreea Bicu, Louisa Chen and David Elliott
London: Bank of England, November 2017
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Financial shocks, credit spreads and the international credit channel Ambrogio Cesa-Bianchi and Andrej Sokol
London: Bank of England, November 2017
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Alternative finance and credit sector reforms the case of China Noëmie Lisack
London: Bank of England, November 2017
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An interdisciplinary model for macroeconomics Andrew G. Haldane and Arthur E. Turrell
London: Bank of England, November 2017
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A financial stress index for the United Kingdom Somnath Chatterjee, Ching-Wai (Jeremy) Chiu, Thibaut Duprey and Sinem Hacioglu Hoke
London: Bank of England, December 2017
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Volatility in equity markets and monetary policy rate uncertainty Iryna Kaminska and Matt Roberts-Sklar
London: Bank of England, December 2017
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Secular drivers of the global real interest rate Lukasz Rachel and Thomas D Smith
London: CFM, Centre for Macroeconomics, [2016]