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Bank of England Research Paper Series

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Viewing: 1 - 50 of 1,410 papers

1.

Blockchain Structure and Cryptocurrency Prices

Bank of England Working Paper No. 855
Number of pages: 71 Posted: 18 Feb 2020
Working Paper Series
Bank of England

Multiple version iconThere are 2 versions of this paper

Downloads 7
2.

The Determinants of Credit Union Failure in the United Kingdom: How Important Are Macroeconomic Factors?

Bank of England Working Paper No. 658
Number of pages: 36 Posted: 15 Feb 2020
Working Paper Series
Bank of England, Bank of England and Bank of England
Downloads 4
3.

Crossing the Credit Channel: Credit Spreads and Firm Heterogeneity

Bank of England Working Paper No. 854, February 2020
Number of pages: 75 Posted: 08 Feb 2020
Working Paper Series
Bank of England and Bank of England
Downloads 6
4.

Does Energy Efficiency Predict Mortgage Performance?

Bank of England Working Paper No. 852 (2020)
Number of pages: 19 Posted: 06 Feb 2020
Working Paper Series
Bank of England and Qatar Financial Centre Regulatory Authority
Downloads 7
5.

The Foreign Exchange and Over-The-Counter Interest Rate Derivatives Market in the United Kingdom

Bank of England Quarterly Bulletin 2019 Q4
Number of pages: 12 Posted: 17 Jan 2020
Accepted Paper Series
Bank of England and Bank of England
Downloads 11
6.

The Financial Position of British Households: Evidence from the 2019 NMG Consulting Survey

Bank of England Quarterly Bulletin 2019 Q4
Number of pages: 16 Posted: 17 Jan 2020
Accepted Paper Series
Bank of England, Bank of England and Bank of England
Downloads 3
7.

Impact of IFRS 9 on the Cost of Funding of Banks in Europe

Bank of England Working Paper No. 851, January 2020
Number of pages: 34 Posted: 17 Jan 2020
Working Paper Series
University of Essex, University of Edinburgh and University of Edinburgh
Downloads 16
8.

Le Pont De Londres: Interactions between Monetary and Prudential Policies in Cross-Border Lending

Bank of England Working Paper No. 850, January 2020
Number of pages: 39 Posted: 17 Jan 2020
Working Paper Series
Banque de France, Bank of England - International Finance Division, Bank of England, Banque de France, French Banking Supervisory Authority - Autorité de Contrôle Prudentiel et de Résolution (ACPR), Bank of England and Bank of England

Multiple version iconThere are 2 versions of this paper

Downloads 5
9.

No-Arbitrage Pricing of GDP-Linked Bonds

Bank of England Working Paper No. 849, January 2020
Number of pages: 36 Posted: 17 Jan 2020
Working Paper Series
Bank of England, Board of Governors of the Federal Reserve System and Barclays Capital
Downloads 7
10.

Credit Growth, the Yield Curve and Financial Crisis Prediction: Evidence from a Machine Learning Approach

Bank of England Working Paper No. 848, January 2020
Number of pages: 65 Posted: 17 Jan 2020
Working Paper Series
Bank of England, Bank of England, Bank of England, Bank of England, European Central Bank (ECB) and University of Bath
Downloads 34
11.

The 3 E’s of Central Bank Communication with the Public

Bank of England Working Paper No. 847, January 2020
Number of pages: 57 Posted: 17 Jan 2020
Working Paper Series
Bank of England, University of Oxford - Nuffield College and University of Oxford
Downloads 7
12.

Compositional Nature of Firm Growth and Aggregate Fluctuations

Bank of England Working Paper No. 846, January 2020
Number of pages: 81 Posted: 17 Jan 2020
Working Paper Series
University of Minnesota - Twin Cities

Multiple version iconThere are 2 versions of this paper

Downloads 3
13.

Eight Centuries of Global Real Interest Rates, R-G, and the ‘Suprasecular’ Decline, 1311–2018

Bank of England Working Paper No. 845, January 2020
Number of pages: 110 Posted: 17 Jan 2020
Working Paper Series
Harvard University

Multiple version iconThere are 2 versions of this paper

Downloads 101
14.

Changing Supply Elasticities and Regional Housing Booms

Bank of England Working Paper No. 844, January 2020
Number of pages: 53 Posted: 17 Jan 2020
Working Paper Series
Norges Bank, Bank of England and University of Oslo
Downloads 19
15.

All You Need Is Cash: Corporate Cash Holdings and Investment after the Financial Crisis

Bank of England Working Paper No. 843, December 2019
Number of pages: 49 Posted: 24 Dec 2019
Working Paper Series
Bank of England, Tilburg University, Bank of England and Bank of England

Multiple version iconThere are 2 versions of this paper

Downloads 8
16.

The Empirics of Granular Origins: Some Challenges and Solutions with An Application to the UK

Bank of England Working Paper No. 842, December 2019
Number of pages: 30 Posted: 24 Dec 2019
Working Paper Series
Bank of England and Bank of England
Downloads 4
17.

Macroeconomic Effects of Political Risk Shocks

Bank of England Working Paper No. 841, December 2019
Number of pages: 51 Posted: 24 Dec 2019
Working Paper Series
Bank of England
Downloads 8
18.

Capital and Liquidity Interaction in Banking

Bank of England Working Paper No. 840, December 2019
Number of pages: 42 Posted: 24 Dec 2019 Last Revised: 21 Jan 2020
Working Paper Series
Bank of England, Bank of England, Bank of England and Bank of England
Downloads 22
19.

Platform Competition and Incumbency Advantage under Heterogeneous Switching Cost — Exploring the Impact of Data Portability

Bank of England Working Paper No. 839, December 2019
Number of pages: 39 Posted: 24 Dec 2019
Working Paper Series
Bank of England and Anglia Ruskin University
Downloads 7
20.

Simulating Liquidity Stress in the Derivatives Market

Bank of England Working Paper No. 838, December 2019
Number of pages: 31 Posted: 24 Dec 2019
Working Paper Series
Bank of England, Bank of England, Bank of England and Bank of England
Downloads 12
21.

UK House Prices and Three Decades of Decline in the Risk-Free Real Interest Rate

Bank of England Working Paper No. 837, December 2019
Number of pages: 33 Posted: 24 Dec 2019 Last Revised: 17 Jan 2020
Working Paper Series
Imperial College Business School and University College London
Downloads 19
22.

The Role of Households’ Borrowing Constraints in the Transmission of Monetary Policy

Bank of England Working Paper No. 836, December 2019
Number of pages: 27 Posted: 24 Dec 2019 Last Revised: 18 Jan 2020
Working Paper Series
Bank of England and OFCE - Sciences Po
Downloads 10
23.

Monetary Policy and Birth Rates: The Effect of Mortgage Rate Pass-Through on Fertility

Bank of England Working Paper No. 835, December 2019
Number of pages: 48 Posted: 24 Dec 2019
Accepted Paper Series
Bank of England and Board of Governors of the Federal Reserve System
Downloads 7
24.

Embracing the Promise of Fintech

Bank of England Quarterly Bulletin 2019 Q1
Number of pages: 14 Posted: 06 Nov 2019
Accepted Paper Series
Bank of England, Bank of England, Bank of England and Bank of England
Downloads 71
25.

The Language of Rules: Textual Complexity in Banking Reforms

Bank of England Working Paper No. 834, October 2019
Number of pages: 44 Posted: 28 Oct 2019
Working Paper Series
Bank of England, Bank of England, Bank of England, Bank of England and Bank of England
Downloads 31
26.

Predicting Bank Distress in the UK with Machine Learning

Bank of England Working Paper No. 831, Octdober 2019
Number of pages: 45 Posted: 15 Oct 2019
Working Paper Series
Bank of England and Bank of England
Downloads 16
27.

A Structural Model of Interbank Network Formation and Contagion

Bank of England Working Paper No. 833, October 2019
Number of pages: 58 Posted: 12 Oct 2019
Working Paper Series
London School of Economics & Political Science (LSE) - London School of Economics and Bank of England
Downloads 14
28.

OTC Microstructure in a Period of Stress: A Multi‑Layered Network Approach

Bank of England Working Paper No. 832, October 2019
Number of pages: 42 Posted: 12 Oct 2019
Working Paper Series
Bank of England, Norges Bank Investment Management (NBIM), Bank of England, Bank of England and Bank of England
Downloads 102
29.

Liquidity Transformation, Collateral Assets and Counterparties

Bank of England Working Paper No. 830, September 2019
Number of pages: 27 Posted: 30 Sep 2019
Working Paper Series
Reserve Bank of Australia and Bank of England
Downloads 2
30.

The BoC-BoE Sovereign Default Database: What’s New In 2019?

Bank of England Working Paper No. 829, September 2019
Number of pages: 52 Posted: 30 Sep 2019
Working Paper Series
Bank of England and Government of Canada - Bank of Canada
Downloads 12
31.

In the Face of Spillovers: Prudential Policies in Emerging Economies

Bank of England Working Paper No. 828, September 2019
Number of pages: 40 Posted: 30 Sep 2019
Working Paper Series
European Central Bank (ECB) and Bank of England

Multiple version iconThere are 2 versions of this paper

Downloads 7
32.

Employment and the Collateral Channel of Monetary Policy

Bank of England Working Paper No. 827, September 2019
Number of pages: 123 Posted: 25 Sep 2019
Working Paper Series
Bank of England, Bank of England, Bank of England and London Business School
Downloads 11
33.

Trend and Cycle Shocks in Bayesian Unobserved Components Models for UK Productivity

Bank of England Working Paper No. 826, September 2019
Number of pages: 45 Posted: 25 Sep 2019
Working Paper Series
Bank of England and European Central Bank (ECB)
Downloads 8
34.

Credit, Capital and Crises: a GDP-at-Risk Approach

Bank of England Working Paper No. 824, September 2019
Number of pages: 66 Posted: 25 Sep 2019 Last Revised: 23 Oct 2019
Working Paper Series
Bank of England - Monetary Assessment and Strategy Division, Bank of England, Bank of England, Bank of England and London School of Economics & Political Science (LSE) - London School of Economics
Downloads 13
35.

How Banks Are Authorised in the UK

Bank of England Quarterly Bulletin 2019 Q3
Number of pages: 12 Posted: 25 Sep 2019
Accepted Paper Series
Bank of England, Bank of England, Bank of England and Financial Conduct Authority
Downloads 8
36.

Credit Easing versus Quantitative Easing: Evidence From Corporate and Government Bond Purchase Programs

Bank of England Working Paper No. 825, September 2019
Number of pages: 46 Posted: 25 Sep 2019
Working Paper Series
Federal Reserve Bank of Chicago and Bank of England
Downloads 31
37.

Market-Implied Systemic Risk and Shadow Capital Adequacy

Bank of England Working Paper No. 823, September 2019
Number of pages: 53 Posted: 17 Sep 2019
Working Paper Series
Government of India - Reserve Bank of India and International Monetary Fund (IMF) - European Department
Downloads 18
38.

Attention to the Tail(s): Global Financial Conditions and Exchange Rate Risks

Bank of England Working Paper No. 822, September 2019
Number of pages: 30 Posted: 17 Sep 2019
Working Paper Series
Bank of England and Bank of England
Downloads 30
39.

Securities Settlement Fails Network and Buy‑In Strategies

Bank of England Working Paper No. 821, September 2019
Number of pages: 33 Posted: 09 Sep 2019
Working Paper Series
World Federation of Exchanges, The Chinese University of Hong Kong, Shenzhen and Bank of England
Downloads 10
40.

Supervisory Governance, Capture and Non‑Performing Loans

Bank of England Working Paper No. 820, September 2019
Number of pages: 41 Posted: 09 Sep 2019
Working Paper Series
Bank of England and University of Rome Tor Vergata
Downloads 18
41.

Non-Salient Fees in the Mortgage Market

Bank of England Working Paper No. 819, September 2019
Number of pages: 61 Posted: 09 Sep 2019
Working Paper Series
Imperial College Business School
Downloads 13
42.

The Impact of Brexit on UK Firms

Bank of England Working Paper No. 818
Number of pages: 59 Posted: 30 Aug 2019
Working Paper Series
Stanford University - Department of Economics, Bank of England, Stanford University, University of Nottingham, Bank of England and London School of Economics & Political Science (LSE) - London School of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 22
43.

Towards a New Monetary Theory of Exchange Rate Determination

Bank of England Working Paper No. 817, August 2019
Number of pages: 57 Posted: 30 Aug 2019
Working Paper Series
Bank of England, Bank of England, Bank of England and London School of Economics & Political Science (LSE) - London School of Economics
Downloads 12
44.

The Brexit Vote, Productivity Growth and Macroeconomic Adjustments in the United Kingdom

Bank of England Working Paper No. 51
Posted: 29 Aug 2019
Working Paper Series
Bank of England, Bank of England, London School of Economics & Political Science (LSE), Bank of England - Monetary Analysis and London School of Economics & Political Science (LSE) - London School of Economics

Multiple version iconThere are 2 versions of this paper

45.

Machine Learning Explainability in Finance: An Application to Default Risk Analysis

Bank of England Working Paper No. 816, August 2019
Number of pages: 44 Posted: 10 Aug 2019 Last Revised: 12 Aug 2019
Working Paper Series
Bank of England, Carnegie Mellon University - School of Computer Science, Bank of England and Carnegie Mellon University
Downloads 92
46.

Tail Risk Interdependence

Bank of England Working Paper No. 815, August 2019
Number of pages: 28 Posted: 06 Aug 2019
Working Paper Series
University of East Anglia, University of Bristol and Bank of England
Downloads 33
47.

Resilience of Trading Networks: Evidence from the Sterling Corporate Bond Market

Bank of England Working Paper No. 813, August 2019
Number of pages: 28 Posted: 06 Aug 2019
Working Paper Series
Bank of England, Bank of England and Bank of England
Downloads 16
48.

Three Triggers? Negative Equity, Income Shocks and Institutions As Determinants of Mortgage Default

Bank of England Working Paper No. 812, August 2019
Number of pages: 29 Posted: 06 Aug 2019
Working Paper Series
Bank of England and Trinity College Dublin
Downloads 20
49.

Revisiting the Global Decline of the (Non-Housing) Labor Share

Bank of England Working Paper No. 811, July 2019
Number of pages: 62 Posted: 02 Aug 2019
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business, Students and Bank of England
Downloads 15
50.

Credit Default Swaps and Corporate Bond Trading

Bank of England Staff Working Paper No. 810
Number of pages: 48 Posted: 19 Jul 2019 Last Revised: 03 Jan 2020
Working Paper Series
Bank of England
Downloads 35