Search Results
Bank of England Research Paper Series

Bank of England Header Bank of England Subscribe Now View Website
205,520 Total downloads | Link to this page | Subscribe to this eJournal (requires login)

Viewing: 1 - 50 of 1,386 papers

1.

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 3
2.

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 3
3.

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 1
4.

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 7
5.

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
Downloads 5
6.

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 2
7.

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
8.

How Do Financial Vulnerabilities and Bank Resilience Affect Medium-Term Macroeconomic Tail Risk?

Bank of England Working Paper No. 824, September 2019
Number of pages: 66 Posted: 25 Sep 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 4
9.

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 4
10.

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 11
11.

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 8
12.

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 25
13.

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
Bank of England, The Chinese University of Hong Kong, Shenzhen and Bank of England
Downloads 5
14.

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 9
15.

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 7
16.

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 16
17.

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 6
18.

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

19.

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 57
20.

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 29
21.

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 11
22.

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
23.

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

Bank of England Working Paper No. 811, July 2019
Number of pages: 57 Posted: 02 Aug 2019
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business, Students and Bank of England

Multiple version iconThere are 2 versions of this paper

Downloads 9
24.

Credit Default Swaps and Corporate Bond Trading

Bank of England Working Paper No. 810, July 2019
Number of pages: 45 Posted: 19 Jul 2019
Working Paper Series
Bank of England
Downloads 18
25.

System-Wide Stress Simulation

Bank of England Working Paper No. 809, July 2019
Number of pages: 79 Posted: 19 Jul 2019
Working Paper Series
Bank of England - Monetary Assessment and Strategy Division, Bank of England, Bank of England, Bank of England, Bank of England and Bank of England
Downloads 17
26.

Modelling the Distribution of Mortgage Debt

Bank of England Working Paper No. 808, July 2019
Number of pages: 29 Posted: 19 Jul 2019
Working Paper Series
Bank of England, Independent, Bank of England and Bank of England
Downloads 9
27.

Back to the Real Economy: The Effects of Risk Perception Shocks on the Term Premium and Bank Lending

Bank of England Working Paper No. 806, June 2019
Number of pages: 42 Posted: 19 Jul 2019
Working Paper Series
Bank of England and Bates College
Downloads 12
28.

Heterogeneous Beliefs and the Phillips Curve

Bank of England Working Paper No. 807, June 2019
Number of pages: 35 Posted: 19 Jul 2019
Working Paper Series
University of Essex and Bank of England
Downloads 7
29.

Monetary Policy Roundtable - November 2018

Bank of England Quarterly Bulletin 2019 Q1
Number of pages: 6 Posted: 15 Jul 2019
Accepted Paper Series
Bank of England
Downloads 7
30.

Embracing the Promise of Fintech

Bank of England Quarterly Bulletin 2019 Q1
Number of pages: 14 Posted: 15 Jul 2019
Accepted Paper Series
Bank of England, Bank of England, Bank of England and Bank of England
Downloads 33
31.

Bank Funding Costs and Capital Structure

Bank of England Working Paper No. 805
Number of pages: 45 Posted: 30 Jun 2019
Working Paper Series
Bank of England and Bank of England
Downloads 23
32.

Tracking Foreign Capital: The Effect of Capital Inflows on Bank Lending in the UK

Bank of England Working Paper No. 804 (2019)
Number of pages: 40 Posted: 15 Jun 2019
Working Paper Series
Tilburg University and University of Geneva - Graduate Institute, Geneva (IHEID)
Downloads 9
33.

Simulating Stress in the UK Corporate Bond Market: Investor Behaviour and Asset Fire-Sales

Bank of England Working Paper No. 803 (2019)
Number of pages: 55 Posted: 15 Jun 2019
Working Paper Series
Bank of England, Bank of England and Bank of England
Downloads 10
34.

The Long-Run Effects of Uncertainty Shocks

Bank of England Working Paper No. 802 (2019)
Number of pages: 56 Posted: 10 Jun 2019
Accepted Paper Series
European University Institute and European University Institute - Economics Department (ECO)
Downloads 10
35.

Regulatory Effects on Short-Term Interest Rates

Bank of England Working Paper No. 801 (2019)
Number of pages: 39 Posted: 01 Jun 2019
Working Paper Series
University of St. Gallen, University of St. Gallen - School of Finance and Norges Bank Investment Management (NBIM)
Downloads 28
36.

The Cost of Clearing Fragmentation

Bank of England Working Paper No. 800, May 2019
Number of pages: 34 Posted: 01 Jun 2019
Working Paper Series
Bank of England, Bank for International Settlements, VU Amsterdam and Norges Bank Investment Management (NBIM)
Downloads 22
37.

Do Unit Labour Costs Matter? A Decomposition Exercise on European Data

Bank of England Working Paper No. 799 (2019)
Number of pages: 60 Posted: 29 May 2019
Working Paper Series
Bank of England
Downloads 7
38.

Market Power and Monetary Policy

Bank of England Working Paper No. 798 (2019)
Number of pages: 29 Posted: 06 May 2019
Working Paper Series
Bruegel, Bank of England, Bank of England, Bank of England, Bank of England, Bank of England, Bank of England and Bank of England
Downloads 20
39.

Decomposing Changes in the Functioning of the Sterling Repo Market

Bank of England Working Paper No. 797 (2019)
Number of pages: 26 Posted: 06 May 2019
Working Paper Series
Bank of England and Bank of England
Downloads 9
40.

Official Demand for US Debt: Implications for US Real Rates

Bank of England Working Paper No. 796 (2019)
Number of pages: 63 Posted: 06 May 2019
Working Paper Series
Bank of England and Bank of Italy
Downloads 9
41.

The Bank of England and Central Bank Credit Rationing During the Crisis of 1847: Frosted Glass or Raised Eyebrows?

Bank of England Working Paper No. 794
Number of pages: 58 Posted: 26 Apr 2019
Working Paper Series
Bank of England, Bank of England, Bank of England, University of Oxford and Bank of England - Monetary Analysis
Downloads 6
42.

Taking Regulation Seriously: Fire Sales Under Solvency and Liquidity Constraints

Bank of England Working Paper No. 793
Number of pages: 53 Posted: 26 Apr 2019
Working Paper Series
Bank of England, Bank of England and European Systemic Risk Board - EUROPEAN SYSTEMIC RISK BOARD
Downloads 23
43.

Have FSRs Got News for You? Evidence from the Impact of Financial Stability Reports on Market Activity

Bank of England Working Paper No. 792 (2019)
Number of pages: 32 Posted: 24 Apr 2019
Working Paper Series
University of Exeter - Business School, Bank of England, Bank of England and University of Bristol
Downloads 7
44.

Shocks and Labour Cost Adjustment: Evidence from a Survey of European Firms

Bank of England Working Paper No. 791 (2019)
Number of pages: 38 Posted: 24 Apr 2019
Working Paper Series
Banque centrale du Luxembourg, Bank of England, Bank of Estonia, Banque Centrale du Luxembourg and National Bank of Poland

Multiple version iconThere are 2 versions of this paper

Downloads 3
45.

Housing Consumption and Investment: Evidence from Shared Equity Mortgages

Bank of England Working Paper No. 790
Number of pages: 87 Posted: 19 Apr 2019
Working Paper Series
University of California, Berkeley - Haas School of Business, Bank of England - Structural Economic Analysis Division, London Business School and Bank of England
Downloads 21
46.

Time-varying Cointegration and the UK Great Ratios

Bank of England Working Paper No. 789
Number of pages: 40 Posted: 19 Apr 2019
Working Paper Series
King's College, London, Bank of England, University of St Andrews and Essex Business School

Multiple version iconThere are 2 versions of this paper

Downloads 9
47.

International Trade, Non-Trading Firms and their Impact on Labour Productivity

Bank of England Working Paper No. 787 (2019)
Number of pages: 36 Posted: 12 Apr 2019
Working Paper Series
Bank of England, Durham University Business School and Durham University Business School
Downloads 6
48.

Labor Mobility in a Monetary Union

Bank of England Working Paper No. 786 (2019)
Number of pages: 100 Posted: 12 Apr 2019
Working Paper Series
Government of Canada - Bank of Canada and Bank of England
Downloads 9
49.

Monetary Financing with Interest-Bearing Money

Bank of England Working Paper No. 785 (2019)
Number of pages: 62 Posted: 13 Mar 2019
Working Paper Series
Bank of England - Monetary Analysis and Bank of England - Monetary Analysis
Downloads 16
50.

Shapley Regressions: A Framework for Statistical Inference on Machine Learning Models

Bank of England Working Paper No. 784 (2019)
Number of pages: 48 Posted: 13 Mar 2019
Working Paper Series
Bank of England
Downloads 20