SSRN BOE: Working Paper Series (Topic)

1.

The Financial Market Impact of Quantitative Easing

Bank of England Working Paper No. 393

Number of pages: 44 Posted: 12 Jul 2010 Last Revised: 15 Jul 2015

Working Paper Series

Michael Joyce, Ana Lasaosa, Ibrahim Stevens and Matthew Tong

Bank of England - Monetary Analysis, Bank of England, Bank of England and Bank of England

Downloads 5,495

2.

Regulatory Reform in the Wake of the Financial Crisis of 2007-2008

Number of pages: 43 Posted: 04 May 2009

Working Paper Series

Andrew W. Lo

Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 2,604

3.

An Empirical Analysis of the Dynamic Relationship between Investment Grade Bonds and Credit Default Swaps

Bank of England Working Paper No. 211, Cass Business School Research Paper

Number of pages: 41 Posted: 13 Feb 2004

Working Paper Series

Roberto Blanco, Simon Brennan and Ian W. Marsh

Banco de España, Bank of England and City University London - Sir John Cass Business School

Downloads 1,779

4.

Stress Tests of UK Banks Using a VAR Approach

Bank of England Working Paper Series No. 282

Number of pages: 43 Posted: 29 Dec 2005

Working Paper Series

Glenn Hoggarth, Steffen Sorensen and Lea Zicchino

Bank of England, Moody's Investor Services and Prometeia SpA

Downloads 1,529

5.

Non-Interest Income and Total Income Stability

Bank of England Working Paper No. 198, Cass Business School Research Paper

Number of pages: 40 Posted: 15 Apr 2004

Working Paper Series

Rosie Smith, Christos Staikouras and Geoffrey Wood

Bank of England, Athens University of Economics and Business - Department of Accounting and Finance and Cass Business School

Downloads 1,192

6.

Measuring Investors' Risk Appetite

Bank of England Working Paper Series No. 283

Number of pages: 26 Posted: 30 Dec 2005

Working Paper Series

Prasanna Gai and Nicholas Vause

Bank of England and Bank for International Settlements Staff

Downloads 1,179

7.

Network Models and Financial Stability

Bank of England Working Paper No. 346

Number of pages: 29 Posted: 08 Oct 2008

Working Paper Series

Erlend W. Nier, Jing Yang, Tanju Yorulmazer and Amadeo Alentorn

International Monetary Fund (IMF), Bank of England, University of Amsterdam - Faculty of Economics and Business (FEB) and University of Essex

Downloads 1,122

8.

Funding Liquidity Risk in a Quantitative Model of Systemic Stability

Bank of England Working Paper No. 372

Number of pages: 39 Posted: 17 Jun 2009

Working Paper Series

David Aikman, Piergiorgio Alessandri, Bruno Eklund, Prasanna Gai, Sujit Kapadia, Elizabeth Martin, Nada Mora, Gabriel Sterne and Matthew Willison

Bank of England - Monetary Assessment and Strategy Division, Bank of England, HSBC (London), Bank of England, Bank of England, Bank of England, Federal Reserve Banks - Federal Reserve Bank of Richmond, Bank of England and Bank of England

Downloads 1,079

9.

Empirical Determinants of Emerging Market Economies' Sovereign Bond Spreads

Bank of England Working Paper No. 205

Number of pages: 38 Posted: 30 Sep 2004

Working Paper Series

Gianluigi Ferrucci

European Central Bank (ECB)

Downloads 1,052

10.

Contagion in Financial Networks

Bank of England Working Paper No. 383

Number of pages: 36 Posted: 24 Mar 2010

Working Paper Series

Prasanna Gai and Sujit Kapadia

Australian National University (ANU) and Bank of England

Downloads 1,048

11.

Liquidity Risk and Contagion

Bank of England Working Paper Series No. 264

Number of pages: 31 Posted: 19 Oct 2005

Working Paper Series

Rodrigo Cifuentes, Gianluigi Ferrucci and Hyun Song Shin

Central Bank of Chile, European Central Bank (ECB) and Bank for International Settlements

Downloads 951

12.

PPP and the Real Exchange Rate - Real Interest Rate Differential Puzzle Revisited: Evidence from Non-Stationary Panel Data

Bank of England Working Paper No. 138

Number of pages: 30 Posted: 24 Jul 2001

Working Paper Series

Georgios E. Chortareas and Rebecca L. Driver

University of Athens - Faculty of Economics and affiliation not provided to SSRN

Downloads 928

13.

Equilibrium Exchange Rates and Supply-side Performance

Bank of England Working Paper No. 156

Number of pages: 39 Posted: 11 Feb 2003

Working Paper Series

Christoph Thoenissen and Gianluca Benigno

University of St. Andrews - School of Management and London School of Economics & Political Science (LSE) - Department of Economics

Downloads 849

14.

A Model of Bank Capital, Lending and the Macroeconomy: Basel I versus Basel II

Bank of England Working Paper No. 270

Number of pages: 41 Posted: 19 Oct 2005

Working Paper Series

Lea Zicchino

Prometeia SpA

There are 2 versions of this paper

Downloads 803

15.

On the Resolution of Banking Crises: Theory and Evidence

Bank of England Working Paper No. 229

Number of pages: 26 Posted: 04 Jan 2005

Working Paper Series

Glenn Hoggarth, Jack Reidhill and Peter J. N. Sinclair

Bank of England, FDIC, Division of Insurance and Research and University of Birmingham - Department of Economics

Downloads 782

16.

Costs of Banking System Instability: Some Empirical Evidence

EFA 2001 Barcelona Meetings, Bank of England Working Paper No. 144

Number of pages: 34 Posted: 11 Jul 2001

Working Paper Series

Glenn Hoggarth, Ricardo Reis and Victoria Saporta

Bank of England, London School of Economics & Political Science (LSE) and Bank of England

Downloads 772

17.

The Rise in US Household Debt: Assessing its Causes and Sustainability

Bank of England Working Paper No. 206

Number of pages: 38 Posted: 29 Sep 2004

Working Paper Series

Sebastian Barnes and Garry Young

Bank of England - Monetary Analysis and Bank of England

Downloads 769

18.

A Merton-Model Approach to Assessing the Default Risk of UK Public Companies

Bank of England Working Paper Series No. 194

Number of pages: 38 Posted: 15 Apr 2004

Working Paper Series

Merxe Tudela and Garry Young

Bank of England - Market Infrastructure Division and Bank of England

Downloads 742

19.

Evolution of the UK Banking System

Bank of England Quarterly Bulletin 2010 Q4

Number of pages: 12 Posted: 26 Dec 2010 Last Revised: 17 Jan 2015

Accepted Paper Series

Richard Davies, Peter Richardson, Vaiva Katinaite and Mark J. Manning

Bank of England, Bank of England, Bank of England and Bank of England

Downloads 740

20.

Assessing the Economy-Wide Effects of Quantitative Easing

Bank of England Working Paper No. 443

Number of pages: 45 Posted: 27 Jan 2012

Working Paper Series

George Kapetanios, Haroon Mumtaz, Ibrahim Stevens and Konstantinos Theodoridis

University of London - Queen Mary College - Department of Economics, University of London - School of Sciences, Bank of England and Bank of England

There are 2 versions of this paper

Downloads 656

21.

The Implications of an Ageing Population for the UK Economy

Bank of England Working Paper No. 159

Number of pages: 43 Posted: 10 Dec 2002

Working Paper Series

Garry Young

Bank of England

Downloads 650

22.

Corporate Capital Structure in the United Kingdom: Determinants and Adjustment

Bank of England Working Paper No. 226

Number of pages: 43 Posted: 04 Jan 2005

Working Paper Series

Philip Bunn and Garry Young

Bank of England and Bank of England

Downloads 610

23.

Concepts of Equilibrium Exchange Rates

Bank of England Publications Working Paper No. 248

Number of pages: 61 Posted: 19 May 2005

Working Paper Series

Rebecca L. Driver and Peter F. Westaway

affiliation not provided to SSRN and Bank of England - Monetary Analysis

Downloads 559

24.

The Impact of QE on the UK Economy – Some Supportive Monetarist Arithmetic

Bank of England Working Paper No. 442

Number of pages: 52 Posted: 27 Jan 2012

Working Paper Series

Jonathan Bridges and Ryland Thomas

Bank of England and Bank of England - Monetary Analysis

Downloads 553

25.

Price Discovery and the Cross-section of High-Frequency Trading

Journal of Financial Markets, Forthcoming

Number of pages: 44 Posted: 05 Dec 2012 Last Revised: 12 Mar 2016

Accepted Paper Series

Evangelos Benos and Satchit Sagade

Bank of England and Goethe University Frankfurt - Department of Finance

Downloads 550

26.

Financial Interlinkages in the United Kingdom's Interbank Market and the Risk of Contagion

Bank of England Working Paper No. 230

Number of pages: 36 Posted: 04 Jan 2005

Working Paper Series

Simon J. Wells

Bank of England

Downloads 535

27.

An Analysis of the Relationship Between International Bond Markets

Bank of England Working Paper No. 123, Cass Business School Research Paper

Number of pages: 36 Posted: 27 Jan 2001

Working Paper Series

Andrew Clare and Ilias Lekkos

City University London - Sir John Cass Business School and Bank of England

Downloads 511

28.

Too Many to Fail - An Analysis of Time-Inconsistency in Bank Closure Policies

Bank of England Working Paper No. 319, London Business School IFA Working Paper

Number of pages: 54 Posted: 05 Mar 2005

Working Paper Series

Viral V. Acharya and Tanju Yorulmazer

New York University - Leonard N. Stern School of Business and University of Amsterdam - Faculty of Economics and Business (FEB)

There are 3 versions of this paper

Downloads 491

29.

Hard Times or Great Expectations?: Dividend Omissions and Dividend Cuts by UK Firms

Bank of England Working Paper No. 147

Number of pages: 37 Posted: 12 Dec 2001

Working Paper Series

Andrew Benito and Garry Young

Bank of England - Domestic Finance Division and Bank of England

Downloads 490

30.

Cash-in-The-Market Pricing and Optimal Resolution of Bank Failures

EFA 2006 Zurich Meetings, Bank of England Working Paper No. 328

Number of pages: 67 Posted: 17 Mar 2005

Working Paper Series

Viral V. Acharya and Tanju Yorulmazer

New York University - Leonard N. Stern School of Business and University of Amsterdam - Faculty of Economics and Business (FEB)

There are 2 versions of this paper

Downloads 468

31.

Decomposing Credit Spreads

Bank of England Working Paper No. 253

Number of pages: 32 Posted: 19 May 2005

Working Paper Series

Rohan Churm and Nikolaos Panigirtzoglou

Bank of England - Monetary Analysis and Queen Mary, University of London

Downloads 466

32.

Exploring the Relationship Between Credit Spreads and Default Probabilities

Bank of England Working Paper No. 225

Number of pages: 39 Posted: 29 Dec 2004

Working Paper Series

Mark J. Manning

Bank of England

Downloads 463

33.

The United Kingdom's Small Banks' Crisis of the Early 1990s: What Were the Leading Indicators of Failure?

Bank of England Working Paper No. 139

Number of pages: 33 Posted: 06 Sep 2001

Working Paper Series

Andrew Logan

Bank of England

Downloads 451

34.

Bank Capital Channels in the Monetary Transmission Mechanism

Bank of England Working Paper No. 313

Number of pages: 52 Posted: 27 Feb 2007

Working Paper Series

Bojan Markovic

EBRD - Economics, Policy and Governance

Downloads 424

35.

Trade Credit and the Monetary Transmission Mechanism

The Bank of England Working Paper No. 115

Number of pages: 22 Posted: 25 Sep 2000

Working Paper Series

Marion Kohler, Erik Britton and Anthony Yates

Bank for International Settlements (BIS), affiliation not provided to SSRN and Bank of England - Monetary Analysis

Downloads 421

36.

House Prices, Consumption, and Monetary Policy: A Financial Accelerator Approach

Bank of England Working Paper No. 169

Number of pages: 38 Posted: 04 Jun 2003

Working Paper Series

Kosuke Aoki, James Proudman and Gertjan W. Vlieghe

University of Tokyo, Bank of England, Monetary Instruments and Markets Division and Bank of England - Monetary Assessment and Strategy Division

Downloads 417

37.

Company Accounts-Based Modelling of Business Failures and the Implications for Financial Stability

Bank of England Working Paper No. 210

Number of pages: 34 Posted: 04 Oct 2004

Working Paper Series

Philip Bunn and Victoria Redwood

Bank of England and Bank of England

Downloads 399

38.

The Determinants of Household Debt and Balance Sheets in the United Kingdom

Bank of England Working Paper Series No. 266

Number of pages: 33 Posted: 19 Oct 2005

Working Paper Series

Merxe Tudela and Garry Young

Bank of England - Market Infrastructure Division and Bank of England

Downloads 370

39.

Leading Indicators of Balance-of-Payments Crises: A Partial Review

Bank of England Working Paper No. 171

Number of pages: 55 Posted: 27 May 2003

Working Paper Series

Michael K.F. Chui

Bank for International Settlements (BIS)

Downloads 368

40.

The Provisioning Experience of the Major UK Banks: A Small Panel Investigation

Bank of England Working Paper No. 177

Number of pages: 41 Posted: 31 Dec 2003

Working Paper Series

Darren Pain

Bank of England - Foreign Exchange Division

Downloads 368

41.

Import Prices and Exchange Rate Pass-Through: Theory and Evidence from the United Kingdom

Bank of England Working Paper No. 182

Number of pages: 30 Posted: 03 Sep 2003

Working Paper Series

Valerie Herzberg, George Kapetanios and Simon Price

Bank of England, University of London - Queen Mary College - Department of Economics and Essex Business School

Downloads 362

42.

An Empirical Model of Household Arrears

Bank of England Working Paper No. 214

Number of pages: 33 Posted: 04 Oct 2004

Working Paper Series

John Whitley, Richard Windram and Prudence Cox

Bank of England, Bank of England - Monetary Analysis and Bank of England

Downloads 353

43.

Low Interest Rates and Housing Booms: The Role of Capital Inflows, Monetary Policy and Financial Innovation

Bank of England Working Paper No. 411

Number of pages: 42 Posted: 22 Feb 2011

Working Paper Series

Filipa Sa, Pascal Towbin and Tomasz Wieladek

King's College London, Banque de France and Bank of England

Downloads 349

44.

UK Business Investment: Long-Run Elasticities and Short-Run Dynamics

Bank of England Working Paper No. 196

Number of pages: 44 Posted: 15 Apr 2004

Working Paper Series

Colin Ellis and Simon Price

University of Birmingham and Essex Business School

Downloads 349

45.

Financial Accelerator Effects in UK Business Cycles

Bank of England Working Paper No. 150

Number of pages: 33 Posted: 15 Jan 2002

Working Paper Series

Simon Hall

Bank of England

Downloads 344

46.

Financial Innovation, Macroeconomic Stability and Systemic Crises

Bank of England Working Paper No. 340

Number of pages: 41 Posted: 31 Mar 2008

Working Paper Series

Prasanna Gai, Sujit Kapadia, Stephen Millard and Ander Perez-Orive

Bank of England, Bank of England, Bank of England and Federal Reserve Board

There are 2 versions of this paper

Downloads 333

47.

The Impact of Capital Requirements on Bank Lending

Bank of England Working Paper No. 486

Number of pages: 36 Posted: 02 Feb 2014

Working Paper Series

Jonathan Bridges, David Gregory, Mette Nielsen, Silvia Pezzini, Amar Radia and Marco Spaltro

Bank of England, Bank of England, Bank of England, Hong Kong Monetary Authority, Bank of England and Bank of England

Downloads 331

48.

Consumer Credit Conditions in the United Kingdom

Bank of England Working Paper No. 314

Number of pages: 62 Posted: 28 Feb 2007

Working Paper Series

Emilio Fernández Corugedo and John Muellbauer

Bank of England and University of Oxford - Department of Economics

Downloads 314

49.

Productivity Growth in UK Industries, 1970-2000: Structural Change and the Role of ICT

Bank of England Working Paper Series No. 259

Number of pages: 53 Posted: 19 Oct 2005

Working Paper Series

Nicholas Oulton and Sylaja Srinivasan

London School of Economics - Centre for Macroeconomics(CFM) and Bank of England - Monetary Analysis

Downloads 312

50.

Evolving Post-World War II UK Economic Performance

Bank of England Working Paper No. 232

Number of pages: 50 Posted: 21 Feb 2005

Working Paper Series

Luca Benati

Bank of England - Monetary Analysis

Downloads 300

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