SSRN BOE: Working Paper Series (Topic)

1.

Brexit and Uncertainty: insights from the Decision Maker Panel

Bank of England Working Paper No. 780 (2019)

Number of pages: 19 Posted: 19 Feb 2019

Working Paper Series

Nicholas Bloom, Philip Bunn, Scarlett Chen, Paul Mizen, Pawel Smietanka, Gregory Thwaites and Garry Young

Stanford University - Department of Economics, Bank of England, Stanford University, University of Nottingham, Bank of England, London School of Economics & Political Science (LSE) - London School of Economics and National Institute of Economic and Social Research

Downloads 2

2.

Currency Mispricing and Dealer Balance Sheets

Bank of England Working Paper No. 779

Number of pages: 55 Posted: 19 Feb 2019

Working Paper Series

Gino Cenedese, Pasquale Della Corte and Tianyu Wang

Fulcrum Asset Management, Imperial College Business School and Tsinghua University

There are 2 versions of this paper

Downloads 3

3.

To Ask or not to Ask: Collateral Vs. Screening in Lending Relationships

Bank of England Working Paper No. 778, 2019

Number of pages: 41 Posted: 01 Feb 2019

Working Paper Series

Hans Degryse, Artashes Karapetyan and Sudipto Karmakar

KU Leuven, Department Accounting, Finance and Insurance, ESSEC Business School and Bank of England

Downloads 8

4.

The Long-Run Information Effect of Central Bank Communication

Bank of England Working Paper No. 777

Number of pages: 66 Posted: 28 Jan 2019

Working Paper Series

Stephen Hansen, Michael McMahon and Matthew Tong

University of Oxford - Department of Economics, University of Oxford and Bank of England

There are 2 versions of this paper

Downloads 9

5.

Measuring Financial Cycle Time

Bank of England Working Paper No. 776

Number of pages: 30 Posted: 25 Jan 2019

Working Paper Series

Andrew J. Filardo, Marco J. Lombardi and Marek Raczko

Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank of England

Downloads 15

6.

Shareholder Risk-Taking Incentives in the Presence of Contingent Capital

Bank of England Working Paper No. 775

Number of pages: 23 Posted: 25 Jan 2019

Working Paper Series

Mahmoud Fatouh and Ayowande McCunn

University of Essex and Carmignac Asset Managers

Downloads 7

7.

The Information in the Joint Term Structures of Bond Yields

Bank of England Working Paper No. 772

Number of pages: 42 Posted: 21 Dec 2018

Working Paper Series

Andrew Meldrum, Marek Raczko and Peter Spencer

Board of Governors of the Federal Reserve System, Bank of England and University of York

Downloads 9

8.

Interest Rates, Capital and Bank Risk-Taking

Bank of England Working Paper No. 744

Number of pages: 44 Posted: 21 Dec 2018

Working Paper Series

Jonathan Acosta Smith

Bank of England

Downloads 15

9.

Mortgages, Cash-Flow Shocks and Local Employment

Bank of England Working Paper No. 773

Number of pages: 70 Posted: 21 Dec 2018

Working Paper Series

Fergus Cumming

Bank of England

Downloads 8

10.

Macroprudential Capital Regulation in General Equilibrium

Bank of England Working Paper No. 770

Number of pages: 59 Posted: 19 Dec 2018

Working Paper Series

Benjamin Nelson and Gabor Pinter

Rokos Capital and Bank of England

Downloads 7

11.

Short-Time Work in the Great Recession: Firm-Level Evidence from 20 EU Countries

Bank of England Working Paper No. 771

Number of pages: 33 Posted: 14 Dec 2018

Working Paper Series

Reamonn Lydon, Thomas Y. Mathä and Stephen Millard

Independent, Banque centrale du Luxembourg and Bank of England

Downloads 5

12.

Shock Transmission and the Interaction of Financial and Hiring Frictions

Bank of England Working Paper No. 769

Number of pages: 50 Posted: 12 Dec 2018

Working Paper Series

Stephen Millard, Alexandra Varadi and Eran Yashiv

Bank of England, Bank of England and Tel Aviv University - Eitan Berglas School of Economics

Downloads 1

13.

The Cross-Sectional Spillovers of Single Stock Circuit Breakers

Bank of England Working Paper No. 759

Number of pages: 35 Posted: 11 Dec 2018

Working Paper Series

James Brugler, Oliver B. Linton, Joseph Noss and Lucas Pedace

University of Melbourne - Department of Finance, University of Cambridge, Bank of England and Bank of England

Downloads 12

14.

Lending Relationships and the Collateral Channel

Bank of England Working Paper No. 768

Number of pages: 50 Posted: 19 Nov 2018

Working Paper Series

Gareth Anderson, Saleem Bahaj, Matthieu Chavaz, Angus Foulis and Gabor Pinter

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

Downloads 10

15.

Does Lender Type Matter for the Pricing of Loans?

Bank of England Working Paper No. 767

Number of pages: 56 Posted: 16 Nov 2018

Working Paper Series

Aniruddha Rajan and Matthew Willison

Bank of England and Bank of England

Downloads 4

16.

The Leverage Ratio, Risk-Taking and Bank Stability

Bank of England Working Paper No. 766

Number of pages: 74 Posted: 16 Nov 2018

Working Paper Series

Jonathan Acosta Smith, Michael Grill and Jan Hannes Lang

Bank of England, European Central Bank (ECB) and European Central Bank (ECB)

There are 2 versions of this paper

Downloads 30

17.

Macroprudential Margins: A New Countercyclical Tool?

Bank of England Working Paper No. 765

Number of pages: 30 Posted: 16 Nov 2018

Working Paper Series

Cian O'Neill and Nicholas Vause

Bank of England and Bank of England

Downloads 8

18.

Uncertain Kingdom: Nowcasting GDP and its Revisions

Bank of England Working Paper No. 764

Number of pages: 55 Posted: 06 Nov 2018

Working Paper Series

Nikoleta Anesti, Ana Beatriz Galvão and Silvia Miranda-Agrippino

Bank of England, University of Warwick and Bank of England

Downloads 2

19.

Estimating Nominal Interest Rate Expectations: Overnight Indexed Swaps and the Term Structure

Bank of England Working Paper No. 763

Number of pages: 55 Posted: 06 Nov 2018

Working Paper Series

Simon Lloyd

Bank of England

Downloads 12

20.

FX Funding Shocks and Cross-Border Lending: Fragmentation Matters

Bank of England Working Paper No. 762

Number of pages: 44 Posted: 01 Nov 2018

Working Paper Series

Fernando Eguren Martin, Matias Ossandon Busch and Dennis Reinhardt

Bank of England, Halle Institute for Economic Research and Bank of England

Downloads 4

21.

Banks are Not Intermediaries of Loanable Funds — Facts, Theory and Evidence

Bank of England Working Paper No. 761

Number of pages: 45 Posted: 01 Nov 2018

Working Paper Series

Zoltan Jakab and Michael Kumhof

International Monetary Fund and Bank of England

Downloads 12

22.

Determinants of Distress in the UK Owner-Occupier and Buy-to-Let Mortgage Markets

Bank of England Working Paper No. 760

Number of pages: 42 Posted: 26 Oct 2018

Working Paper Series

Vladimir S Lazarov and Marc Hinterschweiger

Bank of England and Bank of England

Downloads 5

23.

Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability?

Bank of England Working Paper No. 758

Number of pages: 61 Posted: 13 Oct 2018

Working Paper Series

Toni Ahnert, Kristin J. Forbes, Christian Friedrich and Dennis Reinhardt

Government of Canada - Bank of Canada, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Government of Canada - Bank of Canada and Bank of England

There are 4 versions of this paper

Downloads 3

24.

What Drives UK Defined Benefit Pension Funds' Investment Behaviour?

Bank of England Working Paper No. 757

Number of pages: 24 Posted: 13 Oct 2018

Working Paper Series

Graeme Douglas and Matt Roberts-Sklar

Bank of England and Bank of England

Downloads 3

25.

Bayesian Vector Autoregressions

Bank of England Working Paper No. 756

Number of pages: 66 Posted: 22 Sep 2018

Working Paper Series

Silvia Miranda-Agrippino and Giovanni Ricco

Bank of England and University of Warwick - Department of Economics

Downloads 2

26.

Were Banks Special? Contrasting Viewpoints in Mid-Nineteenth Century Britain

Bank of England Working Paper No. 755

Number of pages: 16 Posted: 21 Sep 2018

Working Paper Series

Matthew Willison

Bank of England

Downloads 3

27.

The Stochastic Lower Bound

Bank of England Working Paper No. 754

Number of pages: 12 Posted: 29 Aug 2018

Working Paper Series

Riccardo Masolo and Pablo E. Winant

Bank of England and Bank of England

Downloads 3

28.

Business Investment, Cash Holding and Uncertainty Since the Great Financial Crisis

Bank of England Working Paper No. 753

Number of pages: 35 Posted: 29 Aug 2018

Working Paper Series

Pawel Smietanka, Nicholas Bloom and Paul Mizen

Bank of England, Stanford University - Department of Economics and University of Nottingham

Downloads 30

29.

Banks, Money and the Zero Lower Bound

Bank of England Working Paper No. 752

Number of pages: 40 Posted: 29 Aug 2018

Working Paper Series

Michael Kumhof and Xuan Wang

Bank of England and University of Oxford

There are 2 versions of this paper

Downloads 9

30.

OTC Premia

Bank of England Working Paper No. 751

Number of pages: 50 Posted: 28 Aug 2018

Working Paper Series

Gino Cenedese, Angelo Ranaldo and Michalis Vasios

Fulcrum Asset Management, University of St. Gallen and Bank of England

There are 2 versions of this paper

Downloads 642

31.

Enhancing Central Bank Communications with Behavioural Insights

Bank of England Working Paper No. 750

Number of pages: 57 Posted: 17 Aug 2018

Working Paper Series

David Bholat, Nida Broughton, Alice Parker, Janna Ter Meer and Eryk Walczak

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

Downloads 13

32.

Multi-Period Loans, Occasionally Binding Constraints and Monetary Policy: A Quantitative Evaluation

Bank of England Working Paper No. 749

Number of pages: 44 Posted: 14 Aug 2018

Working Paper Series

Kristina Bluwstein, Michal Brzoza-Brzezina, Paolo Gelain and Marcin Kolasa

Bank of England, National Bank of Poland, Federal Reserve Banks - Federal Reserve Bank of Cleveland and National Bank of Poland

Downloads 4

33.

Bank Competition and Stability in the United Kingdom

Bank of England Working Paper No. 748

Number of pages: 45 Posted: 07 Aug 2018

Working Paper Series

Sebastian de-Ramon, William Francis and Michael Straughan

Bank of England - Prudential Regulation Authority, Bank of England and Bank of England

Downloads 19

34.

Would Macroprudential Regulation Have Prevented the Last Crisis?

Bank of England Working Paper No. 747

Number of pages: 53 Posted: 07 Aug 2018

Working Paper Series

David Aikman, Jonathan Bridges, Anil K. Kashyap and Caspar Siegert

Bank of England - Monetary Assessment and Strategy Division, Bank of England, University of Chicago, Booth School of Business and Bank of England

Downloads 34

35.

Overnight Index Swap Market-Based Measures of Monetary Policy Expectations

Bank of England Working Paper No. 709

Number of pages: 35 Posted: 02 Mar 2018

Working Paper Series

Simon Lloyd

Bank of England

There are 2 versions of this paper

Downloads 13

36.

Rethinking Financial Stability

Bank of England Working Paper No. 712

Number of pages: 62 Posted: 27 Feb 2018

Working Paper Series

David Aikman, Andrew Haldane, Marc Hinterschweiger and Sujit Kapadia

Bank of England - Monetary Assessment and Strategy Division, Bank of England, Bank of England and European Central Bank (ECB)

Downloads 138

37.

Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal

Bank of England Working Paper No. 711

Number of pages: 30 Posted: 21 Feb 2018

Working Paper Series

Francis Breedon, Louisa Chen, Angelo Ranaldo and Nicholas Vause

University of London, Queen Mary - School of Economics and Finance, University of Sussex, University of St. Gallen and Bank of England

Downloads 155

38.

Bank Liquidity and the Cost of Debt

Bank of England Working Paper No. 707

Number of pages: 38 Posted: 23 Jan 2018 Last Revised: 09 Oct 2018

Working Paper Series

Sam Miller and Rhiannon Sowerbutts

Bank of England and Bank of England

Downloads 28

39.

News and Narratives in Financial Systems: Exploiting Big Data for Systemic Risk Assessment

Bank of England Working Paper No. 704

Number of pages: 58 Posted: 09 Jan 2018

Working Paper Series

Rickard Nyman, Sujit Kapadia, David Tuckett, David Gregory, Paul Ormerod and Robert Smith

University College London - Centre for the Study of Decision-Making Uncertainty, European Central Bank (ECB), University College London - Centre for the Study of Decision-Making Uncertainty, Bank of England, University College London - Centre for the Study of Decision-Making Uncertainty and University College London - Centre for the Study of Decision-Making Uncertainty

There are 2 versions of this paper

Downloads 134

40.

A Financial Stress Index for the United Kingdom

Bank of England Working Paper No. 697

Number of pages: 49 Posted: 12 Dec 2017

Working Paper Series

Somnath Chatterjee, Ching-Wai (Jeremy) Chiu, Sinem Hacioglu Hoke and Thibaut Duprey

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

Downloads 33

41.

Cross-Border Effects of Regulatory Spillovers: Evidence from Mexico

Bank of England Working Paper No. 684

Number of pages: 63 Posted: 01 Nov 2017

Working Paper Series

Jagdish Tripathy

Bank of England

Downloads 7

42.

Solvency and Wholesale Funding Cost Interactions at UK Banks

Bank of England Working Paper No. 681

Number of pages: 26 Posted: 17 Oct 2017

Working Paper Series

Kieran Dent, Sinem Hacioglu Hoke and Apostolos Panagiotopoulos

Bank of England, Bank of England and Bank of England

Downloads 18

43.

Optimal Quantitative Easing

Bank of England Working Paper No. 678

Number of pages: 66 Posted: 26 Sep 2017

Working Paper Series

Richard Harrison

Bank of England - Monetary Analysis

Downloads 55

44.

The Impact of De-Tiering in the United Kingdom's Large-Value Payment System

Bank of England Working Paper No. 676

Number of pages: 27 Posted: 13 Sep 2017

Working Paper Series

Evangelos Benos, Gerardo Ferrara and Pedro Gurrola-Perez

Bank of England, Bank of England and Bank of England

There are 2 versions of this paper

Downloads 7

45.

Borderline: Judging the Adequacy of Return Distribution Estimation Techniques in Initial Margin Models

Bank of England Working Paper No. 673

Number of pages: 23 Posted: 06 Sep 2017

Working Paper Series

Melanie Houllier and David Murphy

The London Institute for Banking and Finance and Bank of England

Downloads 23

46.

The Economics of Distributed Ledger Technology for Securities Settlement

Bank of England Working Paper No. 670

Number of pages: 33 Posted: 23 Aug 2017

Working Paper Series

Evangelos Benos, Rodney Garratt and Pedro Gurrola-Perez

Bank of England, University of California, Santa Barbara (UCSB) and Bank of England

There are 2 versions of this paper

Downloads 72

47.

Matching Efficiency and Labour Market Heterogeneity in the United Kingdom

Bank of England Working Paper No. 667

Number of pages: 38 Posted: 08 Aug 2017

Working Paper Series

Carlo Pizzinelli and Bradley Speigner

University of Oxford and Bank of England

Downloads 3

48.

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

Bank of England Working Paper No. 664

Number of pages: 30 Posted: 11 Jul 2017

Working Paper Series

Graeme Douglas, Joseph Noss and Nicholas Vause

Bank of England, Bank of England and Bank of England

Downloads 99

49.

Labour Market Adjustment in Europe During the Crisis: Microeconomic Evidence from the Wage Dynamics Network Survey

Bank of England Working Paper No. 661

Number of pages: 61 Posted: 28 Jun 2017

Working Paper Series

Mario Izquierdo, Juan F. Jimeno, Theodora Kosma, Ana Lamo, Stephen Millard, Tairi Room and Eliana Viviano

Banco de España, Banco de España - Research Department, Bank of Greece, European Central Bank (ECB), Bank of England, Bank of Estonia and Bank of Italy

There are 3 versions of this paper

Downloads 14

50.

A Trendy Approach to UK Inflation Dynamics

Bank of England Working Paper No. 49

Number of pages: 47 Posted: 21 Jun 2017

Working Paper Series

Kristin J. Forbes, Lewis Kirkham and Konstantinos Theodoridis

Massachusetts Institute of Technology (MIT) - Sloan School of Management, Bank of England and Cardiff University

There are 3 versions of this paper

Downloads 103