Gabor Pinter

Bank of England

SCHOLARLY PAPERS

15

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SSRN CITATIONS
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Top 21,453

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51

CROSSREF CITATIONS

4

Scholarly Papers (15)

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1.

What Drives Repo Haircuts? Evidence from the UK Market

Downloads 85 (134,548)
Citation 4

What Drives Repo Haircuts? Evidence from the UK Market

Bank of England Working Paper No. 985
Number of pages: 58 Posted: 22 Jul 2022
Christian Julliard, Gabor Pinter, Karamfil Todorov and Kathy Yuan
London School of Economics & Political Science (LSE) - Department of Finance, Bank of England, Bank for International Settlements and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 85 (509,158)
Citation 3

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Repurchase agreement, systemic risk, repo market, margin; haircut

2.

Fiscal-Monetary Interactions: Pre-Announcement Liquidity Effects After Bond Issuance

Johns Hopkins Carey Business School Research Paper No. 23-06
Number of pages: 63 Posted: 23 Oct 2022 Last Revised: 14 Feb 2023
Dong Lou, Gabor Pinter and Semih Uslu
London School of Economics & Political Science (LSE), Bank of England and Johns Hopkins Carey Business School
Downloads 346 (150,391)

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Monetary Policy Announcements, Price Drift, Bond Supply, Informed Trading

3.

Size Discount and Size Penalty: Trading Costs in Bond Markets

Downloads 290 (181,323)
Citation 2

Size Discount and Size Penalty: Trading Costs in Bond Markets

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 68 Posted: 22 Apr 2021 Last Revised: 12 Nov 2023
Gabor Pinter, Chaojun Wang and Junyuan Zou
Bank of England, University of Pennsylvania - The Wharton School and INSEAD
Downloads 193 (267,972)

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Trading Costs, Government and Corporate Bonds, Trader Identities, Size Discount, Size Penalty

Size Discount and Size Penalty: Trading Costs in Bond Markets

Bank of England Working Paper No. 970, 2022
Number of pages: 56 Posted: 04 May 2022
Gabor Pinter, Chaojun Wang and Junyuan Zou
Bank of England, University of Pennsylvania - The Wharton School and INSEAD
Downloads 97 (463,971)

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Trading costs, trade size, government and corporate bonds, trader identities

4.

Comparing Search and Intermediation Frictions Across Markets

Downloads 264 (199,477)
Citation 3

Comparing Search and Intermediation Frictions Across Markets

Johns Hopkins Carey Business School Research Paper 22-08
Number of pages: 71 Posted: 13 Apr 2022 Last Revised: 16 May 2022
Gabor Pinter and Semih Uslu
Bank of England and Johns Hopkins Carey Business School
Downloads 213 (244,763)
Citation 4

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Search Frictions, Market Power, Government Bonds, Corporate Bonds, Over-the-Counter Markets

Comparing Search and Intermediation Frictions across Markets

Bank of England Working Paper No. 974, 2022
Number of pages: 71 Posted: 13 May 2022
Gabor Pinter and Semih Uslu
Bank of England and Johns Hopkins Carey Business School
Downloads 51 (667,084)

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Search frictions, market power, government bonds, corporate bonds, OTC markets

5.

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
Saleem Bahaj, Gabor Pinter, Angus Foulis and Paolo Surico
UCL Economics, Bank of England, Bank of England and London Business School
Downloads 231 (229,340)
Citation 16

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firm heterogeneity, residential collateral, financial accelerator

6.

Information Chasing versus Adverse Selection

Downloads 198 (262,301)
Citation 1

Information Chasing versus Adverse Selection

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 57 Posted: 09 Sep 2020 Last Revised: 12 Aug 2021
Gabor Pinter, Chaojun Wang and Junyuan Zou
Bank of England, University of Pennsylvania - The Wharton School and INSEAD
Downloads 129 (376,245)

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Information Chasing, Adverse Selection, Over-the-Counter, Multi-Dealer Platform, Winner’s Curse, Pre-Trade and Post-Trade Transparency, Price Efficiency, Price Dispersion, Information Concentration

Information Chasing Versus Adverse Selection

Bank of England Working Paper No. 971, 2022
Number of pages: 60 Posted: 04 May 2022
Gabor Pinter, Chaojun Wang and Junyuan Zou
Bank of England, University of Pennsylvania - The Wharton School and INSEAD
Downloads 69 (571,928)

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Information chasing, adverse selection, over-the-counter, price efficiency

7.

Price Formation in Markets with Trading Delays

Downloads 181 (285,464)

Price Formation in Markets with Trading Delays

Number of pages: 48 Posted: 18 Nov 2021 Last Revised: 23 Mar 2023
Gabor Pinter and Semih Uslu
Bank of England and Johns Hopkins Carey Business School
Downloads 152 (331,944)

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Trading frictions, trading delays, price informativeness, information aggregation, information acquisition, liquidity

Price formation in markets with trading delays

Bank of England Working Paper No. 1023
Number of pages: 49 Posted: 22 Jun 2023
Gabor Pinter and Semih Uslu
Bank of England and Johns Hopkins Carey Business School
Downloads 29 (827,432)

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Trading frictions, trading delays, price informativeness, information aggregation, information acquisition, liquidity

8.

Informed Trading and the Dynamics of Client-dealer Connections in Corporate Bond Markets

Bank of England Working Paper No. 895
Number of pages: 99 Posted: 08 Dec 2020 Last Revised: 22 Jan 2022
Robert Czech and Gabor Pinter
Bank of England and Bank of England
Downloads 166 (306,126)
Citation 1

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Informed Trading, Corporate Bonds, OTC Markets, Client-Dealer Connections, Inter-Dealer Competition, COVID-19

9.

Informed Trading and the Dynamics of Client-Dealer Connections in Corporate Bond Markets

Number of pages: 98 Posted: 14 Sep 2022
Robert Czech and Gabor Pinter
Bank of England and Bank of England
Downloads 47 (676,768)

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Informed Trading, corporate bonds, OTC Markets, Client-Dealer Connections, Inter-Dealer Competition, COVID-19

10.

An anatomy of the 2022 gilt market crisis

Bank of England Working Paper 1019
Number of pages: 95 Posted: 22 Jun 2023
Gabor Pinter
Bank of England
Downloads 32 (779,846)
Citation 4

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Liquidity crisis; liability-driven investrors; gilt; repo; swap markets

11.

The Procyclicality of Inflation-Linked Debt

Number of pages: 19 Posted: 15 Jun 2022
Gabor Pinter
Bank of England
Downloads 25 (837,120)

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Government Debt, Optimal Fiscal Policy, Inflation-Indexed Bonds JEL codes: E31, E62, G11

12.

Inflation and Uncertainty: A Note

Number of pages: 9 Posted: 10 Jun 2022
Gabor Pinter
Bank of England
Downloads 15 (931,240)

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Inflation, Uncertainty, New Keynesian, Convexity, Marginal Costs

13.

Inflation and Uncertainty: A Note

Number of pages: 9 Posted: 10 Jun 2022
Gabor Pinter
Bank of England
Downloads 8 (997,869)

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Inflation, Uncertainty, New Keynesian, Convexity, Marginal Costs

14.

Bond supply, price drifts and liquidity provision before central bank announcements

Bank of England Working Paper No. 998
Posted: 24 Jan 2023
Gabor Pinter, Semih Uslu and Dong Lou
Bank of England, Johns Hopkins Carey Business School and London School of Economics & Political Science (LSE)

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monetary policy announcements, price drift, bond supply

15.

Clients' Connections: Measuring the Role of Private Information in Decentralised Markets

CEPR Discussion Paper No. DP13880
Number of pages: 84 Posted: 02 Aug 2019
Peter Kondor, Peter Kondor and Gabor Pinter
London School of Economics & Political Science (LSE)Central European University (CEU) and Bank of England
Downloads 0 (1,058,163)
Citation 16
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Client-Dealer Connections, Government Bond Market, private information