Gabor Pinter

Bank of England

SCHOLARLY PAPERS

17

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59

Scholarly Papers (17)

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1.

What Drives Repo Haircuts? Evidence from the UK Market

Downloads 126 (120,923)
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 126 (446,844)
Citation 4

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

2.

Bond Supply, Yield Drifts, and Liquidity Provision Before Macroeconomic Announcements

Johns Hopkins Carey Business School Research Paper No. 24-14
Number of pages: 89 Posted: 23 Oct 2022 Last Revised: 20 Nov 2024
Dong Lou, Gabor Pinter and Semih Uslu
HKUST Business School, Bank of England and Johns Hopkins University - Carey Business School
Downloads 398 (149,256)

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Macroeconomic Announcements, Yield Drift, Bond Supply, Liquidity Provision

3.

Size Discount and Size Penalty: Trading Costs in Bond Markets

Downloads 390 (152,633)

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: 14 Dec 2023
Gabor Pinter, Chaojun Wang and Junyuan Zou
Bank of England, University of Pennsylvania - The Wharton School and INSEAD
Downloads 258 (235,128)

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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 132 (430,597)

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

4.

Comparing Search and Intermediation Frictions Across Markets

Downloads 353 (170,318)
Citation 7

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 University - Carey Business School
Downloads 287 (211,003)
Citation 7

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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 University - Carey Business School
Downloads 66 (683,410)

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

5.

Information Chasing versus Adverse Selection

Downloads 327 (184,979)

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 193 (311,060)

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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 134 (425,509)

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

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
Saleem Bahaj, Gabor Pinter, Angus Foulis and Paolo Surico
UCL Economics, Bank of England, Bank of England and London Business School
Downloads 276 (221,192)
Citation 22

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firm heterogeneity, residential collateral, financial accelerator

7.

Price Formation in Markets with Trading Delays

Downloads 261 (233,810)

Price Formation in Markets with Trading Delays

Management Science, 0[10.1287/mnsc.2020.01400]
Number of pages: 52 Posted: 18 Nov 2021 Last Revised: 27 Oct 2024
Gabor Pinter and Semih Uslu
Bank of England and Johns Hopkins University - Carey Business School
Downloads 219 (276,051)

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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, Management Science, 0[10.1287/mnsc.2020.01400]
Number of pages: 49 Posted: 22 Jun 2023 Last Revised: 27 Oct 2024
Gabor Pinter and Semih Uslu
Bank of England and Johns Hopkins University - Carey Business School
Downloads 42 (839,299)

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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 218 (278,519)
Citation 1

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

9.

Mispricing in Inflation Markets

Bank of England Working Paper No. 1034
Number of pages: 56 Posted: 19 Jan 2024
Rodrigo Barria and Gabor Pinter
University of Warwick and Bank of England
Downloads 116 (474,166)

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Bond markets, inflation swaps, mispricing, arbitrage, pension funds

10.

The Liquidity State-Dependence of Monetary Policy Transmission

Bank of England Working Paper No. 1045
Number of pages: 124 Posted: 22 Jan 2024
Rodrigo Guimaraes, Gabor Pinter and Jean-Charles Wijnandts
Bank of England, Bank of England and Bank of England
Downloads 80 (606,086)

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Monetary Policy Shocks, Market Liquidity, Real Term Premium, Intermediary Asset Pricing

11.

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 78 (614,822)
Citation 9

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

12.

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 66 (671,338)

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

13.

The Procyclicality of Inflation-Linked Debt

Number of pages: 19 Posted: 15 Jun 2022
Gabor Pinter
Bank of England
Downloads 28 (936,605)

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

14.

Inflation and Uncertainty: A Note

Number of pages: 9 Posted: 10 Jun 2022
Gabor Pinter
Bank of England
Downloads 24 (976,306)

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Inflation, Uncertainty, New Keynesian, Convexity, Marginal Costs

15.

Inflation and Uncertainty: A Note

Number of pages: 9 Posted: 10 Jun 2022
Gabor Pinter
Bank of England
Downloads 14 (1,087,852)

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Inflation, Uncertainty, New Keynesian, Convexity, Marginal Costs

16.

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 1 (1,237,967)
Citation 16
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Client-Dealer Connections, Government Bond Market, private information

17.

Bond supply, yield drifts, and liquidity provision before macroeconomic announcements

Bank of England Working Paper No. 998
Posted: 24 Jan 2023 Last Revised: 29 Oct 2024
Gabor Pinter, Semih Uslu and Dong Lou
Bank of England, Johns Hopkins University - Carey Business School and HKUST Business School

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bond supply, Macroeconomics announcements, yield drift, liquidity provision