Fernando Eguren Martin

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS

215

SSRN CITATIONS

5

CROSSREF CITATIONS

1

Scholarly Papers (7)

1.

Foreign Booms, Domestic Busts: The Global Dimension of Banking Crises

Bank of England Working Paper No. 644
Number of pages: 49 Posted: 06 Feb 2017
Ambrogio Cesa-Bianchi, Fernando Eguren Martin and Gregory Thwaites
Bank of England, Bank of England and Bank of England - Monetary Analysis
Downloads 45 (420,340)
Citation 3

Abstract:

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Financial crises, global credit cycle, banking, financial stability, sentiment

2.

The Global Role of the US Dollar and Its Consequences

Bank of England Quarterly Bulletin 2017 Q4
Number of pages: 12 Posted: 04 Jan 2018
Fernando Eguren Martin, Mayukh Mukhopadhyay and Carlos van Hombeeck
Bank of England, Bank of England and Bank of England
Downloads 44 (424,064)

Abstract:

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3.

Exchange Rate Regimes and Current Account Adjustment: An Empirical Investigation

Bank of England Working Paper No. 544
Number of pages: 32 Posted: 25 Aug 2015
Fernando Eguren Martin
Bank of England
Downloads 44 (424,064)
Citation 2

Abstract:

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External dynamics, exchange rate regimes, current account imbalances.

4.

How Much Do UK Market Interest Rates Respond to Macroeconomic Data News?

Bank of England Quarterly Bulletin 2015 Q3
Number of pages: 14 Posted: 01 Oct 2015
Fernando Eguren Martin and Nick McLaren
Bank of England and Bank of England
Downloads 32 (474,703)

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5.

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
Fernando Eguren Martin and Andrej Sokol
Bank of England and Bank of England
Downloads 30 (484,447)

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exchange rates, tail risks, financial conditions indices, global financial cycle, quantile regression

6.

Global Banks and Synthetic Funding: The Benefits of Foreign Relatives

Bank of England Working Paper No. 762
Number of pages: 56 Posted: 01 Nov 2018 Last Revised: 28 Sep 2019
Fernando Eguren Martin, Matias Ossandon Busch and Dennis Reinhardt
Bank of England, Halle Institute for Economic Research and Bank of England
Downloads 13 (584,269)
Citation 1

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Cross-border bank lending, covered interest rate parity deviations, FX swaps, internal capital markets.

7.

No-Arbitrage Pricing of GDP-Linked Bonds

Bank of England Working Paper No. 849, January 2020
Number of pages: 36 Posted: 17 Jan 2020
Fernando Eguren Martin, Andrew Meldrum and Wen Yan
Bank of England, Board of Governors of the Federal Reserve System and Barclays Capital
Downloads 7 (624,079)

Abstract:

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affine term structure model (ATSM), bond yield, equity yield, risk premia, dividend swaps, GDP-linked bonds, spanned macroeconomic factors