Fernando Eguren Martin

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

11

DOWNLOADS

567

SSRN CITATIONS
Rank 39,810

SSRN RANKINGS

Top 39,810

in Total Papers Citations

16

CROSSREF CITATIONS

3

Scholarly Papers (11)

Capital flows during the pandemic: lessons for a more resilient international financial architecture

Bank of England Financial Stability Paper No. 45
Number of pages: 48 Posted: 23 Dec 2020
Bank of England, Bank of England, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy and Bank of England
Downloads 58 (445,274)
Citation 1

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Capital Flows During the Pandemic: Lessons for a More Resilient International Financial Architecture

Bank of Italy Occasional Paper No. 589
Number of pages: 56 Posted: 14 Apr 2021
Bank of England, Bank of England, Bank of Italy, Bank of Italy, Bank of Italy, Bank of England and Bank of Italy
Downloads 57 (449,163)

Abstract:

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International Finance, International Financial Data, Foreign Exchange Reserves, Capital Flow, IMF

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 89 (346,861)

Abstract:

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Capital Flows-at-Risk: Push, Pull and the Role of Policy

Bank of England Working Paper No. 881
Number of pages: 46 Posted: 19 Aug 2020
Fernando Eguren Martin, Cian O'Neill, Andrej Sokol and Lukas von dem Berge
Bank of England, Bank of England, European Central Bank (ECB) and Bank of England
Downloads 30 (578,613)

Abstract:

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Capital flows, sudden stops, capital flight, retrenchment, capital flow surges, push versus pull, capital controls, macroprudential policy, financial conditions indices, quantile regression

Capital Flows-at-Risk: Push, Pull and the Role of Policy

ECB Working Paper No. 2021/2538
Number of pages: 45 Posted: 23 Apr 2021
Fernando Eguren Martin, Cian O'Neill, Andrej Sokol and Lukas von dem Berge
Bank of England, Bank of England, European Central Bank (ECB) and Bank of England
Downloads 25 (612,131)

Abstract:

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4.

Dollar Shortages and Central Bank Swap Lines

Bank of England Working Paper No. 879
Number of pages: 36 Posted: 21 Jul 2020
Fernando Eguren Martin
Bank of England
Downloads 51 (464,966)

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Central bank swap lines, liquidity facilities, dollar shortages, uncovered interest rate parity condition, financial frictions

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 48 (476,954)
Citation 3

Abstract:

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

6.

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 48 (476,954)
Citation 3

Abstract:

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External dynamics, exchange rate regimes, current account imbalances.

7.

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 46 (485,399)
Citation 9

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

8.

Attention to the Tail(s): Global Financial Conditions and Exchange Rate Risks

ECB Working Paper No. 2387
Number of pages: 29 Posted: 07 Apr 2020
Andrej Sokol and Fernando Eguren Martin
Bank of England and Bank of England
Downloads 35 (536,797)

Abstract:

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

9.

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 34 (542,038)

Abstract:

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10.

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 27 (581,674)
Citation 2

Abstract:

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

11.

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, Center for Latin American Monetary Studies CEMLA and Bank of England
Downloads 19 (635,323)
Citation 1

Abstract:

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