Robert Czech

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

http://https://www.bankofengland.co.uk/research/researchers/robert-czech

SCHOLARLY PAPERS

5

DOWNLOADS

571

SSRN CITATIONS

9

CROSSREF CITATIONS

3

Scholarly Papers (5)

1.
Downloads 203 (192,216)
Citation 2

Informed Trading in Government Bond Markets

Number of pages: 46 Posted: 07 Nov 2019 Last Revised: 11 May 2020
Robert Czech, Shiyang Huang, Dong Lou and Tianyu Wang
Bank of England, The University of Hong Kong - Faculty of Business and Economics, London School of Economics & Political Science (LSE) and Tsinghua University, School of Economics and Management
Downloads 145 (255,984)

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government bonds, informed trading, return predictability, asset managers

Informed trading in government bond markets

Bank of England Working Paper No. 871
Number of pages: 55 Posted: 18 Jun 2020
Robert Czech, Shiyang Huang, Dong Lou and Tianyu Wang
Bank of England, The University of Hong Kong - Faculty of Business and Economics, London School of Economics & Political Science (LSE) and Tsinghua University
Downloads 58 (465,646)
Citation 2

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Government bonds, informed trading, return predictability, asset managers

2.

FX Option Volume

Number of pages: 56 Posted: 23 Nov 2021
Bank of England, Imperial College Business School, The University of Hong Kong - Faculty of Business and Economics and Tsinghua University, School of Economics and Management
Downloads 155 (248,421)

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Currency Return, Foreign Exchange Option, Informed Trading, Dollar Demand

3.

Credit Default Swaps and Corporate Bond Trading

Journal of Financial Intermediation, Forthcoming
Number of pages: 50 Posted: 19 Jul 2019 Last Revised: 17 Aug 2021
Robert Czech
Bank of England
Downloads 125 (287,928)
Citation 5

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Corporate Bonds, Credit Default Swaps, Liquidity, Trading Volumes, Regulation

4.

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

Bank of England Working Paper No. 895
Number of pages: 79 Posted: 08 Dec 2020
Robert Czech and Gabor Pinter
Bank of England and Bank of England
Downloads 46 (516,720)

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Informed trading, corporate bonds, client-dealer connections, inter-dealer competition

Investor Behaviour and Reaching for Yield: Evidence from the Sterling Corporate Bond Market

Financial Markets, Institutions & Instruments 28 (5), 347– 379
Number of pages: 31 Posted: 01 Nov 2017 Last Revised: 29 Nov 2021
Robert Czech and Matt Roberts-Sklar
Bank of England and Bank of England
Downloads 42 (531,990)
Citation 3

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Corporate bonds, trading volume, investment decisions, banks, insurer, non-bank financial

Investor Behaviour and Reaching for Yield: Evidence from the Sterling Corporate Bond Market

Financial Markets, Institutions & Instruments, Vol. 28, Issue 5, pp. 347-379, 2019
Number of pages: 33 Posted: 20 May 2020
Robert Czech and Matt Roberts‐Sklar
Bank of England and Bank of England
Downloads 0
Citation 1
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banks, corporate bonds, cyclicality, financial stability, insurers, investment decisions, non‐bank financial institutions, trading volume