Jamie Coen

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

7

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1,076

TOTAL CITATIONS
Rank 45,249

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Top 45,249

in Total Papers Citations

25

Scholarly Papers (7)

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1.

Simulating Stress Across the Financial System: The Resilience of Corporate Bond Markets and the Role of Investment Funds

Bank of England Financial Stability Paper No. 42
Number of pages: 27 Posted: 06 Mar 2018
Yuliya Baranova, Jamie Coen, Joseph Noss and Pippa Lowe
Bank of England, Bank of England, Bank of England and Bank of England
Downloads 303 (199,928)
Citation 7

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stress simulation, corporate bonds, investment funds, dealers, market liquidity, systemic stress, amplification

2.

Taking Regulation Seriously: Fire Sales Under Solvency and Liquidity Constraints

Bank of England Working Paper No. 793
Number of pages: 53 Posted: 26 Apr 2019
Jamie Coen, Caterina Lepore and Eric Schaanning
Bank of England, International Monetary Fund (IMF) and Nordea Bank Abp
Downloads 208 (290,052)
Citation 7

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Banks, financial regulation, fire sales, stress testing, systemic risk

3.

Price discrimination and mortgage choice

Bank of England Working Paper No. 926
Number of pages: 55 Posted: 07 Jul 2021
Jamie Coen, Anil K. Kashyap and May Rostom
Bank of England, University of Chicago, Booth School of Business and Bank of England
Downloads 145 (397,386)

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Price discrimination, consumer choice, mortgages

4.

A Structural Model of Liquidity in Over‑The‑Counter Markets

Bank of England Working Paper No. 979, 2022
Number of pages: 62 Posted: 08 Jun 2022
Jamie Coen and Patrick Coen
Bank of England and London School of Economics
Downloads 121 (457,375)
Citation 5

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Liquidity, over‑the‑counter markets, financial intermediation

5.

A Structural Model of Interbank Network Formation and Contagion

Bank of England Working Paper No. 833, October 2019
Number of pages: 58 Posted: 12 Oct 2019
Patrick Coen and Jamie Coen
London School of Economics and Bank of England
Downloads 116 (472,283)
Citation 2

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contagion, systemic risk, interbank network, network formation

6.

The Determinants of UK Credit Union Failure

Bank of England Working Paper No. 658
Number of pages: 36 Posted: 25 Apr 2017
Jamie Coen, William Francis and May Rostom
Bank of England, Bank of England and Bank of England
Downloads 97 (536,478)

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Credit Unions; Failure; Early Warning; Logit; Policymaker Loss Function

7.

The Determinants of Credit Union Failure in the United Kingdom: How Important Are Macroeconomic Factors?

Bank of England Working Paper No. 658
Number of pages: 36 Posted: 15 Feb 2020
Jamie Coen, William Francis and May Rostom
Bank of England, Bank of England and Bank of England
Downloads 86 (578,450)
Citation 4

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Credit unions, failure, early-warning, logit, policymaker loss function