Simon Lloyd

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

http://https://sites.google.com/view/splloyd

SCHOLARLY PAPERS

19

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SSRN CITATIONS
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Top 20,543

in Total Papers Citations

46

CROSSREF CITATIONS

12

Scholarly Papers (19)

Overnight Index Swap Market-Based Measures of Monetary Policy Expectations

Bank of England Working Paper No. 709
Number of pages: 35 Posted: 08 Mar 2018
Simon Lloyd
Bank of England
Downloads 309 (168,295)

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Federal funds futures, overnight indexed swaps, monetary policy expectations

Overnight Index Swap Market-Based Measures of Monetary Policy Expectations

Bank of England Working Paper No. 709
Number of pages: 35 Posted: 02 Mar 2018
Simon Lloyd
Bank of England
Downloads 94 (472,786)
Citation 5

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Federal funds futures, overnight indexed swaps, monetary policy expectations

Estimating Nominal Interest Rate Expectations: Overnight Indexed Swaps and the Term Structure

Bank of England Working Paper No. 763
Number of pages: 55 Posted: 06 Nov 2018
Simon Lloyd
Bank of England
Downloads 107 (434,819)
Citation 4

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Dynamic term structure model, monetary policy expectations, overnight indexed swaps, term premia, term structure of interest rates

Estimating Nominal Interest Rate Expectations: Overnight Indexed Swaps and the Term Structure

Journal of Banking and Finance, Forthcoming
Number of pages: 61 Posted: 11 Sep 2020
Simon Lloyd
Bank of England
Downloads 87 (496,879)

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Dynamic term structure model; Monetary policy expectations; Overnight indexed swaps; Term premia; Term structure of interest rates.

3.

Exchange Rate Risk and Business Cycles

Bank of England Working Paper No. 872
Number of pages: 47 Posted: 18 Jun 2020
Simon Lloyd and Emile Alexandre Marin
Bank of England and University of Cambridge
Downloads 175 (293,509)
Citation 2

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Business cycle risk, exchange rates, risk premia, stochastic discount factor, uncovered interest parity, yield curves

4.

Global Value Chains, Volatility and Safe Openness: Is Trade a Double-Edged Sword?

Bank of England Financial Stability Paper No. 46
Number of pages: 39 Posted: 20 Jan 2021
Bank of England, Bank of England, Bank of England, Bank of England, Bank of England, Bank of England, Bank of England and University of Edinburgh - School of Economics
Downloads 155 (323,805)

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trade, global value chains, volatility

In the Face of Spillovers: Prudential Policies in Emerging Economies

Number of pages: 52 Posted: 08 Jan 2020
Andra Coman and Simon Lloyd
European Central Bank (ECB) and Bank of England
Downloads 90 (486,291)
Citation 4

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international spillovers, local projections, monetary policy, policy interactions, prudential policy

In the Face of Spillovers: Prudential Policies in Emerging Economies

Bank of England Working Paper No. 828, September 2019
Number of pages: 40 Posted: 30 Sep 2019
Andra Coman and Simon Lloyd
European Central Bank (ECB) and Bank of England
Downloads 64 (594,543)
Citation 6

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international spillovers, local projections, policy interactions, monetary policy, prudential policy

6.

Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk

Bank of England Working Paper No. 940
Number of pages: 43 Posted: 22 Sep 2021
Simon Lloyd, Ed Manuel and Konstantin Panchev
Bank of England, Bank of England and University of Oxford
Downloads 141 (349,592)

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Financial stability, GDP-at-Risk, international spillovers, local projections, quantile regression, tail risk

7.

Overnight Indexed Swap-Implied Interest Rate Expectations

Finance Research Letters, Forthcoming
Number of pages: 11 Posted: 11 Sep 2020
Simon Lloyd
Bank of England
Downloads 133 (365,662)
Citation 3

Abstract:

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Monetary policy expectations, Overnight Indexed Swaps.

Le Pont de Londres: Interactions Between Monetary and Prudential Policies in Cross-Border Lending

Banque de France Working Paper No. #753
Number of pages: 40 Posted: 31 Jan 2020
Banque de France, Bank of England, Bank of England, European Central Bank (ECB), Banque de France, Bank of England and Bank of England
Downloads 68 (575,392)

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Monetary Policy, Prudential Policy, Policy Interactions, Spillovers, Financial Centre

Le Pont De Londres: Interactions between Monetary and Prudential Policies in Cross-Border Lending

Bank of England Working Paper No. 850, January 2020
Number of pages: 39 Posted: 17 Jan 2020
Banque de France, Bank of England - International Finance Division, Bank of England, European Central Bank (ECB), Banque de France, Bank of England and Bank of England
Downloads 49 (677,670)
Citation 1

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cross-border bank lending, monetary policy, prudential policy, policy interactions, spillovers, financial centre

9.

Mind the (Current Account) Gap

Bank of England Financial Stability Paper No. 43
Number of pages: 18 Posted: 08 Mar 2018
Bank of England, European University Institute, Bank of England, Bank of England, Bank of England and Bank of England - Monetary Analysis
Downloads 111 (418,224)
Citation 2

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Comparative advantage, Current account, Global imbalances, Services trade policy, Trade liberalisation

10.

No economy is an island: how foreign shocks affect UK macrofinancial stability

Bank of England Quarterly Bulletin 2021 Q3
Number of pages: 17 Posted: 19 Oct 2021
Bank of England, Bank of England, Bank of England, Bank of England and Bank of England
Downloads 104 (438,193)

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11.

The Interaction Between Macroprudential Policy and Monetary Policy: Overview

Bank of England Working Paper No. 886
Number of pages: 25 Posted: 21 Oct 2020
Banque de France, Norges Bank - Research Department, University of Groningen - Faculty of Economics and BusinessDe Nederlandsche Bank, Bank of England - International Finance Division, Bank of England, European Central Bank (ECB), Banque de France, Bank of England, Reserve Bank of India, Bank of England and Bank of Russia
Downloads 102 (447,369)
Citation 1

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Cross-border bank lending, financial intermediation, monetary policy, macroprudential policy, policy interactions, spillovers

12.

From the Middle Kingdom to the United Kingdom: Spillovers from China

Bank of England Quarterly Bulletin 2018 Q2
Number of pages: 10 Posted: 05 Dec 2018
Bank of England, Bank of England, Bank of England, Independent and Bank of England
Downloads 75 (537,705)
Citation 1

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Aggregation across each nation: aggregator choice and macroeconomic dynamics

Bank of England Working Paper No. 982, 2022
Number of pages: 41 Posted: 08 Jun 2022
Rana Sajedi, Simon Lloyd and Noëmie Lisack
Bank of England, Bank of England and European University Institute
Downloads 36 (768,542)

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International trade, open-economy macroeconomics, Armington aggregator, elasticity of trade

Aggregation Across Each Nation: Aggregator Choice and Macroeconomic Dynamics

Banque de France Working Paper, Forthcoming
Number of pages: 45 Posted: 18 Jan 2023
Noëmie Lisack, Simon Lloyd and Rana Sajedi
European University Institute, Bank of England and Bank of England
Downloads 14 (972,902)

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International Trade, Open-economy Macroeconomics, Armington Aggregator, Elasticity of Trade

Negative Rates, Monetary Policy Transmission and Cross-Border Lending Via International Financial Centres

ECB Working Paper No. 2023/2775
Number of pages: 68 Posted: 08 Feb 2023
European Central Bank, European Central Bank (ECB), European Central Bank (ECB), Central Bank of Ireland, Bank of England, Hong Kong Monetary Authority, Bank of England, Banque de France, Bank of England, Hong Kong Monetary Authority, Hong Kong Monetary Authority - Research Department and European Central Bank (ECB)
Downloads 30 (817,219)

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bank lending, cross-border lending, International financial centres, monetary policy, negative interest rates, risk-taking

Negative rates, monetary policy transmission and cross-border lending via international financial centres

Bank of England Working Paper No. 1010
Number of pages: 60 Posted: 23 Mar 2023
European Central Bank (ECB), European Central Bank (ECB), Central Bank of Ireland, Bank of England, Hong Kong Monetary Authority, Bank of England, European Central Bank (ECB), Banque de France, Bank of England, Hong Kong Monetary Authority, Hong Kong Monetary Authority - Market Research Division and European Central Bank
Downloads 18 (930,611)

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Bank lending, cross-border lending, international financial centres, monetary policy, negative interest rates, risk-taking

The transmission of macroprudential policy in the tails: evidence from a narrative approach

Bank of England Working Paper No. 1027
Number of pages: 40 Posted: 22 Jun 2023
University of Alicante, Bank of England and Bank of England
Downloads 31 (808,757)
Citation 1

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Growth-at-risk, macroprudential policy, narrative identification, quantile local projections

The Transmission of Macroprudential Policy in the Tails: Evidence from a Narrative Approach

ESRB: Working Paper Series 2023/145
Number of pages: 52 Posted: 16 Nov 2023
University of Alicante and Bank of England
Downloads 14 (972,902)

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growth-at-risk, macroprudential policy, narrative identification, quantile local projections

16.

Financial services trade restrictions and lending from an international financial centre

Bank of England Working Paper No. 1022
Number of pages: 31 Posted: 22 Jun 2023
Bank of England, Bank of England and Bank of England
Downloads 21 (871,865)

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Services trade restrictions, commercial banking restrictions, cross-border bank lending, banks’ business models

17.

Global Value Chains and International Risk Sharing

Robert Schuman Centre for Advanced Studies Research Paper No. 2023_61
Number of pages: 48 Posted: 31 Oct 2023
European University Institute, Bank of England, Bank of England, Bank of England and Bank of England
Downloads 9 (988,064)

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Cross-Border Transmission; Incomplete Asset Markets; Intermediate Goods Trade; Global Financial Markets; Supply Chain Linkages

18.

Capital Controls and Trade Policy

NBER Working Paper No. w31082
Number of pages: 66 Posted: 03 Apr 2023 Last Revised: 05 Jun 2023
Simon Lloyd and Emile Marin
Bank of England and University of California, Davis
Downloads 6 (1,013,192)
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19.

Macro-Financial Policy in an International Financial Centre: The United Kingdom Experience Since the Global Financial Crisis

CEPR Discussion Paper No. DP16860
Number of pages: 36 Posted: 04 Feb 2022
Florence School of Banking and Finance, Bank of England, Bank of England and Bank of England
Downloads 0 (1,057,334)
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cross-border banking flows, international financial centre, macroprudential policy, spillover effects