Threadneedle Street
London, EC2R 8AH
United Kingdom
http://https://sites.google.com/view/splloyd
Bank of England
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
Federal funds futures, overnight indexed swaps, monetary policy expectations
Dynamic term structure model; Monetary policy expectations; Overnight indexed swaps; Term premia; Term structure of interest rates.
Dynamic term structure model, monetary policy expectations, overnight indexed swaps, term premia, term structure of interest rates
Monetary policy expectations, Overnight Indexed Swaps.
Business cycle risk, exchange rates, risk premia, stochastic discount factor, uncovered interest parity, yield curves
international spillovers, local projections, monetary policy, policy interactions, prudential policy
international spillovers, local projections, policy interactions, monetary policy, prudential policy
trade, global value chains, volatility
Financial stability, GDP-at-Risk, international spillovers, local projections, quantile regression, tail risk
Monetary Policy, Prudential Policy, Policy Interactions, Spillovers, Financial Centre
cross-border bank lending, monetary policy, prudential policy, policy interactions, spillovers, financial centre
Comparative advantage, Current account, Global imbalances, Services trade policy, Trade liberalisation
Cross-border bank lending, financial intermediation, monetary policy, macroprudential policy, policy interactions, spillovers
growth-at-risk, macroprudential policy, narrative identification, quantile local projections
Growth-at-risk, macroprudential policy, narrative identification, quantile local projections
International trade, open-economy macroeconomics, Armington aggregator, elasticity of trade
International Trade, Open-economy Macroeconomics, Armington Aggregator, Elasticity of Trade
Bank lending, cross-border lending, international financial centres, monetary policy, negative interest rates, risk-taking
bank lending, cross-border lending, International financial centres, monetary policy, negative interest rates, risk-taking
Capital flows, exchange rates, financial frictions, granular instrumental variables, international banking.
Cross-Border Transmission; Incomplete Asset Markets; Intermediate Goods Trade; Global Financial Markets; Supply Chain Linkages
Services trade restrictions, commercial banking restrictions, cross-border bank lending, banks’ business models
Bond yields, Decomposition, Monetary policy, Quantitative Easing, shocks
Bond Yields, Exchange-Rate Risk Premia, Incomplete Markets, Term Structure, Uncovered Interest Parity.
This is a CEPR Discussion Paper. CEPR charges a fee of $8.00 for this paper.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
cross-border banking flows, international financial centre, macroprudential policy, spillover effects
