Simon Lloyd

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

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

SCHOLARLY PAPERS

9

DOWNLOADS

281

SSRN CITATIONS
Rank 44,749

SSRN RANKINGS

Top 44,749

in Total Papers Citations

9

CROSSREF CITATIONS

5

Scholarly Papers (9)

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 60 (400,730)

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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 30 (531,049)
Citation 2

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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 42 (475,322)
Citation 3

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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 14 (641,423)

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

3.

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 54 (415,565)
Citation 1

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

4.

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 29 (528,433)

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

In the Face of Spillovers: Prudential Policies in Emerging Economies

ECB Working Paper No. 2339
Number of pages: 52 Posted: 08 Jan 2020
Andra Coman and Simon Lloyd
European Central Bank (ECB) and Bank of England
Downloads 11 (664,745)

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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 9 (680,342)
Citation 1

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

6.

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 19 (584,391)

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Monetary policy expectations, Overnight Indexed Swaps.

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, Banque de France, French Banking Supervisory Authority - Autorité de Contrôle Prudentiel et de Résolution (ACPR), Bank of England and Bank of England
Downloads 5 (712,246)

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

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, Banque de France, French Banking Supervisory Authority - Autorité de Contrôle Prudentiel et de Résolution (ACPR), Bank of England and Bank of England
Downloads 5 (712,246)

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

8.

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 Business, Bank of England - International Finance Division, Bank of England, Banque de France, Banque de France, Bank of England, Reserve Bank of India, Bank of England and Bank of Russia
Downloads 2 (708,394)

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

9.

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 1 (720,688)
Citation 1

Abstract:

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