Simon Lloyd

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

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

SCHOLARLY PAPERS

6

DOWNLOADS

170

SSRN CITATIONS

2

CROSSREF CITATIONS

4

Scholarly Papers (6)

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 40 (449,566)

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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 26 (520,958)
Citation 2

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Federal funds futures, overnight indexed swaps, monetary policy expectations

2.

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 52 (395,684)

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

3.

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 29 (489,754)
Citation 1

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

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 7 (651,765)

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

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 6 (659,129)

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

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 (666,719)

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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 4 (674,545)

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

6.

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 (674,756)
Citation 1

Abstract:

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