Simon Lloyd

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

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

SCHOLARLY PAPERS

12

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1,391

SSRN CITATIONS
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Top 30,811

in Total Papers Citations

23

CROSSREF CITATIONS

5

Scholarly Papers (12)

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 136 (269,495)

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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 71 (415,050)
Citation 2

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Federal funds futures, overnight indexed swaps, monetary policy expectations

2.

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 168 (225,771)

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

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 85 (373,489)
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 58 (461,458)

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

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 138 (265,450)

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trade, global value chains, volatility

5.

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 133 (273,181)

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

6.

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 110 (313,408)
Citation 2

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

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 66 (431,949)

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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 42 (531,810)
Citation 4

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

8.

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 95 (347,552)
Citation 1

Abstract:

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Monetary policy expectations, Overnight Indexed Swaps.

9.

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 93 (349,913)

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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 37 (557,999)

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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, Banque de France, French Banking Supervisory Authority - Autorité de Contrôle Prudentiel et de Résolution (ACPR), Bank of England and Bank of England
Downloads 33 (580,921)

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

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, Banque de France, Banque de France, Bank of England, Reserve Bank of India, Bank of England and Bank of Russia
Downloads 68 (419,825)
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 58 (454,667)
Citation 1

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