Central Bank Research Hub - Series: Bank of England Working papers 2016

Papers by year: All | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003

Title Author(s)

Do we need a stable funding ratio? Banks funding in the global financial crisis

Paper: swp602, 20.05.2016

JEL: G01, G18, G21

Lets talk about the weather: the impact of climate change on central banks

Paper: swp603, 20.05.2016

JEL: E58, G21, G22, Q43, Q54

Accounting in central banks

Paper: swp604, 20.05.2016

JEL: E58, G20, H83, M40, M41, M48

Robustness of subgame perfect implementation

Paper: swp601, 13.05.2016

JEL: D04, D82

Liquidity determinants in the UK gilt market

Paper: swp600, 06.05.2016

JEL: G10, G12, G14

Peer-to-peer lending and financial innovation in the United Kingdom

Paper: swp598, 29.04.2016

JEL: G23, L26, O30

Macroprudential regulation, credit spreads and the role of monetary policy

Paper: swp599, 29.04.2016

JEL: E32, E44, E52, E58, G28

Non-performing loans: regulatory and accounting treatments of assets

Paper: swp594, 22.04.2016

JEL: G01, G21, M41

Cross-border regulatory spillovers: How much? How important? What sectors? Lessons from the United Kingdom

Paper: swp595, 22.04.2016

JEL: F32, F34, G21

The dynamic Black-Litterman approach to asset allocation

Paper: swp596, 22.04.2016

JEL: C22, C53, G11

A comparative analysis of tools to limit the procyclicality of initial margin requirements

Paper: swp597, 22.04.2016

JEL: G17

Pass-through of bank funding costs to lending and deposit rates: lessons from the financial crisis

Paper: swp590, 15.04.2016

JEL: C23, E43, E51, E52

Risk premia and seasonality in commodity futures

Paper: swp591, 15.04.2016

JEL: E43, G13, Q2, Q40

An agent-based model of dynamics in corporate bond trading

Paper: swp592, 15.04.2016

JEL: C63, G11, G12, G17

What determines how banks respond to changes in capital requirements?

Paper: swp593, 15.04.2016

JEL: G21, G32

Systemic illiquidity in the interbank network

Paper: swp586, 08.04.2016

JEL: D85, E44, E58, G28, L14

Tracking the slowdown in long-run GDP growth

Paper: swp587, 08.04.2016

JEL: C32, E01, E23, E32, O47

Monetary policy and volatility in the sterling money market

Paper: swp588, 08.04.2016

JEL: E43, E44, E52, E58, G21

Monetary policy when households have debt: new evidence on the transmission mechanism

Paper: swp589, 08.04.2016

JEL: E21, E32, E52

Output gaps, inflation and financial cycles in the United Kingdom

Paper: swp585, 12.02.2016

JEL: C11, C32, E31, E32, E52

Macroprudential policy under uncertainty

Paper: swp584, 29.01.2016

JEL: D81, E58

Policy and macro signals as inputs to inflation expectation formation

Paper: swp581, 25.01.2016

JEL: E52, E58

How does labour market structure affect the response of economies to shocks?

Paper: swp582, 25.01.2016

JEL: E24

A Bayesian VAR benchmark for COMPASS

Paper: swp583, 25.01.2016

JEL: C53, E12, E17

Centralized trading, transparency and interest rate swap market liquidity: evidence from the implementation of the Dodd-Frank Act

Paper: swp580, 15.01.2016

JEL: G10, G12, G14

Adaptive models and heavy tails

Paper: swp577, 08.01.2016

JEL: C22, C51, C53, E31

The varying coefficient Bayesian panel VAR model

Paper: swp578, 08.01.2016

JEL: C33, E30, F40

What can Big Data tell us about the passthrough of big exchange rate changes?

Paper: swp579, 08.01.2016

JEL: E31, F14, F41

Papers by year: All | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003