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

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

Title Author(s)

High and dry: the liquidity and credit of colonial and foreign government debt in the London Stock Exchange (1880-1910)

Paper: swp555, 02.10.2015

JEL: G12, N2, N23, N43

Household debt and spending in the United Kingdom

Paper: swp554, 02.10.2015

JEL: D10, D11, D14, E21

Dynamic term structure models: the best way to enforce the zero lower bound in the United States

Paper: swp550, 25.09.2015

JEL: C10, C50, G12

The informational content of market-based measures of inflation expectations derived from government bonds and inflation swaps in the United Kingdom

Paper: swp551, 25.09.2015

JEL: C40, E31, E43, E52, G12

Volatility contagion: new evidence from market pricing of volatility risk

Paper: swp552, 25.09.2015

JEL: C58, F36, G12, G13, G15

How much do investors pay for houses?

Paper: swp549, 18.09.2015

JEL: R21, R31

Regulatory arbitrage in action: evidence from banking flows and macroprudential policy

Paper: swp546, 11.09.2015

JEL: F32, F34, G21

Extreme downside risk and financial crises

Paper: swp547, 11.09.2015

JEL: C13, C14, C58, G10, G11, G12

A heterogeneous agent model for assessing the effects of capital regulation on the interbank money market under a corridor system

Paper: swp548, 11.09.2015

JEL: E43, E58, G12

Into the light: dark pool trading and intraday market quality on the primary exchange

Paper: swp545, 11.09.2015

JEL: G10, G12, G14, G18

Exchange rate regimes and current account adjustment: an empirical investigation

Paper: swp544, 21.08.2015

JEL: F31, F32, F33, F41

Market beliefs about the UK monetary policy lift-off horizon: a no-arbitrage shadow rate term structure model approach

Paper: swp541, 14.08.2015

JEL: C10, C50, G12

Unconventional monetary policies and the macroeconomy: the impact of the United Kingdoms QE2 and Funding for Lending Scheme

Paper: swp542, 14.08.2015

Interest rates, debt and intertemporal allocation: evidence from notched mortgage contracts in the United Kingdom

Paper: swp543, 14.08.2015

JEL: D14, D91, E21, E43, G21, R22

The rate elasticity of retail deposits in the United Kingdom: a macroeconomic investigation

Paper: swp540, 07.08.2015

JEL: C11, E40, G21

Evaluating UK point and density forecasts from an estimated DSGE model: the role of off-model information over the financial crisis

Paper: swp538, 31.07.2015

JEL: C53, E12, E17

Bank leverage, credit traps and credit policies

Paper: swp539, 31.07.2015

JEL: E58, G01, G21

Export dynamics since the Great Trade Collapse: a cross-country analysis

Paper: swp535, 24.07.2015

JEL: C23, F14, F17

What do stock markets tell us about exchange rates?

Paper: swp537, 24.07.2015

JEL: F31, G15

Safe haven currencies: a portfolio perspective

Paper: swp533, 17.07.2015

JEL: F31, G15

What moves international stock and bond markets?

Paper: swp534, 17.07.2015

JEL: F31, G15

Towards a New Keynesian theory of the price level

Paper: swp532, 10.07.2015

JEL: D82, D84, E31, E52

The UK productivity puzzle 200813: evidence from British businesses

Paper: swp531, 23.06.2015

JEL: E3, L11, O47

Cross-country co-movement in long-term interest rates: a DSGE approach

Paper: swp530, 19.06.2015

JEL: F41, F44, G15

Forecasting with VAR models: fat tails and stochastic volatility

Paper: wp528, 29.05.2015

JEL: C11, C32, C52

Banks are not intermediaries of loanable funds

Paper: wp529, 29.05.2015

JEL: E44, E52, G21

Can a data-rich environment help identify the sources of model misspecification?

Paper: wp527, 27.03.2015

JEL: C32, C52

Filtered historical simulation Value-at-Risk models and their competitors

Paper: wp525, 06.03.2015

JEL: C58, G18, G32

A joint affine model of commodity futures and US Treasury yields

Paper: wp526, 06.03.2015

JEL: E43, G13, Q40

Interactions among high-frequency traders

Paper: wp523, 20.02.2015

JEL: G10, G12, G14

On a tight leash: does bank organisational structure matter for macroprudential spillovers?

Paper: wp524, 20.02.2015

JEL: E51, E58, G21, G28

Global liquidity, house prices and the macroeconomy: evidence from advanced and emerging economies

Paper: wp522, 24.01.2015

JEL: C32, E44, F44

A forecast evaluation of expected equity return measures

Paper: wp520, 16.01.2015

JEL: G10, G11, G12, G17

Do contractionary monetary policy shocks expand shadow banking?

Paper: wp521, 16.01.2015

JEL: E43, E5, E52, G20, G21

Long-term unemployment and convexity in the Phillips curve

Paper: wp519, 19.12.2014

JEL: C22, E24, E32, J64

Evaluating the robustness of UK term structure decompositions using linear regression methods

Paper: wp518, 05.12.2014

JEL: E43, G10, G12

Mapping the UK interbank system

Paper: wp516, 28.11.2014

JEL: D85, G21, L14

Optimal contracts, aggregate risk and the financial accelerator

Paper: wp517, 28.11.2014

JEL: C32, E32

The Bank of England Credit Conditions Survey

Paper: wp515, 21.11.2014

JEL: C23, E43, E51, E52

The Bank of England Credit Conditions Survey

Paper: 515, 21.11.2014

JEL: C23, E43, E51, E52

Optimal monetary policy in the presence of human capital depreciation during unemployment

Paper: 514, 24.10.2014

JEL: E24, E52, J64

Variations in liquidity provision in real-time payment systems

Paper: wp513, 17.10.2014

JEL: E42

Policy uncertainty spillovers to emerging markets - evidence from capital flows

Paper: wp512, 26.09.2014

JEL: F21, F32, F42

QE and the bank lending channel in the United Kingdom

Paper: wp511, 19.09.2014

JEL: E51, E52, G20

QE and the bank lending channel in the United Kingdom

Paper: wp511, 19.09.2014

JEL: E51, E52, G20

Exploiting the monthly data flow in structural forecasting

Paper: wp509, 12.09.2014

JEL: C33, C53, E30

Institutional investor portfolio allocation, quantitative easing and the global financial crisis

Paper: wp510, 12.09.2014

JEL: C22, C23, E61, E65, G11

How does credit supply respond to monetary policy and bank minimum capital requirements?

Paper: wp508, 05.09.2014

JEL: E44, E51, E52, G18, G21

Quantitative easing and bank lending: a panel data approach

Paper: wp504, 22.08.2014

JEL: E52, G21

The cost of human capital depreciation during unemployment

Paper: wp505, 22.08.2014

JEL: E24, E31, E52

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