bank of england working papers

Does energy efficiency predict mortgage performance? Volatility in equity markets and monetary policy rate uncertainty, Resolution of financial distress under agency frictions, Initial margin model sensitivity analysis and volatility estimation, Interactions among High-Frequency Traders, Statistical mechanics of complex economies, Managing market liquidity risk in central counterparties, Central Counterparties (CCPs) and the law of default management, Household debt and the dynamic effects of income tax changes. Access Statistics for this working paper series. The BoC-BoE Sovereign Default Database revisited: what’s new in 2018? Would you like to give more detail? The Bank of England/NMG Survey of household finances (G Anderson, P Bunn, A Pugh and A Uluc) Fiscal Studies, Vol. Press Spacebar or Enter to select, This page was last updated 07 January 2020. Research reports that are completed at the Bank of Finland are published at first as Research Discussion Papers.

The spillovers, interactions, and (un)intended consequences of monetary and regulatory policies, International banking and cross-border effects of regulation: lessons from the Netherlands, International banking and cross-border effects of regulation: lessons from the United Kingdom, Least squares estimation of large dimensional threshold factor models, Tail risk dynamics in stock returns: links to the macroeconomy and global markets connectedness, I’ve got you under my skin: large central counterparty financial resources and the incentives they create, Estimating ‘hedge and auction’ liquidation costs in central counterparties: a closeout risk approach, The two faces of cross-border banking flows, In the face of spillovers: prudential policies in emerging economies, The Brexit vote, productivity growth and macroeconomic adjustments in the United Kingdom, Optimal inflation and the identification of the Phillips curve, Four years of concurrent stress testing at the Bank of England: developing the macroprudential perspective, Do unit labour costs matter?

For more information on how these cookies work please see our Cookie policy. Bank capital requirements and loan collateralization, Identifying ‘Uber Risk’: central banks’ analytics aid stability, Threshold-based forward guidance: hedging the zero bound, The consumption response to positive and negative income changes, Labour market adjustment in Europe during the crisis: microeconomic evidence from the Wage Dynamics Network survey, The leverage ratio, risk-taking and bank stability, Capital requirements, risk shifting and the mortgage market, Climate change: macroeconomic impact and implications for monetary policy. The Bank’s working paper series can be found at www.bankofengland.co.uk/working-paper/staff-working-papers Bank of England, Threadneedle Street, London, EC2R 8AH Email publications@bankofengland.co.uk © Bank of England 2020 ISSN 1749-9135 (on-line) 155 Number of pages: 43 Posted: 15 Oct 2002. On a tight leash:  Does bank organizational structure matter for macroprudential spillovers? Climate change: what implications for central banks and financial regulators? They are addressed to experts, so readers … The impact of the regulatory valuation regime on insurers’ investment behaviour, Short-time work in the Great Recession: firm-level evidence from 20 EU countries, Predictive regressions under asymmetric loss: factor augmentation and model selection, Forecasting the UK economy: alternative forecasting methodologies and the role of off-model information, Notes on the Underground: monetary policy in resource‐rich economies, Credit traps and macroprudential leverage, Output gaps, inflation and financial cycles in the UK, Labor market frictions, monetary policy and durable goods, Foreign booms, domestic busts: the global dimension of banking crises, Brexit and uncertainty: insights from the Decision Maker Panel, Partisan conflict, policy uncertainty and aggregate corporate cash holdings, Financial market volatility, macroeconomic fundamentals and investor sentiment, Leverage and risk-weighted capital requirements, Macroeconomic modelling at the Institute: hopes, challenges and a lasting contribution, The shocks matter: improving our estimates of exchange rate pass-through, Macroeconomic uncertainty in South Africa, Capital requirements, monetary policy and risk shifting in the mortgage market, Monetary and macroprudential policies under rules and discretion, Fiscal consequences of structural reform under constrained monetary policy, The time value of housing: historical evidence on discount rates. Press Spacebar or Enter to select. See the RePEc data check for the archive and series. Solvency II in the UK - evolution rather than revolution (David Humphry), Chapter in Marano, P and Siri, M (eds), Insurance regulation in the European Union - Solvency II and beyond, Palgrave Macmillan. By clicking ‘Accept recommended settings’ on this banner, you accept our use of optional cookies. 5, No. The series distributes information on key research areas and results that are topical from the viewpoint of the Bank's strategic aims.

We use necessary cookies to make our site work (for example, to manage your session). Our new research is released in our ‘Staff Working papers’ series. Negative equity, income shocks and institutions as determinants of mortgage default, The effect of house prices on household borrowing: a new approach, Enterprise vs. product logic: the industrial reorganisation corporation and the rationalisation of the British electrical/electronics industry, A time-varying parameter structural model of the UK economy, Unstable diffusion indexes: with an application to bond risk premia, Some principles for regulating cyber risk, Editorial: International spillovers of monetary policy through global banks: introduction to the special issue, The international transmission of monetary policy, The international transmission of monetary policy through financial centres: evidence from the United Kingdom and Hong Kong.

Our mission is to deliver monetary and financial stability for the people of the United Kingdom. Deposit withdrawals from distressed banks: client relationships matter, Text mining letters from financial regulators to firms they supervise, Identifying noise shocks: a VAR with data revisions, Enhancing central bank communications using simple and relatable information, The long-run information effect of central bank communication, Investor behaviour and reaching for yield: evidence from the sterling corporate bond market, Multiplex network analysis of the UK over‐the‐counter derivatives market, Forecasting the UK economy with a medium-scale Bayesian VAR, A new approach for detecting shifts in forecast accuracy, The invisible hand of the government: moral suasion during the European sovereign debt crisis, The determinants of credit union failure: insights from the United Kingdom, Three triggers? An elusive panacea?

Staff working papers set out research in progress by our staff, with the aim of encouraging comments and debate. Is your work missing from RePEc? Access Statistics for this working paper series. Would you like to give more detail? I present a model of cryptocurrency price formation that endogenizes both the financial market for coins and the fee-based market for blockchain space. We’d also like to use some non-essential cookies (including third-party cookies) to help us improve the site.

Our use of cookies. The RePEc plagiarism page. The Bank of Japan Working Paper Series is a compilation of the results of research activities of the Bank's staff and outside researchers. Necessary cookies enable core functionality on our website such as security, network management, and accessibility. (Evangelos Benos, Pedro Gurrola-Perez and Michael Wood), Journal of Financial Market Infrastructures, Vol. 43 Pages Posted: 15 Oct 2002. This page was last updated 09 September 2020.

From Bank of England Bank of England, Threadneedle Street, London, EC2R 8AH.

Impact of IFRS 9 on the cost of funding of banks in Europe, Le Pont de Londres: interactions between monetary and prudential policies in cross-border lending, Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach, The 3 E’s of central bank communication with the public, Compositional nature of firm growth and aggregate fluctuations, Eight centuries of global real interest rates, R-G, and the ‘suprasecular’ decline, 1311–2018, Changing supply elasticities and regional housing booms, All you need is cash: corporate cash holdings and investment after the financial crisis, The empirics of granular origins: some challenges and solutions with an application to the UK, Macroeconomic effects of political risk shocks, Capital and liquidity interaction in banking, Platform competition and incumbency advantage under heterogeneous switching cost — exploring the impact of data portability, Simulating liquidity stress in the derivatives market, UK house prices and three decades of decline in the risk‑free real interest rate, The role of households’ borrowing constraints in the transmission of monetary policy. Bank of England Working Paper No. What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks? The case of the UK, Does bonus cap curb risk taking? They are published to stimulate discussion and contribute to the advancement of our knowledge of economic matters. EconPapers Home The Working Papers constitute “work in progress”.

We publish our research to encourage comments and debate. Understanding US export dynamics: does modelling the extensive margin of exports help? 101, View more Research publications and events, Thanks! Our Working Paper Series (WPS) disseminates economic research relevant to the various tasks and functions of the ECB, and provides a conceptual and empirical basis for policy-making. The Bank's intention in introducing the series is to welcome a wide range of comments from research institutes and researchers in Japan and abroad. Track citations for all items by RSS feed Staff working papers set out research in progress by our staff, with the aim of encouraging comments and debate. We use necessary cookies to make our site work (for example, to manage your session). Questions or problems?

Bank of England working papers. contribute. Macroprudential policy in a globalised world, Monetary policy, corporate finance and investment, House price dynamics, optimal LTV limits and the liquidity trap. 1; Price discovery and the cross-section of high-frequency trading (E Benos and S Sagade) Journal of Financial Markets, Vol. About EconPapers, Working Papers

Journal Articles You may disable these by changing your browser settings, but this may affect how the website functions. We use analytics cookies so we can keep track of the number of visitors to various parts of the site and understand how our website is used. A cryptocurrency has two distinctive features: a price determined by the extent of its usage as money, and a blockchain structure that restricts settlement capacity. The aim of the series is also to inspire discussion among experts. Cookies at EconPapers, The RePEc blog

Workers, capitalists, and the government: fiscal policy and income (re)distribution, The missing link: monetary policy and the labor share, High water, no marks?

37, Issue 1; The role of collateral in supporting liquidity (Y Baranova, Z Liu and J Noss) Journal of Financial Market Infrastructures, Vol. 5, No.

We aim to attract and develop world-class researchers, and foster an environment that supports creative freedom and engagement with global research communities. How does financial liberalisation affect the influence of monetary policy on the current account? We’d also like to use some non-essential cookies (including third-party cookies) to help us improve the site. Funding constraints and liquidity in two-tiered OTC markets, Measuring systemic risk in the European banking sector: a copula CoVaR approach, Climate change challenges for central banks and financial regulators, The consumption response to positive and negative income shocks, Stabilising house prices: the role of housing futures trading, Uncertainty, financial frictions, and nominal rigidities: a quantitative investigation. We use analytics cookies so we can keep track of the number of visitors to various parts of the site and understand how our website is used.

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