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Bank of England working papers
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328: Cash-in-the-market pricing and optimal resolution of bank failures
Viral V. Acharya and Tanju Yorulmazer 327: A model of market surprises
Lavan Mahadeva 326: Asset pricing implications of a New Keynesian model
Bianca De Paoli , Alasdair Scott and Olaf Weeken 325: Inter-industry contagion between UK life insurers and UK banks: an event study
Marco Stringa and Allan Monks 324: Housing equity as a buffer: evidence from UK households
Andrew Benito 323: Forecast combination and the Bank of England’s suite of statistical forecasting models
George Kapetanios , Vincent Labhard and Simon Price 322: An affine macro-factor model of the UK yield curve
Peter Lildholdt , Nikolaos Panigirtzoglou and Chris Peacock 321: Comparing the pre-settlement risk implications of alternative clearing arrangements
John P Jackson and Mark J Manning 320: The real exchange rate and quality improvements
Karen Dury and Özlem Oomen 319: Too many to fail - an analysis of time-inconsistency in bank closure policies
Viral V. Acharya and Tanju Yorulmazer 318: Does Asia's choice of exchange rate regime affect Europe's exposure to US shocks?
Bojan Markovic and Laura Povoledo 317: Corporate debt and financial balance sheet adjustment: a comparison of the United States, the United Kingdom, France and Germany
Peter Gibbard and Ibrahim Stevens 316: Financial infrastructure and corporate governance
Helen Allen , Grigoria Christodoulou and Stephen Millard 315: Do announcements of bank acquisitions in emerging markets create value?
Farouk Soussa and Tracy Wheeler 314: Consumer credit conditions in the United Kingdom
Emilio Fernandez-Corugedo and John Muellbauer 313: Bank capital channels in the monetary transmission mechanism
Bojan Markovic 312: Exchange rate pass-through into UK import prices
Haroon Mumtaz , Özlem Oomen and Jian Wang 311: The yen real exchange rate may be stationary after all: evidence from non-linear unit root tests
Georgios Chortareas and George Kapetanios 310: Returns to equity, investment and Q: evidence from the United Kingdom
Simon Price and Christoph Schleicher 309: Fundamental inflation uncertainty
Charlotta Groth , Jarkko Jääskelä and Paolo Surico 308: Optimal emerging market fiscal policy when trend output growth is unobserved
Gregory Thwaites 307: Fiscal rules for debt sustainability in emerging markets: the impact of volatility and default risk
Adrian Penalver and Gregory Thwaites 306: Consumption excess sensitivity, liquidity constraints and the collateral role of housing
Andrew Benito and Haroon Mumtaz 305: Bank capital, asset prices and monetary policy
David Aikman and Matthias Paustian 304: Procyclicality, collateral values and financial stability
Prasanna Gai , Peter Kondor and Nicholas Vause 303: The danger of inflating expectations of macroeconomic stability: heuristic switching in an overlapping generations monetary model
Alex Brazier , Richard John Harrison , Mervyn King and Anthony Yates 302: International and intranational consumption risk sharing: the evidence for the United Kingdom and OECD
Vincent Labhard and Michael Sawicki 301: The welfare benefits of stable and efficient payment systems
Stephen Millard and Matthew Willison 300: Elasticities, markups and technical progress: evidence from a state-space approach
Colin Ellis 299: Optimal discretionary policy in rational expectations models with regime switching
Richhild Moessner 298: Optimal monetary policy in Markov-switching models with rational expectations agents
Andrew Peter Blake and Fabrizio Zampolli 297: Optimal monetary policy in a regime-switching economy: the response to abrupt shifts in exchange rate dynamics
Fabrizio Zampolli 296: Sterling implications of a US current account reversal
Morten Spange and Pawel Zabczyk 295: Productivity growth, adjustment costs and variable factor utilisation: the UK case
Charlotta Groth , Soledad Nuñez and Sylaja Srinivasan 294: How does the down-payment constraint affect the UK housing market?
Andrew Benito 293: Resolving banking crises - an analysis of policy options
Misa Tanaka and Glenn Hoggarth 292: Switching costs in the market for personal current accounts: some evidence for the United Kingdom
Céline Gondat-Larralde and Erlend Nier 291: Affine term structure models for the foreign exchange risk premium
Luca Benati 290: UK monetary regimes and macroeconomic stylised facts
Luca Benati 289: Defined benefit company pensions and corporate valuations: simulation and empirical evidence from the United Kingdom
Kamakshya Trivedi and Garry Young 288: The price puzzle: fact or artefact?
Efrem Castelnuovo and Paolo Surico 287: Assessing central counterparty margin coverage on futures contracts using GARCH models
Raymond Knott and Marco Polenghi 286: Modelling the cross-border use of collateral in payment systems
Mark J Manning and Matthew Willison 285: The New Keynesian Phillips Curve in the United States and the euro area: aggregation bias, stability and robustness
Bergljot Barkbu , Vincenzo Cassino , Aileen Gosselin-Lotz and Laura Piscitelli 284: Modelling manufacturing inventories
John Tsoukalas 283: Measuring investors' risk appetite
Prasanna Gai and Nicholas Vause 282: Stress tests of UK banks using a VAR approach
Glenn Hoggarth , Steffen Sorensen and Lea Zicchino 281: Monetary policy and data uncertainty
Jarkko Jääskelä and Anthony Yates 280: A quality-adjusted labour input series for the United Kingdom (1975-2002)
Venetia Bell , Pablo Burriel and Jerry Jones 279: Monetary policy and private sector misperceptions about the natural level of output
Jarkko Jääskelä and Jack McKeown
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