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Details about Francis Breedon

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Workplace:School of Economics and Finance, Queen Mary University of London, (more information at EDIRC)

Access statistics for papers by Francis Breedon.

Last updated 2023-02-12. Update your information in the RePEc Author Service.

Short-id: pbr179


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Working Papers

2021

  1. The currency that came in from the cold - Capital controls and the information content of order flow
    Economics, Department of Economics, Central bank of Iceland Downloads View citations (1)

2019

  1. Judgment Day: Algorithmic Trading Around The Swiss Franc Cap Removal
    Working Papers on Finance, University of St. Gallen, School of Finance Downloads View citations (2)
    Also in Working Papers on Finance, University of St. Gallen, School of Finance (2018) Downloads View citations (7)
    Bank of England working papers, Bank of England (2018) Downloads View citations (8)

    See also Journal Article in Journal of International Economics (2023)

2018

  1. On the Transactions Costs of UK Quantitative Easing
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (7)
    Also in BIS Working Papers, Bank for International Settlements (2016) Downloads View citations (7)

    See also Journal Article in Journal of Banking & Finance (2018)

2015

  1. Carry Trades, Order Flow and the Forward Bias Puzzle
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (1)
    See also Journal Article in Journal of Money, Credit and Banking (2016)

2012

  1. A Variance Decomposition of Index-Linked Bond Returns
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (1)
    See also Journal Article in Economics Letters (2012)
  2. Intraday Patterns in FX Returns and Order Flow
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads
    Also in Working Papers, Swiss National Bank (2011) Downloads View citations (3)

    See also Journal Article in Journal of Money, Credit and Banking (2013)
  3. The Financial Market Impact of UK Quantitative Easing
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (61)
    Also in Studies in Economics, School of Economics, University of Kent (2012) Downloads View citations (67)

    See also Journal Article in Oxford Review of Economic Policy (2012)
    Chapter (2012)
  4. Unemployment A Variance Decomposition of Index-Linked Bond Returns
    Economics, Department of Economics, Central bank of Iceland Downloads

2011

  1. Exchange Rate Policy in Small Rich Economies
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (2)
    Also in Economics, Department of Economics, Central bank of Iceland (2011) Downloads View citations (4)

    See also Journal Article in Open Economies Review (2012)

2010

  1. A Transaction Data Study of the Forward Bias Puzzle
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
    Also in Working Paper, Norges Bank (2010) Downloads View citations (7)

2004

  1. An Empirical Study of Liquidity and Information Effects of Order Flow on Exchange Rates
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (30)
    Also in Working Paper Series, European Central Bank (2004) Downloads View citations (21)
  2. Out in the cold? Iceland’s trade performance outside the EU
    Economics, Department of Economics, Central bank of Iceland Downloads View citations (3)

1998

  1. Electronic versus open outcry markets: The case of the Bund futures contract
    Bank of England working papers, Bank of England Downloads View citations (12)

1997

  1. Testing the predictive power of dividend yields: non-parametric evidence from the G5
    Bank of England working papers, Bank of England Downloads View citations (1)
  2. The Information Content of the Inflation Term Structure
    Bank of England working papers, Bank of England Downloads View citations (19)

1996

  1. Bidding and Information: Evidence from Gilt-Edged Auctions
    Bank of England working papers, Bank of England Downloads View citations (1)
    See also Journal Article in Economic Journal (2000)
  2. UK Asset Price Volatility Over the Last 50 Years
    Bank of England working papers, Bank of England Downloads View citations (10)
  3. Why do the LIFFE and DTB bund futures contracts trade at different prices?
    Bank of England working papers, Bank of England Downloads View citations (3)

1995

  1. Valuation of underwriting agreements for UK rights issues: evidence from the traded option market
    Bank of England working papers, Bank of England Downloads View citations (15)

1993

  1. House prices, arrears and possessions: A three equation model for the UK
    Bank of England working papers, Bank of England Downloads View citations (23)
  2. M0: Causes and Consequences
    Bank of England working papers, Bank of England Downloads View citations (18)
    See also Journal Article in The Manchester School of Economic & Social Studies (1996)

Journal Articles

2023

  1. Judgment day: Algorithmic trading around the Swiss franc cap removal
    Journal of International Economics, 2023, 140, (C) Downloads
    See also Working Paper (2019)

2018

  1. On the transactions costs of UK quantitative easing
    Journal of Banking & Finance, 2018, 88, (C), 347-356 Downloads View citations (6)
    See also Working Paper (2018)

2016

  1. Carry Trades, Order Flow, and the Forward Bias Puzzle
    Journal of Money, Credit and Banking, 2016, 48, (6), 1113-1134 Downloads View citations (18)
    See also Working Paper (2015)

2013

  1. Intraday Patterns in FX Returns and Order Flow
    Journal of Money, Credit and Banking, 2013, 45, (5), 953-965 Downloads View citations (28)
    Also in Journal of Money, Credit and Banking, 2013, 45, (5), 953-965 (2013) Downloads View citations (13)

    See also Working Paper (2012)

2012

  1. A variance decomposition of index-linked bond returns
    Economics Letters, 2012, 116, (1), 49-51 Downloads View citations (1)
    See also Working Paper (2012)
  2. Exchange Rate Policy in Small Rich Economies
    Open Economies Review, 2012, 23, (3), 421-445 Downloads View citations (9)
    See also Working Paper (2011)
  3. The financial market impact of UK quantitative easing
    Oxford Review of Economic Policy, 2012, 28, (4), 702-728 Downloads View citations (67)
    See also Chapter (2012)
    Working Paper (2012)

2010

  1. An empirical study of portfolio-balance and information effects of order flow on exchange rates
    Journal of International Money and Finance, 2010, 29, (3), 504-524 Downloads View citations (39)
  2. Differences in beliefs and currency risk premiums
    Journal of Financial Economics, 2010, 98, (3), 415-438 Downloads View citations (54)

2007

  1. Does the European Central Bank have a credibility problem?
    Economics Letters, 2007, 95, (3), 438-442 Downloads View citations (3)

2006

  1. Out in the cold? Iceland's trade performance outside the European Union and European Monetary Union
    Cambridge Journal of Economics, 2006, 30, (5), 723-736 Downloads View citations (2)

2003

  1. Investigating Excess Returns from Nominal Bonds
    Oxford Bulletin of Economics and Statistics, 2003, 65, (1), 73-90 Downloads View citations (5)
  2. Life on the outside: economic conditions and prospects outside euroland
    (Do domestic firms benefit from foreign direct investment? Evidence from Venezuela)
    Economic Policy, 2003, 18, (37), 573-613 Downloads View citations (69)

2001

  1. The Impact of Euro Notes and Coins
    CESifo Forum, 2001, 2, (03), 49-51 Downloads View citations (2)
  2. Wechselkurseffekte der Einführung von Euro-Bargeld
    ifo Schnelldienst, 2001, 54, (19), 24-26 Downloads

2000

  1. Bidding and Information: Evidence from Gilt-Edged Auctions
    Economic Journal, 2000, 110, (466), 963-84 View citations (8)
    See also Working Paper (1996)

1999

  1. Long-Term Real Interest Rates: Evidence on the Global Capital Market
    Oxford Review of Economic Policy, 1999, 15, (2), 128-42 View citations (32)

1996

  1. M0: Causes and Consequences
    The Manchester School of Economic & Social Studies, 1996, 64, (4), 371-87 View citations (5)
    See also Working Paper (1993)

Chapters

2012

  1. The financial market impact of UK quantitative easing
    A chapter in Threat of fiscal dominance?, 2012, vol. 65, pp 277-304 Downloads View citations (68)
    See also Working Paper (2012)
    Journal Article in Oxford Review of Economic Policy (2012)

2001

  1. FX impact of cross-border M&A
    A chapter in Market liquidity: proceedings of a workshop held at the BIS, 2001, vol. 02, pp 267-273 Downloads View citations (2)
  2. Market liquidity under stress: observations from the FX market
    A chapter in Market liquidity: proceedings of a workshop held at the BIS, 2001, vol. 02, pp 149-151 Downloads View citations (12)
 
Page updated 2023-03-27