Details about Francis Breedon

Access statistics for papers by Francis Breedon.

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

Short-id: pbr179

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 View citations (1)

2019

2. Judgment Day: Algorithmic Trading Around The Swiss Franc Cap Removal
   Working Papers on Finance, University of St. Gallen, School of Finance View citations (2)
   Also in Working Papers on Finance, University of St. Gallen, School of Finance (2018) View citations (7)
   Bank of England working papers, Bank of England (2018) View citations (8)
   See also Journal Article in Journal of International Economics (2023)

2018

3. On the Transactions Costs of UK Quantitative Easing
   Working Papers, Queen Mary University of London, School of Economics and Finance View citations (7)
   Also in BIS Working Papers, Bank for International Settlements (2016) View citations (7)
   See also Journal Article in Journal of Banking & Finance (2018)

2015

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

2012

5. A Variance Decomposition of Index-Linked Bond Returns
   Working Papers, Queen Mary University of London, School of Economics and Finance View citations (1)
   See also Journal Article in Economics Letters (2012)
6. Intraday Patterns in FX Returns and Order Flow
   Working Papers, Queen Mary University of London, School of Economics and Finance
   Also in Working Papers, Swiss National Bank (2011) View citations (3)
   See also Journal Article in Journal of Money, Credit and Banking (2013)
7. The Financial Market Impact of UK Quantitative Easing
   Working Papers, Queen Mary University of London, School of Economics and Finance View citations (61)
   Also in Studies in Economics, School of Economics, University of Kent (2012) View citations (67)
   See also Journal Article in Oxford Review of Economic Policy (2012)
   Chapter (2012)
8. Unemployment A Variance Decomposition of Index-Linked Bond Returns
   Economics, Department of Economics, Central bank of Iceland

2011

9. Exchange Rate Policy in Small Rich Economies
   Working Papers, Queen Mary University of London, School of Economics and Finance View citations (2)
   Also in Economics, Department of Economics, Central bank of Iceland (2011) View citations (4)
   See also Journal Article in Open Economies Review (2012)

2010

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

2004

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

1998

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

1997

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

1996

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

1995

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

1993

20. House prices, arrears and possessions: A three equation model for the UK
    Bank of England working papers, Bank of England View citations (23)
21. M0: Causes and Consequences
    Bank of England working papers, Bank of England 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)
   See also Working Paper (2019)

2018

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

2016

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

2013

4. Intraday Patterns in FX Returns and Order Flow
   Journal of Money, Credit and Banking, 2013, 45, (5), 953-965 View citations (28)
   Also in Journal of Money, Credit and Banking, 2013, 45, (5), 953-965 (2013) View citations (13)
   See also Working Paper (2012)

2012

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

2010

8. 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 View citations (39)
9. Differences in beliefs and currency risk premiums
   Journal of Financial Economics, 2010, 98, (3), 415-438 View citations (54)

2007

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

2006

11. 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 View citations (2)

2003

12. Investigating Excess Returns from Nominal Bonds
    Oxford Bulletin of Economics and Statistics, 2003, 65, (1), 73-90 View citations (5)
13. 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 View citations (69)

2001

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

2000

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

1999

17. 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

18. 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 View citations (68)
   See also Working Paper (2012)
   Journal Article in Oxford Review of Economic Policy (2012)

2001

2. 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 View citations (2)
3. 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 View citations (12)