Details about Robert Czech

Access statistics for papers by Robert Czech.

Last updated 2024-12-07. Update your information in the RePEc Author Service.

Short-id: pcz20

Working Papers

2024

1. LASH risk and Interest Rates
   Discussion Papers, Centre for Macroeconomics (CFM)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2024)
   Bank of England working papers, Bank of England (2024)

2023

2. Dash for Dollars
   Discussion Papers, Centre for Macroeconomics (CFM)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
3. The market for inflation risk
   Bank of England working papers, Bank of England View citations (2)

2022

4. FX option volume
   Bank of England working papers, Bank of England View citations (1)
5. Informed trading and the dynamics of client-dealer connections in corporate bond markets
   Bank of England working papers, Bank of England View citations (2)
   Also in Discussion Papers, Centre for Macroeconomics (CFM) (2020) View citations (6)

2021

6. An unintended consequence of holding dollar assets
   Bank of England working papers, Bank of England View citations (8)
7. Informed trading in government bond markets
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (11)
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2021) View citations (11)
   Bank of England working papers, Bank of England (2020) View citations (4)
   See also Journal Article Informed trading in government bond markets, Journal of Financial Economics, Elsevier (2021) View citations (7) (2021)

2019

8. Credit default swaps and corporate bond trading
   Bank of England working papers, Bank of England View citations (4)
   See also Journal Article Credit default swaps and corporate bond trading, Journal of Financial Intermediation, Elsevier (2021) View citations (3) (2021)

2017

9. Investor behaviour and reaching for yield: evidence from the sterling corporate bond market
   Bank of England working papers, Bank of England View citations (11)
   See also Journal Article Investor behaviour and reaching for yield: Evidence from the sterling corporate bond market, Financial Markets, Institutions & Instruments, John Wiley & Sons (2019) View citations (1) (2019)

Journal Articles

2022

1. Comment on "Open-ended bond funds: systemic risks and policy implications" by Stijn Claessens and Ulf Lewrick
   Aussenwirtschaft, 2022, 72, (01), 63-66

2021

2. Credit default swaps and corporate bond trading
   Journal of Financial Intermediation, 2021, 48, (C) View citations (3)
   See also Working Paper Credit default swaps and corporate bond trading, Bank of England working papers (2019) View citations (4) (2019)
3. Informed trading in government bond markets
   Journal of Financial Economics, 2021, 142, (3), 1253-1274 View citations (7)
   See also Working Paper Informed trading in government bond markets, LSE Research Online Documents on Economics (2021) View citations (11) (2021)

2019

4. Investor behaviour and reaching for yield: Evidence from the sterling corporate bond market
   Financial Markets, Institutions & Instruments, 2019, 28, (5), 347-379 View citations (1)
   See also Working Paper Investor behaviour and reaching for yield: evidence from the sterling corporate bond market, Bank of England working papers (2017) View citations (11) (2017)