Details about Simon P. Lloyd

Access statistics for papers by Simon P. Lloyd.

Last updated 2024-09-18. Update your information in the RePEc Author Service.

Short-id: pll36

Working Papers

2024

1. Controls, Not Shocks: Estimating Dynamic Causal Effects in Macroeconomics
   Discussion Papers, Centre for Macroeconomics (CFM)
   Also in Bank of England working papers, Bank of England (2024)

2023

2. Capital Controls and Free-Trade Agreements
   Janeway Institute Working Papers, Faculty of Economics, University of Cambridge
   Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2023)
   Discussion Papers, Centre for Macroeconomics (CFM) (2023)
3. Capital Controls and Trade Policy
   NBER Working Papers, National Bureau of Economic Research, Inc
   See also Journal Article Capital controls and trade policy, Journal of International Economics, Elsevier (2024) (2024)
4. Financial services trade restrictions and lending from an international financial centre
   Bank of England working papers, Bank of England
5. Global Value Chains and International Risk Sharing
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
6. Granular Banking Flows and Exchange-Rate Dynamics
   Janeway Institute Working Papers, Faculty of Economics, University of Cambridge
   Also in Bank of England working papers, Bank of England (2023) View citations (1)
7. Negative rates, monetary policy transmission and cross-border lending via international financial centres
   Bank of England working papers, Bank of England
   Also in Working Paper Series, European Central Bank (2023)
8. The transmission of macroprudential policy in the tails: evidence from a narrative approach
   Bank of England working papers, Bank of England View citations (1)
   Also in ESRB Working Paper Series, European Systemic Risk Board (2023)

2022

9. Aggregation Across Each Nation: Aggregator Choice and Macroeconomic Dynamics
   (Agrégation entre pays: choix d’agrégateur et dynamiques macroéconomiques)
   Working papers, Banque de France
   Also in Bank of England working papers, Bank of England (2022) View citations (1)
10. Macro-financial policy in an international financial centre: the United Kingdom experience since the global financial crisis
    CEPR Discussion Papers, C.E.P.R. Discussion Papers

2021

11. Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk
    Janeway Institute Working Papers, Faculty of Economics, University of Cambridge View citations (4)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2021) View citations (4)
    Bank of England working papers, Bank of England (2021) View citations (6)
    See also Journal Article Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk, IMF Economic Review, Palgrave Macmillan (2024) (2024)

2020

12. Exchange rate risk and business cycles
    Bank of England working papers, Bank of England View citations (2)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2019) View citations (3)
13. Le Pont de Londres: interactions between monetary and prudential policies in cross-border lending
    Working papers, Banque de France View citations (3)
    Also in Bank of England working papers, Bank of England (2020) View citations (3)
    See also Journal Article Le Pont de Londres: Interactions between monetary and prudential policies in cross‐border lending, Review of International Economics, Wiley Blackwell (2021) View citations (5) (2021)
14. The interaction between macroprudential policy and monetary policy: overview
    Bank of England working papers, Bank of England View citations (9)
    See also Journal Article The interaction between macroprudential policy and monetary policy: Overview, Review of International Economics, Wiley Blackwell (2021) View citations (13) (2021)

2019

15. In the face of spillovers: prudential policies in emerging economies
    Bank of England working papers, Bank of England View citations (16)
    Also in Working Paper Series, European Central Bank (2019) View citations (13)
    See also Journal Article In the face of spillovers: Prudential policies in emerging economies, Journal of International Money and Finance, Elsevier (2022) View citations (10) (2022)
16. The Impact of the 1932 General Tariff: A Difference-in-Difference Approach
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
    See also Journal Article The impact of the 1932 General Tariff: a difference-in-difference approach, Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC) (2020) View citations (2) (2020)

2018

17. Estimating nominal interest rate expectations: overnight indexed swaps and the term structure
    Bank of England working papers, Bank of England
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2017) View citations (9)
    See also Journal Article Estimating nominal interest rate expectations: Overnight indexed swaps and the term structure, Journal of Banking & Finance, Elsevier (2020) View citations (7) (2020)
18. Mind the (current account) gap
    Bank of England Financial Stability Papers, Bank of England View citations (6)
19. Overnight index swap market-based measures of monetary policy expectations
    Bank of England working papers, Bank of England View citations (6)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2017) View citations (6)

2017

20. Unconventional Monetary Policy and the Interest Rate Channel: Signalling and Portfolio Rebalancing
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (11)

Journal Articles

2024

1. Capital controls and trade policy
   Journal of International Economics, 2024, 151, (C)
   See also Working Paper Capital Controls and Trade Policy, NBER Working Papers (2023) (2023)
2. Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk
   IMF Economic Review, 2024, 72, (1), 335-392
   See also Working Paper Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk, Janeway Institute Working Papers (2021) View citations (4) (2021)
3. The asymmetric effects of quantitative tightening and easing on financial markets
   Economics Letters, 2024, 238, (C) View citations (1)

2022

4. In the face of spillovers: Prudential policies in emerging economies
   Journal of International Money and Finance, 2022, 122, (C) View citations (10)
   See also Working Paper In the face of spillovers: prudential policies in emerging economies, Bank of England working papers (2019) View citations (16) (2019)

2021

5. Le Pont de Londres: Interactions between monetary and prudential policies in cross‐border lending
   Review of International Economics, 2021, 29, (1), 61-86 View citations (5)
   See also Working Paper Le Pont de Londres: interactions between monetary and prudential policies in cross-border lending, Working papers (2020) View citations (3) (2020)
6. No economy is an island: how foreign shocks affect UK macrofinancial stability
   Bank of England Quarterly Bulletin, 2021, 61, (3), 1-1 View citations (3)
7. Overnight indexed swap-implied interest rate expectations
   Finance Research Letters, 2021, 38, (C) View citations (4)
8. The interaction between macroprudential policy and monetary policy: Overview
   Review of International Economics, 2021, 29, (1), 1-19 View citations (13)
   See also Working Paper The interaction between macroprudential policy and monetary policy: overview, Bank of England working papers (2020) View citations (9) (2020)

2020

9. Estimating nominal interest rate expectations: Overnight indexed swaps and the term structure
   Journal of Banking & Finance, 2020, 119, (C) View citations (7)
   See also Working Paper Estimating nominal interest rate expectations: overnight indexed swaps and the term structure, Bank of England working papers (2018) (2018)
10. The impact of the 1932 General Tariff: a difference-in-difference approach
    Cliometrica, Journal of Historical Economics and Econometric History, 2020, 14, (1), 41-60 View citations (2)
    Also in Cliometrica, 2020, 14, (1), 41-60 (2020) View citations (2)
    See also Working Paper The Impact of the 1932 General Tariff: A Difference-in-Difference Approach, Cambridge Working Papers in Economics (2019) (2019)

2018

11. From the Middle Kingdom to the United Kingdom: spillovers from China
    Bank of England Quarterly Bulletin, 2018, 58, (2), 11-20 View citations (2)

Chapters

2023

1. Macro-Financial Policy in an International Financial Centre: The UK Experience Since the Global Financial Crisis
   Chapter 10 in MACRO-FINANCIAL STABILITY POLICY IN A GLOBALISED WORLD: LESSONS FROM INTERNATIONAL EXPERIENCE Selected Papers from the Asian Monetary Policy Forum 2021 Special Edition and MAS-BIS Conference, 2023, pp 184-223

2020

2. Emerging market currency risk around ‘global disasters’: Evidence from the Global Financial Crisis and the COVID-19 crisis
   Chapter 1 in COVID-19 in Developing Economies, 2020, vol. 1, pp 342-352 View citations (5)