Details about Simon P. Lloyd

Access statistics for papers by Simon P. Lloyd.

Last updated 2021-04-08. Update your information in the RePEc Author Service.

Short-id: pll36

Working Papers

2020

1. Exchange rate risk and business cycles
   Bank of England working papers, Bank of England
   Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2019) View citations (2)
2. Le Pont de Londres: interactions between monetary and prudential policies in cross-border lending
   Bank of England working papers, Bank of England View citations (2)
   Also in Working papers, Banque de France (2020) View citations (2)
   See also Journal Article in Review of International Economics (2021)
3. The interaction between macroprudential policy and monetary policy: overview
   Bank of England working papers, Bank of England View citations (1)
   See also Journal Article in Review of International Economics (2021)

2019

4. In the face of spillovers: prudential policies in emerging economies
   Working Paper Series, European Central Bank View citations (1)
   Also in Bank of England working papers, Bank of England (2019) View citations (5)
5. 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 in Cliometrica (2020)

2018

6. 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 (6)
   See also Journal Article in Journal of Banking & Finance (2020)
7. Mind the (current account) gap
   Bank of England Financial Stability Papers, Bank of England View citations (5)
8. Overnight index swap market-based measures of monetary policy expectations
   Bank of England working papers, Bank of England View citations (1)
   Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2017) View citations (5)

2017

9. 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 (7)

Journal Articles

2021

1. Le Pont de Londres: Interactions between monetary and prudential policies in cross‐border lending
   Review of International Economics, 2021, 29, (1), 61-86
   See also Working Paper (2020)
2. Overnight indexed swap-implied interest rate expectations
   Finance Research Letters, 2021, 38, (C)
3. The interaction between macroprudential policy and monetary policy: Overview
   Review of International Economics, 2021, 29, (1), 1-19
   See also Working Paper (2020)

2020

4. Estimating nominal interest rate expectations: Overnight indexed swaps and the term structure
   Journal of Banking & Finance, 2020, 119, (C) View citations (4)
   See also Working Paper (2018)
5. The impact of the 1932 General Tariff: a difference-in-difference approach
   Cliometrica, 2020, 14, (1), 41-60
   Also in Cliometrica, Journal of Historical Economics and Econometric History, 2020, 14, (1), 41-60 (2020)
   See also Working Paper (2019)

2018

6. 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

2020

1. 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