Details about Danny Walker

Access statistics for papers by Danny Walker.

Last updated 2026-01-29. Update your information in the RePEc Author Service.

Short-id: pwa1201

Working Papers

2024

1. Bond supply, yield drifts and liquidity provision before macroeconomic announcements
   BIS Working Papers, Bank for International Settlements
2. Fire sales of safe assets
   BIS Working Papers, Bank for International Settlements
   Also in Bank of England working papers, Bank of England (2024)

2023

3. Hedging, market concentration and monetary policy: a joint analysis of gilt and derivatives exposures
   Bank of England working papers, Bank of England View citations (2)

2021

4. Did the Covid-19 local lockdowns reduce business activity? Evidence from UK SMEs
   Bank of England working papers, Bank of England View citations (2)
5. Impacts of the Covid-19 crisis: evidence from 2 million UK SMEs
   Bank of England working papers, Bank of England View citations (4)

Journal Articles

2025

1. Yield drifts when issuance comes before macro news
   Journal of Financial Economics, 2025, 165, (C)