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Details about Danny Walker

Workplace:Bank of England, (more information at EDIRC)

Access statistics for papers by Danny Walker.

Last updated 2026-10-21. Update your information in the RePEc Author Service.

Short-id: pwa1201

Jump to Journal Articles

Working Papers

2025

  1. Yield drifts when issuance comes before macro news
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads
    See also Journal Article Yield drifts when issuance comes before macro news, Journal of Financial Economics, Elsevier (2025) Downloads View citations (1) (2025)

2024

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

2023

  1. Hedging, market concentration and monetary policy: a joint analysis of gilt and derivatives exposures
    Bank of England Staff Working Paper series, Bank of England Downloads View citations (2)

2021

  1. Did the Covid-19 local lockdowns reduce business activity? Evidence from UK SMEs
    Bank of England Staff Working Paper series, Bank of England Downloads View citations (3)
  2. Impacts of the Covid-19 crisis: evidence from 2 million UK SMEs
    Bank of England Staff Working Paper series, Bank of England Downloads View citations (4)

Journal Articles

2025

  1. Yield drifts when issuance comes before macro news
    Journal of Financial Economics, 2025, 165, (C) Downloads View citations (1)
    See also Working Paper Yield drifts when issuance comes before macro news, LSE Research Online Documents on Economics (2025) Downloads (2025)
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