Details about Anne Wetherilt

Access statistics for papers by Anne Wetherilt.

Last updated 2019-01-03. Update your information in the RePEc Author Service.

Short-id: pwe356

Working Papers

2018

1. Some Principles for Regulating Cyber Risk
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)

2013

2. Financial Stability Paper No 19: Central counterparties and their financial resources – a numerical approach
   Bank of England Financial Stability Papers, Bank of England View citations (12)
3. Financial Stability Paper No 25: The structure and dynamics of the UK CDS market
   Bank of England Financial Stability Papers, Bank of England View citations (25)

2012

4. Financial Stability Paper No 14: Thoughts on determining central clearing eligibility of OTC derivatives
   Bank of England Financial Stability Papers, Bank of England View citations (1)

2011

5. Financial Stability Paper No 11: Intraday Liquidity - Risk and Regulation
   Bank of England Financial Stability Papers, Bank of England View citations (10)

2010

6. The sterling unsecured loan market during 2006-08: insights from network theory
   Bank of England working papers, Bank of England View citations (40)

2004

7. Anticipation Of Monetary Policy In UK Financial Markets
   Royal Economic Society Annual Conference 2004, Royal Economic Society View citations (15)
   Also in Bank of England working papers, Bank of England (2004) View citations (12)
8. Have markets reacted differently to macroeconomic and monetary policy news since 1997? An empirical analysis of UK intraday trades and prices
   Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group
9. Long-horizon equity return predictability: some new evidence for the United Kingdom
   Bank of England working papers, Bank of England View citations (4)

2003

10. Money market operations and volatility of UK money market rates
    Bank of England working papers, Bank of England View citations (3)

2002

11. The role of corporate balance sheets and bank lending policies in a financial accelerator framework
    Bank of England working papers, Bank of England View citations (11)

Journal Articles

2016

1. Estimating the Dynamics and Persistence of Financial Networks, with an Application to the Sterling Money Market
   Journal of Applied Econometrics, 2016, 31, (1), 58-84 View citations (29)

2012

2. The role of designated market makers in the new trading landscape
   Bank of England Quarterly Bulletin, 2012, 52, (4), 343-353 View citations (6)

2011

3. Trading models and liquidity provision in OTC derivatives markets
   Bank of England Quarterly Bulletin, 2011, 51, (4), 331-340 View citations (4)

2003

4. Money market operations and short-term interest rate volatility in the United Kingdom
   Applied Financial Economics, 2003, 13, (10), 701-719 View citations (8)