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Bank of England working papers

From Bank of England
Bank of England, Threadneedle Street, London, EC2R 8AH.
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0833: A structural model of interbank network formation and contagion Downloads
Patrick Coen and Jamie Coen
0832: OTC microstructure in a period of stress: a multi‑layered network approach Downloads
Andreas Joseph, Michalis Vasios, Olga Maizels, Ujwal Shreyas and John Tanner
0831: Predicting bank distress in the UK with machine learning Downloads
Joel Suss and Henry Treitel
0830: Liquidity transformation, collateral assets and counterparties Downloads
Calebe de Roure and Nick McLaren
0829: The BoC-BoE sovereign default database: what’s new in 2019? Downloads
David Beers and Patrisha de Leon-Manlagnit
0828: In the face of spillovers: prudential policies in emerging economies Downloads
Andra Coman and Simon Lloyd
0827: Employment and the collateral channel of monetary policy Downloads
Saleem Bahaj, Angus Foulis, Gabor Pinter and Paolo Surico
0826: Trend and cycle shocks in Bayesian unobserved components models for UK productivity Downloads
Marko Melolinna and Máté Tóth
0825: Credit easing versus quantitative easing: evidence from corporate and government bond purchase programs Downloads
Stefania D’Amico and Iryna Kaminska
0824: How do financial vulnerabilities and bank resilence affect medium-term macroeconomic tail risk? Downloads
David Aikman, Jonathan Bridges, Sinem Hacioglu Hoke, Cian O’Neill and Akash Raja
0823: Market-implied systemic risk and shadow capital adequacy Downloads
Somnath Chatterjee and Andreas Jobst
0822: Attention to the tail(s): global financial conditions and exchange rate risks Downloads
Fernando Eguren-Martin and Andrej Sokol
0821: Securities settlement fails network and buy‑in strategies Downloads
Pedro Gurrola-Perez, Jieshuang He and Gary Harper
0820: Supervisory governance, capture and non‑performing loans Downloads
Nicolò Fraccaroli
0819: Non-salient fees in the mortgage market Downloads
Lu Liu
0818: The impact of Brexit on UK firms Downloads
Nicholas Bloom, Philip Bunn, Scarlet Chen, Paul Mizen, Pawel Smietanka and Gregory Thwaites
0817: Towards a new monetary theory of exchange rate determination Downloads
Ambrogio Cesa-Bianchi, Michael Kumhof, Andrej Sokol and Gregory Thwaites
0816: Machine learning explainability in finance: an application to default risk analysis Downloads
Philippe Bracke, Anupam Datta, Carsten Jung and Shayak Sen
0815: Tail risk interdependence Downloads
Arnold Polanski, Evarist Stoja and Ching-Wai (Jeremy) Chiu
0814: Real effects of financial distress: the role of heterogeneity Downloads
Francisco Buera and Sudipto Karmakar
0813: Resilience of trading networks: evidence from the sterling corporate bond market Downloads
David Mallaburn, Matt Roberts-Sklar and Laura Silvestri
0812: Three triggers? Negative equity, income shocks and institutions as determinants of mortgage default Downloads
Andrew Linn and Ronan Lyons
0811: Revisiting the global decline of the (non-housing) labor share Downloads
Germán Gutiérrez and Sophie Piton
0810: Credit default swaps and corporate bond trading Downloads
Robert Czech
0809: System-wide stress simulation Downloads
David Aikman, Pavel Chichkanov, Graeme Douglas, Yordan Georgiev, James Howat and Benjamin King
0808: Modelling the distribution of mortgage debt Downloads
Iren Levina, Robert Sturrock, Alexandra Varadi and Gavin Wallis
0807: Heterogeneous beliefs and the Phillips curve Downloads
Roland Meeks and Francesca Monti
0806: Back to the real economy: the effects of risk perception shocks on the term premium and bank lending Downloads
Kristina Bluwstein and Julieta Yung
0805: Bank funding costs and capital structure Downloads
Andrew Gimber and Aniruddha Rajan
0804: Tracking foreign capital: the effect of capital inflows on bank lending in the UK Downloads
Christiane Kneer and Alexander Raabe
0803: Simulating stress in the UK corporate bond market: investor behaviour and asset fire-sales Downloads
Yuliya Baranova, Graeme Douglas and Laura Silvestri
0802: The long-run effects of uncertainty shocks Downloads
Dario Bonciani and Joonseok Jason Oh
0801: Regulatory effects on short-term interest rates Downloads
Angelo Ranaldo, Patrick Schaffner and Michalis Vasios
0800: The cost of clearing fragmentation Downloads
Evangelos Benos, Wenqian Huang, Albert Menkveld and Michalis Vasios
0799: Do unit labour costs matter? A decomposition exercise on European data Downloads
Sophie Piton
0798: Market power and monetary policy Downloads
Tommaso Aquilante, Shiv Chowla, Nikola Dacic, Andrew Haldane, Riccardo M. Masolo, Patrick Schneider, Martin Seneca and Srdan Tatomir
0797: Decomposing changes in the functioning of the sterling repo market Downloads
Joseph Noss and Rupal Patel
0796: Official demand for US debt: implications for US real rates Downloads
Iryna Kaminska and Gabriele Zinna
0795: Mapping bank securities across euro area sectors: comparing funding and exposure networks Downloads
Anne-Caroline Hüser and Christoffer Kok
0794: The Bank of England and central bank credit rationing during the crisis of 1847: frosted glass or raised eyebrows? Downloads
Mike Anson, David Bholat, Miao Kang, Kilian Rieder and Ryland Thomas
0793: Taking regulation seriously: fire sales under solvency and liquidity constraints Downloads
Jamie Coen, Caterina Lepore and Eric Schaanning
0792: Have FSRs got news for you? Evidence from the impact of Financial Stability Reports on market activity Downloads
Richard Harris, Veselin Karadotchev, Rhiannon Sowerbutts and Evarist Stoja
0791: Shocks and labour cost adjustment: evidence from a survey of European firms Downloads
Thomas Y Mathae, Stephen Millard, Tairi Rõõm, Ladislav Wintr and Robert Wyszyński
0790: Housing consumption and investment:evidence from shared equity mortgages Downloads
Matteo Benetton, Philippe Bracke, João F Cocco and Nicola Garbarino
0789: Time-varying cointegration and the UK great ratios Downloads
George Kapetanios, Stephen Millard, Katerina Petrova and Simon Price
0788: When creativity strikes: news shocks and business cycle fluctuations Downloads
Silvia Miranda-Agrippino, Sinem Hacioglu Hoke and Kristina Bluwstein
0787: International trade, non-trading firms and their impact on labour productivity Downloads
Stephen Millard, Anamaria Nicolae and Michael Nower
0786: Labor mobility in a monetary union Downloads
Daniela Hauser and Martin Seneca
0785: Monetary financing with interest-bearing money Downloads
Richard Harrison and Ryland Thomas
0784: Shapley regressions: a framework for statistical inference on machine learning models Downloads
Andreas Joseph
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