Bank of England working papers

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0954: The repo market under Basel III

Eddie Gerba and Petros Katsoulis

0953: An unintended consequence of holding dollar assets

Robert Czech, Shiyang Huang, Dong Lou and Tianyu Wang

0952: Global spillovers of the Fed information effect

Marco Pinchetti and Andrzej Szczepaniak

0951: Unlocking new methods to estimate country-specific trade costs and trade elasticities

Rebecca Freeman, Mario Larch, Angelos Theodorakopoulos and Yoto Yotov

0950: A CBA of APC: analysing approaches to procyclicality reduction in CCP initial margin models

David Murphy and Nicholas Vause

0949: Credit, crises and inequality

Jonathan Bridges, Georgina Green and Mark Joy

0948: Refinancing cross-subsidies in the mortgage market

Jack Fisher, Alessandro Gavazza, Lu Liu, Tarun Ramadorai and Jagdish Tripathy

0946: Does regulation only bite the less profitable? Evidence from the too-big-to-fail reforms

Tirupam Goel, Ulf Lewrick and Aakriti Mathur

0945: Optimal monetary policy mix at the zero lower bound

Dario Bonciani and Joonseok Oh

0944: Mark my words: the transmission of central bank communication to the general public via the print media

Tim Munday and James Brookes

0943: Did the Covid-19 local lockdowns reduce business activity? Evidence from UK SMEs

James Hurley and Daniel Walker

0942: Risks and global supply chains: what we know and what we need to know

Richard Baldwin and Rebecca Freeman

0941: Household debt and labour supply

Philip Bunn, Jagjit Chadha, Thomas Lazarowicz, Stephen Millard and Emma Rockall

0940: Foreign vulnerabilities, domestic risks: the global drivers of GDP-at-Risk

Simon Lloyd, Ed Manuel and Konstantin Panchev

0939: Preferred habitat investors in the UK government bond market

Julia Giese, Michael Joyce, Jack Meaning and Jack Worlidge

0938: Risk-taking and uncertainty: do contingent convertible (CoCo) bonds increase the risk appetite of banks?

Mahmoud Fatouh, Ioana Neamțu and Sweder van Wijnbergen

0937: Comparing minds and machines: implications for financial stability

Marcus Buckmann, Andy Haldane and Anne-Caroline Hüser

0936: Mortgage pricing and monetary policy

Matteo Benetton, Alessandro Gavazza and Paolo Surico

0935: Corporate debt booms, financial constraints and the investment nexus

Bruno Albuquerque

0934: The transmission of Keynesian supply shocks

Ambrogio Cesa-Bianchi and Andrea Ferrero

0933: Imperfect pass-through to deposit rates and monetary policy transmission

Alberto Polo

0932: Dash for dollars

Ambrogio Cesa-Bianchi and Fernando Eguren-Martin

0931: A tail of three occasionally-binding constraints: a modelling approach to GDP-at-Risk

David Aikman, Kristina Bluwstein and Sudipto Karmakar

0930: The impact of machine learning and big data on credit markets

Peter Eccles, Paul Grout, Paolo Siciliani and Anna Zalewska

0929: Gender, age and nationality diversity in UK banks

Joel Suss, Marilena Angeli and Peter Eckley

0928: Flexible inflation targeting with active fiscal policy

Richard Harrison

0927: Identifying the transmission channels of credit supply shocks to household debt: price and non-price effects

Alexandra Varadi

0926: Price discrimination and mortgage choice

Jamie Coen, Anil Kashyap and May Rostom

0925: Sectoral comovement, monetary policy and the credit channel

Federico Di Pace and Christoph Görtz

0924: Impacts of the Covid-19 crisis: evidence from 2 million UK SMEs

James Hurley, Sudipto Karmakar, Elena Markoska, Eryk Walczak and Danny Walker

0923: Forecasting UK GDP growth with large survey panels

Nikoleta Anesti, Eleni Kalamara and George Kapetanios

0922: Measure for measure: evidence on the relative performance of regulatory requirements for small and large banks

Austen Sanders and Matthew Willison

0921: Income inequality, mortgage debt and house prices

Sevim Kösem

0920: Unemployment risk, liquidity traps and monetary policy

Dario Bonciani and Joonseok Oh

0919: The consumption response to borrowing constraints in the mortgage market

Belinda Tracey and Neeltje Van Horen

0918: Climate policy and transition risk in the housing market

Konstantinos Ferentinos, Alex Gibberd and Benjamin Guin

0917: Slow recoveries, endogenous growth and macroprudential policy

Dario Bonciani, David Gauthier and Derrick Kanngiesser

0916: Interactions of capital and liquidity requirements: a review of the literature

Quynh-Anh Vo

0915: Forecasting UK inflation bottom up

Andreas Joseph, Eleni Kalamara, George Kapetanios, Galina Potjagailo and Chiranjit Chakraborty

0914: Monetary policy surprises and their transmission through term premia and expected interest rates

Iryna Kaminska, Haroon Mumtaz and Roman Sustek

0913: Uneven growth: automation’s impact on income and wealth inequality

Benjamin Moll, Lukasz Rachel and Pascual Restrepo

0912: Organisational culture and bank risk

Joel Suss, David Bholat, Alex Gillespie and Tom Reader

0911: Optimal policy with occasionally binding constraints: piecewise linear solution methods

Richard Harrison and Matt Waldron

0910: How does the repo market behave under stress? Evidence from the Covid-19 crisis

Anne-Caroline Hüser, Caterina Lepore and Luitgard Veraart

0909: Solvency distress contagion risk: network structure, bank heterogeneity and systemic resilience

Kumushoy Abduraimova and Paul Nahai-Williamson

0908: Revisiting the New Keynesian policy paradoxes under QE

Dario Bonciani and Joonseok Oh

0907: Banks, shadow banks, and business cycles

Yvan Becard and David Gauthier

0906: On the origin of systemic risk

Mattia Montagna, Gabriele Torri and Giovanni Covi

0905: The more the merrier? Evidence from the global financial crisis on the value of multiple requirements in bank regulation

Marcus Buckmann, Paula Gallego Marquez, Mariana Gimpelewicz, Sujit Kapadia and Katie Rismanchi

0904: Macroprudential policy interactions in a sectoral DSGE model with staggered interest rates

Marc Hinterschweiger, Kunal Khairnar, Tolga Ozden and Tom Stratton