Bank of England working papers

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1073: LASH risk and interest rates

Laura Alfaro, Saleem Bahaj, Robert Czech, Jonathon Hazell and Ioana Neamțu

1072: The role of finance for export dynamics: evidence from the UK

Aydan Dogan and Ida Hjortsoe

1071: An approach to cleaning MiFID II corporate bond transaction reports

Simon Jurkatis

1070: Monetary policy consequences of financial stability interventions: assessing the UK LDI crisis and the central bank policy response

Nicolò Bandera and Jacob Stevens

1069: Central bank profit distribution and recapitalisation

Jamie Long and Paul Fisher

1068: An unconventional FX tail risk story

Carlos Cañon, Eddie Gerba, Alberto Pambira and Evarist Stoja

1067: Information disclosure and information acquisition in credit markets

Paolo Siciliani and Peter Eccles

1066: The impact of prudential regulations on the UK housing market and economy: insights from an agent-based model

Marco Bardoscia, Adrian Carro, Marc Hinterschweiger, Mauro Napoletano, Lilit Popoyan, Andrea Roventini and Arzu Uluc

1065: Battle of the markups: conflict inflation and the aspirational channel of monetary policy transmission

Frederick (Rick) van der Ploeg and Tim Willems

1064: Energy and climate policy in a DSGE model of the United Kingdom

Sandra Batten and Stephen Millard

1063: Optimal quantitative easing and tightening

Richard Harrison

1062: Across the borders, above the bounds: a non-linear framework for international yield curves

Laura Coroneo, Iryna Kaminska and Sergio Pastorello

1061: Competing models of the Bank of England’s liquidity auctions: truthful bidding is a good approximation

Charlotte Grace

1060: Global value chains and the dynamics of UK inflation

Tommaso Aquilante, Aydan Dogan, Melih Firat and Aditya Soenarjo

1059: Customer data access and fintech entry: early evidence from open banking

Tania Babina, Saleem Bahaj, Greg Buchak, Filippo De Marco, Angus Foulis, Will Gornall, Francesco Mazzola and Tong Yu

1058: Asymmetric expectations of monetary policy

Filippo Busetto

1057: Screening using a menu of contracts: a structural model of lending markets

Arthur Taburet, Alberto Polo and Quynh-Anh Vo

1056: Principles and techniques to resolve large banks whose failure could have systemic consequences

Peter Brierley

1055: Quantitative easing and the functioning of the gilt repo market

Mahmoud Fatouh, Simone Giansante and Steven Ongena

1054: Behavioral lock-in: aggregate implications of reference dependence in the housing market

Cristian Badarinza, Tarun Ramadorai, Juhana Siljander and Jagdish Tripathy

1053: Moderation or indulgence? Effects of bank distribution restrictions during stress

Jonathan Acosta-Smith, Jozef Baruník, Eddie Gerba and Petros Katsoulis

1052: Hidden exposure: measuring US supply chain reliance

Richard Baldwin, Rebecca Freeman and Angelos Theodorakopoulos

1051: Defusing leverage: liquidity management and labor contracts

Edoardo Acabbi and Andrea Alati

1050: Measuring monetary policy in the UK: the UK Monetary Policy Event‑Study Database

Robin Braun, Silvia Miranda-Agrippino and Tuli Saha

1049: Relationship discounts in corporate bond trading

Simon Jurkatis, Andreas Schrimpf, Karamfil Todorov and Nicholas Vause

1048: Leverage ratio and risk-taking: theory and practice

Mahmoud Fatouh, Simone Giansante and Steven Ongena

1047: Getting through: communicating complex information

Michael McMahon and Matthew Naylor

1046: Ring-fencing in financial networks

Marco Bardoscia and Raymond Ka-Kay Pang

1045: The liquidity state-dependence of monetary policy transmission

Rodrigo Guimaraes, Gabor Pinter and Jean-Charles Wijnandts

1044: An evaluation of the Bank of England’s ILTR operations: comparing the product-mix auction to alternatives

Julia Giese and Charlotte Grace

1043: Granular banking flows and exchange-rate dynamics

Balduin Bippus, Simon Lloyd and Daniel Ostry

1042: Foreign exchange hedging using regime-switching models: the case of pound sterling

Taehyun Lee, Ioannis C Moutzouris, Nikos C Papapostolou and Mahmoud Fatouh

1041: Energy prices and household heterogeneity: monetary policy in a Gas-TANK

Jenny Chan, Sebastian Diz and Derrick Kanngiesser

1040: Beliefs- and fundamentals-driven job creation

Philip Schnattinger

1039: Open banking, shadow banking and regulation

Peter Eccles, Paul Grout, Anna Zalewska and Paolo Siciliani

1038: Deep learning model fragility and implications for financial stability and regulation

Rishabh Kumar, Adriano Koshiyama, Kleyton da Costa, Nigel Kingsman, Marvin Tewarrie, Emre Kazim, Arunita Roy, Philip Treleaven and Zac Lovell

1037: Macroprudential stress‑test models: a survey

David Aikman, Daniel Beale, Adam Brinley-Codd, Giovanni Covi, Anne‑Caroline Hüser and Caterina Lepore

1036: Climate policies, macroprudential regulation, and the welfare cost of business cycles

Barbara Annicchiarico, Marco Carli and Francesca Diluiso

1035: Bank expectations and prudential outcomes

Joel Suss and Adam Hughes

1034: Mispricing in inflation markets

Rodrigo Barria and Gabor Pinter

1033: Vacancy posting, firm balance sheets, and pandemic policy

David Van Dijcke, Marcus Buckmann, Arthur Turrell and Tomas Key

1032: Hedging, market concentration and monetary policy: a joint analysis of gilt and derivatives exposures

Gabor Pinter and Danny Walker

1031: The market for sharing interest rate risk: quantities behind prices

Umang Khetan, Ioana Neamțu and Ishita Sen

1030: Unwinding quantitative easing: state dependency and household heterogeneity

Cristiano Cantore and Pascal Meichtry

1029: Yield curve sensitivity to investor positioning around economic shocks

Patrick Altmeyer, Leva Boneva, Rafael Kinston, Shreyosi Saha and Evarist Stoja

1028: The market for inflation risk

Saleem Bahaj, Robert Czech, Sitong Ding and Ricardo Reis

1027: The transmission of macroprudential policy in the tails: evidence from a narrative approach

Alvaro Fernandez-Gallardo, Simon Lloyd and Ed Manuel

1026: The potential impact of broader central clearing on dealer balance sheet capacity: a case study of UK gilt and gilt repo markets

Yuliya Baranova, Eleanor Holbrook, David MacDonald, William Rawstorne, Nicholas Vause and Georgia Waddington

1025: Flexible Bayesian MIDAS: time‑variation, group‑shrinkage and sparsity

David Kohns and Galina Potjagailo

1024: Revisiting the monetary transmission mechanism through an industry‑level differential approach

Sangyup Choi, Tim Willens and Seung Yong Yoo