Bank of England working papers

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0562: International banking and liquidity risk transmission: lessons from the United Kingdom

Robert Hills, John Hooley, Yevgeniya Korniyenko and Tomasz Wieladek

0561: Threshold-based forward guidance: hedging the zero bound

Lena Boneva, Richard Harrison and Matt Waldron

0560: Mortgage debt and entrepreneurship

Philippe Bracke, Christian Hilber and Olmo Silva

0559: Stabilising house prices: the role of housing futures trading

Arzu Uluc

0558: Bankers' pay and excessive risk

John Thanassoulis and Misa Tanaka

0557: The banks that said no: banking relationships, credit supply and productivity in the United Kingdom

Jeremy Franklin, May Rostom and Gregory Thwaites

0556: A sectoral framework for analyzing money, credit and unconventional monetary policy

James Cloyne, Ryland Thomas, Alex Tuckett and Samuel Wills

0555: ‘High and dry’: the liquidity and credit of colonial and foreign government debt in the London Stock Exchange (1880–1910)

Matthieu Chavaz and Marc Flandreau

0554: Household debt and spending in the United Kingdom

Philip Bunn and May Rostom

0553: Some Unpleasant Properties of Loglinearized Solutions When the Nominal Rate is Zero

R. Braun, Lena Koerber and Yuichiro Waki

0552: Volatility contagion: new evidence from market pricing of volatility risk

Marek Raczko

0551: The informational content of market-based measures of inflation expectations derived from govenment bonds and inflation swaps in the United Kingdom

Zhuoshi Liu, Elisabetta Vangelista, Iryna Kaminska and Jon Relleen

0550: Dynamic term structure models: the best way to enforce the zero lower bound in the United States

Martin M Andreasen and Andrew Meldrum

0549: How much do investors pay for houses?

Philippe Bracke

0548: A heterogeneous agent model for assessing the effects of capital regulation on the interbank money market under a corridor system

Christopher Jackson and Joseph Noss

0547: Extreme downside risk and financial crises

Richard Harris, Linh H Nguyen and Evarist Stoja

0546: Regulatory arbitrage in action: evidence from banking flows and macroprudential policy

Dennis Reinhardt and Rhiannon Sowerbutts

0545: Into the light: dark pool trading and intraday market quality on the primary exchange

James Brugler

0544: Exchange rate regimes and current account adjustment: an empirical investigation

Fernando Eguren-Martin

0543: Interest rates, debt and intertemporal allocation: evidence from notched mortgage contracts in the United Kingdom

Michael Best, James Cloyne, Ethan Ilzetzki and Henrik Jacobsen Kleven

0542: Unconventional monetary policies and the macroeconomy: the impact of the United Kingdom's QE2 and Funding for Lending Scheme

Rohan Churm, Michael Joyce, George Kapetanios and Konstantinos Theodoridis

0541: Market beliefs about the UK monetary policy life-off horizon: a no-arbitrage shadow rate term structure model approach

Martin M Andreasen and Andrew Meldrum

0540: The rate elasticity of retail deposits in the United Kingdom: a macroeconomic investigation

Ching-Wai (Jeremy) Chiu and John Hill

0539: Bank leverage, credit traps and credit policies

Angus Foulis, Benjamin Nelson and Misa Tanaka

0538: Evaluating UK point and density forecasts from an estimated DSGE model: the role of off-model information over the financial crisis

Nicholas Fawcett, Lena Koerber, Riccardo M. Masolo and Matt Waldron

0537: What do stock markets tell us about exchange rates?

Gino Cenedese, Richard Payne, Lucio Sarno and Giorgio Valente

0536: The impact of liquidity regulation on banks

Ryan Banerjee and Hitoshi Mio

0535: Export dynamics since the Great Trade Collapse: a cross-country analysis

John Lewis and Selien De Schryder

0534: What moves international stock and bond markets?

Gino Cenedese and Enrico Mallucci

0533: Safe haven currencies: a portfolio perspective

Gino Cenedese

0532: Towards a New Keynesian theory of the price level

John Barrdear

0531: The UK productivity puzzle 2008-13: evidence from British businesses

Rebecca Riley, Chiara Rosazza-Bondibene and Garry Young

0530: Cross-country co-movement in long-term interest rates: a DSGE approach

Michael Chin, Thomai Filippeli and Konstantinos Theodoridis

0529: Banks are not intermediaries of loanable funds – and why this matters

Zoltán Jakab and Michael Kumhof

0528: Forecasting with VAR models: fat tails and stochastic volatility

Ching-Wai (Jeremy) Chiu, Haroon Mumtaz and Gabor Pinter

0527: Can a data-rich environment help identify the sources of model misspecification?

Francesca Monti

0526: A joint affine model of commodity futures and US Treasury yields

Michael Chin and Zhuoshi Liu

0525: Filtered historical simulation Value-at-Risk models and their competitors

Pedro Gurrola-Perez and David Murphy

0524: On a tight leash: does bank organisational structure matter for macroprudential spillovers?

Piotr Danisewicz, Dennis Reinhardt and Rhiannon Sowerbutts

0523: Interactions among high-frequency traders

Evangelos Benos, James Brugler, Erik Hjalmarsson and Filip Zikes

0522: Global liquidity, house prices and the macroeconomy: evidence from advanced and emerging economies

Ambrogio Cesa-Bianchi, Luis Cespedes and Alessandro Rebucci

0521: Do contractionary monetary policy shocks expand shadow banking?

Benjamin Nelson, Gabor Pinter and Konstantinos Theodoridis

0520: A forecast evaluation of expected equity return measures

Michael Chin and Christopher Polk

0519: Long-term unemployment and convexity in the Phillips curve

Bradley Speigner

0518: Evaluating the robustness of UK term structure decompositions using linear regression methods

Sheheryar Malik and Andrew Meldrum

0517: Optimal contracts, aggregate risk and the financial accelerator

Timothy Fuerst, Charles Carlstrom and Matthias Paustian

0516: Mapping the UK interbank system

Sam Langfield, Zijun Liu and Tomohiro Ota

0515: The Bank of England Credit Conditions Survey

Venetia Bell and Alice Pugh

0514: Optimal monetary policy in the presence of human capital depreciation during unemployment

Lien Laureys

0513: Variations in liquidity provision in real-time payment systems

Edward Denbee, Rodney Garratt and Peter Zimmerman