Bank of England Staff Working Paper series

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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

0512: Policy uncertainty spillovers to emerging markets – evidence from capital flows

Ludovic Gauvin, Cameron McLoughlin and Dennis Reinhardt

0511: QE and the bank lending channel in the United Kingdom

Nick Butt, Rohan Churm, Michael McMahon, Arpad Morotz and Jochen Schanz

0510: Institutional investor portfolio allocation, quantitative easing and the global financial crisis

Michael Joyce, Zhuoshi Liu and Ian Tonks

0509: Exploiting the monthly data flow in structural forecasting

Domenico Giannone, Francesca Monti and Lucrezia Reichlin

0508: How does credit supply respond to monetary policy and bank minimum capital requirements?

Shekhar Aiyar, Charles Calomiris and Tomasz Wieladek

0507: Estimating time-varying DSGE models using minimum distance methods

Liudas Giraitis, George Kapetanios, Konstantinos Theodoridis and Tony Yates

0506: Tailwinds from the East: how has the rising share of imports from emerging markets affected import prices?

John Lewis and Jumana Saleheen

0505: The cost of human capital depreciation during unemployment

Lien Laureys

0504: Quantitative easing and bank lending: a panel data approach

Michael Joyce and Marco Spaltro

0503: Peering into the mist: social learning over an opaque observation network

John Barrdear

0502: The effect of the financial crisis on TFP growth: a general equilibrium approach

Stephen Millard and Anamaria Nicolae

0501: UK deposit-taker responses to the financial crisis: what are the lessons?

William Francis

0500: Modelling the service sector

Philip King and Stephen Millard

0499: Sectoral shocks and monetary policy in the United Kingdom

Huw Dixon, Jeremy Franklin and Stephen Millard

0498: The two faces of cross-border banking flows: an investigation into the links between global risk, arms-length funding and internal capital markets

Dennis Reinhardt and Steven Riddiough

0497: The international transmission of bank capital requirements: evidence from the United Kingdom

Shekhar Aiyar, Charles Calomiris, John Hooley, Yevgeniya Korniyenko and Tomasz Wieladek