Bank of England working papers

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1014: Do firm expectations respond to monetary policy announcements?

Federico Di Pace, Giacomo Mangiante and Riccardo M. Masolo

1013: The cyclicality of bank credit losses and capital ratios under expected loss model

Mahmoud Fatouh and Simone Giansante

1012: Nonbank lenders as global shock absorbers: evidence from US monetary policy spillovers

David Elliott, Ralf R Meisenzah and Jose-Luis Peydro

1011: Useful, usable, and used? Buffer usability during the Covid-19 crisis

Aakriti Mathur, Matthew Naylor and Aniruddha Rajan

1010: Negative rates, monetary policy transmission and cross-border lending via international financial centres

Desislava Andreeva, Andra Coman, Mary Everett, Maren Froemel, Kelvin Ho, Simon Lloyd, Baptiste Meunier, Justine Pedrono, Dennis Reinhardt, Andrew Wong, Eric Wong and Dawid Żochowski

1009: The demand for long-term mortgage contracts and the role of collateral

Lu Liu

1008: Measuring the effects of bank remuneration rules: evidence from the UK

Ieva Sakalauskaite and Qun Harris

1007: Real and nominal effects of monetary shocks under time-varying disagreement

Vania Esady

1006: The collection of slavery compensation, 1835-43

Michael Anson and Michael D. Bennett

1005: Interbank network and banks' credit supply

Giovanni Covi and Xian Gu

1004: The impact of changes in bank capital requirements

Akash Raja

1003: Stress relief? Funding structures and resilience to the Covid Shock

Kristin Forbes, Christian Friedrich and Dennis Reinhardt

1002: Efficiency of central clearing under liquidity stress

Marco Bardoscia, Fabio Caccioli and Haotian Gao

1001: Chronicle of a death foretold: does higher volatility anticipate corporate default?

Miguel Ampudia, Filippo Busetto and Fabio Fornari

1000: Network analysis of the UK reinsurance market

Artur Kotlicki, Andrea Austin, David Humphry, Hanna Burnett, Philip Ridgill and Sam Smith

0999: The ring-fencing bonus

Irem Erten, Ioana Neamtu and John Thanassoulis

0998: Bond supply, price drifts and liquidity provision before central bank announcements

Dong Lou, Gabor Pinter and Semih Üslü

0997: Structural change, global R* and the missing-investment puzzle

Andrew Bailey, Ambrogio Cesa-Bianchi, Marco Garofalo, Richard Harrison, Nick McLaren, Rana Sajedi and Sophie Piton

0996: Horses for courses: measuring foreign supply chain exposure

Richard Baldwin, Rebecca Freeman and Angelos Theodorakopoulos

0995: The Effects of Subsidized Flood Insurance on Real Estate Markets

Nicola Garbarino, Benjamin Guin and Jonathan Lee

0994: The size-centrality relationship in production networks

Nikola Dacic and Marko Melolinna

0993: Firming up price inflation

Philip Bunn, Lena Anayi, Nicholas Bloom, Paul Mizen, Gregory Thwaites and Ivan Yotzov

0992: What is productive investment? Insights from firm-level data for the United Kingdom

Sudipto Karmakar, Marko Melolinna and Philip Schnattinger

0991: Links between government bond and futures markets: dealer-client relationships and price discovery in the UK

Domenico Di Gangi, Vladimir Lazarov, Aakash Mankodi and Laura Silvestri

0990: Decomposing the drivers of Global R*

Ambrogio Cesa-Bianchi, Richard Harrison and Rana Sajedi

0989: A tail of labour supply and a tale of monetary policy

Cristiano Cantore, Filippo Ferroni, Hroon Mumtaz and Angeliki Theophilopoulou

0988: Do personal taxes affect investment decisions and stock returns?

Alex Kontoghiorghes

0987: Collateral requirements in central bank lending

Chuan Du

0986: Start-up types and macroeconomic performance in Europe

Ralph De Haas, Vincent Sterk and Neeltje Van Horen

0985: What drives repo haircuts? Evidence from the UK market

Christian Julliard, Gabor Pinter, Karamfil Todorov and Kathy Yuan

0984: An interpretable machine learning workflow with an application to economic forecasting

Marcus Buckmann and Andreas Joseph

0983: Measuring Capital at Risk in the UK banking sector: a microstructural network approach

Giovanni Covi, James Brookes and Charumathi Raja

0982: Aggregation across each nation: aggregator choice and macroeconomic dynamics

Noëmie Lisack, Simon Lloyd and Rana Sajedi

0981: Business creation during Covid-19

Saleem Bahaj, Sophie Piton and Anthony Savagar

0980: The local supply channel of QE: evidence from the Bank of England’s gilt purchases

Maren Froemel, Michael Joyce and Iryna Kaminska

0979: A structural model of liquidity in over‑the‑counter markets

Jamie Coen and Patrick Coen

0978: Monetary policy transmission during QE times: role of expectations and term premia channels

Iryna Kaminska and Haroon Mumtaz

0977: Central bank swap lines: micro-level evidence

Gerardo Ferrara, Philippe Mueller, Ganesh Viswanath-Natraj and Junxuan Wang

0976: Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market

Adrian Carro, Marc Hinterschweiger, Arzu Uluc and J. Farmer

0975: Reducing liquidity mismatch in open-ended funds: a cost-benefit analysis

Benjamin King and James Semark

0974: Comparing search and intermediation frictions across markets

Gabor Pinter and Semih Üslü

0973: Identification with external instruments in structural VARs

Silvia Miranda Agrippino and Giovanni Ricco

0972: A tale of two global monetary policies

Silvia Miranda Agrippino and Tsvetelina Nenova

0971: Information chasing versus adverse selection

Gabor Pinter, Chaojun Wang and Junyuan Zou

0970: Size discount and size penalty: trading costs in bond markets

Gabor Pinter, Chaojun Wang and Junyuan Zou

0969: House price dynamics, optimal LTV limits and the liquidity trap

Andrea Ferrero, Richard Harrison and Benjamin Nelson

0968: Turning in the widening gyre: monetary and fiscal policy in interwar Britain

David Ronicle

0967: Value of information, search, and competition in the UK mortgage market

Mateusz Mysliwski and May Rostom

0966: Collateral cycles

Evangelos Benos, Gerardo Ferrara and Angelo Ranaldo

0965: Financial concerns and the marginal propensity to consume in Covid times: evidence from UK survey data

Bruno Albuquerque and Georgina Green