Bank of England working papers

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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

1023: Price formation in markets with trading delays

Gabor Pinter and Semih Üslü

1022: Financial services trade restrictions and lending from an international financial centre

Simon Lloyd, Dennis Reinhardt and Rhiannon Sowerbutts

1021: The gravity of syndication ties in international equity underwriting

Luke Milsom, Vladimír Pažitka, Isabelle Roland and Dariusz Wójcik

1020: Self-fulfilling fire sales and market backstops

Harkeerit Kalsi, Nicholas Vause and Nora Wegner

1019: An anatomy of the 2022 gilt market crisis

Gabor Pinter

1018: Revisiting the effects of long-term unemployment on inflation: the role of non-linearities

Vania Esady, Bradley Speigner and Boromeus Wanengkirtyo

1017: Understanding climate-related disclosures of UK financial institutions

Jonathan Acosta-Smith, Benjamin Guin, Mauricio Salgado-Moreno and Quynh-Anh Vo

1016: The greening of lending: mortgage pricing of energy transition risk

Jennifer Bell, Giuliana Battisti and Benjamin Guin

1015: On the non-identification of revenue production functions

David Van Dijcke

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