Bank of England working papers

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0828: In the face of spillovers: prudential policies in emerging economies

Andra Coman and Simon Lloyd

0827: Employment and the collateral channel of monetary policy

Saleem Bahaj, Angus Foulis, Gabor Pinter and Paolo Surico

0826: Trend and cycle shocks in Bayesian unobserved components models for UK productivity

Marko Melolinna and Mate Toth

0825: Credit easing versus quantitative easing: evidence from corporate and government bond purchase programs

Stefania D’Amico and Iryna Kaminska

0824: Credit, capital and crises: a GDP-at-Risk approach

David Aikman, Jonathan Bridges, Sinem Hacioglu Hoke, Cian O’Neill and Akash Raja

0823: Market-implied systemic risk and shadow capital adequacy

Somnath Chatterjee and Andreas Jobst

0822: Attention to the tail(s): global financial conditions and exchange rate risks

Fernando Eguren-Martin and Andrej Sokol

0821: Securities settlement fails network and buy‑in strategies

Pedro Gurrola-Perez, Jieshuang He and Gary Harper

0820: Supervisory governance, capture and non‑performing loans

Nicolò Fraccaroli

0819: Non-salient fees in the mortgage market

Lu Liu

0818: The impact of Brexit on UK firms

Nicholas Bloom, Philip Bunn, Scarlet Chen, Paul Mizen, Pawel Smietanka and Gregory Thwaites

0817: Towards a new monetary theory of exchange rate determination

Ambrogio Cesa-Bianchi, Michael Kumhof, Andrej Sokol and Gregory Thwaites

0816: Machine learning explainability in finance: an application to default risk analysis

Philippe Bracke, Anupam Datta, Carsten Jung and Shayak Sen

0815: Tail risk interdependence

Arnold Polanski, Evarist Stoja and Ching-Wai (Jeremy) Chiu

0814: Real effects of financial distress: the role of heterogeneity

Francisco Buera and Sudipto Karmakar

0813: Resilience of trading networks: evidence from the sterling corporate bond market

David Mallaburn, Matt Roberts-Sklar and Laura Silvestri

0812: Three triggers? Negative equity, income shocks and institutions as determinants of mortgage default

Andrew Linn and Ronan Lyons

0811: Revisiting the global decline of the (non-housing) labor share

German Gutierrez and Sophie Piton

0810: Credit default swaps and corporate bond trading

Robert Czech

0809: System-wide stress simulation

David Aikman, Pavel Chichkanov, Graeme Douglas, Yordan Georgiev, James Howat and Benjamin King

0808: Modelling the distribution of mortgage debt

Iren Levina, Robert Sturrock, Alexandra Varadi and Gavin Wallis

0807: Heterogeneous beliefs and the Phillips curve

Roland Meeks and Francesca Monti

0806: Back to the real economy: the effects of risk perception shocks on the term premium and bank lending

Kristina Bluwstein and Julieta Yung

0805: Bank funding costs and capital structure

Andrew Gimber and Aniruddha Rajan

0804: Tracking foreign capital: the effect of capital inflows on bank lending in the UK

Christiane Kneer and Alexander Raabe

0803: Simulating stress in the UK corporate bond market: investor behaviour and asset fire-sales

Yuliya Baranova, Graeme Douglas and Laura Silvestri

0802: The long-run effects of uncertainty shocks

Dario Bonciani and Joonseok Oh

0801: Regulatory effects on short-term interest rates

Angelo Ranaldo, Patrick Schaffner and Michalis Vasios

0800: The cost of clearing fragmentation

Evangelos Benos, Wenqian Huang, Albert Menkveld and Michalis Vasios

0799: Do unit labour costs matter? A decomposition exercise on European data

Sophie Piton

0798: Market power and monetary policy

Tommaso Aquilante, Shiv Chowla, Nikola Dacic, Andrew Haldane, Riccardo M. Masolo, Patrick Schneider, Martin Seneca and Srdan Tatomir

0797: Decomposing changes in the functioning of the sterling repo market

Joseph Noss and Rupal Patel

0796: Official demand for US debt: implications for US real rates

Iryna Kaminska and Gabriele Zinna

0795: Mapping bank securities across euro area sectors: comparing funding and exposure networks

Anne-Caroline Hüser and Christoffer Kok

0794: The Bank of England and central bank credit rationing during the crisis of 1847: frosted glass or raised eyebrows?

Mike Anson, David Bholat, Miao Kang, Kilian Rieder and Ryland Thomas

0793: Taking regulation seriously: fire sales under solvency and liquidity constraints

Jamie Coen, Caterina Lepore and Eric Schaanning

0792: Have FSRs got news for you? Evidence from the impact of Financial Stability Reports on market activity

Richard Harris, Veselin Karadotchev, Rhiannon Sowerbutts and Evarist Stoja

0791: Shocks and labour cost adjustment: evidence from a survey of European firms

Thomas Y Mathae, Stephen Millard, Tairi Rõõm, Ladislav Wintr and Robert Wyszyński

0790: Housing consumption and investment:evidence from shared equity mortgages

Matteo Benetton, Philippe Bracke, João F Cocco and Nicola Garbarino

0789: Time-varying cointegration and the UK great ratios

George Kapetanios, Stephen Millard, Katerina Petrova and Simon Price

0788: When creativity strikes: news shocks and business cycle fluctuations

Silvia Miranda-Agrippino, Sinem Hacioglu Hoke and Kristina Bluwstein

0787: International trade, non-trading firms and their impact on labour productivity

Stephen Millard, Anamaria Nicolae and Michael Nower

0786: Labor mobility in a monetary union

Daniela Hauser and Martin Seneca

0785: Monetary financing with interest-bearing money

Richard Harrison and Ryland Thomas

0784: Parametric inference with universal function approximators

Andreas Joseph

0783: The real effects of zombie lending in Europe

Belinda Tracey

0782: The impact of corporate QE on liquidity: evidence from the UK

Lena Boneva, David Elliott, Iryna Kaminska, Oliver Linton, Nick McLaren and Ben Morley

0781: Bundling and exporting: evidence from German SMEs

Tommaso Aquilante and Ferran Vendrell-Herrero

0780: Brexit and uncertainty: insights from the Decision Maker Panel

Nicholas Bloom, Philip Bunn, Scarlet Chen, Paul Mizen, Pawel Smietanka, Gregory Thwaites and Garry Young

0779: Currency mispricing and dealer balance sheets

Gino Cenedese, Pasquale Della Corte and Tianyu Wang