Bank of England working papers

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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 Room, 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

0778: To ask or not to ask: collateral vs screening in lending relationships

Hans Degryse, Artashes Karapetyan and Sudipto Karmakar

0777: The long-run information effect of central bank communication

Stephen Hansen, Michael McMahon and Matthew Tong

0776: Measuring financial cycle time

Andrew Filardo, Marco Lombardi and Marek Raczko

0775: Shareholder risk-taking incentives in the presence of contingent capital

Mahmoud Fatouh and Ayowande McMunn

0774: Interest rates, capital and bank risk-taking

Jonathan Acosta-Smith

0773: Mortgages, cash-flow shocks and local employment

Fergus Cumming

0772: The information in the joint term structures of bond yields

Andrew Meldrum, Marek Raczko and Peter Spencer

0771: Short-time work in the Great Recession: firm-level evidence from 20 EU countries

Reamonn Lydon, Thomas Mathä and Stephen Millard

0770: Macroprudential capital regulation in general equilibrium

Benjamin Nelson and Gabor Pinter

0769: Shock transmission and the interaction of financial and hiring frictions

Stephen Millard, Alexandra Varadi and Eran Yashiv

0768: Lending relationships and the collateral channel

Gareth Anderson, Saleem Bahaj, Matthieu Chavaz, Angus Foulis and Gabor Pinter

0767: Does lender type matter for the pricing of loans?

Aniruddha Rajan and Matthew Willison

0766: The leverage ratio, risk-taking and bank stability

Jonathan Acosta-Smith, Michael Grill and Jan Hannes Lang

0765: Macroprudential margins: a new countercyclical tool?

Cian O'Neill and Nicholas Vause

0764: Uncertain Kingdom: nowcasting GDP and its revisions

Nikoleta Anesti, Ana Galvão and Silvia Miranda-Agrippino