Bank of England working papers

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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

0763: Estimating nominal interest rate expectations: overnight indexed swaps and the term structure

Simon Lloyd

0762: Global banks and synthetic funding: the benefits of foreign relatives

Fernando Eguren-Martin, Matias Ossandon Busch and Dennis Reinhardt

0761: Banks are not intermediaries of loanable funds — facts, theory and evidence

Zoltán Jakab and Michael Kumhof

0760: Determinants of distress in the UK owner-occupier and buy-to-let mortgage markets

Vladimir Lazarov and Marc Hinterschweiger

0759: The cross-sectional spillovers of single stock circuit breakers

James Brugler, Oliver Linton, Joseph Noss and Lucas Pedace

0758: Macroprudential FX regulations: shifting the snowbanks of FX vulnerability?

Toni Ahnert, Kristin Forbes, Christian Friedrich and Dennis Reinhardt

0757: What drives UK defined benefit pension funds' investment behaviour?

Graeme Douglas and Matt Roberts-Sklar

0756: Bayesian vector autoregressions

Silvia Miranda-Agrippino and Giovanni Ricco

0755: Were banks special? Contrasting viewpoints in mid-nineteenth century Britain

Matthew Willison

0754: The stochastic lower bound

Riccardo M. Masolo and Pablo Winant

0753: Business investment, cash holding and uncertainty since the Great Financial Crisis

Pawel Smietanka, Nicholas Bloom and Paul Mizen

0752: Banks, money and the zero lower bound on deposit rates

Michael Kumhof and Xuan Wang

0751: OTC premia

Gino Cenedese, Angelo Ranaldo and Michalis Vasios

0750: Enhancing central bank communications with behavioural insights

David Bholat, Nida Broughton, Alice Parker, Janna Ter Meer and Eryk Walczak

0749: Multi-period loans, occasionally binding constraints and Monetary policy: a quantitative evaluation

Kristina Bluwstein, Michal Brzoza-Brzezina, Paolo Gelain and Marcin Kolasa

0748: Bank competition and stability in the United Kingdom

Sebastian de-Ramon, William Francis and Michael Straughan

0747: Would macroprudential regulation have prevented the last crisis?

David Aikman, Jonathan Bridges, Anil Kashyap and Caspar Siergert

0746: Repo market functioning: the role of capital regulation

Neeltje Van Horen and Antonis Kotidis

0745: Equity, debt and moral hazard: the optimal structure of banks’ loss absorbing capacity

Misa Tanaka and John Vourdas

0744: Liquidity resilience in the UK gilt futures market: evidence from the order book

Jonathan Fullwood and Daniele Massacci

0743: The deeds of speed: an agent-based model of market liquidity and flash episodes

Geir-Are Karvik, Joseph Noss, Jack Worlidge and Daniel Beale

0742: Using online job vacancies to understand the UK labour market from the bottom-up

Arthur Turrell, James Thurgood, Jyldyz Djumalieva, David Copple and Bradley Speigner

0741: Central Bank Swap Lines

Saleem Bahaj and Ricardo Reis

0740: Decomposing differences in productivity distributions

Patrick Schneider

0739: The BoC-BoE sovereign default database revisited: what’s new in 2018?

David Beers and Jamshid Mavalwalla

0738: Measuring risks to UK financial stability

David Aikman, Jonathan Bridges, Stephen Burgess, Richard Galletly, Iren Levina, Cian O'Neill and Alexandra Varadi

0737: Using job vacancies to understand the effects of labour market mismatch on UK output and productivity

Arthur Turrell, Bradley Speigner, Jyldyz Djumalieva, David Copple and James Thurgood

0736: How do bonus cap and malus affect risk and effort choice Insight from a lab experiment

Qun Harris, Analise Mercieca, Emma Soane and Misa Tanaka

0735: The impact of the leverage ratio on client clearing

Jonathan Smith, Gerardo Ferrara and Francesc Rodríguez Tous

0734: Targeting financial stability: macroprudential or monetary policy?

David Aikman, Julia Giese, Sujit Kapadia and Michael McLeay

0733: How do banks and households manage interest rate risk? Evidence from mortgage applications and banks’ responses

Christoph Basten, Benjamin Guin and Catherine Koch

0732: Bank runs, prudential tools and social welfare in a global game general equilibrium model

Daisuke Ikeda

0731: The international transmission of monetary policy

Claudia Buch, Matthieu Bussiere, Linda Goldberg and Robert Hills

0730: Uncertainty and economic activity: a multi-country perspective

Ambrogio Cesa-Bianchi, Mohammad Pesaran and Alessandro Rebucci

0729: The macroeconomic determinants of migration

John Lewis and Matt Swannell