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Francis Breedon

Personal Details

First Name:Francis
Middle Name:
Last Name:Breedon
Suffix:
RePEc Short-ID:pbr179
[This author has chosen not to make the email address public]

Affiliation

School of Economics and Finance
Queen Mary University of London

London, United Kingdom
http://www.econ.qmul.ac.uk/
RePEc:edi:deqmwuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Francis Breedon & Thórarinn G. Pétursson & Paolo Vitale, 2021. "The currency that came in from the cold - Capital controls and the information content of order flow," Economics wp86, Department of Economics, Central bank of Iceland.
  2. Luca Larcher & Francis Breedon, 2020. "Discounting and the market valuation of defined benefit pensions," Working Papers 932, Queen Mary University of London, School of Economics and Finance.
  3. Breedon, Francis & Chen, Louisa & Ranaldo, Angelo & Vause, Nicholas, 2018. "Judgement Day: algorithmic trading around the Swiss franc cap removal," Bank of England working papers 711, Bank of England.
  4. Francis Breedon & Philip Turner, 2016. "On the transactions costs ofquantitative easing," BIS Working Papers 571, Bank for International Settlements.
  5. Francis Breedon & Dagfinn Rime & Paolo Vitale, 2015. "Carry Trades, Order Flow and the Forward Bias Puzzle," Working Papers 761, Queen Mary University of London, School of Economics and Finance.
  6. Francis Breedon, 2012. "Unemployment A Variance Decomposition of Index-Linked Bond Returns," Economics wp57, Department of Economics, Central bank of Iceland.
  7. Francis Breedon, 2012. "A Variance Decomposition of Index-Linked Bond Returns," Working Papers 688, Queen Mary University of London, School of Economics and Finance.
  8. Francis Breedon & Jagjit S. Chadha & Alex Water, 2012. "The Financial Market Impact of UK Quantitative Easing," Working Papers 696, Queen Mary University of London, School of Economics and Finance.
  9. Francis Breedon & Angelo Ranaldo, 2012. "Intraday Patterns in FX Returns and Order Flow," Working Papers 694, Queen Mary University of London, School of Economics and Finance.
  10. Francis Breedon & Thórarinn G. Pétursson & Andrew K. Rose, 2011. "Exchange Rate Policy in Small Rich Economies," Economics wp53, Department of Economics, Central bank of Iceland.
  11. Francis Breedon & Dagfinn Rime & Paolo Vital, 2010. "A Transaction Data Study of the Forward Bias Puzzle," Working Paper 2010/26, Norges Bank.
  12. Vitale, Paolo & Breedon, Francis, 2004. "An Empirical Study of Liquidity and Information Effects of Order Flow on Exchange Rates," CEPR Discussion Papers 4586, C.E.P.R. Discussion Papers.
  13. Francis Breedon & Thórarinn G. Pétursson, 2004. "Out in the cold? Iceland’s trade performance outside the EU," Economics wp26_thorarinn, Department of Economics, Central bank of Iceland.
  14. Francis Breedon & Allison Holland, 1998. "Electronic versus open outcry markets: The case of the Bund futures contract," Bank of England working papers 76, Bank of England.
  15. Francis Breedon & Jag Chadha, 1997. "The Information Content of the Inflation Term Structure," Bank of England working papers 75, Bank of England.
  16. Francis Breedon & Marco Bianchi & Darren Sharma, 1997. "Testing the predictive power of dividend yields: non-parametric evidence from the G5," Bank of England working papers 60, Bank of England.
  17. Francis Breedon, 1996. "Why do the LIFFE and DTB bund futures contracts trade at different prices?," Bank of England working papers 57, Bank of England.
  18. Francis Breedon & Joe Ganley, 1996. "Bidding and Information: Evidence from Gilt-Edged Auctions," Bank of England working papers 42, Bank of England.
  19. Nicola Anderson & Francis Breedon, 1996. "UK Asset Price Volatility Over the Last 50 Years," Bank of England working papers 51, Bank of England.
  20. Francis Breedon & Ian Twinn, 1995. "Valuation of underwriting agreements for UK rights issues: evidence from the traded option market," Bank of England working papers 39, Bank of England.
  21. Francis Breedon & Paul Fisher, 1993. "M0: Causes and Consequences," Bank of England working papers 20, Bank of England.
  22. F J Breedon & M A S Joyce, 1993. "House prices, arrears and possessions: A three equation model for the UK," Bank of England working papers 14, Bank of England.
    repec:qmw:qmwecw:wp696 is not listed on IDEAS
    repec:qmw:qmwecw:wp761 is not listed on IDEAS
    repec:qmw:qmwecw:wp688 is not listed on IDEAS
    repec:qmw:qmwecw:wp694 is not listed on IDEAS
    repec:qmw:qmwecw:wp684 is not listed on IDEAS

Articles

  1. Breedon, Francis & Chen, Louisa & Ranaldo, Angelo & Vause, Nicholas, 2023. "Judgment day: Algorithmic trading around the Swiss franc cap removal," Journal of International Economics, Elsevier, vol. 140(C).
  2. Breedon, Francis & Pétursson, Thórarinn G. & Vitale, Paolo, 2023. "The currency that came in from the cold: Capital controls and the information content of order flow," Journal of International Money and Finance, Elsevier, vol. 138(C).
  3. Breedon, Francis, 2018. "On the transactions costs of UK quantitative easing," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 347-356.
  4. Francis Breedon & Dagfinn Rime & Paolo Vitale, 2016. "Carry Trades, Order Flow, and the Forward Bias Puzzle," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(6), pages 1113-1134, September.
  5. Francis Breedon & Angelo Ranaldo, 2013. "Intraday Patterns in FX Returns and Order Flow," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 953-965, August.
  6. Breedon, Francis, 2012. "A variance decomposition of index-linked bond returns," Economics Letters, Elsevier, vol. 116(1), pages 49-51.
  7. Francis Breedon & Jagjit S. Chadha & Alex Waters, 2012. "The financial market impact of UK quantitative easing," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 28(4), pages 702-728, WINTER.
  8. Francis Breedon & Thórarinn Pétursson & Andrew Rose, 2012. "Exchange Rate Policy in Small Rich Economies," Open Economies Review, Springer, vol. 23(3), pages 421-445, July.
  9. Beber, Alessandro & Breedon, Francis & Buraschi, Andrea, 2010. "Differences in beliefs and currency risk premiums," Journal of Financial Economics, Elsevier, vol. 98(3), pages 415-438, December.
  10. Breedon, Francis & Vitale, Paolo, 2010. "An empirical study of portfolio-balance and information effects of order flow on exchange rates," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 504-524, April.
  11. Breedon, Francis & Hume, Michael, 2007. "Does the European Central Bank have a credibility problem?," Economics Letters, Elsevier, vol. 95(3), pages 438-442, June.
  12. Francis Breedon & Thórarinn G. Pétursson, 2006. "Out in the cold? Iceland's trade performance outside the European Union and European Monetary Union," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 30(5), pages 723-736, September.
  13. David Barr & Francis Breedon & David Miles, 2003. "Life on the outside: economic conditions and prospects outside euroland [‘Do domestic firms benefit from foreign direct investment? Evidence from Venezuela’]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 18(37), pages 573-613.
  14. David Barr & Francis Breedon & David Miles, 2003. "Life on the outside: economic conditions and prospects outside euroland [‘Do domestic firms benefit from foreign direct investment? Evidence from Venezuela’]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 18(37), pages 573-613.
  15. Francis Breedon & Jagjit S. Chadha, 2003. "Investigating Excess Returns from Nominal Bonds," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(1), pages 73-90, February.
  16. Francis Breedon & Francesca Fornasari, 2001. "The exchange rate effects of the introduction of euro cash," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 54(19), pages 24-26, October.
  17. Francis Breedon & Francesca Fornasari, 2001. "The Impact of Euro Notes and Coins," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 2(03), pages 49-51, October.
  18. Breedon, Francis & Ganley, Joe, 2000. "Bidding and Information: Evidence from Gilt-Edged Auctions," Economic Journal, Royal Economic Society, vol. 110(466), pages 963-984, October.
  19. Breedon, Francis & Henry, Brian & Williams, Geoffrey, 1999. "Long-Term Real Interest Rates: Evidence on the Global Capital Market," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 15(2), pages 128-142, Summer.
  20. Breedon, F J & Fisher, P G, 1996. "M0: Causes and Consequences," The Manchester School of Economic & Social Studies, University of Manchester, vol. 64(4), pages 371-387, December.

Chapters

  1. Francis Breedon & Jagjit S Chadha & Alex Waters, 2012. "The financial market impact of UK quantitative easing," BIS Papers chapters, in: Bank for International Settlements (ed.), Threat of fiscal dominance?, volume 65, pages 277-304, Bank for International Settlements.
  2. Francis Breedon, 2001. "Market liquidity under stress: observations from the FX market," BIS Papers chapters, in: Bank for International Settlements (ed.), Market liquidity: proceedings of a workshop held at the BIS, volume 2, pages 149-151, Bank for International Settlements.
  3. Francis Breedon & Francesca Fornasari, 2001. "FX impact of cross-border M&A," BIS Papers chapters, in: Bank for International Settlements (ed.), Market liquidity: proceedings of a workshop held at the BIS, volume 2, pages 267-273, Bank for International Settlements.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MST: Market Microstructure (8) 2010-12-23 2011-04-09 2012-04-23 2015-12-20 2018-02-26 2018-05-21 2019-12-02 2021-08-30. Author is listed
  2. NEP-MON: Monetary Economics (7) 2011-04-09 2011-06-18 2011-12-13 2012-09-09 2016-07-30 2018-03-12 2021-08-30. Author is listed
  3. NEP-CBA: Central Banking (6) 2010-12-23 2011-06-18 2011-12-13 2016-07-30 2018-03-12 2021-08-30. Author is listed
  4. NEP-IFN: International Finance (4) 2005-02-13 2010-12-23 2011-06-18 2011-12-13
  5. NEP-MAC: Macroeconomics (4) 2012-05-08 2012-08-23 2012-09-09 2018-03-12
  6. NEP-FMK: Financial Markets (3) 2005-02-13 2012-05-08 2012-09-09
  7. NEP-BAN: Banking (1) 2021-08-30
  8. NEP-EEC: European Economics (1) 2005-09-17
  9. NEP-EUR: Microeconomic European Issues (1) 2018-05-21
  10. NEP-FIN: Finance (1) 2005-02-13
  11. NEP-INT: International Trade (1) 2005-09-17
  12. NEP-ISF: Islamic Finance (1) 2021-08-30
  13. NEP-PAY: Payment Systems and Financial Technology (1) 2021-08-30

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