IDEAS home Printed from https://ideas.repec.org/d/ccbgvuk.html

Publications

by members of

Bank of England → Centre for Central Banking Studies (CCBS)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters |

Working papers

2021

  1. Somnath Chatterjee & Marea Sing, 2021, "Measuring Systemic Risk in South African Banks," Working Papers, South African Reserve Bank, number 11004, Apr.

2019

  1. Somnath Chatterjee & Andreas Jobst, 2019, "Market-implied systemic risk and shadow capital adequacy," Bank of England Staff Working Paper series, Bank of England, number 823, Sep.

2017

  1. Somnath Chatterjee & Jeremy Chiu & Sinem Hacioglu-Hoke & Thibaut Duprey, 2017, "A financial stress index for the United Kingdom," Bank of England Staff Working Paper series, Bank of England, number 697, Dec.

2014

  1. David Barr & Oliver Bush & Alex Pienkowski, 2014, "GDP-linked bonds and sovereign default," Bank of England Staff Working Paper series, Bank of England, number 484, Jan.

2005

  1. Somnath Chatterjee, 2005, "An Investigation Into The Linkages Between Euro And Sterling Swap Spreads," Working Papers, Business School - Economics, University of Glasgow, number 2005_1, Jan.
  2. Somnath Chatterjee, 2005, "Application Of The Kalman Filter For Estimating Continuous Time Term Structure Models: The Case Of Uk And Germany," Working Papers, Business School - Economics, University of Glasgow, number 2005_2, Jan.

1995

  1. David Barr & Bahram Pesaran, 1995, "An assessment of the relative importance of real interest rates, inflation and term premia in determining the prices of real and nominal UK bonds," Bank of England Staff Working Paper series, Bank of England, number 32, Apr.
  2. David G. Barr & John Y. Campbell, 1995, "Inflation, Real Interest Rates and the Bond Market: A Study of UK Nominal Index-Linked Government Bond Prices," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1731.

Undated

  1. David Barr & John Campbell, undated, "Inflation, real interest rates and the bond market: a study of UK nominal and index-linked Government bond prices," CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University, number 95-09.
  2. David Barr & Richard Priestley, undated, "Expected returns, risk and the integration of international bond markets," CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University, number 97-04.
  3. Antonios Antoniou & David G. Barr & Richard Priestley, undated, "Measuring the Excess Profits of the UK’s recently Privatised Utilities," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 97-02.

Journal articles

2022

  1. Somnath Chatterjee & Ching‐Wai (Jeremy) Chiu & Thibaut Duprey & Sinem Hacıoğlu‐Hoke, 2022, "Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 84, issue 2, pages 380-400, April, DOI: 10.1111/obes.12466.

2015

  1. Andrew Blake & Garreth Rule & Ole Rummel, 2015, "Inflation targeting and term premia estimates for Latin America," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), volume 24, issue 1, pages 1-21, December, DOI: 10.1007/s40503-015-0017-7.

2004

  1. Barr, David G. & Priestley, Richard, 2004, "Expected returns, risk and the integration of international bond markets," Journal of International Money and Finance, Elsevier, volume 23, issue 1, pages 71-97, February.

2003

  1. 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, volume 18, issue 37, pages 573-613.

2000

  1. Antoniou, A & Barr, D G & Priestley, R, 2000, "Abnormal Stock Returns and Public Policy: The Case of the UK Privatised Electricity and Water Utilities," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 5, issue 2, pages 93-106, April.
  2. David G. Barr & Bahram Pesaran, 2000, "An Assessment Of The Relative Importance Of Real Interest Rates, Inflation, And Term Premiums In Determining The Prices Of Real And Nominal U.K. Bonds," The Review of Economics and Statistics, MIT Press, volume 79, issue 3, pages 362-366, August.

1994

  1. Barr, D G & Cuthbertson, K, 1994, "The Demand for Financial Assets Held in the U.K. by the Overseas Sector: An Application of Two-Stage Budgeting," The Manchester School of Economic & Social Studies, University of Manchester, volume 62, issue 1, pages 1-20, March.

1992

  1. Barr, D G & Cuthbertson, K, 1992, "A Data Based Simulation Model of the Financial Asset Decisions of UK, 'Other' Financial Intermediaries," Scottish Journal of Political Economy, Scottish Economic Society, volume 39, issue 3, pages 241-260, August.
  2. Barr, David G & Cuthbertson, Keith, 1992, "Company Sector Liquid Asset Holdings: A Systems Approach," Journal of Money, Credit and Banking, Blackwell Publishing, volume 24, issue 1, pages 83-97, February.
  3. David Barr, 1992, "The Demand for Money in Europe: Comment on Kremers and Lane," IMF Staff Papers, Palgrave Macmillan, volume 39, issue 3, pages 718-729, September.

1991

  1. Barr, D G & Cuthbertson, Keith, 1991, "Neoclassical Consumer Demand Theory and the Demand for Money," Economic Journal, Royal Economic Society, volume 101, issue 407, pages 855-876, July.
  2. D.G. Barr & K. Cuthbertson, 1991, "A Model of UK Personal Sector Holdings of Capital Uncertain Assets," Journal of Economic Studies, Emerald Group Publishing Limited, volume 18, issue 4, pages 1-1, April, DOI: 10.1108/EUM0000000000154.
  3. Barr, David G & Cuthbertson, Keith, 1991, "An Interdependent Error Feedback Model of UK Company Sector Asset Demands," Oxford Economic Papers, Oxford University Press, volume 43, issue 4, pages 596-611, October.

Books

2015

  1. Somnath Chatterjee, 2015, "Modelling credit risk," Handbooks, Centre for Central Banking Studies, Bank of England, number 34, April.
  2. Andrew Blake & Garreth Rule, 2015, "Deriving option-implied probability densities for foreign exchange markets," Handbooks, Centre for Central Banking Studies, Bank of England, number 35, April.
  3. Garreth Rule, 2015, "Understanding the central bank balance sheet," Handbooks, Centre for Central Banking Studies, Bank of England, number 32, April.

2012

  1. Garreth Rule, 2012, "Collateral management in central bank policy operations," Handbooks, Centre for Central Banking Studies, Bank of England, number 31, April.

2011

  1. Garreth Rule, 2011, "Issuing central bank securities," Handbooks, Centre for Central Banking Studies, Bank of England, number 30, ISBN: ARRAY(0x8bf6b4e0), April.

Chapters

2014

  1. David Barr & Oliver Bush & Alex Pienkowski, 2014, "GDP-linked Bonds and Sovereign Default," International Economic Association Series, Palgrave Macmillan, chapter 4, in: Joseph E. Stiglitz & Daniel Heymann, "Life After Debt", DOI: 10.1057/9781137411488_16.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.