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Robert Czech

Personal Details

First Name:Robert
Middle Name:
Last Name:Czech
Suffix:
RePEc Short-ID:pcz20
[This author has chosen not to make the email address public]
https://sites.google.com/view/robertczech/research
Terminal Degree:2019 Business School; Imperial College (from RePEc Genealogy)

Affiliation

Bank of England

London, United Kingdom
http://www.bankofengland.co.uk/
RePEc:edi:boegvuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Robert Czech & Win Monroe, 2025. "Dealers, information and liquidity provision in safe assets," Bank of England working papers 1113, Bank of England.
  2. Laura Alfaro & Saleem Bahaj & Robert Czech & Jonathon Hazell & Ioana Neamțu, 2024. "LASH risk and interest rates," Bank of England working papers 1073, Bank of England.
  3. Saleem Bahaj & Robert Czech & Sitong Ding & Ricardo Reis, 2023. "The market for inflation risk," Bank of England working papers 1028, Bank of England.
  4. Ambrogio Cesa-Bianchi & Robert Czech & Fernando Eguren-Martin, 2023. "Dash for Dollars," Discussion Papers 2314, Centre for Macroeconomics (CFM).
  5. Robert Czech & Pasquale Della Corte & Shiyang Huang & Tianyu Wang, 2022. "FX option volume," Bank of England working papers 964, Bank of England.
  6. Robert Czech & Shiyang Huang & Dong Lou & Tianyu Wang, 2021. "An unintended consequence of holding dollar assets," Bank of England working papers 953, Bank of England.
  7. Robert Czech & Shiyang Huang & Dong Lou & Tianyu Wang, 2020. "Informed trading in government bond markets," Bank of England working papers 871, Bank of England.
  8. Robert Czech & Gábor Pintér, 2020. "Informed trading and the dynamics of client-dealer connections in corporate bond markets," Bank of England working papers 895, Bank of England.
  9. Robert Czech, 2019. "Credit default swaps and corporate bond trading," Bank of England working papers 810, Bank of England.
  10. Robert Czech & Matt Roberts-Sklar, 2017. "Investor behaviour and reaching for yield: evidence from the sterling corporate bond market," Bank of England working papers 685, Bank of England.

Articles

  1. Robert Czech, 2022. "Comment on "Open-ended bond funds: systemic risks and policy implications" by Stijn Claessens and Ulf Lewrick," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 72(01), pages 63-66, December.
  2. Czech, Robert & Huang, Shiyang & Lou, Dong & Wang, Tianyu, 2021. "Informed trading in government bond markets," Journal of Financial Economics, Elsevier, vol. 142(3), pages 1253-1274.
  3. Czech, Robert, 2021. "Credit default swaps and corporate bond trading," Journal of Financial Intermediation, Elsevier, vol. 48(C).
  4. Robert Czech & Matt Roberts‐Sklar, 2019. "Investor behaviour and reaching for yield: Evidence from the sterling corporate bond market," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 28(5), pages 347-379, December.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Robert Czech & Win Monroe, 2025. "Dealers, information and liquidity provision in safe assets," Bank of England working papers 1113, Bank of England.

    Cited by:

    1. Carole Comerton-Forde & Billy Ford & Thierry Foucault & Simon Jurkatis, 2025. "Investors as a Liquidity Backstop in Corporate Bond Markets," Working Papers hal-05187235, HAL.

  2. Saleem Bahaj & Robert Czech & Sitong Ding & Ricardo Reis, 2023. "The market for inflation risk," Bank of England working papers 1028, Bank of England.

    Cited by:

    1. Braun, Robin & Miranda-Agrippino, Silvia & Saha, Tuli, 2023. "Measuring Monetary Policy in the UK: the UK Monetary Policy Event-Study Database," CEPR Discussion Papers 18595, C.E.P.R. Discussion Papers.
    2. Javier Turen & Isaac Baley, 2025. "Lumpy Forecasts," Working Papers 1476, Barcelona School of Economics.
    3. Xavier Gabaix & Ralph S J Koijen & Robert Richmond & Motohiro Yogo, 2024. "Artificial intelligence and big holdings data: Opportunities for central banks," BIS Working Papers 1222, Bank for International Settlements.
    4. Rodrigo Barria & Gabor Pinter, 2023. "Mispricing in inflation markets," Bank of England working papers 1034, Bank of England.

  3. Ambrogio Cesa-Bianchi & Robert Czech & Fernando Eguren-Martin, 2023. "Dash for Dollars," Discussion Papers 2314, Centre for Macroeconomics (CFM).

    Cited by:

    1. Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2020. "The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF," FRB Atlanta Working Paper 2020-18, Federal Reserve Bank of Atlanta.
    2. Engel, Charles & Bianchi, Javier & Bigio, Saki, 2021. "Scrambling for Dollars: International Liquidity, Banks and Exchange Rates," CEPR Discussion Papers 16712, C.E.P.R. Discussion Papers.

  4. Robert Czech & Pasquale Della Corte & Shiyang Huang & Tianyu Wang, 2022. "FX option volume," Bank of England working papers 964, Bank of England.

    Cited by:

    1. Saleem Bahaj & Robert Czech & Sitong Ding & Ricardo Reis, 2023. "The market for inflation risk," Bank of England working papers 1028, Bank of England.

  5. Robert Czech & Shiyang Huang & Dong Lou & Tianyu Wang, 2021. "An unintended consequence of holding dollar assets," Bank of England working papers 953, Bank of England.

    Cited by:

    1. Maddalena Ghio & Linda Rousova & Dilyara Salakhova & Mr. Germán Villegas-Bauer, 2023. "Derivative Margin Calls: A New Driver of MMF Flows," IMF Working Papers 2023/061, International Monetary Fund.
    2. Kristy Jansen & Sven Klingler & Angelo Ranaldo & Patty Duijm, 2024. "Pension Liquidity Risk," Working Papers 801, DNB.
    3. Cesa-Bianchi, Ambrogio & Czech, Robert & Eguren Martin, Fernando, 2021. "Dash for Dollars," CEPR Discussion Papers 16415, C.E.P.R. Discussion Papers.
    4. Audrius Jukonis & Elisa Letizia & Linda Rousova, 2024. "The Impact of Derivatives Collateralization on Liquidity Risk: Evidence from the Investment Fund Sector," IMF Working Papers 2024/026, International Monetary Fund.
    5. Bräuer, Leonie & Hau, Harald, 2023. "Can Time-Varying Currency Risk Hedging Explain Exchange Rates?," CEPR Discussion Papers 18516, C.E.P.R. Discussion Papers.
    6. Jordan Barone & Alain P. Chaboud & Adam Copeland & Cullen Kavoussi & Frank M. Keane & Seth Searls, 2023. "The Global Dash for Cash: Why Sovereign Bond Market Functioning Varied across Jurisdictions in March 2020," Economic Policy Review, Federal Reserve Bank of New York, vol. 29(3), pages 1-29, December.
    7. Yannis Dafermos & Daniela Gabor & Jo Michell, 2023. "FX swaps, shadow banks and the global dollar footprint," Environment and Planning A, , vol. 55(4), pages 949-968, June.
    8. Marco Bardoscia & Fabio Caccioli & Haotian Gao, 2022. "Efficiency of central clearing under liquidity stress," Bank of England working papers 1002, Bank of England.

  6. Robert Czech & Shiyang Huang & Dong Lou & Tianyu Wang, 2020. "Informed trading in government bond markets," Bank of England working papers 871, Bank of England.

    Cited by:

    1. Robert Czech & Shiyang Huang & Dong Lou & Tianyu Wang, 2021. "An unintended consequence of holding dollar assets," Bank of England working papers 953, Bank of England.
    2. Kerssenfischer, Mark & Helmus, Caspar, 2024. "Outages in sovereign bond markets," Working Paper Series 2944, European Central Bank.
    3. Abudy, Menachem Meni & Nathan, Daniel & Wohl, Avi, 2024. "Mutual fund flows and government bond returns," Journal of Banking & Finance, Elsevier, vol. 162(C).
    4. Kondor, Peter & Pinter, Gabor, 2022. "Clients’ connections: measuring the role of private information in decentralized markets," LSE Research Online Documents on Economics 110861, London School of Economics and Political Science, LSE Library.
    5. Jamie Coen & Patrick Coen & Anne-Caroline Hüser, 2024. "Collateral demand in wholesale funding markets," Bank of England working papers 1082, Bank of England.
    6. Gabor Pinter & Semih Üslü & Jean-Charles Wijnandts, 2025. "Comparing search and intermediation frictions across markets," BIS Working Papers 1283, Bank for International Settlements.
    7. Domenico Di Gangi & Vladimir Lazarov & Aakash Mankodi & Laura Silvestri, 2022. "Links between government bond and futures markets: dealer-client relationships and price discovery in the UK," Bank of England working papers 991, Bank of England.
    8. Robert Czech & Gábor Pintér, 2020. "Informed trading and the dynamics of client-dealer connections in corporate bond markets," Bank of England working papers 895, Bank of England.
    9. Jung, Taejin & Scarlat, Elvira, 2024. "The effect of ASC 842 leases on bond yields," Finance Research Letters, Elsevier, vol. 67(PB).
    10. Gábor Pintér & Chaojun Wang & Junyuan Zou, 2021. "Size Discount and Size Penalty Trading Costs in Bond Markets," Discussion Papers 2114, Centre for Macroeconomics (CFM).
    11. de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2021. "OTC discount," SAFE Working Paper Series 298, Leibniz Institute for Financial Research SAFE, revised 2021.
      • de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2019. "OTC discount," Discussion Papers 42/2019, Deutsche Bundesbank.
    12. Chen, Keqi & Wang, Yuehan & Zhu, Xiaoquan, 2024. "The value of information in China’s connected market," Journal of Empirical Finance, Elsevier, vol. 78(C).
    13. Cunfei Liao & Guohao Tang & Xiaoying Xu, 2024. "Smart money or chasing stars: Evidence from northbound trading in China," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 1781-1803, April.
    14. Rhys M. Bidder & Jamie Coen & Caterina Lepore & Laura Silvetri, 2024. "Whose Asset Sales Matter?," IMF Working Papers 2024/168, International Monetary Fund.
    15. Coen, Jamie & Coen, Patrick & Hüser, Anne-Caroline, 2024. "Collateral Demand in Wholesale Funding Markets," TSE Working Papers 130323, Toulouse School of Economics (TSE).
    16. Lou, Dong & Pinter, Gabor & Üslü, Semih & Walker, Danny, 2025. "Yield drifts when issuance comes before macro news," Journal of Financial Economics, Elsevier, vol. 165(C).
    17. Fung, Scott & Obaid, Khaled & Tsai, Shih-Chuan, 2024. "Information acquisition and processing skills of institutions and retail investors around information shocks," Journal of Empirical Finance, Elsevier, vol. 77(C).
    18. Gabor Pinter & Semih Uslu, 2023. "Price formation in markets with trading delays," Bank of England working papers 1023, Bank of England.
    19. Gábor Pintér & Chaojun Wang & Junyuan Zou, 2022. "Information chasing versus adverse selection," Bank of England working papers 971, Bank of England.

  7. Robert Czech & Gábor Pintér, 2020. "Informed trading and the dynamics of client-dealer connections in corporate bond markets," Bank of England working papers 895, Bank of England.

    Cited by:

    1. Kondor, Peter & Pinter, Gabor, 2022. "Clients’ connections: measuring the role of private information in decentralized markets," LSE Research Online Documents on Economics 110861, London School of Economics and Political Science, LSE Library.
    2. Gabor Pinter & Semih Üslü & Jean-Charles Wijnandts, 2025. "Comparing search and intermediation frictions across markets," BIS Working Papers 1283, Bank for International Settlements.
    3. Alicia Vidler & Toby Walsh, 2025. "Shifting Power: Leveraging LLMs to Simulate Human Aversion in ABMs of Bilateral Financial Exchanges, A bond market study," Papers 2503.00320, arXiv.org, revised Mar 2025.
    4. Gábor Pintér & Chaojun Wang & Junyuan Zou, 2021. "Size Discount and Size Penalty Trading Costs in Bond Markets," Discussion Papers 2114, Centre for Macroeconomics (CFM).
    5. Simon Jurkatis & Andreas Schrimpf & Karamfil Todorov & Nicholas Vause, 2023. "Relationship discounts in corporate bond trading," Bank of England working papers 1049, Bank of England.
    6. Benjamin Gardner & Yesol Huh, 2024. "Information Friction in OTC Interdealer Markets," Finance and Economics Discussion Series 2024-040, Board of Governors of the Federal Reserve System (U.S.).
    7. Gabor Pinter & Semih Uslu, 2023. "Price formation in markets with trading delays," Bank of England working papers 1023, Bank of England.

  8. Robert Czech, 2019. "Credit default swaps and corporate bond trading," Bank of England working papers 810, Bank of England.

    Cited by:

    1. Banerjee, Suman & Kong, Mingyuan, 2025. "Modeling optimal strategies in CDS markets: The role of creditor-issuer dynamics," International Review of Financial Analysis, Elsevier, vol. 103(C).
    2. Maximilian Jager & Frederick Zadow, 2023. "Clear(ed) Decision: The Effect of Central Clearing on Firms Financing Decision," CRC TR 224 Discussion Paper Series crctr224_2023_445, University of Bonn and University of Mannheim, Germany.
    3. Domenico Di Gangi & Vladimir Lazarov & Aakash Mankodi & Laura Silvestri, 2022. "Links between government bond and futures markets: dealer-client relationships and price discovery in the UK," Bank of England working papers 991, Bank of England.
    4. Robert Czech & Gábor Pintér, 2020. "Informed trading and the dynamics of client-dealer connections in corporate bond markets," Bank of England working papers 895, Bank of England.
    5. Andrada Bilan & Yalin Gündüz, 2022. "CDS market structure and bond spreads," Working Papers 2022-09, Swiss National Bank.
    6. Acharya, Viral & , & Johnson, Timothy, 2021. "Bank Use of Sovereign CDS in the Eurozone Crisis: Hedging and Risk Incentives," CEPR Discussion Papers 16628, C.E.P.R. Discussion Papers.
    7. Nathan Converse & Enrico Mallucci, 2019. "Differential Treatment in the Bond Market: Sovereign Risk and Mutual Fund Portfolios," International Finance Discussion Papers 1261, Board of Governors of the Federal Reserve System (U.S.).

  9. Robert Czech & Matt Roberts-Sklar, 2017. "Investor behaviour and reaching for yield: evidence from the sterling corporate bond market," Bank of England working papers 685, Bank of England.

    Cited by:

    1. Robert Czech, 2019. "Credit default swaps and corporate bond trading," Bank of England working papers 810, Bank of England.
    2. Benos, Evangelos & Žikeš, Filip, 2018. "Funding constraints and liquidity in two-tiered OTC markets," Journal of Financial Markets, Elsevier, vol. 39(C), pages 24-43.
    3. Han-Ting Wang & Sze-Ting Chen, 2020. "The Impact of CEO Competence Heterogeneity and Investor Risk Appetite on Corporate Bond Yield- Take the Listed Companies of the Real Estate Industry as an Example," International Journal of Business and Administrative Studies, Professor Dr. Bahaudin G. Mujtaba, vol. 6(4), pages 183-200.
    4. Fabio Caccioli & Gerardo Ferrara & Amanah Ramadiah, 2020. "Modelling fire sale contagion across banks and non-banks," Bank of England working papers 878, Bank of England.
    5. David Mallaburn & Matt Roberts-Sklar & Laura Silvestri, 2019. "Resilience of trading networks: evidence from the sterling corporate bond market," Bank of England working papers 813, Bank of England.
    6. J Doyne Farmer & Alissa M Kleinnijenhuis & Paul Nahai-Williamson & Thom Wetzer, 2020. "Foundations of system-wide financial stress testing with heterogeneous institutions," Bank of England working papers 861, Bank of England.
    7. Rhys M. Bidder & Jamie Coen & Caterina Lepore & Laura Silvetri, 2024. "Whose Asset Sales Matter?," IMF Working Papers 2024/168, International Monetary Fund.
    8. Federico Apicella & Raffaele Gallo & Giovanni Guazzarotti, 2022. "Insurers' investments before and after the Covid-19 outbreak," Temi di discussione (Economic working papers) 1363, Bank of Italy, Economic Research and International Relations Area.
    9. di Iasio, Giovanni & Kryczka, Dominika, 2021. "Market failures in market-based finance," Working Paper Series 2545, European Central Bank.
    10. Yuliya Baranova & Graeme Douglas & Laura Silvestri, 2019. "Simulating stress in the UK corporate bond market: investor behaviour and asset fire-sales," Bank of England working papers 803, Bank of England.
    11. Onofrio Panzarino, 2023. "Investor behavior under market stress:evidence from the Italian sovereign bond market," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems) 33, Bank of Italy, Directorate General for Markets and Payment System.
    12. Warinthip Worasak & Nuwat Nookhwun & Pongpitch Amatyakul, 2022. "Monetary Policy and Risk-Taking: Evidence from Thai Corporate Bond Markets," PIER Discussion Papers 186, Puey Ungphakorn Institute for Economic Research.

Articles

  1. Czech, Robert & Huang, Shiyang & Lou, Dong & Wang, Tianyu, 2021. "Informed trading in government bond markets," Journal of Financial Economics, Elsevier, vol. 142(3), pages 1253-1274.
    See citations under working paper version above.
  2. Czech, Robert, 2021. "Credit default swaps and corporate bond trading," Journal of Financial Intermediation, Elsevier, vol. 48(C).
    See citations under working paper version above.
  3. Robert Czech & Matt Roberts‐Sklar, 2019. "Investor behaviour and reaching for yield: Evidence from the sterling corporate bond market," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 28(5), pages 347-379, December.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 13 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-IFN: International Finance (5) 2022-02-14 2022-05-30 2023-08-21 2024-09-16 2025-01-20. Author is listed
  2. NEP-MST: Market Microstructure (4) 2020-12-21 2022-05-30 2023-01-02 2025-03-03. Author is listed
  3. NEP-BAN: Banking (3) 2025-01-13 2025-01-20 2025-03-03
  4. NEP-RMG: Risk Management (3) 2022-02-14 2023-08-21 2025-01-13
  5. NEP-CBA: Central Banking (2) 2023-08-21 2024-09-16
  6. NEP-FMK: Financial Markets (2) 2019-08-12 2020-07-27
  7. NEP-MON: Monetary Economics (2) 2023-08-21 2025-03-03
  8. NEP-CFN: Corporate Finance (1) 2017-11-12
  9. NEP-CWA: Central and Western Asia (1) 2022-02-14
  10. NEP-HIS: Business, Economic and Financial History (1) 2022-02-14
  11. NEP-IAS: Insurance Economics (1) 2017-11-12
  12. NEP-OPM: Open Economy Macroeconomics (1) 2022-05-30

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