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Simon P. Lloyd

Personal Details

First Name:Simon
Middle Name:P.
Last Name:Lloyd
Suffix:
RePEc Short-ID:pll36
[This author has chosen not to make the email address public]
https://sites.google.com/view/splloyd/home

Affiliation

Bank of England

London, United Kingdom
http://www.bankofengland.co.uk/

+44 (0)20 3461 4878
+44 (0)20 3461 4771
Threadneedle Street, London EC2R 8AH
RePEc:edi:boegvuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Bussière, Matthieu & Cao, Jin & de Haan, Jakob & Hills, Robert & Lloyd, Simon & Meunier, Baptiste & Pedrono, Justine & Reinhardt, Dennis & Shina, Sonalika & Sowerbutts, Rhiannon & Styrin, Konstantin, 2020. "The interaction between macroprudential policy and monetary policy: overview," Bank of England working papers 886, Bank of England.
  2. Bussière, Matthieu & Hills, Robert & Lloyd, Simon & Meunier, Baptiste & Pedrono, Justine & Reinhardt, Dennis & Sowerbutts, Rhiannon, 2020. "Le Pont de Londres: interactions between monetary and prudential policies in cross-border lending," Bank of England working papers 850, Bank of England.
  3. Lloyd, S. P. & Marin, E. A., 2019. "Exchange Rate Risk and Business Cycles," Cambridge Working Papers in Economics 1996, Faculty of Economics, University of Cambridge.
  4. Coman, Andra & Lloyd, Simon, 2019. "In the face of spillovers: prudential policies in emerging economies," Bank of England working papers 828, Bank of England.
  5. Lloyd, S. & Solomou, S., 2019. "The Impact of the 1932 General Tariff: A Difference-in-Difference Approach," Cambridge Working Papers in Economics 1940, Faculty of Economics, University of Cambridge.
  6. Joy, Mark & Lisack, Noemie & Lloyd, Simon & Reinhardt, Dennis & Sajedi, Rana & Whitaker, Simon, 2018. "Mind the (current account) gap," Bank of England Financial Stability Papers 43, Bank of England.
  7. Lloyd, S. P., 2017. "Unconventional Monetary Policy and the Interest Rate Channel: Signalling and Portfolio Rebalancing," Cambridge Working Papers in Economics 1735, Faculty of Economics, University of Cambridge.
  8. Lloyd, S. P., 2017. "Estimating Nominal Interest Rate Expectations: Overnight Indexed Swaps and the Term Structure," Cambridge Working Papers in Economics 1734, Faculty of Economics, University of Cambridge.
  9. Lloyd, S. P., 2017. "Overnight Indexed Swap Market-Based Measures of Monetary Policy Expectations," Cambridge Working Papers in Economics 1733, Faculty of Economics, University of Cambridge.

Articles

  1. Matthieu Bussière & Jin Cao & Jakob de Haan & Robert Hills & Simon Lloyd & Baptiste Meunier & Justine Pedrono & Dennis Reinhardt & Sonalika Sinha & Rhiannon Sowerbutts & Konstantin Styrin, 2021. "The interaction between macroprudential policy and monetary policy: Overview," Review of International Economics, Wiley Blackwell, vol. 29(1), pages 1-19, February.
  2. Matthieu Bussière & Robert Hills & Simon Lloyd & Baptiste Meunier & Justine Pedrono & Dennis Reinhardt & Rhiannon Sowerbutts, 2021. "Le Pont de Londres: Interactions between monetary and prudential policies in cross‐border lending," Review of International Economics, Wiley Blackwell, vol. 29(1), pages 61-86, February.
  3. Lloyd, Simon P., 2021. "Overnight indexed swap-implied interest rate expectations," Finance Research Letters, Elsevier, vol. 38(C).
  4. Lloyd, Simon P., 2020. "Estimating nominal interest rate expectations: Overnight indexed swaps and the term structure," Journal of Banking & Finance, Elsevier, vol. 119(C).
  5. Simon P. Lloyd & Solomos Solomou, 2020. "The impact of the 1932 General Tariff: a difference-in-difference approach," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 14(1), pages 41-60, January.
  6. Gilhooly, Robert & Han, Jen & Lloyd, Simon & Reynolds, Niamh & Young, David, 2018. "From the Middle Kingdom to the United Kingdom: spillovers from China," Bank of England Quarterly Bulletin, Bank of England, vol. 58(2), pages 11-20.

Chapters

  1. Giancarlo Corsetti & Simon Lloyd & Emile Marin, 2020. "Emerging market currency risk around ‘global disasters’: Evidence from the Global Financial Crisis and the COVID-19 crisis," Vox eBook Chapters, in: Simeon Djankov & Ugo Panizza (ed.), COVID-19 in Developing Economies, edition 1, volume 1, chapter 1, pages 342-352, Centre for Economic Policy Research.

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. Bussière, Matthieu & Cao, Jin & de Haan, Jakob & Hills, Robert & Lloyd, Simon & Meunier, Baptiste & Pedrono, Justine & Reinhardt, Dennis & Shina, Sonalika & Sowerbutts, Rhiannon & Styrin, Konstantin, 2020. "The interaction between macroprudential policy and monetary policy: overview," Bank of England working papers 886, Bank of England.

    Cited by:

    1. Meunier Baptiste & Pedrono Justine, 2021. "A Prudential trade-off? Leakages and Interactions with Monetary Policy," Working papers 805, Banque de France.

  2. Bussière, Matthieu & Hills, Robert & Lloyd, Simon & Meunier, Baptiste & Pedrono, Justine & Reinhardt, Dennis & Sowerbutts, Rhiannon, 2020. "Le Pont de Londres: interactions between monetary and prudential policies in cross-border lending," Bank of England working papers 850, Bank of England.

    Cited by:

    1. Bussière, Matthieu & Cao, Jin & de Haan, Jakob & Hills, Robert & Lloyd, Simon & Meunier, Baptiste & Pedrono, Justine & Reinhardt, Dennis & Shina, Sonalika & Sowerbutts, Rhiannon & Styrin, Konstantin, 2020. "The interaction between macroprudential policy and monetary policy: overview," Bank of England working papers 886, Bank of England.
    2. Meunier Baptiste & Pedrono Justine, 2021. "A Prudential trade-off? Leakages and Interactions with Monetary Policy," Working papers 805, Banque de France.

  3. Lloyd, S. P. & Marin, E. A., 2019. "Exchange Rate Risk and Business Cycles," Cambridge Working Papers in Economics 1996, Faculty of Economics, University of Cambridge.

    Cited by:

    1. Corsetti, G. & Marin, E. A., 2020. "A Century of Arbitrage and Disaster Risk Pricing in the Foreign Exchange Market," Cambridge Working Papers in Economics 2020, Faculty of Economics, University of Cambridge.

  4. Coman, Andra & Lloyd, Simon, 2019. "In the face of spillovers: prudential policies in emerging economies," Bank of England working papers 828, Bank of England.

    Cited by:

    1. Bussière, Matthieu & Cao, Jin & de Haan, Jakob & Hills, Robert & Lloyd, Simon & Meunier, Baptiste & Pedrono, Justine & Reinhardt, Dennis & Shina, Sonalika & Sowerbutts, Rhiannon & Styrin, Konstantin, 2020. "The interaction between macroprudential policy and monetary policy: overview," Bank of England working papers 886, Bank of England.
    2. Elod Takats & Judit Temesvary, 2019. "How does the interaction of macroprudential and monetary policies affect cross-border bank lending?," Finance and Economics Discussion Series 2019-045, Board of Governors of the Federal Reserve System (U.S.).
    3. Konstantin Styrin & Yulia Ushakova, 2020. "IBRN Initiative on Interactions of Monetary and Prudential Policies," Russian Journal of Money and Finance, Bank of Russia, vol. 79(3), pages 58-74, September.
    4. Eguren-Martin, Fernando & O'Neill, Cian & Sokol, Andrej & von dem Berge, Lukas, 2020. "Capital flows-at-risk: push, pull and the role of policy," Bank of England working papers 881, Bank of England.

  5. Joy, Mark & Lisack, Noemie & Lloyd, Simon & Reinhardt, Dennis & Sajedi, Rana & Whitaker, Simon, 2018. "Mind the (current account) gap," Bank of England Financial Stability Papers 43, Bank of England.

    Cited by:

    1. Sharmila Devadas & Norman Loayza, 2018. "When is a Current Account Deficit Bad?," World Bank Other Operational Studies 30506, The World Bank.
    2. Enrique Alberola-Ila & Ángel Estrada & Francesca Viani, 2018. "Global imbalances from a stock perspective. The asymmetry between creditors and debtors," BIS Working Papers 707, Bank for International Settlements.
    3. Sena Kimm Gnangnon, 2019. "Remittances Inflows and Trade Policy," Remittances Review, Transnational Press London, UK, vol. 4(2), pages 117-142, October.
    4. Brumm, Johannes & Georgiadis, Georgios & Gräb, Johannes & Trottner, Fabian, 2019. "Global value chain participation and current account imbalances," Journal of International Money and Finance, Elsevier, vol. 97(C), pages 111-124.
    5. Miriam Koomen & Laurence Wicht, 2020. "Demographics, pension systems, and the current account: an empirical assessment using the IMF current account model," Working Papers 2020-23, Swiss National Bank.

  6. Lloyd, S. P., 2017. "Unconventional Monetary Policy and the Interest Rate Channel: Signalling and Portfolio Rebalancing," Cambridge Working Papers in Economics 1735, Faculty of Economics, University of Cambridge.

    Cited by:

    1. Lloyd, S. P., 2017. "Estimating Nominal Interest Rate Expectations: Overnight Indexed Swaps and the Term Structure," Cambridge Working Papers in Economics 1734, Faculty of Economics, University of Cambridge.
    2. Gokmenoglu, Korhan K. & Hadood, Abobaker Al.Al., 2020. "Impact of US unconventional monetary policy on dynamic stock-bond correlations: Portfolio rebalancing and signalling channel effects," Finance Research Letters, Elsevier, vol. 33(C).
    3. Miller, Sam & Wanengkirtyo, Boromeus, 2020. "Liquidity and monetary transmission: a quasi-experimental approach," Bank of England working papers 891, Bank of England.
    4. Ioannou, Demosthenes & Stracca, Livio & Pagliari, Maria Sole, 2020. "The international dimension of an incomplete EMU," Working Paper Series 2459, European Central Bank.
    5. Ioannou Demosthenes & Pagliari Maria Sole & Stracca Livio, 2020. "The international dimension of a fragile EMU," Working papers 795, Banque de France.
    6. Brendon, Charles & Corsetti, Giancarlo, 2016. "COEURE Survey: Fiscal and Monetary Policies after the Crises," CEPR Discussion Papers 11088, C.E.P.R. Discussion Papers.
    7. Daniel J. Lewis, 2019. "Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects," Staff Reports 891, Federal Reserve Bank of New York.

  7. Lloyd, S. P., 2017. "Estimating Nominal Interest Rate Expectations: Overnight Indexed Swaps and the Term Structure," Cambridge Working Papers in Economics 1734, Faculty of Economics, University of Cambridge.

    Cited by:

    1. Bailey, Andrew & Bridges, Jonathan & Harrison, Richard & Jones, Josh & Mankodi, Aakash, 2020. "The central bank balance sheet as a policy tool: past, present and future," Bank of England working papers 899, Bank of England.
    2. Darmouni, Olivier & Geisecke, Oliver & Rodnyanky, Alexander, 2019. "The Bond Lending Channel of Monetary Policy," MPRA Paper 95141, University Library of Munich, Germany.
    3. Giancarlo Corsetti & Joao B. Duarte & Samuel Mann, 2018. "One Money, Many Markets," Discussion Papers 1805, Centre for Macroeconomics (CFM).
    4. Corsetti, Giancarlo & Duarte, Joao B. & Mann, Samuel, 2018. "One money, many markets: a factor model approach to monetary policy in the Euro Area with high-frequency identification," LSE Research Online Documents on Economics 87182, London School of Economics and Political Science, LSE Library.
    5. Corsetti, Giancarlo & Duarte, Joao & Mann, Samuel, 2020. "One Money, Many Markets: Monetary Transmission and Housing Financing in the Euro Area," CEPR Discussion Papers 14968, C.E.P.R. Discussion Papers.
    6. Lloyd, Simon, 2018. "Overnight index swap market-based measures of monetary policy expectations," Bank of England working papers 709, Bank of England.

  8. Lloyd, S. P., 2017. "Overnight Indexed Swap Market-Based Measures of Monetary Policy Expectations," Cambridge Working Papers in Economics 1733, Faculty of Economics, University of Cambridge.

    Cited by:

    1. Erik Heitfield & Yang-Ho Park, 2019. "Inferring Term Rates from SOFR Futures Prices," Finance and Economics Discussion Series 2019-014, Board of Governors of the Federal Reserve System (U.S.).
    2. Giancarlo Corsetti & Joao B. Duarte & Samuel Mann, 2018. "One Money, Many Markets," Discussion Papers 1805, Centre for Macroeconomics (CFM).
    3. Bussière, Matthieu & Cao, Jin & de Haan, Jakob & Hills, Robert & Lloyd, Simon & Meunier, Baptiste & Pedrono, Justine & Reinhardt, Dennis & Shina, Sonalika & Sowerbutts, Rhiannon & Styrin, Konstantin, 2020. "The interaction between macroprudential policy and monetary policy: overview," Bank of England working papers 886, Bank of England.
    4. Corsetti, Giancarlo & Duarte, Joao B. & Mann, Samuel, 2018. "One money, many markets: a factor model approach to monetary policy in the Euro Area with high-frequency identification," LSE Research Online Documents on Economics 87182, London School of Economics and Political Science, LSE Library.
    5. Corsetti, Giancarlo & Duarte, Joao & Mann, Samuel, 2020. "One Money, Many Markets: Monetary Transmission and Housing Financing in the Euro Area," CEPR Discussion Papers 14968, C.E.P.R. Discussion Papers.

Articles

  1. Matthieu Bussière & Jin Cao & Jakob de Haan & Robert Hills & Simon Lloyd & Baptiste Meunier & Justine Pedrono & Dennis Reinhardt & Sonalika Sinha & Rhiannon Sowerbutts & Konstantin Styrin, 2021. "The interaction between macroprudential policy and monetary policy: Overview," Review of International Economics, Wiley Blackwell, vol. 29(1), pages 1-19, February.
    See citations under working paper version above.
  2. Matthieu Bussière & Robert Hills & Simon Lloyd & Baptiste Meunier & Justine Pedrono & Dennis Reinhardt & Rhiannon Sowerbutts, 2021. "Le Pont de Londres: Interactions between monetary and prudential policies in cross‐border lending," Review of International Economics, Wiley Blackwell, vol. 29(1), pages 61-86, February.
    See citations under working paper version above.
  3. Lloyd, Simon P., 2020. "Estimating nominal interest rate expectations: Overnight indexed swaps and the term structure," Journal of Banking & Finance, Elsevier, vol. 119(C).
    See citations under working paper version above.
  4. Gilhooly, Robert & Han, Jen & Lloyd, Simon & Reynolds, Niamh & Young, David, 2018. "From the Middle Kingdom to the United Kingdom: spillovers from China," Bank of England Quarterly Bulletin, Bank of England, vol. 58(2), pages 11-20.

    Cited by:

    1. Sorin-George Toma & Andreea Simona Săseanu, 2019. "China’s Economic Rise after 1978," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 45-50, August.
    2. Shaghil Ahmed & Ricardo Correa & Daniel A. Dias & Nils Goernemann & Jasper Hoek & Anil K. Jain & Edith X. Liu & Anna Wong, 2019. "Global Spillovers of a China Hard Landing," International Finance Discussion Papers 1260, Board of Governors of the Federal Reserve System (U.S.).

Chapters

    Sorry, no citations of chapters 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 14 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-MAC: Macroeconomics (12) 2017-10-08 2017-10-08 2017-10-08 2018-04-02 2018-11-19 2019-11-18 2019-12-09 2019-12-23 2020-02-03 2020-06-22 2020-07-27 2020-11-02. Author is listed
  2. NEP-MON: Monetary Economics (8) 2017-10-08 2017-10-08 2017-10-08 2018-04-02 2018-11-19 2019-11-18 2019-12-23 2020-06-22. Author is listed
  3. NEP-CBA: Central Banking (7) 2017-10-08 2017-10-08 2018-04-02 2019-11-18 2019-12-23 2020-02-03 2020-11-02. Author is listed
  4. NEP-OPM: Open Economy Macroeconomics (7) 2018-02-19 2019-12-09 2019-12-23 2020-02-03 2020-06-22 2020-07-27 2020-11-02. Author is listed
  5. NEP-EEC: European Economics (4) 2017-10-08 2018-02-19 2018-04-02 2020-06-22. Author is listed
  6. NEP-IFN: International Finance (3) 2019-11-18 2019-12-23 2020-02-03
  7. NEP-FDG: Financial Development & Growth (2) 2019-11-18 2019-12-23
  8. NEP-INT: International Trade (2) 2018-02-19 2019-05-27
  9. NEP-ACC: Accounting & Auditing (1) 2018-02-19
  10. NEP-BAN: Banking (1) 2020-11-02
  11. NEP-HIS: Business, Economic & Financial History (1) 2019-05-27

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