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Content
2026
- 1198 The devil in the DeTail: assessing state-contingent tail effects of a releasable macroprudential capital buffer using a parsimonious agent-based framework
by Enrico Minnella & Ana Pereira & Eugen Tereanu - 1197 A flexible deviation from FIRE in the sequence space
by Jamie Lenney & Biagio Rosso - 1196 Anchors aweigh? The effect of communicating forecast uncertainty
by Michael McMahon & Matthew Naylor & Ryan Rholes & Peter Rickards - 1195 SoS! The overnight bilateral liquidity provision of non-bank financial institutions to banks
by Elio Cucullo & Andrew Clare & Angela Gallo - 1194 Central bank communications that reach the public
by Eric Tong & Rennae Cherry - 1193 Developing a house price-at-risk framework for the UK
by Tihana Škrinjarić - 1192 Monetary transmission to firm-level research and development
by Ruslana Datsenko & Martin B Holm - 1191 Asymmetric information and capital regulation in SME lending: a structural model of bank and non-bank competition
by Negar Mohammadi Jazi & Felipe Netto - 1190 Inflation attitudes of large language models
by Nikoleta Anesti & Edward Hill & Andreas Joseph - 1189 Travel restrictions as border frictions: evidence from the Covid-19 pandemic
by John Lewis - 1188 Capital requirements and process innovation
by Walter Beckert & Peter Eccles & Paolo Siciliani - 1187 Staying afloat: the impact of flooding on UK firms
by Benjamin Crampton & Rupert-Hu Gilman & Rebecca Mari - 1186 How should central banks respond to commodity price shocks? Optimal monetary and exchange rate frameworks for commodity-exposed economies
by Thomas Drechsel & Michael McLeay & Silvana Tenreyro & Enrico D Turri - 1185 Are the effects of quantitative easing and tightening state contingent?
by Michael Ellington & Costas Milas & Ryland Thomas - 1184 Digital renaissance amidst crisis: impact of digitalisation on firm performance during the pandemic
by Yusuf Emre Akgunduz & Ayse Karasoy & Gokce Karasoy Can & Elif Ozcan Tok - 1183 Quantitative tightening? Britain’s 1980s experiment with overfunding
by David Ronicle - 1182 The role of confidence measures in European unemployment dynamics
by Marta Garcia-Rodriguez & Clemente Pinilla-Torremocha - 1181 Trade in services under regulatory barriers: evidence from UK banking
by Shania Bhalotia & Sophie Piton & John Woods - 1180 Substitution between RTGS and instant payment schemes: the impact of the 2022 Faster Payments transaction limit increase on CHAPS
by James Duffy & James Sanders - 1179 Real domestic effects of banks’ cross-border lending
by Beniamino Pisicoli & Muhammad Usama Polani & Paolo Siciliani - 1178 Out of work, out of the labour force? Attachment, search effort and participation flows
by Tomas Key & Matthew McKernan & Bradley Speigner - 1177 A simulation framework for sterling money market funds: estimating redemption capacity and evaluating liquidity requirements
by Rishabh Kumar - 1176 Interest-rate fee substitution: credit facilitation in segmented markets
by João Cocco & S Lakshmi Naaraayanan & Jagdish Tripathy - 1175 Targeting inflation expectations?
by Mridula Duggal - 1174 A model of monetary singleness
by Benjamin Hemingway - 1173 How do interest rates affect consumption? Household debt and the role of asset prices
by Angus Foulis & Jonathan Hazell & Atif Mian & Belinda Tracey - 1172 The economic effects of changes to bank capital regulation: evidence from the United Kingdom
by Federico D'Amario & Sebastian de-Ramon & William Francis - 1171 Productivity implications of the move to net zero
by Sandra Batten & Stephen Millard - 1170 Persistent and transitory inflation in the euro area: insights from global and domestic shocks
by Clemente Pinilla-Torremocha - 1169 House price expectations and inflation expectations: evidence from survey data
by Vedanta Dhamija & Ricardo Nunes & Roshni Tara - 1168 Solvency and systemic risk of European life insurers
by Somnath Chatterjee & David Humphry - 1167 Product innovation in the UK mortgage market: the case of green mortgages
by Mahmoud Fatouh & Benjamin Guin & Haluk Unal - 1166 State- and time-dependent pricing
by Philip Bunn & Nicholas Bloom & Craig Menzies & Paul Mizen & Gregory Thwaites & Ivan Yotzov - 1165 Structural forecast analysis
by Davide Brignone & Michele Piffer
2025
- 1556 Monetary policy, state-dependent bank capital requirements and the role of non-bank financial intermediaries
by Manuel Gloria & Chiara Punzo - 1333 When the fog clears: the effect of reduced inflation uncertainty on households' financial behaviour
by Johannes Fischer & Christoph Herler & Philip Schnattinger - 1164 Geopolitical risk and cross-border bank lending
by Dennis Reinhardt & Julian Reynolds & Rhiannon Sowerbutts - 1163 EcoFinBench – a natural language processing benchmark for economics and finance
by Max Ahrens & Dragos Gorduza & Micheal McMahon - 1162 Sticky hurdles: the dynamics of firm hurdle rates in a tightening cycle
by Krishan Shah & Philip Bunn & Marko Melolinna - 1161 A public-private partnership? Central bank funding and credit supply
by Matthieu Chavaz & David Elliott & Win Monroe - 1160 Climate change increases bilateral trade costs
by Maximilian Huppertz - 1159 Assessing risk: a toolkit for measuring regional supply-chain exposure to global shocks
by Richard Baldwin & Rebecca Freeman & Angelos Theodorakopoulos - 1158 Monetary policy and mortgage fixation lengths
by Aniruddha Rajan & Francesc Rodriguez-Tous & Francesc Salgado-Moreno - 1157 Bond financing conditions, economic activity and the financial accelerator
by Eduardo Maqui & Márcia Silva-Pereira & Nicholas Vause - 1155 Sticky production and monetary policy
by Jenny Chan & Sebastian Diz & Derrick Kanngiesser - 1154 Trading relationships in FX derivatives: lessons from Credit Suisse’s collapse
by Gerardo Ferrera & Helene Hall - 1153 Inventories matter for the transmission of monetary policy: uncovering the cost-of-carry channel
by Diego Rodrigues & Tim Willems - 1152 Spatial inequality, regional growth, and economic geography
by Jenny Chan & Sebastian Ellingsen & Helen Simpson - 1151 Distributional consequences of borrower-based macroprudential tools
by José-Luis Peydró & Francesc Rodriguez-Tous & Jagdish Tripathy & Arzu Uluc - 1150 Revealing economic facts: LLMs know more than they say
by Marcus Buckmann & Quynh Anh Nguyen & Ed Hill - 1149 Climate policy and banks’ portfolio allocation
by Giovanni Covi & Maren Froemel & Dennis Reinhardt & Nora Wegner - 1148 Wage information and applicant selection
by Maria Balgova & Tsegay Tekleselassie & Lukas Hensel & Marc Witte - 1147 Credit constraints and the redistribution of housing wealth
by Belinda Tracey & Neeltje van Horen - 1146 Trade fragmentation, inflationary pressures and monetary policy
by Ludovica Ambrosino & Jenny Chan & Silvana Tenreyro - 1145 Repo dealer-driven bond mispricing
by Carlos Cañón Salazar & Eddie Gerba & Jozef Barunik - 1144 Infusing economically motivated structure into machine learning methods
by Marcus Buckmann & Galina Potjagailo - 1143 Blockwise Boosted Inflation: Non-linear determinants of inflation using machine learning
by Marcus Buckmann & Galina Potjagailo & Philip Schnattinger - 1142 Deep reinforcement learning in a monetary model
by Mingli Chen & Rama Cont & Andreas Joseph & Michael Kumhof & Xinlei Pan & Wei Xiong & Xuan Zhou - 1141 Capital flows and exchange rates: A quantitative assessment of the dilemma hypothesis
by Ambrogio Cesa-Bianchi & Andrea Ferrero & Shangshang Li - 1140 Measuring the stability of the banking system: capital and liquidity at risk with solvency-liquidity interactions
by Giovanni Covi & Tihana Škrinjarić - 1139 Trading blows: The exchange-rate response to tariffs and retaliations
by Daniel Ostry & Simon Lloyd & Giancarlo Corsetti - 1138 The credit channel of monetary policy: direct survey evidence from UK firms
by Krishan Shah & Phillip Bunn & Jonathan Haskel - 1137 A game-theoretic foundation for the fiscal theory of the price level
by Thomas W L Norman & Tim Willems - 1136 The implicit subsidy to the Indian banking system
by Somnath Chatterjee - 1135 'Muddling through or tunnelling through?’ UK monetary and fiscal exceptionalism and the Great Inflation
by Micheal Bordo & Oliver Bush & Ryland Thomas - 1134 The real economy effects of QE through the corporate bond market
by Mahmoud Fatouh & Simone Giansante & Meryem Duygun - 1132 Financial frictions and firms’ capital composition: a structural estimation of firms’ borrowing constraints for the UK
by Sara Holttinen & Marko Melolinna & Maren Froemel - 1131 How fixed are global exchange rates?
by Kevin Hjortshøj O'Rourke & Roger Vicquéry - 1130 Intertemporal pass-through
by Mishel Ghassibe & Boromeus Wanengkirtyo & Ivan Yotzov - 1129 Modelling income risk dynamics in the UK: a parametric approach
by Marco D’Amico & Martina Fazio - 1128 The positive neutral countercyclical capital buffer
by Manuel A. Muñoz & Frank Smets - 1127 Improving text classification: logistic regression makes small LLMs strong and explainable ‘tens-of-shot’ classifiers
by Marcus Buckmann & Ed Hill - 1126 Investors as a liquidity backstop in corporate bond markets
by Carole Comerton-Forde & Billy Ford & Thierry Foucault & Simon Jurkatis - 1125 Food prices matter most: sensitive household inflation expectations
by Nikoleta Anesti & Vania Esady & Matthew Naylor - 1124 It is all about demand and supply: a dualistic view of the euro area business cycle
by Davide Brignone & Marco Mazzali - 1123 Relationship lending and monetary policy pass-through
by Jin Cao & Pierre Dubuis & Karolis Liaudinskas - 1122 Agent-based modeling at central banks: recent developments and new challenges
by András Borsos & Adrian Carro & Aldo Glielmo & Marc Hinterschweiger & Jagoda Kaszowska-Mojsa & Arzu Uluc - 1121 Do portfolio companies learn from their peers? Evidence from venture capital funding
by Salim Chahine & Mai Daher - 1120 Weathering the storm: sectoral economic and inflationary effects of floods and the role of adaptation
by Matteo Ficarra & Rebecca Mari - 1119 Insurers monitor shocks to collateral: micro evidence from mortgage‑backed securities
by Thiemo Fetzer & Benjamin Guin & Felipe Netto & Farzad Saidi - 1118 Geopolitical risk shocks: when size matters
by Davide Brignone & Luca Gambetti & Martino Ricci - 1117 Monetary policy along the yield curve: why can central banks affect long-term real rates?
by Paul Beaudry & Paolo Cavallino & Tim Willems - 1116 Local Projections vs. VARs for structural parameter estimation
by Juan Castellanos - 1115 Monetary transmission through the housing sector
by Daniel Albuquerque & Thomas Lazarowicz & Jamie Lenney - 1114 Liquidity, monetary policy and the commodity futures market
by Miruna-Daniela Ivan & Chiara Banti & Neil Kellard - 1113 Dealers, information and liquidity provision in safe assets
by Robert Czech & Win Monroe - 1112 Bouncing back: how mothballing curbs prices
by Thibaut Duprey & Artur Kotlicki & Daniel Rigobon & Philip Schnattinger - 1111 The anatomy of a shock to residential real estate: the role of lending
by Sidharth Moktan & Benjamin Guin & Liam Clarke - 1110 The Bank of England’s statutory monetary policy objectives: a historical and legal account
by Michael Salib & Mesha Ghazaleh - 1109 Do inflation expectations respond to monetary policy? An empirical analysis for the United Kingdom
by Natalie Burr - 1108 QT versus QE: who is in when the central bank is out?
by Iryna Kaminska & Alex Kontoghiorghes & Walker Ray - 1107 How curvy is the Phillips curve?
by Philip Bunn & Lena Anayi & Nicholas Bloom & Paul Mizen & Gregory Thwaites & Ivan Yotzov - 1104 The effect of mortgage brokers on banks’ business models
by Marcus Buckmann & Buckmann Eccles
2024
- 1106 Monetary policy and sentiment-driven fluctuations
by Jenny Chan - 1105 When refinancing meets monetary tightening: heterogeneous impacts on spending and debt via mortgage modifications
by Philippe Bracke & Matthew Everitt & Martina Fazio & Alexandra Varadi - 1103 Topography of the FX derivatives market: a view from London
by Sinem Hacioğlu-Hoke & Daniel Ostry & Hélène Rey & Adrien Rousset Planat & Vania Stavrakeva & Jenny Tang - 1102 Forbearance lending as a crisis management tool: evidence from Japan
by Isabelle Roland & Yukiko Saito & Philip Schnattinger - 1101 The role of central bank digital currency in an increasingly digital economy
by Benjamin Hemingway - 1100 How do firms’ financial conditions influence the transmission of monetary policy? A non-parametric local projection approach
by Livia Silva Paranhos - 1099 The labour market costs of job displacement by migrant status
by Maria Balgova & Hannah Illing - 1098 Regulatory stringency as a competitive tool for financial centres
by Carlos Cañón Salazar & Misa Tanaka & John Thanassoulis - 1097 The yield curve impact of government debt issuance surprises and the implications for QT
by Michael Joyce & Andras Lengyel - 1096 The Decision Maker Panel: a user’s guide
by Philip Bunn & Nicholas Bloom & Alice Crundwell & Sami Khan & Craig Menzies & Paul Mizen & Molly Sculthorpe & Krishan Shah & Gregory Thwaites & Ivan Yotzov - 1095 Firm climate investment: a glass half-full
by Prachi Srivastava & Nicholas Bloom & Philip Bunn & Paul Mizen & Gregory Thwaites & Ivan Yotzov - 1094 How food prices shape inflation expectations and the monetary policy response
by Dario Bonciani & Riccardo M Masolo & Silvia Sarpietro - 1093 Firm financial conditions and the transmission of monetary policy
by Thiago R T Ferreira & Daniel A Ostry & John Rogers - 1092 Shock transmission, global supply chains, and development: assessing responses to trade shocks
by Akanksha Burman & Peter Egger & Rebecca Freeman & Jean‑Christophe Maur & Nadia Rocha & Angelos Theodorakopoulos - 1091 Reallocation, productivity, and monetary policy in an energy crisis
by Boris Chafwehé & Andrea Colciago & Romanos Priftis - 1090 Quantitative easing and quantitative tightening: the money channel
by Michael Kumhof & Mauricio Salgado-Moreno - 1089 Fire sales of safe assets
by Gabor Pinter & Emil Siriwardane & Danny Walker - 1088 Whose asset sales matter?
by Rhys Bidder & Jamie Coen & Caterina Lepore & Laura Silvestri - 1087 Firms’ sales expectations and marginal propensity to invest
by Andrea Alati & Johannes J Fischer & Maren Froemel & Ozgen Ozturk - 1086 Housing-consumption channel of mortgage demand
by Gabriel M Ahlfeldt & Nikodem Szumilo & Jagdish Tripathy - 1085 The speed of firm response to inflation
by Ivan Yotzov & Nicholas Bloom & Philip Bunn & Paul Mizen & Gregory Thwaites - 1084 Targeted financial conditions indices and growth-at-risk
by Fernando Eguren-Martin & Sevim Kösem & Guido Maia & Andrej Sokol - 1083 The impact of aggregate fluctuations across the UK income distribution
by Tomas Key & Jamie Lenney - 1082 Collateral demand in wholesale funding markets
by Jamie Coen & Patrick Coen & Anne-Caroline Hüser - 1081 Measuring capital at risk with financial contagion: two-sector model with banks and insurers
by Giovanni Covi & Anne-Caroline Huser - 1080 The effects of macroprudential policy announcements on systemic risk
by Kristina Bluwstein & Alba Patozi - 1079 Controls, not shocks: estimating dynamic causal effects in macroeconomics
by Simon Lloyd & Ed Manuel - 1078 Forecast accuracy and efficiency at the Bank of England – and how errors can be leveraged to do better
by Derrick Kanngiesser & Tim Willems - 1077 Human capital ladders, cyclical sorting, and hysteresis
by Edoardo Acabbi & Andrea Alati & Luca Mazzone - 1076 The heterogeneous effects of carbon pricing: macro and micro evidence
by Brendan Berthold & Ambrogio Cesa-Bianchi & Federico Di Pace & Alex Haberis - 1075 Growth-at-risk for macroprudential policy stance assessment: a survey
by Tihana Škrinjarić - 1074 Dominant currency pricing transition
by Marco Garofalo & Giovanni Rosso & Roger Vicquéry - 1073 LASH risk and interest rates
by Laura Alfaro & Saleem Bahaj & Robert Czech & Jonathon Hazell & Ioana Neamțu - 1072 The role of finance for export dynamics: evidence from the UK
by Aydan Dogan & Ida Hjortsoe - 1071 An approach to cleaning MiFID II corporate bond transaction reports
by Simon Jurkatis - 1070 Monetary policy consequences of financial stability interventions: assessing the UK LDI crisis and the central bank policy response
by Nicolò Bandera & Jacob Stevens - 1069 Central bank profit distribution and recapitalisation
by Jamie Long & Paul Fisher - 1068 An unconventional FX tail risk story
by Carlos Cañon & Eddie Gerba & Alberto Pambira & Evarist Stoja - 1067 Information disclosure and information acquisition in credit markets
by Paolo Siciliani & Peter Eccles - 1066 The impact of prudential regulations on the UK housing market and economy: insights from an agent-based model
by Marco Bardoscia & Adrian Carro & Marc Hinterschweiger & Mauro Napoletano & Lilit Popoyan & Andrea Roventini & Arzu Uluc - 1065 Battle of the markups: conflict inflation and the aspirational channel of monetary policy transmission
by Frederick van der Ploeg & Tim Willems - 1064 Energy and climate policy in a DSGE model of the United Kingdom
by Sandra Batten & Stephen Millard - 1063 Optimal quantitative easing and tightening
by Richard Harrison - 1062 Across the borders, above the bounds: a non-linear framework for international yield curves
by Laura Coroneo & Iryna Kaminska & Sergio Pastorello - 1061 Competing models of the Bank of England’s liquidity auctions: truthful bidding is a good approximation
by Charlotte Grace - 1060 Global value chains and the dynamics of UK inflation
by Tommaso Aquilante & Aydan Dogan & Melih Firat & Aditya Soenarjo - 1059 Customer data access and fintech entry: early evidence from open banking
by Tania Babina & Saleem Bahaj & Greg Buchak & Filippo De Marco & Angus Foulis & Will Gornall & Francesco Mazzola & Tong Yu - 1058 Asymmetric expectations of monetary policy
by Filippo Busetto - 1057 Screening using a menu of contracts: a structural model of lending markets
by Arthur Taburet & Alberto Polo & Quynh-Anh Vo - 1056 Principles and techniques to resolve large banks whose failure could have systemic consequences
by Peter Brierley - 1055 Quantitative easing and the functioning of the gilt repo market
by Mahmoud Fatouh & Simone Giansante & Steven Ongena - 1054 Behavioral lock-in: aggregate implications of reference dependence in the housing market
by Cristian Badarinza & Tarun Ramadorai & Juhana Siljander & Jagdish Tripathy - 1053 Moderation or indulgence? Effects of bank distribution restrictions during stress
by Jonathan Acosta-Smith & Jozef Barunik & Eddie Gerba & Petros Katsoulis
2023
- 1052 Hidden exposure: measuring US supply chain reliance
by Richard Baldwin & Rebecca Freeman & Angelos Theodorakopoulos - 1051 Defusing leverage: liquidity management and labor contracts
by Edoardo Acabbi & Andrea Alati - 1050 Measuring monetary policy in the UK: the UK Monetary Policy Event‑Study Database
by Robin Braun & Silvia Miranda-Agrippino & Tuli Saha - 1049 Relationship discounts in corporate bond trading
by Simon Jurkatis & Andreas Schrimpf & Karamfil Todorov & Nicholas Vause - 1048 Leverage ratio and risk-taking: theory and practice
by Mahmoud Fatouh & Simone Giansante & Steven Ongena - 1047 Getting through: communicating complex information
by Michael McMahon & Matthew Naylor - 1046 Ring-fencing in financial networks
by Marco Bardoscia & Raymond Ka-Kay Pang - 1045 The liquidity state-dependence of monetary policy transmission
by Rodrigo Guimaraes & Gabor Pinter & Jean-Charles Wijnandts - 1044 An evaluation of the Bank of England’s ILTR operations: comparing the product-mix auction to alternatives
by Julia Giese & Charlotte Grace - 1043 Granular banking flows and exchange-rate dynamics
by Balduin Bippus & Simon Lloyd & Daniel Ostry - 1042 Foreign exchange hedging using regime-switching models: the case of pound sterling
by Taehyun Lee & Ioannis C Moutzouris & Nikos C Papapostolou & Mahmoud Fatouh - 1041 Energy prices and household heterogeneity: monetary policy in a Gas-TANK
by Jenny Chan & Sebastian Diz & Derrick Kanngiesser - 1040 Beliefs- and fundamentals-driven job creation
by Philip Schnattinger - 1039 Open banking, shadow banking and regulation
by Peter Eccles & Paul Grout & Anna Zalewska & Paolo Siciliani - 1038 Deep learning model fragility and implications for financial stability and regulation
by Rishabh Kumar & Adriano Koshiyama & Kleyton da Costa & Nigel Kingsman & Marvin Tewarrie & Emre Kazim & Arunita Roy & Philip Treleaven & Zac Lovell - 1037 Macroprudential stress‑test models: a survey
by David Aikman & Daniel Beale & Adam Brinley-Codd & Giovanni Covi & Anne‑Caroline Hüser & Caterina Lepore - 1036 Climate policies, macroprudential regulation, and the welfare cost of business cycles
by Barbara Annicchiarico & Marco Carli & Francesca Diluiso - 1035 Bank expectations and prudential outcomes
by Joel Suss & Adam Hughes - 1034 Mispricing in inflation markets
by Rodrigo Barria & Gabor Pinter - 1033 Vacancy posting, firm balance sheets, and pandemic policy
by David Van Dijcke & Marcus Buckmann & Arthur Turrell & Tomas Key - 1032 Hedging, market concentration and monetary policy: a joint analysis of gilt and derivatives exposures
by Gabor Pinter & Danny Walker - 1031 The market for sharing interest rate risk: quantities behind prices
by Umang Khetan & Ioana Neamțu & Ishita Sen - 1030 Unwinding quantitative easing: state dependency and household heterogeneity
by Cristiano Cantore & Pascal Meichtry - 1029 Yield curve sensitivity to investor positioning around economic shocks
by Patrick Altmeyer & Leva Boneva & Rafael Kinston & Shreyosi Saha & Evarist Stoja - 1028 The market for inflation risk
by Saleem Bahaj & Robert Czech & Sitong Ding & Ricardo Reis - 1027 The transmission of macroprudential policy in the tails: evidence from a narrative approach
by Álvaro Fernández-Gallardo & Simon Lloyd & Ed Manuel - 1026 The potential impact of broader central clearing on dealer balance sheet capacity: a case study of UK gilt and gilt repo markets
by Yuliya Baranova & Eleanor Holbrook & David MacDonald & William Rawstorne & Nicholas Vause & Georgia Waddington - 1025 Flexible Bayesian MIDAS: time‑variation, group‑shrinkage and sparsity
by David Kohns & Galina Potjagailo - 1024 Revisiting the monetary transmission mechanism through an industry‑level differential approach
by Sangyup Choi & Tim Willens & Seung Yong Yoo - 1023 Price formation in markets with trading delays
by Gabor Pinter & Semih Uslu - 1022 Financial services trade restrictions and lending from an international financial centre
by Simon Lloyd & Dennis Reinhardt & Rhiannon Sowerbutts - 1021 The gravity of syndication ties in international equity underwriting
by Luke Milsom & Vladimír Pažitka & Isabelle Roland & Dariusz Wójcik - 1020 Self-fulfilling fire sales and market backstops
by Harkeerit Kalsi & Nicholas Vause & Nora Wegner - 1019 An anatomy of the 2022 gilt market crisis
by Gabor Pinter - 1018 Revisiting the effects of long-term unemployment on inflation: the role of non-linearities
by Vania Esady & Bradley Speigner & Boromeus Wanengkirtyo - 1017 Understanding climate-related disclosures of UK financial institutions
by Jonathan Acosta-Smith & Benjamin Guin & Mauricio Salgado-Moreno & Quynh-Anh Vo - 1016 The greening of lending: mortgage pricing of energy transition risk
by Jennifer Bell & Giuliana Battisti & Benjamin Guin - 1015 On the non-identification of revenue production functions
by David van Dijcke - 1014 Do firm expectations respond to monetary policy announcements?
by Federico Di Pace & Giacomo Mangiante & Riccardo Masolo - 1013 The cyclicality of bank credit losses and capital ratios under expected loss model
by Mahmoud Fatouh & Simone Giansante - 1012 Nonbank lenders as global shock absorbers: evidence from US monetary policy spillovers
by David Elliott & Ralf R Meisenzah & José-Luis Peydró - 1011 Useful, usable, and used? Buffer usability during the Covid-19 crisis
by Aakriti Mathur & Matthew Naylor & Aniruddha Rajan - 1010 Negative rates, monetary policy transmission and cross-border lending via international financial centres
by Desislava Andreeva & Andra Coman & Mary Everett & Maren Froemel & Kelvin Ho & Simon Lloyd & Baptiste Meunier & Justine Pedrono & Dennis Reinhardt & Andrew Wong & Eric Wong & Dawid Żochowski - 1009 The demand for long-term mortgage contracts and the role of collateral
by Lu Liu - 1004 The impact of changes in bank capital requirements
by Akash Raja - 1000 Network analysis of the UK reinsurance market
by Artur Kotlicki & Andrea Austin & David Humphry & Hanna Burnett & Philip Ridgill & Sam Smith - 999 The ring-fencing bonus
by Irem Erten & Ioana Neamtu & John Thanassoulis - 997 Structural change, global R* and the missing-investment puzzle
by Andrew Bailey & Ambrogio Cesa-Bianchi & Marco Garofalo & Richard Harrison & Nick McLaren & Rana Sajedi & Sophie Piton - 1 Getting through: communicating complex information
by Michael McMahon & Matthew Naylor
2022
- 1008 Measuring the effects of bank remuneration rules: evidence from the UK
by Ieva Sakalauskaite & Qun Harris - 1007 Real and nominal effects of monetary shocks under time-varying disagreement
by Vania Esady - 1006 The collection of slavery compensation, 1835-43
by Michael Anson & Michael D. Bennett - 1005 Interbank network and banks' credit supply
by Giovanni Covi & Xian Gu