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Content
2025
- 1123 Relationship lending and monetary policy pass-through
by Cao, Jin & Dubuis, Pierre & Liaudinskas, Karolis
- 1122 Agent-based modeling at central banks: recent developments and new challenges
by Borsos, András & Carro, Adrian & Glielmo, Aldo & Hinterschweiger, Marc & Kaszowska-Mojsa, Jagoda & Uluc, Arzu
- 1121 Do portfolio companies learn from their peers? Evidence from venture capital funding
by Chahine, Salim & Daher, Mai
- 1120 Weathering the storm: sectoral economic and inflationary effects of floods and the role of adaptation
by Ficarra, Matteo & Mari, Rebecca
- 1119 Insurers monitor shocks to collateral: micro evidence from mortgage‑backed securities
by Fetzer, Thiemo & Guin, Benjamin & Netto, Felipe & Saidi, Farzad
- 1118 Geopolitical risk shocks: when size matters
by Brignone, Davide & Gambetti, Luca & Ricci, Martino
- 1117 Monetary policy along the yield curve: why can central banks affect long-term real rates?
by Beaudry, Paul & Cavallino, Paolo & Willems, Tim
- 1116 Local Projections vs. VARs for structural parameter estimation
by Castellanos, Juan
- 1115 Monetary transmission through the housing sector
by Albuquerque, Daniel & Lazarowicz, Thomas & Lenney, Jamie
- 1114 Liquidity, monetary policy and the commodity futures market
by Ivan, Miruna-Daniela & Banti, Chiara & Kellard, Neil
- 1113 Dealers, information and liquidity provision in safe assets
by Czech, Robert & Monroe, Win
- 1112 Bouncing back: how mothballing curbs prices
by Duprey, Thibaut & Kotlicki, Artur & Rigobon, Daniel & Schnattinger, Philip
- 1111 The anatomy of a shock to residential real estate: the role of lending
by Moktan, Sidharth & Guin, Benjamin & Clarke, Liam
- 1110 The Bank of England’s statutory monetary policy objectives: a historical and legal account
by Salib, Michael & Ghazaleh, Mesha
- 1109 Do inflation expectations respond to monetary policy? An empirical analysis for the United Kingdom
by Burr, Natalie
- 1108 QT versus QE: who is in when the central bank is out?
by Kaminska, Iryna & Kontoghiorghes, Alex & Ray, Walker
- 1107 How curvy is the Phillips curve?
by Bunn, Philip & Anayi, Lena & Bloom, Nicholas & Mizen, Paul & Thwaites, Gregory & Yotzov, Ivan
- 1104 The effect of mortgage brokers on banks’ business models
by Buckmann, Marcus & Eccles, Buckmann
2024
- 1106 Monetary policy and sentiment-driven fluctuations
by Chan, Jenny
- 1105 When refinancing meets monetary tightening: heterogeneous impacts on spending and debt via mortgage modifications
by Bracke, Philippe & Everitt, Matthew & Fazio, Martina & Varadi, Alexandra
- 1103 Topography of the FX derivatives market: a view from London
by Hacioğlu-Hoke, Sinem & Ostry, Daniel & Rey, Hélène & Rousset Planat, Adrien & Stavrakeva, Vania & Tang, Jenny
- 1102 Forbearance lending as a crisis management tool: evidence from Japan
by Roland, Isabelle & Saito, Yukiko & Schnattinger, Philip
- 1101 The role of central bank digital currency in an increasingly digital economy
by Hemingway, Benjamin
- 1100 How do firms’ financial conditions influence the transmission of monetary policy? A non-parametric local projection approach
by Silva Paranhos, Livia
- 1099 The labour market costs of job displacement by migrant status
by Balgova, Maria & Illing, Hannah
- 1098 Regulatory stringency as a competitive tool for financial centres
by Cañón Salazar, Carlos & Tanaka, Misa & Thanassoulis, John
- 1097 The yield curve impact of government debt issuance surprises and the implications for QT
by Joyce, Michael & Lengyel, Andras
- 1096 The Decision Maker Panel: a user’s guide
by Bunn, Philip & Bloom, Nicholas & Crundwell, Alice & Khan, Sami & Menzies, Craig & Mizen, Paul & Sculthorpe, Molly & Shah, Krishan & Thwaites, Gregory & Yotzov, Ivan
- 1095 Firm climate investment: a glass half-full
by Srivastava, Prachi & Bloom, Nicholas & Bunn, Philip & Mizen, Paul & Thwaites, Gregory & Yotzov, Ivan
- 1094 How food prices shape inflation expectations and the monetary policy response
by Bonciani, Dario & M Masolo, Riccardo & Sarpietro, Silvia
- 1093 Firm financial conditions and the transmission of monetary policy
by R T Ferreira, Thiago & A Ostry, Daniel & Rogers, John
- 1092 Shock transmission, global supply chains, and development: assessing responses to trade shocks
by Burman, Akanksha & Egger, Peter & Freeman, Rebecca & Maur, Jean‑Christophe & Rocha, Nadia & Theodorakopoulos, Angelos
- 1091 Reallocation, productivity, and monetary policy in an energy crisis
by Chafwehé, Boris & Colciago, Andrea & Priftis, Romanos
- 1090 Quantitative easing and quantitative tightening: the money channel
by Kumhof, Michael & Salgado-Moreno, Mauricio
- 1089 Fire sales of safe assets
by Pinter, Gabor & Siriwardane, Emil & Walker, Danny
- 1088 Whose asset sales matter?
by Bidder, Rhys & Coen, Jamie & Lepore, Caterina & Silvestri, Laura
- 1087 Firms’ sales expectations and marginal propensity to invest
by Alati, Andrea & Fischer, Johannes J & Froemel, Maren & Ozturk, Ozgen
- 1086 Housing-consumption channel of mortgage demand
by Ahlfeldt, Gabriel M & Szumilo, Nikodem & Tripathy, Jagdish
- 1085 The speed of firm response to inflation
by Yotzov, Ivan & Bloom, Nicholas & Bunn, Philip & Mizen, Paul & Thwaites, Gregory
- 1084 Targeted financial conditions indices and growth-at-risk
by Eguren-Martin, Fernando & Kösem, Sevim & Maia, Guido & Sokol, Andrej
- 1083 The impact of aggregate fluctuations across the UK income distribution
by Key, Tomas & Lenney, Jamie
- 1082 Collateral demand in wholesale funding markets
by Coen, Jamie & Coen, Patrick & Hüser, Anne-Caroline
- 1081 Measuring capital at risk with financial contagion: two-sector model with banks and insurers
by Covi, Giovanni & Huser, Anne-Caroline
- 1080 The effects of macroprudential policy announcements on systemic risk
by Bluwstein, Kristina & Patozi, Alba
- 1079 Controls, not shocks: estimating dynamic causal effects in macroeconomics
by Lloyd, Simon & Manuel, Ed
- 1078 Forecast accuracy and efficiency at the Bank of England – and how errors can be leveraged to do better
by Kanngiesser, Derrick & Willems, Tim
- 1077 Human capital ladders, cyclical sorting, and hysteresis
by Acabbi, Edoardo & Alati, Andrea & Mazzone, Luca
- 1076 The heterogeneous effects of carbon pricing: macro and micro evidence
by Berthold, Brendan & Cesa-Bianchi, Ambrogio & Di Pace, Federico & Haberis, Alex
- 1075 Growth-at-risk for macroprudential policy stance assessment: a survey
by Škrinjarić, Tihana
- 1074 Dominant currency pricing transition
by Garofalo, Marco & Rosso, Giovanni & Vicquéry, Roger
- 1073 LASH risk and interest rates
by Alfaro, Laura & Bahaj, Saleem & Czech, Robert & Hazell, Jonathon & Neamțu, Ioana
- 1072 The role of finance for export dynamics: evidence from the UK
by Dogan, Aydan & Hjortsoe, Ida
- 1071 An approach to cleaning MiFID II corporate bond transaction reports
by Jurkatis, Simon
- 1070 Monetary policy consequences of financial stability interventions: assessing the UK LDI crisis and the central bank policy response
by Bandera, Nicolò & Stevens, Jacob
- 1069 Central bank profit distribution and recapitalisation
by Long, Jamie & Fisher, Paul
- 1068 An unconventional FX tail risk story
by Cañon, Carlos & Gerba, Eddie & Pambira, Alberto & Stoja, Evarist
- 1067 Information disclosure and information acquisition in credit markets
by Siciliani, Paolo & Eccles, Peter
- 1066 The impact of prudential regulations on the UK housing market and economy: insights from an agent-based model
by Bardoscia, Marco & Carro, Adrian & Hinterschweiger, Marc & Napoletano, Mauro & Popoyan, Lilit & Roventini, Andrea & Uluc, Arzu
- 1065 Battle of the markups: conflict inflation and the aspirational channel of monetary policy transmission
by van der Ploeg, Frederick & Willems, Tim
- 1064 Energy and climate policy in a DSGE model of the United Kingdom
by Batten, Sandra & Millard, Stephen
- 1063 Optimal quantitative easing and tightening
by Harrison, Richard
- 1062 Across the borders, above the bounds: a non-linear framework for international yield curves
by Coroneo, Laura & Kaminska, Iryna & Pastorello, Sergio
- 1061 Competing models of the Bank of England’s liquidity auctions: truthful bidding is a good approximation
by Grace, Charlotte
- 1060 Global value chains and the dynamics of UK inflation
by Aquilante, Tommaso & Dogan, Aydan & Firat, Melih & Soenarjo, Aditya
- 1059 Customer data access and fintech entry: early evidence from open banking
by Babina, Tania & Bahaj, Saleem & Buchak, Greg & De Marco, Filippo & Foulis, Angus & Gornall, Will & Mazzola, Francesco & Yu, Tong
- 1058 Asymmetric expectations of monetary policy
by Busetto, Filippo
- 1057 Screening using a menu of contracts: a structural model of lending markets
by Taburet, Arthur & Polo, Alberto & Vo, Quynh-Anh
- 1056 Principles and techniques to resolve large banks whose failure could have systemic consequences
by Brierley, Peter
- 1055 Quantitative easing and the functioning of the gilt repo market
by Fatouh, Mahmoud & Giansante, Simone & Ongena, Steven
- 1054 Behavioral lock-in: aggregate implications of reference dependence in the housing market
by Badarinza, Cristian & Ramadorai, Tarun & Siljander, Juhana & Tripathy, Jagdish
- 1053 Moderation or indulgence? Effects of bank distribution restrictions during stress
by Acosta-Smith, Jonathan & Barunik, Jozef & Gerba, Eddie & Katsoulis, Petros
2023
- 1052 Hidden exposure: measuring US supply chain reliance
by Baldwin, Richard & Freeman, Rebecca & Theodorakopoulos, Angelos
- 1051 Defusing leverage: liquidity management and labor contracts
by Acabbi, Edoardo & Alati, Andrea
- 1050 Measuring monetary policy in the UK: the UK Monetary Policy Event‑Study Database
by Braun, Robin & Miranda-Agrippino, Silvia & Saha, Tuli
- 1049 Relationship discounts in corporate bond trading
by Jurkatis, Simon & Schrimpf, Andreas & Todorov, Karamfil & Vause, Nicholas
- 1048 Leverage ratio and risk-taking: theory and practice
by Fatouh, Mahmoud & Giansante, Simone & Ongena, Steven
- 1047 Getting through: communicating complex information
by McMahon, Michael & Naylor, Matthew
- 1046 Ring-fencing in financial networks
by Bardoscia, Marco & Ka-Kay Pang, Raymond
- 1045 The liquidity state-dependence of monetary policy transmission
by Guimaraes, Rodrigo & Pinter, Gabor & Wijnandts, Jean-Charles
- 1044 An evaluation of the Bank of England’s ILTR operations: comparing the product-mix auction to alternatives
by Giese, Julia & Grace, Charlotte
- 1043 Granular banking flows and exchange-rate dynamics
by Bippus, Balduin & Lloyd, Simon & Ostry, Daniel
- 1042 Foreign exchange hedging using regime-switching models: the case of pound sterling
by Lee, Taehyun & Moutzouris, Ioannis C & Papapostolou, Nikos C & Fatouh, Mahmoud
- 1041 Energy prices and household heterogeneity: monetary policy in a Gas-TANK
by Chan, Jenny & Diz, Sebastian & Kanngiesser, Derrick
- 1040 Beliefs- and fundamentals-driven job creation
by Schnattinger, Philip
- 1039 Open banking, shadow banking and regulation
by Eccles, Peter & Grout, Paul & Zalewska, Anna & Siciliani, Paolo
- 1038 Deep learning model fragility and implications for financial stability and regulation
by Kumar, Rishabh & Koshiyama, Adriano & da Costa, Kleyton & Kingsman, Nigel & Tewarrie, Marvin & Kazim, Emre & Roy, Arunita & Treleaven, Philip & Lovell, Zac
- 1037 Macroprudential stress‑test models: a survey
by Aikman, David & Beale, Daniel & Brinley-Codd, Adam & Covi, Giovanni & Hüser, Anne‑Caroline & Lepore, Caterina
- 1036 Climate policies, macroprudential regulation, and the welfare cost of business cycles
by Annicchiarico, Barbara & Carli, Marco & Diluiso, Francesca
- 1035 Bank expectations and prudential outcomes
by Suss, Joel & Hughes, Adam
- 1034 Mispricing in inflation markets
by Barria, Rodrigo & Pinter, Gabor
- 1033 Vacancy posting, firm balance sheets, and pandemic policy
by Van Dijcke, David & Buckmann, Marcus & Turrell, Arthur & Key, Tomas
- 1032 Hedging, market concentration and monetary policy: a joint analysis of gilt and derivatives exposures
by Pinter, Gabor & Walker, Danny
- 1031 The market for sharing interest rate risk: quantities behind prices
by Khetan, Umang & Neamțu, Ioana & Sen, Ishita
- 1030 Unwinding quantitative easing: state dependency and household heterogeneity
by Cantore, Cristiano & Meichtry, Pascal
- 1029 Yield curve sensitivity to investor positioning around economic shocks
by Altmeyer, Patrick & Boneva, Leva & Kinston, Rafael & Saha, Shreyosi & Stoja, Evarist
- 1028 The market for inflation risk
by Bahaj, Saleem & Czech, Robert & Ding, Sitong & Reis, Ricardo
- 1027 The transmission of macroprudential policy in the tails: evidence from a narrative approach
by Fernández-Gallardo, Álvaro & Lloyd, Simon & Manuel, Ed
- 1026 The potential impact of broader central clearing on dealer balance sheet capacity: a case study of UK gilt and gilt repo markets
by Baranova, Yuliya & Holbrook, Eleanor & MacDonald, David & Rawstorne, William & Vause, Nicholas & Waddington, Georgia
- 1025 Flexible Bayesian MIDAS: time‑variation, group‑shrinkage and sparsity
by Kohns, David & Potjagailo, Galina
- 1024 Revisiting the monetary transmission mechanism through an industry‑level differential approach
by Choi, Sangyup & Willens, Tim & Yoo, Seung Yong
- 1023 Price formation in markets with trading delays
by Pinter, Gabor & Uslu, Semih
- 1022 Financial services trade restrictions and lending from an international financial centre
by Lloyd, Simon & Reinhardt, Dennis & Sowerbutts , Rhiannon
- 1021 The gravity of syndication ties in international equity underwriting
by Milsom, Luke & Pažitka, Vladimír & Roland, Isabelle & Wójcik, Dariusz
- 1020 Self-fulfilling fire sales and market backstops
by Kalsi, Harkeerit & Vause, Nicholas & Wegner, Nora
- 1019 An anatomy of the 2022 gilt market crisis
by Pinter, Gabor
- 1018 Revisiting the effects of long-term unemployment on inflation: the role of non-linearities
by Esady, Vania & Speigner, Bradley & Wanengkirtyo, Boromeus
- 1017 Understanding climate-related disclosures of UK financial institutions
by Acosta-Smith, Jonathan & Guin, Benjamin & Salgado-Moreno, Mauricio & Vo, Quynh-Anh
- 1016 The greening of lending: mortgage pricing of energy transition risk
by Bell, Jennifer & Battisti, Giuliana & Guin, Benjamin
- 1015 On the non-identification of revenue production functions
by van Dijcke, David
- 1014 Do firm expectations respond to monetary policy announcements?
by Di Pace, Federico & Mangiante, Giacomo & Masolo, Riccardo
- 1013 The cyclicality of bank credit losses and capital ratios under expected loss model
by Fatouh, Mahmoud & Giansante, Simone
- 1012 Nonbank lenders as global shock absorbers: evidence from US monetary policy spillovers
by Elliott, David & Meisenzah, Ralf R & Peydró, José-Luis
- 1011 Useful, usable, and used? Buffer usability during the Covid-19 crisis
by Mathur, Aakriti & Naylor, Matthew & Rajan, Aniruddha
- 1010 Negative rates, monetary policy transmission and cross-border lending via international financial centres
by Andreeva, Desislava & Coman, Andra & Everett, Mary & Froemel, Maren & Ho, Kelvin & Lloyd, Simon & Meunier, Baptiste & Pedrono, Justine & Reinhardt, Dennis & Wong, Andrew & Wong, Eric & Żochowski, Dawid
- 1009 The demand for long-term mortgage contracts and the role of collateral
by Liu, Lu
- 1004 The impact of changes in bank capital requirements
by Raja, Akash
- 1000 Network analysis of the UK reinsurance market
by Kotlicki, Artur & Austin, Andrea & Humphry, David & Burnett, Hanna & Ridgill, Philip & Smith, Sam
- 999 The ring-fencing bonus
by Erten, Irem & Neamtu, Ioana & Thanassoulis, John
- 997 Structural change, global R* and the missing-investment puzzle
by Bailey, Andrew & Cesa-Bianchi, Ambrogio & Garofalo, Marco & Harrison, Richard & McLaren, Nick & Sajedi, Rana & Piton, Sophie
- 1 Getting through: communicating complex information
by McMahon, Michael & Naylor, Matthew
2022
- 1008 Measuring the effects of bank remuneration rules: evidence from the UK
by Sakalauskaite, Ieva & Harris, Qun
- 1007 Real and nominal effects of monetary shocks under time-varying disagreement
by Esady, Vania
- 1006 The collection of slavery compensation, 1835-43
by Anson, Michael & Bennett, Michael D.
- 1005 Interbank network and banks' credit supply
by Covi, Giovanni & Gu, Xian
- 1003 Stress relief? Funding structures and resilience to the Covid Shock
by Forbes, Kristin & Friedrich, Christian & Reinhardt, Dennis
- 1002 Efficiency of central clearing under liquidity stress
by Bardoscia, Marco & Caccioli, Fabio & Gao, Haotian
- 1001 Chronicle of a death foretold: does higher volatility anticipate corporate default?
by Ampudia, Miguel & Busetto, Filippo & Fornari, Fabio
- 998 Bond supply, price drifts and liquidity provision before central bank announcements
by Lou, Dong & Pinter, Gabor & Uslu, Semih
- 996 Horses for courses: measuring foreign supply chain exposure
by Baldwin, Richard & Freeman, Rebecca & Theodorakopoulos, Angelos
- 995 The Effects of Subsidized Flood Insurance on Real Estate Markets
by Garbarino, Nicola & Guin, Benjamin & Lee, Jonathan
- 994 The size-centrality relationship in production networks
by Dacic, Nikola & Melolinna, Marko
- 993 Firming up price inflation
by Bunn, Philip & Anayi, Lena & Bloom, Nicholas & Mizen, Paul & Thwaites, Gregory & Yotzov, Ivan
- 992 What is productive investment? Insights from firm-level data for the United Kingdom
by Karmakar, Sudipto & Melolinna, Marko & Schnattinger, Philip
- 991 Links between government bond and futures markets: dealer-client relationships and price discovery in the UK
by Di Gangi, Domenico & Lazarov, Vladimir & Mankodi, Aakash & Silvestri, Laura
- 990 Decomposing the drivers of Global R
by Cesa-Bianchi, Ambrogio & Harrison, Richard & Sajedi, Rana
- 989 A tail of labour supply and a tale of monetary policy
by Cantore, Cristiano & Ferroni, Filippo & Mumtaz, Hroon & Theophilopoulou, Angeliki
- 988 Do personal taxes affect investment decisions and stock returns?
by Kontoghiorghes, Alex
- 987 Collateral requirements in central bank lending
by Du, Chuan
- 986 Start-up types and macroeconomic performance in Europe
by De Haas, Ralph & Sterk, Vincent & Van Horen, Neeltje
- 985 What drives repo haircuts? Evidence from the UK market
by Julliard, Christian & Pinter, Gabor & Todorov, Karamfil & Yuan, Kathy
- 984 An interpretable machine learning workflow with an application to economic forecasting
by Buckmann, Marcus & Joseph, Andreas
- 983 Measuring Capital at Risk in the UK banking sector: a microstructural network approach
by Covi, Giovanni & Brookes, James & Raja, Charumathi
- 982 Aggregation across each nation: aggregator choice and macroeconomic dynamics
by Lisack, Noemie & Lloyd, Simon & Sajedi, Rana
- 981 Business creation during Covid-19
by Bahaj, Saleem & Piton, Sophie & Savagar, Anthony
- 980 The local supply channel of QE: evidence from the Bank of England’s gilt purchases
by Froemel, Maren & Joyce, Michael & Kaminska, Iryna
- 979 A structural model of liquidity in over‑the‑counter markets
by Coen, Jamie & Coen, Patrick
- 978 Monetary policy transmission during QE times: role of expectations and term premia channels
by Kaminska, Iryna & Mumtaz, Haroon
- 977 Central bank swap lines: micro-level evidence
by Ferrara, Gerardo & Mueller, Philippe & Viswanath-Natraj, Ganesh & Wang, Junxuan
- 976 Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market
by Carro, Adrian & Hinterschweiger, Marc & Uluc, Arzu & Farmer, J. Doyne
- 975 Reducing liquidity mismatch in open-ended funds: a cost-benefit analysis
by King, Benjamin & Semark, James
- 974 Comparing search and intermediation frictions across markets
by Pinter, Gabor & Uslu, Semih
- 973 Identification with external instruments in structural VARs
by Agrippino, Silvia Miranda & Ricco, Giovanni
- 972 A tale of two global monetary policies
by Agrippino, Silvia Miranda & Nenova, Tsvetelina
- 971 Information chasing versus adverse selection
by Pintér, Gábor & Wang, Chaojun & Zou, Junyuan
- 970 Size discount and size penalty: trading costs in bond markets
by Pintér, Gábor & Wang, Chaojun & Zou, Junyuan
- 969 House price dynamics, optimal LTV limits and the liquidity trap
by Ferrero, Andrea & Harrison, Richard & Nelson, Benjamin
- 968 Turning in the widening gyre: monetary and fiscal policy in interwar Britain
by Ronicle, David
- 967 Value of information, search, and competition in the UK mortgage market
by Myśliwski, Mateusz & Rostom, May
- 966 Collateral cycles
by Benos, Evangelos & Ferrara, Gerardo & Ranaldo, Angelo
- 965 Financial concerns and the marginal propensity to consume in Covid times: evidence from UK survey data
by Albuquerque, Bruno & Green, Georgina
- 964 FX option volume
by Czech, Robert & Della Corte, Pasquale & Huang, Shiyang & Wang, Tianyu
- 963 Consumption effects of mortgage payment
by Albuquerque, Bruno & Varadi, Alexandra
- 962 Competition, profitability and financial leverage
by Banal Estanol, Albert & Siciliani, Paolo & Yoon, Kyoungsoo
- 961 Identification of SVAR models by combining sign restrictions with external instruments
by Braun, Robin & Brüggemann, Ralf
- 960 Monetary policy transmission, the labour share and HANK models
by Lenney, Jamie
- 959 Why you should not use the LSV herding measure
by Jurkatis, Simon
- 958 Mainly employment: survey-based news and the business cycle
by Masolo, Riccardo M
2021
- 957 The importance of supply and demand for oil prices: evidence from non-Gaussianity
by Braun, Robin
- 956 Capital allocation, the leverage ratio requirement
by Neamtu, Ioana & Vo, Quynh-Anh
- 955 Non-standard errors
by Ferrara, Gerardo & Jurkatis, Simon
- 954 The repo market under Basel III
by Gerba, Eddie & Katsoulis, Petros
- 953 An unintended consequence of holding dollar assets
by Czech, Robert & Huang, Shiyang & Lou, Dong & Wang, Tianyu
- 952 Global spillovers of the Fed information effect
by Pinchetti, Marco & Szczepaniak, Andrzej
- 951 Unlocking new methods to estimate country-specific trade costs and trade elasticities
by Freeman, Rebecca & Larch, Mario & Theodorakopoulos, Angelos & Yotov, Yoto
- 950 A CBA of APC: analysing approaches to procyclicality reduction in CCP initial margin models
by Murphy, David & Vause, Nicholas
- 949 Credit, crises and inequality
by Bridges, Jonathan & Green, Georgina & Joy, Mark
- 948 Refinancing cross-subsidies in the mortgage market
by Fisher, Jack & Gavazza, Alessandro & Liu, Lu & Ramadorai, Tarun & Tripathy, Jagdish
- 946 Does regulation only bite the less profitable? Evidence from the too-big-to-fail reforms
by Goel, Tirupam & Lewrick, Ulf & Mathur, Aakriti
- 945 Optimal monetary policy mix at the zero lower bound
by Bonciani, Dario & Oh, Joonseok
- 944 Mark my words: the transmission of central bank communication to the general public via the print media
by Munday, Tim & Brookes, James
- 943 Did the Covid-19 local lockdowns reduce business activity? Evidence from UK SMEs
by Hurley, James & Walker, Daniel
- 942 Risks and global supply chains: what we know and what we need to know
by Baldwin, Richard & Freeman, Rebecca
- 941 Household debt and labour supply
by Bunn, Philip & Chadha, Jagjit & Lazarowicz, Thomas & Millard, Stephen & Rockall, Emma
- 940 Foreign vulnerabilities, domestic risks: the global drivers of GDP-at-Risk
by Lloyd, Simon & Manuel, Ed & Panchev, Konstantin
- 939 Preferred habitat investors in the UK government bond market
by Giese, Julia & Joyce, Michael & Meaning, Jack & Worlidge, Jack
- 938 Risk-taking and uncertainty: do contingent convertible (CoCo) bonds increase the risk appetite of banks?
by Fatouh, Mahmoud & Neamțu, Ioana & van Wijnbergen, Sweder
- 937 Comparing minds and machines: implications for financial stability
by Buckmann, Marcus & Haldane, Andy & Hüser, Anne-Caroline
- 936 Mortgage pricing and monetary policy
by Benetton, Matteo & Gavazza, Alessandro & Surico, Paolo
- 935 Corporate debt booms, financial constraints and the investment nexus
by Albuquerque, Bruno
- 934 The transmission of Keynesian supply shocks
by Cesa-Bianchi, Ambrogio & Ferrero, Andrea
- 933 Imperfect pass-through to deposit rates and monetary policy transmission
by Polo, Alberto
- 932 Dash for dollars
by Cesa-Bianchi, Ambrogio & Eguren-Martin, Fernando
- 931 A tail of three occasionally-binding constraints: a modelling approach to GDP-at-Risk
by Aikman, David & Bluwstein, Kristina & Karmakar, Sudipto
- 930 The impact of machine learning and big data on credit markets
by Eccles, Peter & Grout, Paul & Siciliani, Paolo & Zalewska, Anna
- 929 Gender, age and nationality diversity in UK banks
by Suss, Joel & Angeli, Marilena & Eckley, Peter
- 928 Flexible inflation targeting with active fiscal policy
by Harrison, Richard
- 927 Identifying the transmission channels of credit supply shocks to household debt: price and non-price effects
by Varadi, Alexandra
- 926 Price discrimination and mortgage choice
by Coen, Jamie & Kashyap, Anil & Rostom, May
- 925 Sectoral comovement, monetary policy and the credit channel
by Di Pace, Federico & Görtz, Christoph
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