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Content
2021
- 930 The impact of machine learning and big data on credit markets
by Peter Eccles & Paul Grout & Paolo Siciliani & Anna Zalewska - 929 Gender, age and nationality diversity in UK banks
by Joel Suss & Marilena Angeli & Peter Eckley - 928 Flexible inflation targeting with active fiscal policy
by Richard Harrison - 927 Identifying the transmission channels of credit supply shocks to household debt: price and non-price effects
by Alexandra Varadi - 926 Price discrimination and mortgage choice
by Jamie Coen & Anil Kashyap & May Rostom - 925 Sectoral comovement, monetary policy and the credit channel
by Federico Di Pace & Christoph Görtz - 924 Impacts of the Covid-19 crisis: evidence from 2 million UK SMEs
by James Hurley & Sudipto Karmakar & Elena Markoska & Eryk Walczak & Danny Walker - 923 Forecasting UK GDP growth with large survey panels
by Nikoleta Anesti & Eleni Kalamara & George Kapetanios - 922 Measure for measure: evidence on the relative performance of regulatory requirements for small and large banks
by Austen Sanders & Matthew Willison - 921 Income inequality, mortgage debt and house prices
by Sevim Kösem - 920 Unemployment risk, liquidity traps and monetary policy
by Dario Bonciani & Joonseok Oh - 919 The consumption response to borrowing constraints in the mortgage market
by Belinda Tracey & Neeltje Van Horen - 918 Climate policy and transition risk in the housing market
by Konstantinos Ferentinos & Alex Gibberd & Benjamin Guin - 917 Slow recoveries, endogenous growth and macroprudential policy
by Dario Bonciani & David Gauthier & Derrick Kanngiesser - 916 Interactions of capital and liquidity requirements: a review of the literature
by Quynh-Anh Vo - 915 Forecasting UK inflation bottom up
by Andreas Joseph & Eleni Kalamara & George Kapetanios & Galina Potjagailo & Chiranjit Chakraborty - 914 Monetary policy surprises and their transmission through term premia and expected interest rates
by Iryna Kaminska & Haroon Mumtaz & Roman Sustek - 913 Uneven growth: automation’s impact on income and wealth inequality
by Benjamin Moll & Lukasz Rachel & Pascual Restrepo - 912 Organisational culture and bank risk
by Joel Suss & David Bholat & Alex Gillespie & Tom Reader - 911 Optimal policy with occasionally binding constraints: piecewise linear solution methods
by Richard Harrison & Matt Waldron - 910 How does the repo market behave under stress? Evidence from the Covid-19 crisis
by Anne-Caroline Hüser & Caterina Lepore & Luitgard Veraart - 909 Solvency distress contagion risk: network structure, bank heterogeneity and systemic resilience
by Kumushoy Abduraimova & Paul Nahai-Williamson - 908 Revisiting the New Keynesian policy paradoxes under QE
by Dario Bonciani & Joonseok Oh - 907 Banks, shadow banks, and business cycles
by Yvan Becard & David Gauthier - 906 On the origin of systemic risk
by Mattia Montagna & Gabriele Torri & Giovanni Covi - 905 The more the merrier? Evidence from the global financial crisis on the value of multiple requirements in bank regulation
by Marcus Buckmann & Paula Gallego Marquez & Mariana Gimpelewicz & Sujit Kapadia & Katie Rismanchi - 904 Macroprudential policy interactions in a sectoral DSGE model with staggered interest rates
by Marc Hinterschweiger & Kunal Khairnar & Tolga Ozden & Tom Stratton - 903 The earned income tax credit: targeting the poor but crowding out wealth
by Maren Froemel & Charles Gottlieb - 902 The macroprudential toolkit: effectiveness and interactions
by Stephen Millard & Margarita Rubio & Alexandra Varadi - 901 Terms-of-trade shocks are not all alike
by Federico Di Pace & Luciana Juvenal & Ivan Petrella
2020
- 900 The impact of Covid-19 on productivity
by Nicholas Bloom & Philip Bunn & Paul Mizen & Pawel Smietanka & Gregory Thwaites - 899 The central bank balance sheet as a policy tool: past, present and future
by Andrew Bailey & Jonathan Bridges & Richard Harrison & Josh Jones & Aakash Mankodi - 898 Uncertainty and voting on the Bank of England’s Monetary Policy Committee
by Alastair Firrell & Kate Reinold - 897 Contagion accounting
by Iñaki Aldasoro & Anne-Caroline Hüser & Christoffer Kok - 896 Inferring trade directions in fast markets
by Simon Jurkatis - 895 Informed trading and the dynamics of client-dealer connections in corporate bond markets
by Robert Czech & Gábor Pintér - 894 Liquidity management, fire sale and liquidity crises in banking: the role of leverage
by Fabiana Gomez & Quynh-Anh Vo - 893 Does regulatory and supervisory independence affect financial stability?
by Nicolò Fraccaroli & Rhiannon Sowerbutts & Andrew Whitworth - 892 Separating retail and investment banking: evidence from the UK
by Matthieu Chavaz & David Elliott - 891 Liquidity and monetary transmission: a quasi-experimental approach
by Sam Miller & Boromeus Wanengkirtyo - 890 Optimal simple objectives for monetary policy when banks matter
by Lien Laureys & Roland Meeks & Boromeus Wanengkirtyo - 889 (When) do banks react to anticipated capital reliefs?
by Guillaume Arnould & Benjamin Guin & Steven Ongena & Paolo Siciliani - 888 Monetary policy inertia and the paradox of flexibility
by Dario Bonciani & Joonseok Oh - 887 Has bail-in increased market discipline? An empirical investigation of European banks’ credit spreads
by Ryan Lindstrom & Matthew Osborne - 886 The interaction between macroprudential policy and monetary policy: overview
by Matthieu Bussière & Jin Cao & Jakob de Haan & Robert Hills & Simon Lloyd & Baptiste Meunier & Justine Pedrono & Dennis Reinhardt & Sonalika Shina & Rhiannon Sowerbutts & Konstantin Styrin - 885 The link between bank competition and risk in the United Kingdom: two views for policymaking
by Sebastian de-Ramon & William B Francis & Michael Straughan - 884 How does international capital flow?
by Michael Kumhof & Phurichai Rungcharoenkitkul & Andrej Sokol - 883 Does quantitative easing boost bank lending to the real economy or cause other bank asset reallocation? The case of the UK
by Simone Giansante & Mahmoud Fatouh & Steven Ongena - 882 Does bonus cap curb risk taking? An experimental study of relative performance pay and bonus regulation
by Qun Harris & Misa Tanaka & Emma Soane - 881 Capital flows-at-risk: push, pull and the role of policy
by Fernando Eguren-Martin & Cian O'Neill & Andrej Sokol & Lukas von dem Berge - 880 Has monetary policy made you happier?
by Philip Bunn & Andrew Haldane & Alice Pugh - 879 Dollar shortages and central bank swap lines
by Fernando Eguren-Martin - 878 Modelling fire sale contagion across banks and non-banks
by Fabio Caccioli & Gerardo Ferrara & Amanah Ramadiah - 877 Understanding pay gaps
by Zahid Amadxarif & Marilena Angeli & Andrew G Haldane & Gabija Zemaityte - 876 Economic uncertainty before and during the Covid-19 pandemic
by Dave Altig & Scott Baker & Jose Maria Barrero & Nick Bloom & Philip Bunn & Scarlet Chen & Steven J Davis & Julia Leather & Brent Meyer & Emil Mihaylov & Paul Mizen & Nick Parker & Thomas Renault & Pawel Smietanka & Greg Thwaites - 875 Financial stress and the debt structure
by David Gauthier - 874 Jumpstarting an international currency
by Saleem Bahaj & Ricardo Reis - 873 On-the-job training and intra-family dynamics
by Tommaso Aquilante & Luca Livio & Tom Potoms - 872 Exchange rate risk and business cycles
by Simon Lloyd & Emile Marin - 871 Informed trading in government bond markets
by Robert Czech & Shiyang Huang & Dong Lou & Tianyu Wang - 870 Monetary policy and the management of uncertainty: a narrative approach
by David Tuckett & Douglas Holmes & Alice Pearson & Graeme Chaplin - 869 Identification of structural vector autoregressions by stochastic volatility
by Dominik Bertsche & Robin Braun - 868 Non-linearities, asymmetries and dollar currency pricing in exchange rate pass-through: evidence from the sectoral level
by Ida Hjortsoe & John Lewis - 867 Global financial cycles since 1880
by Galina Potjagailo & Maik H Wolters - 866 Macroprudential policy, mortgage cycles and distributional effects: Evidence from the UK
by José-Luis Peydró & Francesc Rodriguez-Tous & Jagdish Tripathy & Arzu Uluc - 865 Making text count: economic forecasting using newspaper text
by Eleni Kalamara & Arthur Turrell & Chris Redl & George Kapetanios & Sujit Kapadia - 864 A shadow rate without a lower bound constraint
by Rafael B De Rezende & Annukka Ristiniemi - 863 The global effects of global risk and uncertainty
by Dario Bonciani & Martino Ricci - 862 The interbank market puzzle
by Franklin Allen & Giovanni Covi & Xian Gu & Oskar Kowalewski & Mattia Montagna - 861 Foundations of system-wide financial stress testing with heterogeneous institutions
by J Doyne Farmer & Alissa M Kleinnijenhuis & Paul Nahai-Williamson & Thom Wetzer - 860 Quality is our asset: the international transmission of liquidity regulation
by Dennis Reinhardt & Stephen Reynolds & Rhiannon Sowerbutts & Carlos van Hombeeck - 859 Understanding US export dynamics: does modelling the extensive margin of exports help?
by Aydan Dogan & Ida Hjortsoe - 858 Workers, capitalists, and the government: fiscal policy and income (re)distribution
by Cristiano Cantore & Lukas Freund - 857 The missing link: monetary policy and the labor share
by Cristiano Cantore & Filippo Ferroni & Miguel León-Ledesma - 856 High water, no marks? Biased lending after extreme weather
by Nicola Garbarino & Benjamin Guin - 855 Blockchain structure and cryptocurrency prices
by Peter Zimmerman - 854 Crossing the credit channel: credit spreads and firm heterogeneity
by Gareth Anderson & Ambrogio Cesa-Bianchi - 853 Bank funding costs and solvency
by Guillaume Arnould & Cosimo Pancaro & Dawid Żochowski - 852 Does energy efficiency predict mortgage performance?
by Benjamin Guin & Perttu Korhonen - 851 Impact of IFRS 9 on the cost of funding of banks in Europe
by Mahmoud Fatouh & Robert Bock & Jamal Ouenniche - 850 Le Pont de Londres: interactions between monetary and prudential policies in cross-border lending
by Matthieu Bussière & Robert Hills & Simon Lloyd & Baptiste Meunier & Justine Pedrono & Dennis Reinhardt & Rhiannon Sowerbutts - 849 No-arbitrage pricing of GDP-linked bonds
by Fernando Eguren-Martin & Andrew Meldrum & Wen Yan - 848 Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach
by Kristina Bluwstein & Marcus Buckmann & Andreas Joseph & Miao Kang & Sujit Kapadia & Özgür Simsek - 847 The 3 E’s of central bank communication with the public
by Andrew Haldane & Alistair Macaulay & Michael McMahon - 846 Compositional nature of firm growth and aggregate fluctuations
by Vladimir Smirnyagin - 845 Eight centuries of global real interest rates, R-G, and the ‘suprasecular’ decline, 1311–2018
by Paul Schmelzing - 844 Changing supply elasticities and regional housing booms
by Knut Are Aastveit & Bruno Albuquerque & André Anundsen
2019
- 843 All you need is cash: corporate cash holdings and investment after the financial crisis
by Andreas Joseph & Christiane Kneer & Neeltje van Horen & Jumana Saleheen - 842 The empirics of granular origins: some challenges and solutions with an application to the UK
by Nikola Dacic & Marko Melolinna - 841 Macroeconomic effects of political risk shocks
by Sinem Hacioglu Hoke - 840 Capital and liquidity interaction in banking
by Jonathan Acosta-Smith & Guillaume Arnould & Kristoffer Milonas & Quynh-Anh Vo - 839 Platform competition and incumbency advantage under heterogeneous switching cost — exploring the impact of data portability
by Paolo Siciliani & Emanuele Giovannetti - 838 Simulating liquidity stress in the derivatives market
by Marco Bardoscia & Gerardo Ferrara & Nicholas Vause & Michael Yoganayagam - 837 UK house prices and three decades of decline in the risk‑free real interest rate
by David Miles & Victoria Monro - 836 The role of households’ borrowing constraints in the transmission of monetary policy
by Fergus Cumming & Paul Hubert - 835 Monetary policy and birth rates: the effect of mortgage rate pass-through on fertility
by Fergus Cumming & Lisa Dettling - 834 The language of rules: textual complexity in banking reforms
by Zahid Amadxarif & James Brookes & Nicola Garbarino & Rajan Patel & Eryk Walczak - 833 A structural model of interbank network formation and contagion
by Patrick Coen & Jamie Coen - 832 OTC microstructure in a period of stress: a multi‑layered network approach
by Andreas Joseph & Michalis Vasios & Olga Maizels & Ujwal Shreyas & John Tanner - 831 Predicting bank distress in the UK with machine learning
by Joel Suss & Henry Treitel - 830 Liquidity transformation, collateral assets and counterparties
by Calebe de Roure & Nick McLaren - 829 The BoC-BoE sovereign default database: what’s new in 2019?
by David Beers & Patrisha de Leon-Manlagnit - 828 In the face of spillovers: prudential policies in emerging economies
by Andra Coman & Simon Lloyd - 827 Employment and the collateral channel of monetary policy
by Saleem Bahaj & Angus Foulis & Gabor Pinter & Paolo Surico - 826 Trend and cycle shocks in Bayesian unobserved components models for UK productivity
by Marko Melolinna & Máté Tóth - 825 Credit easing versus quantitative easing: evidence from corporate and government bond purchase programs
by Stefania D’Amico & Iryna Kaminska - 824 Credit, capital and crises: a GDP-at-Risk approach
by David Aikman & Jonathan Bridges & Sinem Hacioglu Hoke & Cian O’Neill & Akash Raja - 823 Market-implied systemic risk and shadow capital adequacy
by Somnath Chatterjee & Andreas Jobst - 822 Attention to the tail(s): global financial conditions and exchange rate risks
by Fernando Eguren-Martin & Andrej Sokol - 821 Securities settlement fails network and buy‑in strategies
by Pedro Gurrola-Perez & Jieshuang He & Gary Harper - 820 Supervisory governance, capture and non‑performing loans
by Nicolò Fraccaroli - 819 Non-salient fees in the mortgage market
by Lu Liu - 818 The impact of Brexit on UK firms
by Nicholas Bloom & Philip Bunn & Scarlet Chen & Paul Mizen & Pawel Smietanka & Gregory Thwaites - 817 Towards a new monetary theory of exchange rate determination
by Ambrogio Cesa-Bianchi & Michael Kumhof & Andrej Sokol & Gregory Thwaites - 816 Machine learning explainability in finance: an application to default risk analysis
by Philippe Bracke & Anupam Datta & Carsten Jung & Shayak Sen - 815 Tail risk interdependence
by Arnold Polanski & Evarist Stoja & Ching-Wai (Jeremy) Chiu - 814 Real effects of financial distress: the role of heterogeneity
by Francisco Buera & Sudipto Karmakar - 813 Resilience of trading networks: evidence from the sterling corporate bond market
by David Mallaburn & Matt Roberts-Sklar & Laura Silvestri - 812 Three triggers? Negative equity, income shocks and institutions as determinants of mortgage default
by Andrew Linn & Ronan Lyons - 811 Revisiting the global decline of the (non-housing) labor share
by Germán Gutiérrez & Sophie Piton - 810 Credit default swaps and corporate bond trading
by Robert Czech - 809 System-wide stress simulation
by David Aikman & Pavel Chichkanov & Graeme Douglas & Yordan Georgiev & James Howat & Benjamin King - 808 Modelling the distribution of mortgage debt
by Iren Levina & Robert Sturrock & Alexandra Varadi & Gavin Wallis - 807 Heterogeneous beliefs and the Phillips curve
by Roland Meeks & Francesca Monti - 806 Back to the real economy: the effects of risk perception shocks on the term premium and bank lending
by Kristina Bluwstein & Julieta Yung - 805 Bank funding costs and capital structure
by Andrew Gimber & Aniruddha Rajan - 804 Tracking foreign capital: the effect of capital inflows on bank lending in the UK
by Christiane Kneer & Alexander Raabe - 803 Simulating stress in the UK corporate bond market: investor behaviour and asset fire-sales
by Yuliya Baranova & Graeme Douglas & Laura Silvestri - 802 The long-run effects of uncertainty shocks
by Dario Bonciani & Joonseok Jason Oh - 801 Regulatory effects on short-term interest rates
by Angelo Ranaldo & Patrick Schaffner & Michalis Vasios - 800 The cost of clearing fragmentation
by Evangelos Benos & Wenqian Huang & Albert Menkveld & Michalis Vasios - 799 Do unit labour costs matter? A decomposition exercise on European data
by Sophie Piton - 798 Market power and monetary policy
by Tommaso Aquilante & Shiv Chowla & Nikola Dacic & Andrew Haldane & Riccardo Masolo & Patrick Schneider & Martin Seneca & Srdan Tatomir - 797 Decomposing changes in the functioning of the sterling repo market
by Joseph Noss & Rupal Patel - 796 Official demand for US debt: implications for US real rates
by Iryna Kaminska & Gabriele Zinna - 795 Mapping bank securities across euro area sectors: comparing funding and exposure networks
by Anne-Caroline Hüser & Christoffer Kok - 794 The Bank of England and central bank credit rationing during the crisis of 1847: frosted glass or raised eyebrows?
by Mike Anson & David Bholat & Miao Kang & Kilian Rieder & Ryland Thomas - 793 Taking regulation seriously: fire sales under solvency and liquidity constraints
by Jamie Coen & Caterina Lepore & Eric Schaanning - 792 Have FSRs got news for you? Evidence from the impact of Financial Stability Reports on market activity
by Richard Harris & Veselin Karadotchev & Rhiannon Sowerbutts & Evarist Stoja - 791 Shocks and labour cost adjustment: evidence from a survey of European firms
by Thomas Y Mathae & Stephen Millard & Tairi Rõõm & Ladislav Wintr & Robert Wyszyński - 790 Housing consumption and investment:evidence from shared equity mortgages
by Matteo Benetton & Philippe Bracke & João F Cocco & Nicola Garbarino - 789 Time-varying cointegration and the UK great ratios
by George Kapetanios & Stephen Millard & Katerina Petrova & Simon Price - 788 When creativity strikes: news shocks and business cycle fluctuations
by Silvia Miranda-Agrippino & Sinem Hacioglu Hoke & Kristina Bluwstein - 787 International trade, non-trading firms and their impact on labour productivity
by Stephen Millard & Anamaria Nicolae & Michael Nower - 786 Labor mobility in a monetary union
by Daniela Hauser & Martin Seneca - 785 Monetary financing with interest-bearing money
by Richard Harrison & Ryland Thomas - 784 Parametric inference with universal function approximators
by Andreas Joseph - 783 The real effects of zombie lending in Europe
by Belinda Tracey - 782 The impact of corporate QE on liquidity: evidence from the UK
by Lena Boneva & David Elliott & Iryna Kaminska & Oliver Linton & Nick McLaren & Ben Morley - 781 Bundling and exporting: evidence from German SMEs
by Tommaso Aquilante & Ferran Vendrell-Herrero - 780 Brexit and uncertainty: insights from the Decision Maker Panel
by Nicholas Bloom & Philip Bunn & Scarlet Chen & Paul Mizen & Pawel Smietanka & Greg Thwaites & Garry Young - 779 Currency mispricing and dealer balance sheets
by Gino Cenedese & Pasquale Della Corte & Tianyu Wang - 778 To ask or not to ask: collateral vs screening in lending relationships
by Hans Degryse & Artashes Karapetyan & Sudipto Karmakar - 777 The long-run information effect of central bank communication
by Stephen Hansen & Michael McMahon & Matthew Tong - 776 Measuring financial cycle time
by Andrew Filardo & Marco Lombardi & Marek Raczko - 775 Shareholder risk-taking incentives in the presence of contingent capital
by Mahmoud Fatouh & Ayowande McMunn
2018
- 774 Interest rates, capital and bank risk-taking
by Jonathan Acosta-Smith - 773 Mortgages, cash-flow shocks and local employment
by Fergus Cumming - 772 The information in the joint term structures of bond yields
by Andrew Meldrum & Marek Raczko & Peter Spencer - 771 Short-time work in the Great Recession: firm-level evidence from 20 EU countries
by Reamonn Lydon & Thomas Mathä & Stephen Millard - 770 Macroprudential capital regulation in general equilibrium
by Benjamin Nelson & Gabor Pinter - 769 Shock transmission and the interaction of financial and hiring frictions
by Stephen Millard & Alexandra Varadi & Eran Yashiv - 768 Lending relationships and the collateral channel
by Gareth Anderson & Saleem Bahaj & Matthieu Chavaz & Angus Foulis & Gabor Pinter - 767 Does lender type matter for the pricing of loans?
by Aniruddha Rajan & Matthew Willison - 766 The leverage ratio, risk-taking and bank stability
by Jonathan Acosta-Smith & Michael Grill & Jan Hannes Lang - 765 Macroprudential margins: a new countercyclical tool?
by Cian O'Neill & Nicholas Vause - 764 Uncertain Kingdom: nowcasting GDP and its revisions
by Nikoleta Anesti & Ana Galvão & Silvia Miranda-Agrippino - 763 Estimating nominal interest rate expectations: overnight indexed swaps and the term structure
by Simon Lloyd - 762 Global banks and synthetic funding: the benefits of foreign relatives
by Fernando Eguren-Martin & Matias Ossandon Busch & Dennis Reinhardt - 761 Banks are not intermediaries of loanable funds — facts, theory and evidence
by Zoltan Jakab & Michael Kumhof - 760 Determinants of distress in the UK owner-occupier and buy-to-let mortgage markets
by Vladimir Lazarov & Marc Hinterschweiger - 759 The cross-sectional spillovers of single stock circuit breakers
by James Brugler & Oliver Linton & Joseph Noss & Lucas Pedace - 758 Macroprudential FX regulations: shifting the snowbanks of FX vulnerability?
by Toni Ahnert & Kristin Forbes & Christian Friedrich & Dennis Reinhardt - 757 What drives UK defined benefit pension funds' investment behaviour?
by Graeme Douglas & Matt Roberts-Sklar - 756 Bayesian vector autoregressions
by Silvia Miranda-Agrippino & Giovanni Ricco - 755 Were banks special? Contrasting viewpoints in mid-nineteenth century Britain
by Matthew Willison - 754 The stochastic lower bound
by Riccardo Masolo & Pablo Winant - 753 Business investment, cash holding and uncertainty since the Great Financial Crisis
by Pawel Smietanka & Nicholas Bloom & Paul Mizen - 752 Banks, money and the zero lower bound on deposit rates
by Michael Kumhof & Xuan Wang - 751 OTC premia
by Gino Cenedese & Angelo Ranaldo & Michalis Vasios - 750 Enhancing central bank communications with behavioural insights
by David Bholat & Nida Broughton & Alice Parker & Janna Ter Meer & Eryk Walczak - 749 Multi-period loans, occasionally binding constraints and Monetary policy: a quantitative evaluation
by Kristina Bluwstein & Michał Brzoza-Brzezina & Paolo Gelain & Marcin Kolasa - 748 Bank competition and stability in the United Kingdom
by Sebastian de-Ramon & William Francis & Michael Straughan - 747 Would macroprudential regulation have prevented the last crisis?
by David Aikman & Jonathan Bridges & Anil Kashyap & Caspar Siergert - 746 Repo market functioning: the role of capital regulation
by Neeltje Van Horen & Antonis Kotidis - 745 Equity, debt and moral hazard: the optimal structure of banks’ loss absorbing capacity
by Misa Tanaka & John Vourdas - 744 Liquidity resilience in the UK gilt futures market: evidence from the order book
by Jonathan Fullwood & Daniele Massacci - 743 The deeds of speed: an agent-based model of market liquidity and flash episodes
by Geir-Are Karvik & Joseph Noss & Jack Worlidge & Daniel Beale - 742 Using online job vacancies to understand the UK labour market from the bottom-up
by Arthur Turrell & James Thurgood & Jyldyz Djumalieva & David Copple & Bradley Speigner - 741 Central Bank Swap Lines
by Saleem Bahaj & Ricardo Reis - 740 Decomposing differences in productivity distributions
by Patrick Schneider - 739 The BoC-BoE sovereign default database revisited: what’s new in 2018?
by David Beers & Jamshid Mavalwalla - 738 Measuring risks to UK financial stability
by David Aikman & Jonathan Bridges & Stephen Burgess & Richard Galletly & Iren Levina & Cian O'Neill & Alexandra Varadi - 737 Using job vacancies to understand the effects of labour market mismatch on UK output and productivity
by Arthur Turrell & Bradley Speigner & Jyldyz Djumalieva & David Copple & James Thurgood - 736 How do bonus cap and malus affect risk and effort choice Insight from a lab experiment
by Qun Harris & Analise Mercieca & Emma Soane & Misa Tanaka - 735 The impact of the leverage ratio on client clearing
by Jonathan Smith & Gerardo Ferrara & Francesc Rodriguez - 734 Targeting financial stability: macroprudential or monetary policy?
by David Aikman & Julia Giese & Sujit Kapadia & Michael McLeay - 733 How do banks and households manage interest rate risk? Evidence from mortgage applications and banks’ responses
by Christoph Basten & Benjamin Guin & Catherine Koch