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Showing 1 to 10 of 303 search results for Occasional Papers contribute.

1. Occasional Paper No. 37: Flash Crash in an OTC Market

   Occasional papers Published: 12/06/2018 Last modified: 12/06/2018
   This Occasional Paper contributes to the research on flash crashes which are high-profile episodes that can be thought of as short-lived malfunctions of capital markets typically involving a substantial price change and a drying up of liquidity

2. Occasional Paper No. 35: Six of One…? Choice of Intermediary in the UK Mortgage Market [pdf]

   Occasional papers Published: 04/05/2018
   This Occasional Paper contributes to the FCA mortgages market study by providing evidence of how mortgage price varies across intermediaries and investigating the potential drivers.

3. Occasional Paper 64: OTC market frictions in stressed markets

   Occasional papers Published: 20/03/2024 Last modified: 20/03/2024
   Our research explores the impact of over-the-counter (OTC) market frictions on liquidity in the UK gilt market.

4. Occasional Paper No. 57: Mortgage market disruptions

   Occasional papers Published: 09/10/2020 Last modified: 09/10/2020
   We use mortgage contracts data to look at mortgage trends linked to the coronavirus (Covid-19) crisis and compare them to the 2007-09 financial crisis.

5. Occasional Paper No. 30: Best buys and own brands: investment platforms’ recommendations of funds

   Occasional papers Published: 09/08/2017 Last modified: 10/08/2017
   In this paper, we examine the drivers, impact, and performance of investment platforms’ best buy lists.

6. Occasional Paper No. 27: Benchmark regulation and market quality

   Occasional papers Published: 03/07/2017 Last modified: 03/07/2017
   In this paper, we examine the implications of the benchmark regime change in the interest rate swap market on underlying market conditions.

7. Occasional Paper No. 24: Behaviour and compliance in organisations

   Occasional papers Published: 16/12/2016 Last modified: 16/12/2016
   This paper discusses the factors that influence effective compliance and provides suggestions for how regulators and firms can improve levels of compliance.

8. Occasional Paper 63: HFTs and dealer banks: liquidity and price discovery in FX trading

   Occasional papers Published: 20/01/2023 Last modified: 20/01/2023
   We characterise the liquidity provision and price discovery roles of dealers and high-frequency traders in the foreign exchange spot market.

9. Occasional Paper No. 14: Liquidity in the UK corporate bond market: evidence from trade data [pdf]

   Occasional papers Published: 17/03/2016 Last modified: 17/03/2016
   The purpose of this paper is to contribute to the ongoing debate on liquidity in financial markets by shedding light on a market that has not been studied in depth.

10. Occasional Paper No. 29: Aggregate market quality implications of dark trading

    Occasional papers Published: 01/08/2017 Last modified: 01/08/2017
    In this paper, we examine the impact of dark trading on aggregate market quality in the UK.