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Showing 1 to 10 of 303 search results for Occasional Papers contribute.
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Occasional Paper No. 37: Flash Crash in an OTC Market
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 -
Occasional Paper No. 35: Six of One…? Choice of Intermediary in the UK Mortgage Market [pdf]
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. -
Occasional Paper 64: OTC market frictions in stressed markets
Our research explores the impact of over-the-counter (OTC) market frictions on liquidity in the UK gilt market. -
Occasional Paper No. 57: Mortgage market disruptions
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. -
Occasional Paper No. 30: Best buys and own brands: investment platforms’ recommendations of funds
In this paper, we examine the drivers, impact, and performance of investment platforms’ best buy lists. -
Occasional Paper No. 27: Benchmark regulation and market quality
In this paper, we examine the implications of the benchmark regime change in the interest rate swap market on underlying market conditions. -
Occasional Paper No. 24: Behaviour and compliance in organisations
This paper discusses the factors that influence effective compliance and provides suggestions for how regulators and firms can improve levels of compliance. -
Occasional Paper 63: HFTs and dealer banks: liquidity and price discovery in FX trading
We characterise the liquidity provision and price discovery roles of dealers and high-frequency traders in the foreign exchange spot market. -
Occasional Paper No. 14: Liquidity in the UK corporate bond market: evidence from trade data [pdf]
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. -
Occasional Paper No. 29: Aggregate market quality implications of dark trading
In this paper, we examine the impact of dark trading on aggregate market quality in the UK.