Search results

Showing 1 to 10 of 104 search results for Occasional Papers contribute to our work by providing.

1. Occasional Paper No. 52: Bond liquidity and dealer inventories

   Occasional papers Published: 11/02/2020 Last modified: 11/02/2020
   Liquidity in global bond markets is a key concern following the financial crisis. Can utilising data across jurisdictions shed some light?

2. Occasional Paper No. 49: Borrower subgroups and the path into distress: commonalities and differences

   Occasional papers Published: 08/01/2020 Last modified: 08/01/2020
   Occasional Paper 49

3. Occasional Paper No. 51: Using online experiments for behaviourally informed consumer policy

   Occasional papers Published: 10/02/2020 Last modified: 10/02/2020
   Consumer policy is informed by human behaviour but how do we measure this in a cost effective and relevant way? Online experiments help us focus our policy making decisions to act in consumers interests.  

4. Occasional Paper No. 59: Sitting on a gold mine: Getting what’s owed to pawnbroking customers

   Occasional papers Published: 20/01/2021 Last modified: 25/01/2022
   In 2018, the FCA found that pawnbroking customers are not always collecting the ‘surplus’ money owed to them. In this paper, we share the results of a first intervention designed to address this.

5. 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.

6. 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.

7. 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.

8. 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.

9. 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.

10. 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