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Showing 1 to 10 of 180 search results for Occasional Papers contribute to the work.
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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 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 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. 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. -
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 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. 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. 22: Price discrimination and cross-subsidy in financial services
Occasional Papers contribute to the work of the FCA by providing rigorous research results and stimulating debate. ... To the extent that Occasional Papers contain any errors or omissions, they should be attributed to the individual authors, rather than -
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. 18: Market-Based Finance: Its Contributions and Emerging Issues
Occasional Paper No 18: Market-Based Finance: Its Contributions and Emerging Issues (PDF). ... Occasional Papers contribute to the work of the FCA by providing rigorous research results and stimulating debate.