Search results
Showing 1 to 10 of 63 search results for extent that Occasional Papers contain any errors.
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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 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 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. 52: Bond liquidity and dealer inventories
Liquidity in global bond markets is a key concern following the financial crisis. Can utilising data across jurisdictions shed some light? -
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. 46: Fixing the Fix? Assessing the Effectiveness of the 4pm Fix
We examine the design and effectiveness of the 4pm Fix, the most important benchmark in FX markets, using a unique dataset of trader identified orderbook data from an inter-dealer venue. We propose and examine new measures of benchmark quality and -
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. 61: Robo-Advice for Borrower Repayment Decisions
This paper explains the results from a robo-advice experiment that asked consumers to make hypothetical borrower repayment decisions. -
Occasional Paper No. 25: Incentivising compliance with financial regulation
This paper looks into the basic economic theory of incentives and how they can be used to enhance compliance in financial regulation. -
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