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Simon P. Lloyd

Personal Details

First Name:Simon
Middle Name:P.
Last Name:Lloyd
Suffix:
RePEc Short-ID:pll36
[This author has chosen not to make the email address public]
https://sites.google.com/view/splloyd/home
Terminal Degree: Faculty of Economics; University of Cambridge (from RePEc Genealogy)

Affiliation

Bank of England

London, United Kingdom
http://www.bankofengland.co.uk/
RePEc:edi:boegvuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Lloyd, Simon & Manuel, Ed, 2024. "Controls, not shocks: estimating dynamic causal effects in macroeconomics," Bank of England working papers 1079, Bank of England.
  2. Fernández-Gallardo, Álvaro & Lloyd, Simon & Manuel, Ed, 2023. "The transmission of macroprudential policy in the tails: evidence from a narrative approach," Bank of England working papers 1027, Bank of England.
  3. Corsetti, Giancarlo & D'Aguanno, Lucio & Dogan, Aydan & Lloyd, Simon & Sajedi, Rana, 2023. "Global Value Chains and International Risk Sharing," CEPR Discussion Papers 18558, C.E.P.R. Discussion Papers.
  4. Lloyd, S. P. & Marin, E. A., 2023. "Capital Controls and Free-Trade Agreements," Cambridge Working Papers in Economics 2318, Faculty of Economics, University of Cambridge.
  5. Andreeva, Desislava & Coman, Andra & Everett, Mary & Froemel, Maren & Ho, Kelvin & Lloyd, Simon & Meunier, Baptiste & Pedrono, Justine & Reinhardt, Dennis & Wong, Andrew & Wong, Eric & Żochowski, Dawi, 2023. "Negative rates, monetary policy transmission and cross-border lending via international financial centres," Bank of England working papers 1010, Bank of England.
  6. Lloyd, Simon & Reinhardt, Dennis & Sowerbutts , Rhiannon, 2023. "Financial services trade restrictions and lending from an international financial centre," Bank of England working papers 1022, Bank of England.
  7. Simon P. Lloyd & Emile A. Marin, 2023. "Capital Controls and Trade Policy," NBER Working Papers 31082, National Bureau of Economic Research, Inc.
  8. Bippus, Balduin & Lloyd, Simon & Ostry, Daniel, 2023. "Granular banking flows and exchange-rate dynamics," Bank of England working papers 1043, Bank of England.
  9. Lisack Noëmie & Sajedi Rana & Lloyd Simon, 2022. "Aggregation Across Each Nation: Aggregator Choice and Macroeconomic Dynamics [Agrégation entre pays : choix d’agrégateur et dynamiques macroéconomiques]," Working papers 894, Banque de France.
  10. Beck, Thorsten & Lloyd, Simon & Reinhardt, Dennis & Sowerbutts, Rhiannon, 2022. "Macro-financial policy in an international financial centre: the United Kingdom experience since the global financial crisis," CEPR Discussion Papers 16860, C.E.P.R. Discussion Papers.
  11. Lloyd, Simon & Manuel, Ed & Panchev, Konstantin, 2021. "Foreign vulnerabilities, domestic risks: the global drivers of GDP-at-Risk," Bank of England working papers 940, Bank of England.
  12. Bussière, Matthieu & Cao, Jin & de Haan, Jakob & Hills, Robert & Lloyd, Simon & Meunier, Baptiste & Pedrono, Justine & Reinhardt, Dennis & Shina, Sonalika & Sowerbutts, Rhiannon & Styrin, Konstantin, 2020. "The interaction between macroprudential policy and monetary policy: overview," Bank of England working papers 886, Bank of England.
  13. Lloyd, Simon & Marin, Emile, 2020. "Exchange rate risk and business cycles," Bank of England working papers 872, Bank of England.
  14. Matthieu Bussière & Robert Hills & Simon Lloyd & Baptiste Meunier & Justine Pedrono & Dennis Reinhardt & Rhiannon Sowerbutts, 2020. "Le Pont de Londres: interactions between monetary and prudential policies in cross-border lending," Working papers 753, Banque de France.
  15. Coman, Andra & Lloyd, Simon, 2019. "In the face of spillovers: prudential policies in emerging economies," Bank of England working papers 828, Bank of England.
  16. Lloyd, S. & Solomou, S., 2019. "The Impact of the 1932 General Tariff: A Difference-in-Difference Approach," Cambridge Working Papers in Economics 1940, Faculty of Economics, University of Cambridge.
  17. Lloyd, Simon, 2018. "Estimating nominal interest rate expectations: overnight indexed swaps and the term structure," Bank of England working papers 763, Bank of England.
  18. Lloyd, Simon, 2018. "Overnight index swap market-based measures of monetary policy expectations," Bank of England working papers 709, Bank of England.
  19. Joy, Mark & Lisack, Noemie & Lloyd, Simon & Reinhardt, Dennis & Sajedi, Rana & Whitaker, Simon, 2018. "Mind the (current account) gap," Bank of England Financial Stability Papers 43, Bank of England.
  20. Lloyd, S. P., 2017. "Unconventional Monetary Policy and the Interest Rate Channel: Signalling and Portfolio Rebalancing," Cambridge Working Papers in Economics 1735, Faculty of Economics, University of Cambridge.

Articles

  1. Lloyd, Simon & Ostry, Daniel, 2024. "The asymmetric effects of quantitative tightening and easing on financial markets," Economics Letters, Elsevier, vol. 238(C).
  2. Lloyd, Simon P. & Marin, Emile A., 2024. "Capital controls and trade policy," Journal of International Economics, Elsevier, vol. 151(C).
  3. Simon Lloyd & Ed Manuel & Konstantin Panchev, 2024. "Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(1), pages 335-392, March.
  4. Coman, Andra & Lloyd, Simon P., 2022. "In the face of spillovers: Prudential policies in emerging economies," Journal of International Money and Finance, Elsevier, vol. 122(C).
  5. Matthieu Bussière & Jin Cao & Jakob de Haan & Robert Hills & Simon Lloyd & Baptiste Meunier & Justine Pedrono & Dennis Reinhardt & Sonalika Sinha & Rhiannon Sowerbutts & Konstantin Styrin, 2021. "The interaction between macroprudential policy and monetary policy: Overview," Review of International Economics, Wiley Blackwell, vol. 29(1), pages 1-19, February.
  6. Matthieu Bussière & Robert Hills & Simon Lloyd & Baptiste Meunier & Justine Pedrono & Dennis Reinhardt & Rhiannon Sowerbutts, 2021. "Le Pont de Londres: Interactions between monetary and prudential policies in cross‐border lending," Review of International Economics, Wiley Blackwell, vol. 29(1), pages 61-86, February.
  7. Lloyd, Simon P., 2021. "Overnight indexed swap-implied interest rate expectations," Finance Research Letters, Elsevier, vol. 38(C).
  8. Cesa-Bianchi, Ambrogio & Dickinson, Rosie & Kosem, Sevim & Lloyd, Simon & Manuel, Ed, 2021. "No economy is an island: how foreign shocks affect UK macrofinancial stability," Bank of England Quarterly Bulletin, Bank of England, vol. 61(3), pages 1-1.
  9. Lloyd, Simon P., 2020. "Estimating nominal interest rate expectations: Overnight indexed swaps and the term structure," Journal of Banking & Finance, Elsevier, vol. 119(C).
  10. Simon P. Lloyd & Solomos Solomou, 2020. "The impact of the 1932 General Tariff: a difference-in-difference approach," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 14(1), pages 41-60, January.
  11. Gilhooly, Robert & Han, Jen & Lloyd, Simon & Reynolds, Niamh & Young, David, 2018. "From the Middle Kingdom to the United Kingdom: spillovers from China," Bank of England Quarterly Bulletin, Bank of England, vol. 58(2), pages 11-20.

Chapters

  1. Thorsten Beck & Simon Lloyd & Dennis Reinhardt & Rhiannon Sowerbutts, 2023. "Macro-Financial Policy in an International Financial Centre: The UK Experience Since the Global Financial Crisis," World Scientific Book Chapters, in: Claudio Borio & Edward S Robinson & Hyun Song Shin (ed.), MACRO-FINANCIAL STABILITY POLICY IN A GLOBALISED WORLD: LESSONS FROM INTERNATIONAL EXPERIENCE Selected Papers from the Asian Monetary Policy Forum 202, chapter 10, pages 184-223, World Scientific Publishing Co. Pte. Ltd..
  2. Giancarlo Corsetti & Simon Lloyd & Emile Marin, 2020. "Emerging market currency risk around ‘global disasters’: Evidence from the Global Financial Crisis and the COVID-19 crisis," Vox eBook Chapters, in: Simeon Djankov & Ugo Panizza (ed.), COVID-19 in Developing Economies, edition 1, volume 1, chapter 1, pages 342-352, Centre for Economic Policy Research.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Fernández-Gallardo, Álvaro & Lloyd, Simon & Manuel, Ed, 2023. "The transmission of macroprudential policy in the tails: evidence from a narrative approach," Bank of England working papers 1027, Bank of England.

    Cited by:

    1. Škrinjarić, Tihana, 2024. "Growth-at-risk for macroprudential policy stance assessment: a survey," Bank of England working papers 1075, Bank of England.

  2. Bippus, Balduin & Lloyd, Simon & Ostry, Daniel, 2023. "Granular banking flows and exchange-rate dynamics," Bank of England working papers 1043, Bank of England.

    Cited by:

    1. Jonas Becker & Maik Schmeling & Andreas Schrimpf, 2024. "Global Bank Lending and Exchange Rates," BIS Working Papers 1161, Bank for International Settlements.

  3. Lisack Noëmie & Sajedi Rana & Lloyd Simon, 2022. "Aggregation Across Each Nation: Aggregator Choice and Macroeconomic Dynamics [Agrégation entre pays : choix d’agrégateur et dynamiques macroéconomiques]," Working papers 894, Banque de France.

    Cited by:

    1. Rebecca Freeman & Mario Larch & Angelos Theodorakopoulos & Yoto V. Yotov, 2021. "Unlocking New Methods to Estimate Country-Specific Trade Costs and Trade Elasticities," CESifo Working Paper Series 9432, CESifo.

  4. Lloyd, Simon & Manuel, Ed & Panchev, Konstantin, 2021. "Foreign vulnerabilities, domestic risks: the global drivers of GDP-at-Risk," Bank of England working papers 940, Bank of England.

    Cited by:

    1. Grimm, Maximilian & Jordà , Òscar & Schularick, Moritz & Taylor, Alan M., 2023. "Loose monetary policy and financial instability," CEPR Discussion Papers 17896, C.E.P.R. Discussion Papers.
    2. Busetto, Filippo, 2024. "Asymmetric expectations of monetary policy," Bank of England working papers 1058, Bank of England.
    3. Coman, Andra, 2023. "Monetary policy spillovers and the role of prudential policies in the European Union," Working Paper Series 2854, European Central Bank.
    4. Potjagailo, Galina & Wolters, Maik H., 2019. "Global financial cycles since 1880," IMFS Working Paper Series 132, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    5. Stolbov, Mikhail & Shchepeleva, Maria, 2022. "Modeling global real economic activity: Evidence from variable selection across quantiles," The Journal of Economic Asymmetries, Elsevier, vol. 25(C).
    6. Bank for International Settlements, 2022. "Private sector debt and financial stability," CGFS Papers, Bank for International Settlements, number 67, december.

  5. Bussière, Matthieu & Cao, Jin & de Haan, Jakob & Hills, Robert & Lloyd, Simon & Meunier, Baptiste & Pedrono, Justine & Reinhardt, Dennis & Shina, Sonalika & Sowerbutts, Rhiannon & Styrin, Konstantin, 2020. "The interaction between macroprudential policy and monetary policy: overview," Bank of England working papers 886, Bank of England.

    Cited by:

    1. Goyal, Ashima & Verma, Akhilesh K, 2023. "Cross border flows, financial intermediation and interactions of policy rules in a small open economy," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 369-393.
    2. Norring, Anni, 2022. "Taming the tides of capital: Review of capital controls and macroprudential policy in emerging economies," BoF Economics Review 1/2022, Bank of Finland.
    3. Emily Liu & Friederike Niepmann & Tim Schmidt-Eisenlohr, 2019. "The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets," CESifo Working Paper Series 7955, CESifo.
    4. Madeira, Carlos, 2024. "The impact of macroprudential policies on industrial growth," Journal of International Money and Finance, Elsevier, vol. 145(C).
    5. Andreeva, Desislava & Coman, Andra & Everett, Mary & Froemel, Maren & Ho, Kelvin & Lloyd, Simon & Meunier, Baptiste & Pedrono, Justine & Reinhardt, Dennis & Wong, Andrew & Wong, Eric & Żochowski, Dawi, 2023. "Negative rates, monetary policy transmission and cross-border lending via international financial centres," Bank of England working papers 1010, Bank of England.
    6. Elod Takats & Judit Temesvary, 2019. "How does the interaction of macroprudential and monetary policies affect cross-border bank lending?," Finance and Economics Discussion Series 2019-045, Board of Governors of the Federal Reserve System (U.S.).
    7. Melchisedek Joslem Ngambou Djatche, 2020. "Monetary policy, prudential policy and bank's risk-taking: a literature review," Working Papers halshs-03420209, HAL.
    8. Rakshit, Bijoy & Bardhan, Samaresh, 2023. "Does bank competition affect the transmission mechanism of monetary policy through bank lending channel? Evidence from India," Journal of Asian Economics, Elsevier, vol. 86(C).
    9. Jonathan Benchimol & Inon Gamrasni & Michael Kahn & Sigal Ribon & Yossi Saadon & Noam Ben-Ze’ev & Asaf Segal & Yitzchak Shizgal, 2022. "The interaction between domestic monetary policy and macroprudential policy in Israel," Post-Print emse-04624972, HAL.
    10. Linda S. Goldberg, 2024. "Global Liquidity: Drivers, Volatility and Toolkits," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(1), pages 1-31, March.
    11. Coman, Andra & Lloyd, Simon P., 2022. "In the face of spillovers: Prudential policies in emerging economies," Journal of International Money and Finance, Elsevier, vol. 122(C).
    12. Carlos Madeira, "undated". "The impact of financial crises on industrial growth: lessons from the last 40 years," BIS Working Papers 1214, Bank for International Settlements.
    13. Mary Everett & Jakob de Haan & David‐Jan Jansen & Peter McQuade & Anna Samarina, 2021. "Mortgage lending, monetary policy, and prudential measures in small euro‐area economies: Evidence from Ireland and the Netherlands," Review of International Economics, Wiley Blackwell, vol. 29(1), pages 117-143, February.
    14. Cao, Jin & Dinger, Valeriya & Grodecka, Anna & Juelsrud, Ragnar & Zhang, Xin, 2020. "The interaction between macroprudential and monetary policies: The cases of Norway and Sweden," Working Paper Series 392, Sveriges Riksbank (Central Bank of Sweden).
    15. Mark M. Spiegel, 2021. "Monetary Policy Spillovers Under Covid-19: Evidence from U.S. Foreign Bank Subsidiaries," Working Paper Series 2021-14, Federal Reserve Bank of San Francisco.
    16. Thornton, John & Vasilakis, Chrysovalantis, 2023. "Bank regulations and surges and stops in credit: Panel evidence," Journal of Financial Stability, Elsevier, vol. 67(C).
    17. Bank for International Settlements, 2021. "Changing patterns of capital flows," CGFS Papers, Bank for International Settlements, number 66, december.
    18. Meunier Baptiste & Pedrono Justine, 2021. "A Prudential trade-off? Leakages and Interactions with Monetary Policy," Working papers 805, Banque de France.
    19. Anna Gomola, 2022. "What simple econometric analysis will tell us about the relationship between macroeconomic variables, stock market indices, and the activity of the banking sector?," Bank i Kredyt, Narodowy Bank Polski, vol. 53(1), pages 1-46.

  6. Lloyd, Simon & Marin, Emile, 2020. "Exchange rate risk and business cycles," Bank of England working papers 872, Bank of England.

    Cited by:

    1. Corsetti, G. & Marin, E. A., 2020. "A Century of Arbitrage and Disaster Risk Pricing in the Foreign Exchange Market," Cambridge Working Papers in Economics 2020, Faculty of Economics, University of Cambridge.
    2. Ostry, D. A., 2023. "Tails of Foreign Exchange-at-Risk (FEaR)," Cambridge Working Papers in Economics 2343, Faculty of Economics, University of Cambridge.
    3. Pierre Olivier Gourinchas, 2023. "International Macroeconomics: From the Great Financial Crisis to COVID-19, and Beyond," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(1), pages 1-34, March.

  7. Matthieu Bussière & Robert Hills & Simon Lloyd & Baptiste Meunier & Justine Pedrono & Dennis Reinhardt & Rhiannon Sowerbutts, 2020. "Le Pont de Londres: interactions between monetary and prudential policies in cross-border lending," Working papers 753, Banque de France.

    Cited by:

    1. Andreeva, Desislava & Coman, Andra & Everett, Mary & Froemel, Maren & Ho, Kelvin & Lloyd, Simon & Meunier, Baptiste & Pedrono, Justine & Reinhardt, Dennis & Wong, Andrew & Wong, Eric & Żochowski, Dawi, 2023. "Negative rates, monetary policy transmission and cross-border lending via international financial centres," Bank of England working papers 1010, Bank of England.
    2. Coman, Andra, 2023. "Monetary policy spillovers and the role of prudential policies in the European Union," Working Paper Series 2854, European Central Bank.
    3. Bussière, Matthieu & Cao, Jin & de Haan, Jakob & Hills, Robert & Lloyd, Simon & Meunier, Baptiste & Pedrono, Justine & Reinhardt, Dennis & Shina, Sonalika & Sowerbutts, Rhiannon & Styrin, Konstantin, 2020. "The interaction between macroprudential policy and monetary policy: overview," Bank of England working papers 886, Bank of England.
    4. Bippus, B. & Lloyd, S. & Ostry, D., 2023. "Granular Banking Flows and Exchange-Rate Dynamics," Janeway Institute Working Papers 2314, Faculty of Economics, University of Cambridge.
    5. Meunier Baptiste & Pedrono Justine, 2021. "A Prudential trade-off? Leakages and Interactions with Monetary Policy," Working papers 805, Banque de France.

  8. Coman, Andra & Lloyd, Simon, 2019. "In the face of spillovers: prudential policies in emerging economies," Bank of England working papers 828, Bank of England.

    Cited by:

    1. Eguren-Martin, Fernando & O'Neill, Cian & Sokol, Andrej & von dem Berge, Lukas, 2024. "Capital flows-at-risk: Push, pull and the role of policy," Journal of International Money and Finance, Elsevier, vol. 147(C).
    2. Lloyd, S. & Manuel, E. & Panchev, K., 2021. "Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk," Cambridge Working Papers in Economics 2156, Faculty of Economics, University of Cambridge.
    3. Enisse Kharroubi, 2021. "Global lending conditions and international coordination of financial regulation policies," BIS Working Papers 962, Bank for International Settlements.
    4. Eller, Markus & Hauzenberger, Niko & Huber, Florian & Schuberth, Helene & Vashold, Lukas, 2021. "The impact of macroprudential policies on capital flows in CESEE," Journal of International Money and Finance, Elsevier, vol. 119(C).
    5. Markus Eller & Niko Hauzenberger & Florian Huber & Helene Schuberth & Lukas Vashold, 2020. "Capital Flows and the Stabilizing Role of Macroprudential Policies in CESEE," Papers 2009.06391, arXiv.org.
    6. Elod Takats & Judit Temesvary, 2019. "How does the interaction of macroprudential and monetary policies affect cross-border bank lending?," Finance and Economics Discussion Series 2019-045, Board of Governors of the Federal Reserve System (U.S.).
    7. Konstantin Styrin & Yulia Ushakova, 2020. "IBRN Initiative on Interactions of Monetary and Prudential Policies," Russian Journal of Money and Finance, Bank of Russia, vol. 79(3), pages 58-74, September.
    8. Matthieu Bussière & Robert Hills & Simon Lloyd & Baptiste Meunier & Justine Pedrono & Dennis Reinhardt & Rhiannon Sowerbutts, 2021. "Le Pont de Londres: Interactions between monetary and prudential policies in cross‐border lending," Review of International Economics, Wiley Blackwell, vol. 29(1), pages 61-86, February.
    9. Degasperi,Riccardo & Hong, Seokki Simon & Ricco, Giovanni, 2020. "The Global Transmission of U.S. Monetary Policy," The Warwick Economics Research Paper Series (TWERPS) 1257, University of Warwick, Department of Economics.
    10. Ferrero, Andrea & Habib, Maurizio Michael & Stracca, Livio & Venditti, Fabrizio, 2022. "Leaning against the global financial cycle," Working Paper Series 2763, European Central Bank.
    11. Coman, Andra, 2023. "Monetary policy spillovers and the role of prudential policies in the European Union," Working Paper Series 2854, European Central Bank.
    12. You, Yu & Liu, Fangzheng & Yang, Da, 2023. "Macroprudential policy, capital flow management and monetary policy independence," The Quarterly Review of Economics and Finance, Elsevier, vol. 88(C), pages 116-132.
    13. Bussière, Matthieu & Cao, Jin & de Haan, Jakob & Hills, Robert & Lloyd, Simon & Meunier, Baptiste & Pedrono, Justine & Reinhardt, Dennis & Shina, Sonalika & Sowerbutts, Rhiannon & Styrin, Konstantin, 2020. "The interaction between macroprudential policy and monetary policy: overview," Bank of England working papers 886, Bank of England.
    14. Fernández-Gallardo, Álvaro & Lloyd, Simon & Manuel, Ed, 2023. "The transmission of macroprudential policy in the tails: evidence from a narrative approach," Bank of England working papers 1027, Bank of England.
    15. Bank for International Settlements, 2021. "Changing patterns of capital flows," CGFS Papers, Bank for International Settlements, number 66, december.
    16. Beck, Roland & Berganza, Juan Carlos & Brüggemann, Axel & Cezar, Rafael & Eijking, Carlijn & Eller, Markus & Fuentes, Alberto & Alves, Joel Graça & Kreitz, Lilian & Marsilli, Clement & Moder, Isabella, 2023. "Recent advances in the literature on capital flow management," Occasional Paper Series 317, European Central Bank.
    17. Chokri Zehri & Zagros Madjd‐Sadjadi, 2024. "Capital flow management and monetary policy to control credit growth," Economics and Politics, Wiley Blackwell, vol. 36(2), pages 637-676, July.

  9. Lloyd, S. & Solomou, S., 2019. "The Impact of the 1932 General Tariff: A Difference-in-Difference Approach," Cambridge Working Papers in Economics 1940, Faculty of Economics, University of Cambridge.

    Cited by:

    1. Brian D. Varian, 2024. "The unavailing origin of Australian protectionism? Victoria's McCulloch Tariff of 1866," CEH Discussion Papers 08, Centre for Economic History, Research School of Economics, Australian National University.
    2. Brian D. Varian, 2024. "Market integration and a lower-productivity economy: the case of Australian federation and Queensland’s manufacturing sector, 1897–1906," CEH Discussion Papers 06, Centre for Economic History, Research School of Economics, Australian National University.

  10. Lloyd, Simon, 2018. "Estimating nominal interest rate expectations: overnight indexed swaps and the term structure," Bank of England working papers 763, Bank of England.

    Cited by:

    1. Bailey, Andrew & Bridges, Jonathan & Harrison, Richard & Jones, Josh & Mankodi, Aakash, 2020. "The central bank balance sheet as a policy tool: past, present and future," Bank of England working papers 899, Bank of England.
    2. Rodnyansky, Alexander & Darmouni, Olivier, 2020. "The Bond Lending Channel of Monetary Policy," CEPR Discussion Papers 14659, C.E.P.R. Discussion Papers.
    3. Corsetti, Giancarlo & Duarte, Joao B. & Mann, Samuel, 2020. "One Money, Many Markets: Monetary Transmission and Housing Financing in the Euro Area," CEPR Discussion Papers 14968, C.E.P.R. Discussion Papers.
    4. Lloyd, Simon, 2018. "Overnight index swap market-based measures of monetary policy expectations," Bank of England working papers 709, Bank of England.
    5. Realdon, Marco, 2024. "The efficiency of the Estr overnight index swap market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
    6. Giancarlo Corsetti & Joao B. Duarte & Samuel Mann, 2018. "One Money, Many Markets," Discussion Papers 1805, Centre for Macroeconomics (CFM).
    7. Corsetti, Giancarlo & Duarte, Joao B. & Mann, Samuel, 2018. "One money, many markets: a factor model approach to monetary policy in the Euro Area with high-frequency identification," LSE Research Online Documents on Economics 87182, London School of Economics and Political Science, LSE Library.
    8. He, Zhen & O’Connor, Fergal & Thijssen, Jacco, 2022. "Identifying proxies for risk-free assets: Evidence from the zero-beta capital asset pricing model," Research in International Business and Finance, Elsevier, vol. 63(C).
    9. Lloyd, Simon & Ostry, Daniel, 2024. "The asymmetric effects of quantitative tightening and easing on financial markets," Economics Letters, Elsevier, vol. 238(C).

  11. Lloyd, Simon, 2018. "Overnight index swap market-based measures of monetary policy expectations," Bank of England working papers 709, Bank of England.

    Cited by:

    1. Penalver Adrian, & Szczerbowicz Urszula, 2021. "Monetary policy measures during the first phase of the Covid-19 crisis [Les mesures de politique monétaire pendant la première phase de la crise de la Covid-19]," Bulletin de la Banque de France, Banque de France, issue 234.
    2. Corsetti, Giancarlo & Duarte, Joao B. & Mann, Samuel, 2020. "One Money, Many Markets: Monetary Transmission and Housing Financing in the Euro Area," CEPR Discussion Papers 14968, C.E.P.R. Discussion Papers.
    3. Erik Heitfield & Yang-Ho Park, 2019. "Inferring Term Rates from SOFR Futures Prices," Finance and Economics Discussion Series 2019-014, Board of Governors of the Federal Reserve System (U.S.).
    4. Giancarlo Corsetti & Joao B. Duarte & Samuel Mann, 2018. "One Money, Many Markets," Discussion Papers 1805, Centre for Macroeconomics (CFM).
    5. Bussière, Matthieu & Cao, Jin & de Haan, Jakob & Hills, Robert & Lloyd, Simon & Meunier, Baptiste & Pedrono, Justine & Reinhardt, Dennis & Shina, Sonalika & Sowerbutts, Rhiannon & Styrin, Konstantin, 2020. "The interaction between macroprudential policy and monetary policy: overview," Bank of England working papers 886, Bank of England.
    6. Corsetti, Giancarlo & Duarte, Joao B. & Mann, Samuel, 2018. "One money, many markets: a factor model approach to monetary policy in the Euro Area with high-frequency identification," LSE Research Online Documents on Economics 87182, London School of Economics and Political Science, LSE Library.
    7. Mr. Faisal Ahmed & Mahir Binici & Mr. Jarkko Turunen, 2022. "Monetary Policy Communication and Financial Markets in India," IMF Working Papers 2022/209, International Monetary Fund.
    8. Aeimit Lakdawala & Bhanu Pratap & Rajeswari Sengupta, 2023. "Impact of RBI's monetary policy announcements on government bond yields: Evidence from the pandemic," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2023-04, Indira Gandhi Institute of Development Research, Mumbai, India.
    9. Pavel Solís, 2023. "Does the Exchange Rate Respond to Monetary Policy in Mexico? Solving an Exchange Rate Puzzle in Emerging Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(8), pages 2093-2113, December.
    10. Aeimit Lakdawala & Rajeswari Sengupta, 2021. "Measuring monetary policy shocks in India," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2021-021, Indira Gandhi Institute of Development Research, Mumbai, India.

  12. Joy, Mark & Lisack, Noemie & Lloyd, Simon & Reinhardt, Dennis & Sajedi, Rana & Whitaker, Simon, 2018. "Mind the (current account) gap," Bank of England Financial Stability Papers 43, Bank of England.

    Cited by:

    1. Bosede Victoria Kudaisi, 2022. "Trade, Financial Liberalisation And Current Account Balance In Nigeria," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, vol. 7(special), pages 36-50, June.
    2. Devadas,Sharmila & Loayza,Norman V., 2018. "When is a Current Account Deficit Bad?," Research and Policy Briefs 130415, The World Bank.
    3. Enrique Alberola-Ila & Ángel Estrada & Francesca Viani, 2018. "Global imbalances from a stock perspective. The asymmetry between creditors and debtors," BIS Working Papers 707, Bank for International Settlements.
    4. Sena Kimm Gnangnon, 2019. "Remittances Inflows and Trade Policy," Remittances Review, Remittances Review, vol. 4(2), pages 117-142, October.
    5. Brumm, Johannes & Georgiadis, Georgios & Gräb, Johannes & Trottner, Fabian, 2019. "Global value chain participation and current account imbalances," Journal of International Money and Finance, Elsevier, vol. 97(C), pages 111-124.
    6. Dr. Miriam Koomen & Dr. Laurence Wicht, 2020. "Demographics, pension systems, and the current account: an empirical assessment using the IMF current account model," Working Papers 2020-23, Swiss National Bank.

  13. Lloyd, S. P., 2017. "Unconventional Monetary Policy and the Interest Rate Channel: Signalling and Portfolio Rebalancing," Cambridge Working Papers in Economics 1735, Faculty of Economics, University of Cambridge.

    Cited by:

    1. Pagliari, Maria Sole, 2024. "Does one (unconventional) size fit all? Effects of the ECB’s unconventional monetary policies on the euro area economies," European Economic Review, Elsevier, vol. 168(C).
    2. Ioannou, Demosthenes & Pagliari, Maria Sole & Stracca, Livio, 2024. "The international impact of a fragile EMU," European Economic Review, Elsevier, vol. 161(C).
    3. Daniel J. Lewis, 2019. "Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects," Staff Reports 891, Federal Reserve Bank of New York.
    4. Corsetti, Giancarlo & Brendon, Charles, 2016. "COEURE Survey: Fiscal and Monetary Policies after the Crises," CEPR Discussion Papers 11088, C.E.P.R. Discussion Papers.
    5. Lloyd, Simon & Ostry, Daniel, 2024. "The asymmetric effects of quantitative tightening and easing on financial markets," Economics Letters, Elsevier, vol. 238(C).
    6. Gokmenoglu, Korhan K. & Hadood, Abobaker Al.Al., 2020. "Impact of US unconventional monetary policy on dynamic stock-bond correlations: Portfolio rebalancing and signalling channel effects," Finance Research Letters, Elsevier, vol. 33(C).
    7. Lloyd, Simon P., 2020. "Estimating nominal interest rate expectations: Overnight indexed swaps and the term structure," Journal of Banking & Finance, Elsevier, vol. 119(C).
    8. Ioannou, Demosthenes & Stracca, Livio & Pagliari, Maria Sole, 2020. "The international dimension of an incomplete EMU," Working Paper Series 2459, European Central Bank.
    9. Ioannou Demosthenes & Pagliari Maria Sole & Stracca Livio, 2020. "The international dimension of a fragile EMU," Working papers 795, Banque de France.
    10. Angus Armstrong, 2017. "Treasury Select Committee Inquiry Into The Effectiveness And Impact Of Post-2008 UK Monetary Policy," National Institute of Economic and Social Research (NIESR) Policy Papers 03, National Institute of Economic and Social Research.
    11. Miller, Sam & Wanengkirtyo, Boromeus, 2020. "Liquidity and monetary transmission: a quasi-experimental approach," Bank of England working papers 891, Bank of England.

Articles

  1. Simon Lloyd & Ed Manuel & Konstantin Panchev, 2024. "Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(1), pages 335-392, March.
    See citations under working paper version above.
  2. Coman, Andra & Lloyd, Simon P., 2022. "In the face of spillovers: Prudential policies in emerging economies," Journal of International Money and Finance, Elsevier, vol. 122(C).
    See citations under working paper version above.
  3. Matthieu Bussière & Jin Cao & Jakob de Haan & Robert Hills & Simon Lloyd & Baptiste Meunier & Justine Pedrono & Dennis Reinhardt & Sonalika Sinha & Rhiannon Sowerbutts & Konstantin Styrin, 2021. "The interaction between macroprudential policy and monetary policy: Overview," Review of International Economics, Wiley Blackwell, vol. 29(1), pages 1-19, February.
    See citations under working paper version above.
  4. Matthieu Bussière & Robert Hills & Simon Lloyd & Baptiste Meunier & Justine Pedrono & Dennis Reinhardt & Rhiannon Sowerbutts, 2021. "Le Pont de Londres: Interactions between monetary and prudential policies in cross‐border lending," Review of International Economics, Wiley Blackwell, vol. 29(1), pages 61-86, February.
    See citations under working paper version above.
  5. Lloyd, Simon P., 2021. "Overnight indexed swap-implied interest rate expectations," Finance Research Letters, Elsevier, vol. 38(C).

    Cited by:

    1. Munday, Tim & Brookes, James, 2021. "Mark my words: the transmission of central bank communication to the general public via the print media," Bank of England working papers 944, Bank of England.
    2. Realdon, Marco, 2024. "The efficiency of the Estr overnight index swap market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
    3. Gregory de Walque & Thomas Lejeune & Ansgar Rannenberg, 2023. "Empirical DSGE model evaluation with interest rate expectations measures and preferences over safe assets," Working Paper Research 433, National Bank of Belgium.
    4. Gnewuch, Matthias, 2022. "Spillover effects of sovereign debt-based quantitative easing in the euro area," European Economic Review, Elsevier, vol. 145(C).

  6. Cesa-Bianchi, Ambrogio & Dickinson, Rosie & Kosem, Sevim & Lloyd, Simon & Manuel, Ed, 2021. "No economy is an island: how foreign shocks affect UK macrofinancial stability," Bank of England Quarterly Bulletin, Bank of England, vol. 61(3), pages 1-1.

    Cited by:

    1. Brenda Guevara & Gabriel Rodríguez & Lorena Yamuca Salvatierra, 2024. "External Shocks and Economic Fluctuations in Peru: Empirical Evidence using Mixture Innovation TVP-VAR-SV Models," Documentos de Trabajo / Working Papers 2024-529, Departamento de Economía - Pontificia Universidad Católica del Perú.
    2. Lloyd, S. & Manuel, E. & Panchev, K., 2021. "Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk," Cambridge Working Papers in Economics 2156, Faculty of Economics, University of Cambridge.
    3. Costas Milas & Theodore Panagiotidis & Georgios Papapanagiotou, 2024. "UK Foreign Direct Investment in Uncertain Economic Times," Working Paper series 24-09, Rimini Centre for Economic Analysis.

  7. Lloyd, Simon P., 2020. "Estimating nominal interest rate expectations: Overnight indexed swaps and the term structure," Journal of Banking & Finance, Elsevier, vol. 119(C). See citations under working paper version above.
  8. Simon P. Lloyd & Solomos Solomou, 2020. "The impact of the 1932 General Tariff: a difference-in-difference approach," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 14(1), pages 41-60, January.
    See citations under working paper version above.
  9. Gilhooly, Robert & Han, Jen & Lloyd, Simon & Reynolds, Niamh & Young, David, 2018. "From the Middle Kingdom to the United Kingdom: spillovers from China," Bank of England Quarterly Bulletin, Bank of England, vol. 58(2), pages 11-20.

    Cited by:

    1. Sorin-George Toma & Andreea Simona Săseanu, 2019. "China’s Economic Rise after 1978," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 45-50, August.
    2. Shaghil Ahmed & Ricardo Correa & Daniel A. Dias & Nils M. Gornemann & Jasper Hoek & Anil K. Jain & Edith X. Liu & Anna Wong, 2019. "Global Spillovers of a China Hard Landing," International Finance Discussion Papers 1260, Board of Governors of the Federal Reserve System (U.S.).

Chapters

  1. Giancarlo Corsetti & Simon Lloyd & Emile Marin, 2020. "Emerging market currency risk around ‘global disasters’: Evidence from the Global Financial Crisis and the COVID-19 crisis," Vox eBook Chapters, in: Simeon Djankov & Ugo Panizza (ed.), COVID-19 in Developing Economies, edition 1, volume 1, chapter 1, pages 342-352, Centre for Economic Policy Research.

    Cited by:

    1. Hale, Galina & Juvenal, Luciana, 2023. "External Balance Sheets and the COVID-19 Crisis," Santa Cruz Department of Economics, Working Paper Series qt00p8f01t, Department of Economics, UC Santa Cruz.
    2. Hale, Galina & Juvenal, Luciana, 2023. "External Balance Sheets and the COVID-19 Crisis," Journal of Banking & Finance, Elsevier, vol. 147(C).
    3. Bampi, Rodrigo E. & Colombo, Jefferson A., 2021. "Heterogeneous effects of foreign exchange appreciation on industrial output: Evidence from disaggregated manufacturing data," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 431-451.
    4. Hale, Galina & Juvenal, Luciana, 2020. "External Balance Sheets and the COVID-19 Crisis," CEPR Discussion Papers 15170, C.E.P.R. Discussion Papers.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 31 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-OPM: Open Economy Macroeconomics (18) 2018-02-19 2019-12-09 2019-12-23 2020-02-03 2020-06-22 2020-07-27 2020-11-02 2021-08-16 2021-09-27 2022-01-31 2022-07-25 2023-01-30 2023-04-03 2023-05-08 2023-08-21 2023-10-23 2024-04-22 2024-04-29. Author is listed
  2. NEP-MAC: Macroeconomics (17) 2017-10-08 2017-10-08 2017-10-08 2018-04-02 2018-11-19 2019-11-18 2019-12-09 2019-12-23 2020-02-03 2020-06-22 2020-07-27 2020-11-02 2021-08-16 2021-09-27 2022-01-31 2023-04-17 2023-07-24. Author is listed
  3. NEP-MON: Monetary Economics (16) 2017-10-08 2017-10-08 2017-10-08 2018-04-02 2018-11-19 2019-11-18 2019-12-23 2020-06-22 2023-03-13 2023-04-03 2023-04-17 2023-05-08 2023-07-24 2023-08-21 2023-12-04 2024-04-29. Author is listed
  4. NEP-CBA: Central Banking (10) 2017-10-08 2017-10-08 2018-04-02 2019-11-18 2019-12-23 2020-02-03 2020-11-02 2023-03-13 2023-07-24 2024-09-09. Author is listed
  5. NEP-INT: International Trade (9) 2018-02-19 2019-05-27 2022-07-25 2023-01-30 2023-04-03 2023-05-08 2023-07-24 2023-08-21 2024-04-29. Author is listed
  6. NEP-EEC: European Economics (8) 2017-10-08 2018-02-19 2018-04-02 2020-06-22 2023-03-13 2023-04-17 2023-07-24 2023-12-04. Author is listed
  7. NEP-FDG: Financial Development and Growth (7) 2019-11-18 2019-12-23 2021-08-16 2023-03-13 2023-07-24 2023-07-24 2024-04-22. Author is listed
  8. NEP-IFN: International Finance (7) 2019-11-18 2019-12-23 2020-02-03 2021-09-27 2023-03-13 2023-05-08 2023-10-23. Author is listed
  9. NEP-BAN: Banking (6) 2020-11-02 2023-03-13 2023-04-17 2023-07-24 2023-10-23 2023-12-04. Author is listed
  10. NEP-RMG: Risk Management (5) 2021-08-16 2021-09-27 2022-01-31 2023-07-24 2023-12-04. Author is listed
  11. NEP-CWA: Central and Western Asia (2) 2021-09-27 2022-01-31
  12. NEP-ISF: Islamic Finance (2) 2021-08-16 2021-09-27
  13. NEP-ACC: Accounting and Auditing (1) 2018-02-19
  14. NEP-DES: Economic Design (1) 2023-04-17
  15. NEP-DGE: Dynamic General Equilibrium (1) 2023-04-03
  16. NEP-ECM: Econometrics (1) 2024-09-09
  17. NEP-ETS: Econometric Time Series (1) 2024-09-09
  18. NEP-HIS: Business, Economic and Financial History (1) 2019-05-27

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