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Publications

The Centre has a regular discussion paper series dedicated to academic research, as well as a special paper series focused on policy analysis. In addition, affiliated researchers publish a variety of books, reports and opinion pieces.

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Discussion Papers

Higher-Order Uncertainty in Financial Markets: Evidence from a Consensus Pricing Service

We assess the ability of an information aggregation mechanism that operates in the over-the-counter market for financial derivatives to reduce...

June 2020
DP 98
Lerby Ergun
Andreas Uthemann

Opinion Pieces

The political scar of epidemics

What will be the political legacy of the COVID-19 pandemic? This column uses data from the 2006-2018 Gallup World Polls to show that epidemic exposure...

June 2020
Cevat G. Aksoy
Barry Eichengreen
Orkun Saka

Discussion Papers

The Political Scar of Epidemics

What will be the political legacy of the Coronavirus pandemic? We find that epidemic exposure in an individual’s “impressionable years” (ages 18 to 25...

June 2020
DP 97
Cevat G. Aksoy
Barry Eichengreen
Orkun Saka

Opinion Pieces

Revenge of the experts: Will COVID-19 renew or diminish trust in science?

It is argued that COVID-19 will reverse the ongoing trend of challenging the value of science and the integrity of scientists. This column shows that...

May 2020
Cevat G. Aksoy
Barry Eichengreen
Orkun Saka

Discussion Papers

Revenge of the Experts: Will COVID-19 Renew or Diminish Public Trust in Science?

An effect of the COVID-19 pandemic, it is sometimes suggested, will be to reverse the secular trend toward questioning the value of scientific...

May 2020
DP 96
Cevat G. Aksoy
Barry Eichengreen
Orkun Saka

Discussion Papers

Volatility, dark trading and market quality: evidence from the 2020 COVID-19 pandemic-driven market volatility

We exploit the exogenous shock of the COVID-19 pandemic on financial markets and regulatory restrictions on dark trading to investigate how volatility...

April 2020
DP 95
Gbenga Ibikunle
Khaladdin Rzayev

Special Papers

Synthetic Forecasting Method for COVID-19: Applications to UK and Turkey

Synthetic control method (SCM) is generally used for producing counterfactual scenarios in policy evaluations. In the light and urgency of the recent...

April 2020
SP 19
Orkun Saka

Special Papers

When will the Covid-19 pandemic peak?

We carry out some analysis of the daily data on the number of new cases and number of new deaths by (191) countries as reported to the European CDC...

April 2020
SP 18
Oliver Linton

Opinion Pieces

The coronavirus crisis is no 2008

Many comparisons have been made between the coronavirus crisis and the global systemic crisis in 2008. This column argues that seen through the lens...

March 2020
Jon Danielsson
Robert Macrae
Dimitri Vayanos
Jean-Pierre Zigrand

Opinion Pieces

Artificial intelligence as a central banker

Artificial intelligence, such as the Bank of England Bot, is set to take over an increasing number of central bank functions. This column argues that...

March 2020
Jon Danielsson
Robert Macrae
Andreas Uthemann

Discussion Papers

Loan Insurance, Market Liquidity, and Lending Standards

We examine loan insurance when lenders can screen at origination, learn loan quality over time, and can sell loans in secondary markets. Loan...

March 2020
DP 94
Toni Ahnert
Martin Kuncl

Discussion Papers

Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models

We propose a novel, and simple, Bayesian estimation and model selection procedure for crosssectional asset pricing. Our approach, that allows for both...

January 2020
DP 93
Svetlana Bryzgalova
Jiantao Huang
Christian Julliard

Special Papers

Sell in May and Go Away in the Equity Index Futures Markets, 1993-2019

The period May 1 to the turn of the month of November (-6 trading day of October) has historically produced negligible returns. The rest of the year...

January 2020
SP 17
Constantine Dzhabarov
William T Ziemba

Discussion Papers

Consumption in Asset Returns

Consumption dynamics are hard to measure accurately in the data, yet they are the crucial ingredient of macro-finance asset pricing models. The...

January 2020
DP 92
Svetlana Bryzgalova
Christian Julliard

Opinion Pieces

Banks and government bonds: A love story

European banks have been criticised for holding too much domestic government debt during the recent euro area crisis, intensifying the doom loop...

January 2020
Orkun Saka

Opinion Pieces

Dollars or Pence? Choosing a framework for US-China trade

Given that China is a strategic and economic rival to the US, the Trump administration’s framework for US-China trade makes far more sense than one...

December 2019
Kevin James

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News

Jean-Pierre Zigrand on house price cycles and systemic risk

Public trust in scientists and vaccines likely to be damaged ...

Daniel Beunza wins 2020 George R. Terry Book Award

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Events

Financial cycles, risk, macroeconomic causes and consequence ...

Rebooting UK Financial Regulation for a Post-Brexit World

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Seminars

Bankruptcy and the COVID-19 Crisis

Who Lends Before Banking Crises? Evidence from the Internati ...

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Publications

Revenge of the experts: Will COVID-19 renew or diminish publ ...

Options-based systemic risk, financial distress, and macroec ...

Vaccine challenges

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