Simon Lloyd

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

http://https://sites.google.com/view/splloyd

SCHOLARLY PAPERS

11

DOWNLOADS

536

SSRN CITATIONS
Rank 31,015

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Top 31,015

in Total Papers Citations

23

CROSSREF CITATIONS

5

Scholarly Papers (11)

Overnight Index Swap Market-Based Measures of Monetary Policy Expectations

Bank of England Working Paper No. 709
Number of pages: 35 Posted: 08 Mar 2018
Simon Lloyd
Bank of England
Downloads 91 (349,238)

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Federal funds futures, overnight indexed swaps, monetary policy expectations

Overnight Index Swap Market-Based Measures of Monetary Policy Expectations

Bank of England Working Paper No. 709
Number of pages: 35 Posted: 02 Mar 2018
Simon Lloyd
Bank of England
Downloads 45 (505,492)
Citation 2

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Federal funds futures, overnight indexed swaps, monetary policy expectations

Estimating Nominal Interest Rate Expectations: Overnight Indexed Swaps and the Term Structure

Bank of England Working Paper No. 763
Number of pages: 55 Posted: 06 Nov 2018
Simon Lloyd
Bank of England
Downloads 57 (454,814)
Citation 3

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Dynamic term structure model, monetary policy expectations, overnight indexed swaps, term premia, term structure of interest rates

Estimating Nominal Interest Rate Expectations: Overnight Indexed Swaps and the Term Structure

Journal of Banking and Finance, Forthcoming
Number of pages: 61 Posted: 11 Sep 2020
Simon Lloyd
Bank of England
Downloads 30 (586,059)

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Dynamic term structure model; Monetary policy expectations; Overnight indexed swaps; Term premia; Term structure of interest rates.

3.

Exchange Rate Risk and Business Cycles

Bank of England Working Paper No. 872
Number of pages: 47 Posted: 18 Jun 2020
Simon Lloyd and Emile Alexandre Marin
Bank of England and University of Cambridge
Downloads 77 (382,878)

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Business cycle risk, exchange rates, risk premia, stochastic discount factor, uncovered interest parity, yield curves

4.

Mind the (Current Account) Gap

Bank of England Financial Stability Paper No. 43
Number of pages: 18 Posted: 08 Mar 2018
Bank of England, European University Institute, Bank of England, Bank of England, Bank of England and Bank of England - Monetary Analysis
Downloads 63 (426,585)
Citation 2

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Comparative advantage, Current account, Global imbalances, Services trade policy, Trade liberalisation

5.

Overnight Indexed Swap-Implied Interest Rate Expectations

Finance Research Letters, Forthcoming
Number of pages: 11 Posted: 11 Sep 2020
Simon Lloyd
Bank of England
Downloads 49 (478,825)
Citation 1

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Monetary policy expectations, Overnight Indexed Swaps.

6.

Global Value Chains, Volatility and Safe Openness: Is Trade a Double-Edged Sword?

Bank of England Financial Stability Paper No. 46
Number of pages: 39 Posted: 20 Jan 2021
Bank of England, Bank of England, Bank of England, Bank of England, Bank of England, Bank of England, Bank of England and University of Edinburgh - School of Economics
Downloads 44 (500,463)

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trade, global value chains, volatility

In the Face of Spillovers: Prudential Policies in Emerging Economies

ECB Working Paper No. 2339
Number of pages: 52 Posted: 08 Jan 2020
Andra Coman and Simon Lloyd
European Central Bank (ECB) and Bank of England
Downloads 23 (634,726)

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international spillovers, local projections, monetary policy, policy interactions, prudential policy

In the Face of Spillovers: Prudential Policies in Emerging Economies

Bank of England Working Paper No. 828, September 2019
Number of pages: 40 Posted: 30 Sep 2019
Andra Coman and Simon Lloyd
European Central Bank (ECB) and Bank of England
Downloads 10 (739,294)
Citation 4

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international spillovers, local projections, policy interactions, monetary policy, prudential policy

8.

The Interaction Between Macroprudential Policy and Monetary Policy: Overview

Bank of England Working Paper No. 886
Number of pages: 25 Posted: 21 Oct 2020
Banque de France, Norges Bank - Research Department, University of Groningen - Faculty of Economics and Business, Bank of England - International Finance Division, Bank of England, Banque de France, Banque de France, Bank of England, Reserve Bank of India, Bank of England and Bank of Russia
Downloads 29 (576,951)
Citation 1

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Cross-border bank lending, financial intermediation, monetary policy, macroprudential policy, policy interactions, spillovers

Le Pont de Londres: Interactions Between Monetary and Prudential Policies in Cross-Border Lending

Banque de France Working Paper No. #753
Number of pages: 40 Posted: 31 Jan 2020
Banque de France, Bank of England, Bank of England, Banque de France, French Banking Supervisory Authority - Autorité de Contrôle Prudentiel et de Résolution (ACPR), Bank of England and Bank of England
Downloads 10 (739,294)

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Monetary Policy, Prudential Policy, Policy Interactions, Spillovers, Financial Centre

Le Pont De Londres: Interactions between Monetary and Prudential Policies in Cross-Border Lending

Bank of England Working Paper No. 850, January 2020
Number of pages: 39 Posted: 17 Jan 2020
Banque de France, Bank of England - International Finance Division, Bank of England, Banque de France, French Banking Supervisory Authority - Autorité de Contrôle Prudentiel et de Résolution (ACPR), Bank of England and Bank of England
Downloads 6 (773,594)

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cross-border bank lending, monetary policy, prudential policy, policy interactions, spillovers, financial centre

10.

From the Middle Kingdom to the United Kingdom: Spillovers from China

Bank of England Quarterly Bulletin 2018 Q2
Number of pages: 10 Posted: 05 Dec 2018
Bank of England, Bank of England, Bank of England, Independent and Bank of England
Downloads 2 (775,900)
Citation 1

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11.

Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk

Bank of England Working Paper No. 940
Number of pages: 43 Posted: 22 Sep 2021
Simon Lloyd, Ed Manuel and Konstantin Panchev
Bank of England, affiliation not provided to SSRN and University of Oxford
Downloads 0

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Financial stability, GDP-at-Risk, international spillovers, local projections, quantile regression, tail risk