14
H index
17
i10 index
620
Citations
Francis Breedon : Citation Profile
Queen Mary University of London | RESEARCH PRODUCTION: 21 Articles 35 Papers 3 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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30 years (1993 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Francis Breedon. | Is cited by:
| Cites to:
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Main data
Where Francis Breedon has published?
| Journals with more than one article published | # docs |
|---|---|
| Oxford Review of Economic Policy | 2 |
| Journal of Money, Credit and Banking | 2 |
| Journal of International Money and Finance | 2 |
| Economics Letters | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
| Working Papers on Finance / University of St. Gallen, School of Finance | 2 |
Recent works citing Francis Breedon (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Foreign Exchange Fixings and Returns around the Clock. (2024). Mueller, Philippe ; Whelan, Paul ; Krohn, Ingomar. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:541-578. Full description at Econpapers || Download paper |
| 2024 | Nominal exchange rates and heterogeneous beliefs. (2024). Lu, Lei ; Jiao, Feng ; Croitoru, Benjamin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924000964. Full description at Econpapers || Download paper |
| 2024 | Understanding and predicting monetary policy framework choice in developing countries. (2024). Sullivan, Megan. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001391. Full description at Econpapers || Download paper |
| 2024 | Importance of transaction costs for asset allocation in foreign exchange markets. (2024). Taylor, Mark ; Maurer, Thomas A ; Pezzo, Luca ; Filippou, Ilias. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24001090. Full description at Econpapers || Download paper |
| 2024 | Endogenous reference price auctions for a diverse set of commodities: an experimental analysis. (2024). Holt, Charles ; Armantier, Olivier. In: Experimental Economics. RePEc:kap:expeco:v:27:y:2024:i:1:d:10.1007_s10683-022-09783-6. Full description at Econpapers || Download paper |
| 2024 | Growth Effects of European Monetary Union: A Synthetic Control Approach. (2024). Lucke, Bernd. In: MPRA Paper. RePEc:pra:mprapa:120662. Full description at Econpapers || Download paper |
Works by Francis Breedon:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2001 | Market liquidity under stress: observations from the FX market In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 9 |
| 2001 | FX impact of cross-border M&A In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 2 |
| 2012 | The financial market impact of UK quantitative easing In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 74 |
| 2012 | The financial market impact of UK quantitative easing.(2012) In: Oxford Review of Economic Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | article | |
| 2012 | The Financial Market Impact of UK Quantitative Easing.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | paper | |
| 2012 | The Financial Market Impact of UK Quantitative Easing.(2012) In: Studies in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | paper | |
| 2016 | On the transactions costs ofquantitative easing In: BIS Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2018 | On the transactions costs of UK quantitative easing.(2018) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
| 2018 | On the Transactions Costs of UK Quantitative Easing.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| In: . [Full Text][Citation analysis] | article | 6 | |
| 1996 | M0: Causes and Consequences. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 19 |
| 1993 | M0: Causes and Consequences.(1993) In: Bank of England working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2003 | Investigating Excess Returns from Nominal Bonds In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 5 |
| 2010 | A Transaction Data Study of the Forward Bias Puzzle In: Working Paper. [Full Text][Citation analysis] | paper | 7 |
| 2010 | A Transaction Data Study of the Forward Bias Puzzle.(2010) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2018 | Judgement Day: algorithmic trading around the Swiss franc cap removal In: Bank of England working papers. [Full Text][Citation analysis] | paper | 12 |
| 2023 | Judgment day: Algorithmic trading around the Swiss franc cap removal.(2023) In: Journal of International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2018 | Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal.(2018) In: Working Papers on Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2019 | Judgment Day: Algorithmic Trading Around The Swiss Franc Cap Removal.(2019) In: Working Papers on Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 1993 | House prices, arrears and possessions: A three equation model for the UK In: Bank of England working papers. [Full Text][Citation analysis] | paper | 23 |
| 1995 | Valuation of underwriting agreements for UK rights issues: evidence from the traded option market In: Bank of England working papers. [Full Text][Citation analysis] | paper | 13 |
| 1996 | Bidding and Information: Evidence from Gilt-Edged Auctions In: Bank of England working papers. [Full Text][Citation analysis] | paper | 8 |
| 2000 | Bidding and Information: Evidence from Gilt-Edged Auctions..(2000) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 1996 | UK Asset Price Volatility Over the Last 50 Years In: Bank of England working papers. [Full Text][Citation analysis] | paper | 9 |
| 1996 | Why do the LIFFE and DTB bund futures contracts trade at different prices? In: Bank of England working papers. [Full Text][Citation analysis] | paper | 3 |
| 1997 | Testing the predictive power of dividend yields: non-parametric evidence from the G5 In: Bank of England working papers. [Full Text][Citation analysis] | paper | 1 |
| 1997 | The Information Content of the Inflation Term Structure In: Bank of England working papers. [Full Text][Citation analysis] | paper | 18 |
| 1998 | Electronic versus open outcry markets: The case of the Bund futures contract In: Bank of England working papers. [Full Text][Citation analysis] | paper | 12 |
| 2001 | The Impact of Euro Notes and Coins In: CESifo Forum. [Full Text][Citation analysis] | article | 2 |
| 2001 | Wechselkurseffekte der Einführung von Euro-Bargeld In: ifo Schnelldienst. [Full Text][Citation analysis] | article | 0 |
| 2004 | An Empirical Study of Liquidity and Information Effects of Order Flow on Exchange Rates In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 30 |
| 2004 | An empirical study of liquidity and information effects of order flow on exchange rates.(2004) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2012 | A variance decomposition of index-linked bond returns In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2012 | A Variance Decomposition of Index-Linked Bond Returns.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2007 | Does the European Central Bank have a credibility problem? In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2010 | Differences in beliefs and currency risk premiums In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 56 |
| 2023 | The currency that came in from the cold: Capital controls and the information content of order flow In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 1 |
| 2021 | The currency that came in from the cold - Capital controls and the information content of order flow.(2021) In: Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2010 | An empirical study of portfolio-balance and information effects of order flow on exchange rates In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 36 |
| 2004 | Out in the cold? Iceland’s trade performance outside the EU In: Economics. [Full Text][Citation analysis] | paper | 3 |
| 2011 | Exchange Rate Policy in Small Rich Economies In: Economics. [Full Text][Citation analysis] | paper | 16 |
| 2012 | Exchange Rate Policy in Small Rich Economies.(2012) In: Open Economies Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 2011 | Exchange Rate Policy in Small Rich Economies.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2012 | Unemployment A Variance Decomposition of Index-Linked Bond Returns In: Economics. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Intraday Patterns in FX Returns and Order Flow In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 29 |
| 2012 | Intraday Patterns in FX Returns and Order Flow.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
| 2011 | Intraday patterns in FX returns and order flow.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
| 2013 | Intraday Patterns in FX Returns and Order Flow.(2013) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | article | |
| 2006 | Out in the cold? Icelands trade performance outside the European Union and European Monetary Union In: Cambridge Journal of Economics. [Full Text][Citation analysis] | article | 2 |
| 2003 | Life on the outside: economic conditions and prospects outside euroland In: Economic Policy. [Full Text][Citation analysis] | article | 73 |
| 1999 | Long-Term Real Interest Rates: Evidence on the Global Capital Market. In: Oxford Review of Economic Policy. [Citation analysis] | article | 34 |
| 2015 | Carry Trades, Order Flow and the Forward Bias Puzzle In: Working Papers. [Full Text][Citation analysis] | paper | 22 |
| 2016 | Carry Trades, Order Flow, and the Forward Bias Puzzle.(2016) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
| 2020 | Discounting and the market valuation of defined benefit pensions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Exchange Rate Policy in Small Rich Economies In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2012 | A Variance Decomposition of Index-Linked Bond Returns In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2012 | Intraday Patterns in FX Returns and Order Flow In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | The Financial Market Impact of UK Quantitative Easing In: Working Papers. [Full Text][Citation analysis] | paper | 69 |
| 2015 | Carry Trades, Order Flow and the Forward Bias Puzzle In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team