14
H index
17
i10 index
614
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 |
| Economics Letters | 2 |
| Journal of International Money and Finance | 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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Does Financial Deepening Matter in the Nexus between Exchange Rate Volatility and Foreign Investment? Insight from Nigeria. (2023). Akinbobola, Temidayo Oladiran ; Abanikanda, Ezekiel Olamide. In: African Journal of Economic Review. RePEc:ags:afjecr:330408. Full description at Econpapers || Download paper |
| 2023 | UK Monetary Policy in An Estimated DSGE Model with State-Dependent Price and Wage Contracts. (2023). Minford, Patrick ; Meenagh, David ; Mai, Vo Phuong ; Chen, Haixia. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/22. Full description at Econpapers || Download paper |
| 2023 | HFTs and Dealer Banks: Liquidity and Price Discovery in FX Trading. (2023). Ranaldo, Angelo ; Huang, Wenqian ; Yu, Shihao ; O'Neill, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2348. Full description at Econpapers || Download paper |
| 2023 | Do algorithmic traders exploit volatility?. (2023). Marathe, Rahul R ; Prasanna, Krishna P ; Arumugam, Devika. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001009. Full description at Econpapers || Download paper |
| 2023 | A literature review on extreme price movements with reversal. (2023). Steffen, Viktoria. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000205. Full description at Econpapers || Download paper |
| 2023 | A global monetary policy factor in sovereign bond yields. (2023). Migiakis, Petros ; Malliaropulos, Dimitris. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:445-465. Full description at Econpapers || Download paper |
| 2023 | Detecting political event risk in the option market. (2023). KOSTAKIS, ALEXANDROS ; Otsubo, Yoichi ; Mu, Liangyi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002047. Full description at Econpapers || Download paper |
| 2023 | UK monetary policy in an estimated DSGE model with financial frictions. (2023). Minford, Patrick ; Meenagh, David ; Mai, Vo Phuong ; Lyu, Juyi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s026156062200153x. Full description at Econpapers || Download paper |
| 2023 | Foreign exchange order flow as a risk factor. (2023). Zhang, Zhekai ; Cerrato, Mario ; Burnside, Craig. In: Working Papers. RePEc:gla:glaewp:2023-03. 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 |
| 2023 | Giving up the euro can be a good and a bad idea. (2023). Zimmer, Blandine ; Coudert, Thomas. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2023-01. Full description at Econpapers || Download paper |
| 2023 | Determinants of monetary policy frameworks in emerging and developing countries. (2023). Sullivan, Megan. In: MPRA Paper. RePEc:pra:mprapa:118398. 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 |
| 2023 | Utilizarea cursurilor valutare drept ancore nominale antiinflaţioniste. (2013). Stefanescu, Razvan ; DUMITRIU, Ramona. In: MPRA Paper. RePEc:pra:mprapa:52415. 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 | 55 |
| 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 | 35 |
| 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 | 15 |
| 2012 | Exchange Rate Policy in Small Rich Economies.(2012) In: Open Economies Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
| 2011 | Exchange Rate Policy in Small Rich Economies.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | 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 | 27 |
| 2012 | Intraday Patterns in FX Returns and Order Flow.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | 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: 27 | 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: 27 | 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 | 21 |
| 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: 21 | 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 November, 3 2024. Contact: CitEc Team