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Publications:  Prof Francis Breedon

Breedon F, Chen L, Ranaldo A, Vause N (2018). Judgement Day: algorithmic trading around the Swiss franc cap removal. Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,
BREEDON FJ(2018). On the Transactions Costs of UK Quantitative Easing. Journal of Banking and Finance vol. 88, 347-356.
10.1016/j.jbankfin.2017.12.012
BREEDON FRANCIS, RIME DAGFINN, VITALE PAOLO(2016). Carry Trades, Order Flow, and the Forward Bias Puzzle. Journal of Money, Credit and Banking vol. 48, (6) 1113-1134.
BREEDON F, RANALDO A(2013). Intraday Patterns in FX Returns and Order Flow. Journal of Money, Credit and Banking vol. 45, (5) 953-965.
Breedon F, Ranaldo A(2013). Intraday patterns in FX returns and order flow. Journal of Money, Credit and Banking vol. 45, (5) 953-965.
10.1111/jmcb.12032
Breedon F, Chadha JS, Waters A(2013). The financial market impact of UK quantitative easing. Oxford Review of Economic Policy vol. 28, (4) 702-728.
10.1093/oxrep/grs033
Breedon F(2012). A variance decomposition of index-linked bond returns. ECONOMICS LETTERS vol. 116, (1) 49-51.
10.1016/j.econlet.2012.01.007
Breedon F, Petursson TG, Rose AK(2012). Exchange Rate Policy in Small Rich Economies. OPEN ECONOMIES REVIEW vol. 23, (3) 421-445.
10.1007/s11079-011-9226-0
Breedon F, Chadha JS, Waters A(2012). The financial market impact of UK quantitative easing. Threat of fiscal dominance?, Editors: Settlements, BFI, vol. 65,
Breedon F (2012). (Unemployment) A Variance Decomposition of Index-Linked Bond Returns. Economic Letters 116 (1) pp. 49-51. Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,
Publisher URL
10.1016/j.econlet.2012.01.007
Breedon F(2012). A variance decomposition of index-linked bond returns. vol. 116, (1) 49-51.
Breedon F, Kosowski R(2011). Asset Liability Management For Sovereign Wealth Funds. The Oxford Handbook of Quantitative Asset Management,
Breedon F, Rime D, Vital P (2010). A Transaction Data Study of the Forward Bias Puzzle. Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,
Beber A, Breedon F, Buraschi A(2010). Differences in beliefs and currency risk premiums. Journal of Financial Economics vol. 98, (3) 415-438.
10.1016/j.jfineco.2010.07.001
Breedon F, Vitale P(2010). An empirical study of portfolio-balance and information effects of order flow on exchange rates. J INT MONEY FINANC vol. 29, (3) 504-524.
10.1016/j.jimonfin.2009.07.001
Breedon F, Hume M(2007). Does the European Central Bank have a credibility problem?. ECON LETT vol. 95, (3) 438-442.
10.1016/j.econlet.2006.11.024
Breedon F, Petursson TG(2006). Out in the cold? Iceland's trade performance outside the European Union and European Monetary Union. CAMBRIDGE J ECON vol. 30, (5) 723-736.
10.1093/cje/bei105
Barr D, Breedon F, Miles D (2003). Life on the outside: economic conditions and prospects outside euroland. ECONOMIC POLICY. 573-+.
10.1111/1468-0327.00116_1
Breedon F, Chadha JS (2003). Investigating excess returns from nominal bonds. OXFORD BULLETIN OF ECONOMICS AND STATISTICS. vol. 65, 73-90.
10.1111/1468-0084.00043
Breedon F, Fornasari F(2001). The Impact of Euro Notes and Coins. CESifo Forum vol. 2, (3) 49-51.
Breedon F, Fornasari F(2001). Wechselkurseffekte der Einführung von Euro-Bargeld. ifo Schnelldienst vol. 54, (19) 24-26.
Breedon F, Fornasari F(2001). FX impact of cross-border M&A. Market liquidity: proceedings of a workshop held at the BIS, Editors: Settlements, BFI, vol. 02, BIS Paper No 2
Francis B(2001). Market liquidity under stress: observations from the FX market. Market liquidity: proceedings of a workshop held at the BIS, Editors: Bank, FIS, vol. 02,
Baz J, Breedon F, Naik V, Peress J(2001). Optimal portfolios of foreign currencies - Trading on the forward bias. J PORTFOLIO MANAGE vol. 28, (1) 102-+.
10.3905/jpm.2001.319826
Breedon F, Ganley J(2000). Bidding and information: Evidence from gilt-edged auctions. ECON J vol. 110, (466) 963-984.
10.1111/1468-0297.00572
Breedon F, Henry B, Williams G(1999). Long-term real interest rates: Evidence on the global capital market. OXFORD REV ECON POL vol. 15, (2) 128-142.
10.1093/oxrep/15.2.128
Breedon F, Williams G(1999). The Yen as an international currency. Economic Outlook vol. 24, (1) 20-23.
10.1111/1468-0319.00209
Breedon F, Holland A (1998). Electronic versus open outcry markets: The case of the Bund futures contract. Bank of England Working Paper No. 76 Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,
10.2139/ssrn.58143
Breedon F(1998). Sterling's rise: A case of delayed overshooting?. Economic Outlook vol. 22, (3) 4-7.
10.1111/1468-0319.00120
Breedon F, Chadha J (1997). The Information Content of the Inflation Term Structure. RePEc (Bank of England Working Papers N75) Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,
Publisher URL
10.2139/ssrn.64421
Breedon F, Bianchi M, Sharma D (1997). Testing the predictive power of dividend yields: non-parametric evidence from the G5. Bank of England Working Paper No 60 Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,
10.2139/ssrn.93655
Breedon FJ, Fisher PG(1996). M0: Causes and Consequences. The Manchester School of Economic & Social Studies vol. 64, (4)
Breedon F (1996). Why do the LIFFE and DTB bund futures contracts trade at different prices?. Bank of England Working Paper N57 Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,
Publisher URL
Anderson N, Breedon F (1996). UK Asset Price Volatility Over the Last 50 Years. RePEc Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,
Publisher URL
10.2139/ssrn.93650
Breedon F, Twinn I (1995). Valuation of underwriting agreements for UK rights issues: evidence from the traded option market. Bank of England Working Paper No. 39 Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,
Publisher URL
10.2139/ssrn.115070
Breedon FJ, Joyce MAS (1993). House prices, arrears and possessions: A three equation model for the UK. Bank of England Working Paper No14 Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,
Dicks G, Breedon F(1989). The London Business School with Gower Publishing: THE 1989 BUDGET. Economic Outlook vol. 13, (6) 1-4.
10.1111/j.1468-0319.1989.tb00453.x
Allen C, Breedon F, Scott A(1989). The London Business School with Gower Publishing: WORLD OUTLOOK. Economic Outlook vol. 13, (4) 1-8.
10.1111/j.1468-0319.1989.tb00442.x
Breedon F, Currie D, Dicks G(1988). The London Business School with Gower Publishing: THE AUTUMN STATEMENT. Economic Outlook vol. 13, (2) 1-4.
10.1111/j.1468-0319.1988.tb00440.x
Breedon F, Scott A(1988). WORLD OUTLOOK. Economic Outlook vol. 12, (12) 1-8.
10.1111/j.1468-0319.1988.tb00384.x
Budd A, Dicks G, Breedon F(1987). THE 1987 BUDGET. Economic Outlook vol. 11, (6) 1-4.
10.1111/j.1468-0319.1987.tb00518.x
Dicks G, Breedon F(1987). WORLD OUTLOOK. Economic Outlook vol. 11, (12) 1-4.
10.1111/j.1468-0319.1987.tb00427.x
BUDD A, BREEDON F, DICKS G(1986). Adjusting to the Oil Price Fall. Economic Outlook vol. 11, (1) 14-17.
10.1111/j.1468-0319.1986.tb00416.x
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