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Research

Publications: Prof Francis Breedon

Breedon F, Larcher L ( 2021 ) . Discounting and the market valuation of defined benefit pensions . European Financial Management
Breedon F ( 2018 ) . On the transactions costs of UK quantitative easing . pp. 347 - 356 . Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,
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 F ( 2018 ) . On the Transactions Costs of UK Quantitative Easing . 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 .
Breedon F, RIME D, VITALE P ( 2016 ) . Carry Trades, Order Flow, and the Forward Bias Puzzle . Journal of Money, Credit and Banking vol. 48 , ( 6 ) 1113 - 1134 .
Breedon F, Rime D, Vitale P ( 2015 ) . Carry Trades, Order Flow and the Forward Bias Puzzle . Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,
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 .
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 .
Breedon F, Chadha JS, Water A ( 2012 ) . The Financial Market Impact of UK Quantitative Easing . Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,
Breedon F ( 2012 ) . A variance decomposition of index-linked bond returns . ECONOMICS LETTERS vol. 116 , ( 1 ) 49 - 51 .
Breedon F, Petursson TG, Rose AK ( 2012 ) . Exchange Rate Policy in Small Rich Economies . OPEN ECONOMIES REVIEW vol. 23 , ( 3 ) 421 - 445 .
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, Ranaldo A ( 2012 ) . Intraday Patterns in FX Returns and Order Flow . Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,
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 ,
Breedon F ( 2012 ) . A Variance Decomposition of Index-Linked Bond Returns . Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,
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, tursson TORGPE, Rose AK ( 2011 ) . Exchange Rate Policy in Small Rich Economies . Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,
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 .
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 .
Breedon F, Hume M ( 2007 ) . Does the European Central Bank have a credibility problem? . ECON LETT vol. 95 , ( 3 ) 438 - 442 .
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 .
Barr D, Breedon F, Miles D ( 2003 ) . Life on the outside: economic conditions and prospects outside euroland . ECONOMIC POLICY . 573 - + .
Breedon F, Chadha JS ( 2003 ) . Investigating excess returns from nominal bonds . OXFORD BULLETIN OF ECONOMICS AND STATISTICS . vol. 65 , 73 - 90 .
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 - + .
Breedon F, Ganley J ( 2000 ) . Bidding and information: Evidence from gilt-edged auctions . ECON J vol. 110 , ( 466 ) 963 - 984 .
Anderson N, Breedon F ( 2000 ) . Fifty years of UK asset price volatility . The Journal of Risk vol. 2 , ( 3 ) 63 - 77 .
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 .
Breedon F, Williams G ( 1999 ) . The Yen as an international currency . Economic Outlook vol. 24 , ( 1 ) 20 - 23 .
Breedon F, Chui M ( 1998 ) . Will the Euro be Stable? . Economic Outlook vol. 23 , ( 1 ) 30 - 32 .
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 ,
Breedon F ( 1998 ) . Sterling's rise: A case of delayed overshooting? . Economic Outlook vol. 22 , ( 3 ) 4 - 7 .
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 ,
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 ,
Breedon FJ, Fisher PG ( 1996 ) . M0: Causes and Consequences . The Manchester School of Economic & Social Studies vol. 64 , ( 4 )
Breedon FJ, Fisher PG ( 1996 ) . M0: Causes and consequences . MANCH SCH ECON SOC vol. 64 , ( 4 ) 371 - 387 .
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 ,
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 ,
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 ,
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 .
Allen C, Breedon F, Scott A ( 1989 ) . The London Business School with Gower Publishing: WORLD OUTLOOK . Economic Outlook vol. 13 , ( 4 ) 1 - 8 .
Breedon F, Budd A, Levine P, Smith P ( 1988 ) . The Effect of Fiscal Reflation Upon Employment . Keynes and Economic Policy ,
Breedon F, Currie D, Dicks G ( 1988 ) . The London Business School with Gower Publishing: THE AUTUMN STATEMENT . Economic Outlook vol. 13 , ( 2 ) 1 - 4 .
Breedon F, Scott A ( 1988 ) . WORLD OUTLOOK . Economic Outlook vol. 12 , ( 12 ) 1 - 8 .
Breedon. F, Levine P, Smith P ( 1987 ) . THE PARTY MANIFESTOS: AN EVALUATION OF LABOUR AND ALLIANCE ECONOMIC POLICIES . Economic Outlook vol. 11 , ( 8 ) 1 - 8 .
Budd A, Dicks G, Breedon F ( 1987 ) . THE 1987 BUDGET . Economic Outlook vol. 11 , ( 6 ) 1 - 4 .
Dicks G, Breedon F ( 1987 ) . WORLD OUTLOOK . Economic Outlook vol. 11 , ( 12 ) 1 - 4 .
BUDD A, BREEDON F, DICKS G ( 1986 ) . Adjusting to the Oil Price Fall . Economic Outlook vol. 11 , ( 1 ) 14 - 17 .