Influential research by members of the Paul Woolley Centre has been published in some of the most recognised international journals in the field.
Click to see a collection of notable PWC working papers which have been published in American Economic Review, Econometrica, Journal of Finance, Journal of Financial Economics, Journal of Political Economy, Quarterly Journal of Economics, Review of Economic Studies, and Review of Financial Studies.
The Review of Economic Studies, 89 (5), 2445–2490
American Economic Review, 112 (8), 2465-2517
The Review of Economic Studies, 89(4), 1654–1693
Journal of Financial Economics, 145(1), 217-238
The Review of Financial Studies, 35(7), 3272–3302
Financial transaction taxes and the informational efficiency of financial markets: A structural estimation
Journal of Financial Economics (in press)
Journal of Financial Economics, 144(2), 433-455
The Economic History Review (forthcoming)
We develop a model in which long-term swap spreads are determined by end users’ demand for swaps, constrained dealers’ supply of swaps, and the risk...