Simon Jurkatis

PhD in Economics

Senior Research Economist, Bank of England

Contact

simon[dot]jurkatis[at]bankofengland.co.uk

Research Interests

Market Microstructure, OTC Markets, Herd Behaviour, Applied Econometrics

Published

Non-Standard Errors. 2023, with 342 co-authors from 34 countries and 207 institutions, Journal of Finance (forthcoming)

[SSRN Working Paper] [#fincap]

Inferring Trade Directions in Fast Markets. Journal of Financial Markets, 2022, Vol 58, 100635

[Bank of England Working Paper] [Online Appendix] [Code on GitHub]

Working Papers

Relationship discounts in corporate bond trading. 2022, with Karamfil Todorov, Andreas Schrimpf, Nicholas Vause

[SSRN] (submitted)

Why you should not use the LSV herding measure. 2022, SWP No. 959

[Bank of England Working Paper]

Posts

Lifting the lid on a liquidity crisis, July 2023

Strengthening the resilience of market-based finance, Nov 2022

Procyclicality mechanisms in the financial system: what we know and some open questions, June 2021 (Top 5 BU post in 2021)