Lena's Bank publications
The impact of corporate QE on liquidity:...
The impact of corporate QE on liquidity: evidence from the UK
The impact of the Bank of England’s Corporate...
The impact of the Bank of England’s Corporate Bond Purchase Scheme on yield spreads
A discrete choice model for large heterogeneous...
A discrete choice model for large heterogeneous panels with interactive fixed effects with an application...
Lena's selected academic publications
A Discrete Choice Model for Large Heterogeneous Panels with Interactive Fixed Effects with an Application to the Determinants of Corporate Bond Issuance, with O Linton, Journal of Applied Econometrics (forthcoming)
Some Unpleasant Properties of Log-linearized Solutions when the Nominal Rate is Zero, with T Braun and Y Waki, Journal of Monetary Economics (2016)
The Effect of Unconventional Monetary Policy on Inflation Expectations: Evidence from Firms in the United Kingdom, with J Cloyne, M Weale and T Wieladek, International Journal of Central Banking (2016)
The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market - Journal of Applied Econometrics (forthcoming)
A Semiparametric Model for Heterogeneous Panel Data with Fixed Effects - Journal of Econometrics (2015)
Asymmetry in Government Bond Returns - Journal of Banking and Finance (2013)
New Keynesian Dynamics in a Low Interest Rate Environment - Journal of Economic Dynamics and Control (2011)