Robert Czech

Senior Research Manager - Research Hub Division

Biography

Robert is a Research Adviser in the Bank’s R&D division. His research is mainly focused on the structure and interconnectedness of fixed income and derivative markets. Robert’s recent work has focused on liquidity crises in safe assets, systemic risks arising from hedging strategies, and how institutions price and transfer inflation risk. 

His academic papers have been published in top peer-reviewed journals such as the Journal of Financial Economics and the Journal of Finance (forthcoming).

Robert holds a PhD in Finance from Imperial College London, and a BSc and MSc in Business Administration (Finance major) from the University of Cologne.

 
default-boe-image

 

Robert's Bank publications

Publication // Working Paper

Dealers, information and liquidity provision...

Dealers, information and liquidity provision in safe assets
Publication // Working Paper

LASH risk and interest rates

LASH risk and interest rates
Publication // Working Paper

The market for inflation risk

The market for inflation risk
Publication // Working Paper

FX option volume

FX option volume

Robert's selected academic publications

Unintended Consequences of Holding Dollar Assets with Shiyang Huang, Dong Lou and Tianyu Wang, Journal of Finance, forthcoming.

Informed Trading and the Dynamics of Client-Dealer Connections in Corporate Bond Markets with Gábor Pintér, Review of Asset Pricing Studies, forthcoming.

Credit Default Swaps and Corporate Bond Trading, Journal of Financial Intermediation, 48, 100932.

Informed Trading in Government Bond Markets, with Shiyang Huang, Dong Lou and Tianyu Wang, Journal of Financial Economics, 142(3), 1253-1274.

Investor Behaviour and Reaching for Yield: Evidence from the Sterling Corporate Bond Market, with Matt Roberts-Sklar, Financial Markets, Institutions and Instruments, 28(5), 347-379.

FX Option Volume with Pasquale Della Corte (Imperial), Shiyang Huang (HKU) and Tianyu Wang (Tsinghua). Journal of Finance, forthcoming.

 

 

Robert's Bank Underground blog posts

Decoding the market for inflation risk - September 2023
Predicting exchange rates - April 2022
An unintended consequence of holding dollar assets - February 2022
Procyclicality mechanisms in the financial system: what we know and some open questions - June 2021
Informed trading in government bond markets - September 2020
Does liquidity spill over in the credit market? The case of CDS and corporate bonds - August 2019
Do investors amplify or cushion corporate bond market sell-offs? - October 2017

Back to top