| Some principles for regulating cyber risk AK Kashyap, A Wetherilt AEA Papers and Proceedings 109, 482-487, 2019 | 67 | 2019 |
| Estimating the dynamics and persistence of financial networks, with an application to the sterling money market L Giraitis, G Kapetanios, A Wetherilt, F Žikeš Journal of Applied Econometrics 31 (1), 58-84, 2016 | 58 | 2016 |
| Intraday liquidity: risk and regulation A Ball, E Denbee, MJ Manning, A Wetherilt Bank of England Financial Stability Paper, 2011 | 55 | 2011 |
| The structure and dynamics of the UK credit default swap market E Benos, A Wetherilt, F Zikes Bank of England Financial Stability Paper, 2013 | 33 | 2013 |
| Money market operations and volatility of UK money market rates AV Wetherilt Bank of England, 2002 | 28 | 2002 |
| Central counterparties and their financial resources–a numerical approach P Nahai-Williamson, T Ota, M Vital, A Wetherilt Bank of England Financial Stability Paper, 2013 | 25 | 2013 |
| Money market operations and short-term interest rate volatility in the United Kingdom AV Wetherilt Applied Financial Economics 13 (10), 701-719, 2003 | 24 | 2003 |
| Agent-based modelling of stock markets using existing order book data E Panayi, M Harman, A Wetherilt Multi-Agent-Based Simulation XIII: International Workshop, MABS 2012 …, 2013 | 23 | 2013 |
| The role of designated market makers in the new trading landscape E Benos, A Wetherilt Bank of England Quarterly Bulletin, Q4, 2012 | 21 | 2012 |
| The sterling unsecured loan market during 2006–2008: Insights from network topology A Wetherilt, P Zimmerman, K Soramäki Simulation Analyses and Stress Testing of Payment Networks, Scientific …, 2009 | 20 | 2009 |
| Thoughts on determining central clearing eligibility of OTC derivatives C Sidanius, A Wetherilt Bank of England Financial Stability Paper, 2012 | 9 | 2012 |
| Trading models and liquidity provision in OTC derivatives markets N Smyth, A Wetherilt Bank of England Quarterly Bulletin, Q4, 2011 | 8 | 2011 |
| Computer trading and systemic risk: a nuclear perspective RE Bloomfield, A Wetherilt Government Office for Science, 2012 | 7 | 2012 |
| Information trading, volatility, and liquidity in option markets JA Cherian, AF Vila Research Foundation of the Institute of Chartered Financial Analysts, 1997 | 7 | 1997 |
| Long-horizon equity return predictability: some new evidence for the United Kingdom AV Wetherilt, S Wells Bank of England, 2004 | 5 | 2004 |
| Have markets reacted differently to macroeconomic announcements since 1997? An empirical analysis of UK intraday trades and prices O Burrows, AV Wetherilt Bank of England, mimeo, August, 2004 | 2 | 2004 |
| Money market operations and volatility of UK money market rates. AV Wetherilt Bank of England Quarterly Bulletin 43 (1), 2003 | 1 | 2003 |
| Financial Stability Paper No 25: The structure and dynamics of the UK CDS market E Benos, A Wetherilt, F Zikes Bank of England Financial Stability Papers, 2013 | | 2013 |
| Computer trading and systemic risk: a nuclear perspective (Driver Review DR26) RE Bloomfield, A Wetherilt London, UK: Government Office for Science. This is the unspecified version …, 2012 | | 2012 |
| Long-Horizon Equity Return Predictability: Some New Evidence for the United Kingdom A Vila, SJ Wells Bank of England Working Paper, 2004 | | 2004 |
