I began researching the novel by sitting for days in the basement of the London Library in St James’ Square in London and reading in correct sequence every issue of The Times for 1936. By immersing myself not only in the headlines but also in the detail of people’s lives as revealed in the situations vacant column as well as the advertisements, the weather reports, the social columns, the crime stories, the highs and the lows of the day to day existence, I started to get a sense of what it was to be alive in Britain at that time.

In one of the early January editions I came across something I was specifically hoping to find, a couple of advertisements for women drivers. I put one of the adverts verbatim into the book. I then read The Illustrated London News and The Lady Magazine in exactly the same way and soon both publications threw up gold dust.

The Internet also revealed unexpected gems. I could hardly believe that a Baltimore department store that Wallis Simpson must have known had produced its own record label called Belvedere Records.

Nothing can quite give a writer a sense of place better than visiting the location of where something actually happened. London landmarks and the streets of the East End as well as the fields and the sea shore of East Sussex were all easily accessible. But an opportunity to walk around the house and garden at Fort Belvedere was a piece of luck I had not been expecting. By the time I received the invitation I had already begun to write the chapters that feature the Fort with the help of photographs and also of Edward Vlll’s and Wallis’s own descriptions of the place where they had spent so much of 1936 together. The chance to have those imaginings and accounts made real and to drive myself up the long winding road that leads to the Fort, just as May herself does in the opening pages of my novel, was something I shall never forget.

Writing a historical novel set in a period within living memory was a huge advantage as it meant I could talk to people who had actually been there, either at the Battle of Cable Street, or who had lived in an East End pub as a child, or who had seen the Jarrow hunger protestors as they marched down Piccadilly or remembered what the upper classes ate for breakfast.

These first hand memories of the period were invaluable.

- Juliet Nicolson