Research

Working papers

• "Collateral cycles", with Gerardo Ferrara and Angelo Ranaldo, Bank of England Staff Working Paper No. 966 

• "Intraday Liquidity Around the World", with Biliana Alexandrova Kabadjova, Anton Badev, Saulo, Benchimol Bastos, Evangelos Benos, Freddy Cepeda-Lopéz, James Chapman, Martin Diehl, Ioana Duca-Radu, Rodney Garratt, Ronald Heijmans, Anneke Kosse, Antoine Martin, Thomas Nellen, Thomas Nilsson, Jan, Paulick, Andrei Pustelnikov, Francisco Rivadeneyra, Mario Rubem do Coutto Bastos and Sara Testi, Bank for International Settlements Working Paper No. 1089 

Old working papers

•  "Liquidity Determinants in the UK Gilt Market", with Filip Zikes, Bank of England Staff Working Paper No. 600

•  "Testing the PIN variable", with Marek Jochec

•  "Liberalism and Home Equity Bias", with Marek Jochec