Foreign Exchange Fixings and Returns Around The Clock
Journal of Finance (2023)
with Philippe Mueller and Paul Whelan
Paper: Link
FX spot and swap market liquidity spillovers
Journal of International Money & Finance (2022)
with Vladyslav Sushko
Paper: Link
Dealer activity and macro fundamentals - New evidence from hybrid models
Journal of International Money & Finance (2019)
with Michael Moore
Paper: Link