Working Papers

Large Moves in the Foreign Exchange Market, with B. McBride, L. Sarno and J. Wang [CME blog summary]

Manifestations of Political Uncertainty around US Presidential Elections: Cross-Sectional Evidence from the Option Market, with K. Gkionis and K. Stathopoulos

An Anatomy of the Stock Borrow Fee Anomaly, with L. Alexiou

Dynamic Bond Portfolio Choice with Macroeconomic Information, with P. Spencer