GLOBAL LIQUIDITY

Are Institutional Investors the Culprit of Rising Global House Prices?

Real Estate Economics, 2025, Vol. 53 Issue 2, p205-413

with Kate Phylaktis

[DOI]


Shifts in Global Credit and Corporate Access to Finance 

Journal of Financial Stability, 2024, Vol. 74

with Udichibarna Bose

[DOI] [SSRN] [Ideas for India]


Does a Liability of Foreignness in Liquidity Apply to US IPOs? 

Accounting and Business Research, 2024, Vol. 54 Issue 4, p423-456

with Jonatan Jona and Gary Biddle

[DOI][SSRN]


Prime Money Market Funds Regulation, Global Liquidity and the Crude Oil Market 

Journal of International Money and Finance, 2022, Vol. 127

with Miruna Daniela Ivan and Neil Kellard

[DOI]


Global Liquidity, House Prices and Policy Responses

Journal of Financial Stability, 2019, Vol.43, p79-96

with Kate Phylaktis

[DOI] [SSRN]


MARKET MICROSTRUCTURE


Global Liquidity Risk in the Foreign Exchange Market

Journal of International Money and Finance, 2012, Vol.31 Issue 2, p267-291

with Kate Phylaktis and Lucio Sarno

[DOI] [SSRN]


FX Market Liquidity, Funding Constraints and Capital Flow

Journal of International Money and Finance, 2015, Vol.56 Issue 7, p114-134

with Kate Phylaktis

[DOI] [SSRN]

Illiquidity in the Stock and Foreign Exchange Markets: An Investigation of their Cross-Market Dynamics

Journal of Financial Research, 2016, Vol.39 Issue 4, p411-436

[DOI] [SSRN]


How does standardization affect OTC markets? Evidence from the Small Bang reform in the CDS market

Journal of International Financial Markets, Institutions and Money, 2024, forthcoming

with Radu-Dragomir Manac and Neil M. Kellard

[DOI][SSRN]



CREDIT MARKETS, BEHAVIORAL & OTHER ISSUES


Managerial conservatism and corporate policies

Journal of Corporate Finance, 2021, Vol. 68

with Kiet Duong and Norvald Instefjord

[DOI][SSRN]