Books

Developments in Macro-Finance Yield Curve Modelling, Cambridge University Press, 2014 - with Jagjit S. Chadha, Alain C.J. Durré and Michael A.S. Joyce (edited volume)

Handbook of Exchange Rates, Wiley Handbooks in Financial Engineering and Econometrics: John Wiley & Sons, 2012 - with Jessica James and Ian Marsh (edited volume)

The Economics of Exchange Rates, Cambridge University Press, 2003 - with Mark P. Taylor (graduate textbook)

New Developments in Exchange Rate Economics, Volumes I-II, Critical Writings in Economics series, Cheltenham, UK and Northampton, Mass.: Edward Elgar, 2002 - with Mark P. Taylor (edited volumes)

The Microstructure of the Foreign Exchange Market: A Selective Survey of the Literature, Princeton Studies in International Economics, 89, International Economics Section, Princeton University, May 2001, - with Mark P. Taylor (monograph)