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"Carry Trades, Order Flow and the Forward Bias Puzzle" (with D. Rime and P. Vitale) Journal of Money Credit and Banking, 2016 QMUL WP version
"Intraday Patterns in FX returns and order flow" (with A. Ranaldo) Journal of Money Credit and Banking, 2013 QMUL WP version
"The Financial Market Impact of UK Quantitative Easing" (with J. Chadha and A. Waters) Oxford Review of Economic Policy, Winter 2012 QMUL WP version
"A Variance Decomposition of Index-Linked Bond Returns" Economics Letters, July 2012 QMUL WP Version
"Exchange Rate Policy in Small Rich Economies" (with T. Petursson and A. Rose) Open Economies Review, July 2012 QMUL WP Version
“Differences in Beliefs and Currency Risk
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