Work in Progress

"Judgment Day: algorithmic trading around the Swiss franc cap removal" (with L. Chen, A. Ranaldo and N, Vause)  Bank of England Working Paper

" Discounting and the valuation of defined benefit pension schemes" (with L. Larcher)

"The currency impact of re-balancing flows" (with A. Calef and M.Chui)

"Disguising Speculative Capital Flows " (with A. Calef and M. Chui)

"Decomposing currency returns" (With R. Payne and P. Vitale)