RESEARCH

 

JOURNAL ARTICLES

Detecting the Risk of Cross-Product Manipulation in the EUREX Fixed Income Futures Market

with K. Dilshani, A. Guo & P. Mere

Journal of International Financial Markets, Institutions and Money, 92, April 2024.

Connectedness and spillovers between Japanese money market instruments

with L. Muchimba

Ritsumeikan Economic Review, 72, March 2024.

Quantile-on-quantile connectedness measures: Evidence from the US treasury yield curve

with D. Gabauer

Finance Research Letters, 60 (2024), 104852

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The Anatomy of Three Scandals: Conspiracies, Beauty Contests, and Sabotage in OTC Markets

with L. Muchimba

Journal of Economic Issues, 567 (2), June 2023, 538-545.

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Model-free connectedness measures

with D. Gabauer and I. Chatziantoniou

Finance Research Letters, 54 (2023), 103804

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Cross-Market Spoofing

with M. Doraghi, C. Soviany, M. Susai & K. Vakili

Journal of International Financial Markets, Institutions and Money, 83, March 2023.

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Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves

with I. Chatziantoniou & D. Gabauer

Journal of International Financial Markets, Institutions & Money, 81, October 2022.

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The Evolution of Monetary Policy Focal Points

with I. Chatziantoniou & D. Gabauer

Journal of Economic Issues, 56 (2), June 2022, 348-355.

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Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach

with I. Chatziantoniou and D. Gabauer

Economics Letters, Volume 204, July 2021, 109891.

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Beyond LIBOR: Money Markets and the Illusion of Representativeness

with L. Muchimba

Journal of Economic Issues, 55 (2), June 2021, pp. 565-573.

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Spoofing and Pinging in Foreign Exchange Markets

with Masayuki Susai

Journal of International Financial Markets, Institutions & Money, 70, February 2021.

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From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps

with I. Chatziantoniou and D. Gabauer

Journal of International Financial Markets, Institutions & Money, 69, November 2020.

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The Covered Interest Parity Puzzle and the Evolution of the Japan Premium

Journal of Economic Issues, 53 (2), June 2019, pp. 417-424.

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Liquidity Withdrawal in the FX Spot Market: A Cross-Country Study Using High-Frequency Data

with Masayuki Susai

Journal of International Financial Markets, Institutions & Money, 59, March 2019, pp. 36-57.

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LIBOR, FX and the Illusion of Liquidity

Journal of Securities Operations & Custody, 11 (1), January 2019, pp. 78-89.

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High-Frequency Trading, Liquidity Withdrawal, and the Breakdown of Conventions in Foreign Exchange Markets

with Masayuki Susai

Journal of Economic Issues, 52 (2), June 2018, pp. 385-395.

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Libor 1986–2021: the making and unmaking of ‘the world's most important price’

with Duncan Lindo

Distinktion: Journal of Social Theory, Vol. 19 (2), 2018, pp. 172-190.

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Bid-Ask Spread Determination in the FX Swap Market: Competition, Collusion or a Convention?

Journal of International Financial Markets, Institutions & Money, Vol. 54, May 2018, 78-97.

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LIBOR Deception and Central Bank Forward (Mis-)Guidance: Evidence from Norway during 2007-2011

Journal of International Financial Markets, Institutions & Money, Vol. 32, September 2014, 452-472, ISSN: 1042-4431.

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LIBOR as a Keynesian Beauty Contest: A Process of Endogenous Deception

Review of Political Economy, Vol. 26, No. 3, 392-407, 2014, ISSN: 0953-8259.

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Crisis en la Zona Euro: Perspectiva de un impago en la periferia y la salida de la moneda  única común

with C. Lapavitsas, A. Kaltenbrunner, G. Labrinidis, D. Lindo, J. Meadway, J. Michell, J.P. Painceira, E. Pires, J. Powell and N. Teles

Revista de Economía Critíca 2011:11, pp. 131-171, ISSN: 2013-525.

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The euro funding gap and its consequences

with A. Kaltenbrunner, D. Lindo and J. P. Painceira

Quarterly Journal of Central Banking, Volume XXI, Number 2, November 2010, pp. 86-91, ISSN: 0960-6319.

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Eurozone crisis: beggar thyself and they neighbour

with C. Lapavitsas, A. Kaltenbrunner, D. Lindo, J. Michell, J.P. Painceira, E. Pires, J. Powell and N. Teles

Journal of Balkan & Near Eastern Studios, Volume 12, Number 4, December 2010, pp. 321-73, ISSN 1944-8953.

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Explaining Devaluation Expectations in the EMS

with U. Söderström

Finnish Economic Papers Volume 8, Number 2, pp. 63-81, May 1995, ISSN: 0784-5197.

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BOOKS AND BOOK CHAPTERS

The transmission of stress in the international banking system

with L. Muchimba in C. D’Avino and M. Shabani (eds)

International Banking in Global Perspective

Financial Crime in OTC Markets

with L. Muchimba in Dion, M. (ed)

Sustainable Finance and Financial Crime. Sustainable Finance. Springer, Cham., 2023. ISBN: 978-3-031-28751-0

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Unconventional Monetary Policy and Financial Stability: The Case of Japan

with J. Toporowski

Abingdon, UK: Routledge, 2020. ISBN: 9780367145958.

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Japanese banks in the international money markets

with M. Shabani and J. Toporowski in Stenfors, A. & Toporowski, J. (eds.)

Unconventional Monetary Policy and Financial Stability: The Case of Japan. Abingdon, UK: Routledge, 2020. ISBN: 9780367145958.

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The Japan Premium and the first stage of the monetary transmission mechanism

in Stenfors, A. & Toporowski, J. (eds.)

Unconventional Monetary Policy and Financial Stability: The Case of Japan. Abingdon, UK: Routledge, 2020. ISBN: 9780367145958.

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Manipulative and collusive practices in FX markets

in Alexander, C. & Cumming, D. (eds.)

Corruption and Fraud in Financial Markets: Malpractice, Misconduct and Manipulation. Hoboken, NJ: John Wiley & Sons, 2020. ISBN: 978-1-119-42177-1.

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Riskitekijä – Pankkimaailman pimeä puoli

Tampere: Vastapaino, 2018.  ISBN: 978-951-768-621-1.

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Barometer of Fear: An Insider’s Account of Rogue Trading and the Greatest Banking Scandal in History

London: Zed Books (US distributor: University of Chicago Press, South Africa: Best Red), 2017. ISBN: 978-1-78360-928-4.

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Swedish Financialisation: ‘Nordic Noir’ or ‘Safe Haven’?

in Hein, E., Detzer, D. & Dodi, N. (eds.)

Financialisation and the Financial and Economic Crises: Country Studies, Cheltenham: Edward Elgar, 2016. ISBN: 978 1 78536 237 8.

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LIBOR

in Rochon, L-P. and Rossi, S. (eds.)

Encyclopaedia of Central Banking, Cheltenham, UK and Northampton, MA, USA: Edward Elgar, 2015, ISBN: 9781782547440.

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Crisis in the Eurozone

with Lapavitsas et al.

London: Verso, 2012, pp. 1-243, ISBN: 978-1-84467-969-0.

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A section of this book has appeared as L'Euro Rapito: L'alternativa dei PIGS, in Italian, 2013, Milan: Jaca Books, ISBN: 9788816411791.

 

Breaking up - A Way out of the Eurozone Crisis

with C. Lapavitsas, A. Kaltenbrunner, D. Lindo, J. Meadway, J. Michell, J.P. Painceira, E. Pires, J. Powell and N. Teles 

in Rise and Fall of the Euro, in Portuguese, Figuereido, J. (ed.), pp. 1-351, Lisbon: Chiado Editora, 2012, ISBN: 9-789896-975487.

 

Breaking up? A Radical Route out of the Eurozone Crisis (in Greek)

with C. Lapavitsas, A. Kaltenbrunner, D. Lindo, J. Meadway, J. Michell, J.P. Painceira, E. Pires, J. Powell and N. Teles

Athens: Livanis Press, 2012, pp. 1-182, ISBN 978-960-2452-1.

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The Eurozone between Austerity and Default (in Greek)

with C. Lapavitsas, A. Kaltenbrunner, G. Lambrindinis, D. Lindo, J. Meadway, J. Michell, J.P. Painceira, E. Pires, J. Powell and N. Teles

Athens: Livanis Press, 2010, pp. 1-154, ISBN: 978-960-14-2311-1.

 

Eurozone in Crisis (in Greek)

with C. Lapavitsas, A. Kaltenbrunner, G. Lambrindinis, D. Lindo, J. Meadway, J. Michell, J.P. Painceira, E. Pires, J. Powell and N. Teles

Athens: Novoli Press, 2010, pp. 1-99, ISBN: 978-960-9428-17-0.

 

WORKING PAPERS AND REPORTS

OSE 3-Month TONA Futures and BOJ Monetary Policy

Japan Exchange Group, JPX Working Paper, Vol. 44, May 2024.

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Decomposing the Rate of Inflation: Price-Setting and Monetary Policy

with L. Muchimba, M. Shabani and J. Toporowski

Portsmouth Business School, Working Papers in Economics & Finance, 2024-4.

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A Model to Quantify the Risk of Cross-Product Manipulation: Evidence from the European Government Bond Futures Market

with K. Dilshani, A. Guo and P. Mere

Portsmouth Business School, Working Papers in Economics & Finance, 2023-6.

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Quantile-on-Quantile Connectedness Measures: Evidence From the US Treasury Yield Curve

with D. Gabauer

SSRN Working Paper

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The Transmission Mechanism of Stress in the International Banking System

with L. Muchimba

Portsmouth Business School, Working Papers in Economics & Finance, 2023-3.

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The Anatomy of Three Scandals: Conspiracies, Beauty Contests and Sabotage in OTC Markets

with L. Muchimba

Portsmouth Business School, Working Papers in Economics & Finance, 2022-8.

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Cross-Market Spoofing

with M. Doraghi, C. Soviany, M. Susai & K. Vakili

Portsmouth Business School, Working Papers in Economics & Finance, 2022-4.

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The Evolution of Monetary Policy Focal Points

with I. Chatziantoniou & D. Gabauer

Portsmouth Business School, Working Papers in Economics & Finance, 2021-10.

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Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves

with I. Chatziantoniou & D. Gabauer

Portsmouth Business School, Working Papers in Economics & Finance, 2021-6.

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Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach

with I. Chatziantoniou & D. Gabauer

Portsmouth Business School, Working Papers in Economics & Finance, 2021-3.

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Stealth Trading in FX Markets

with M. Susai 

Portsmouth Business School, Working Papers in Economics & Finance, 2021-2.

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Beyond LIBOR: Money Markets and the Illusion of Representativeness

with L. Muchimba

Portsmouth Business School, Working Papers in Economics & Finance, 2020-13.

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From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps

with I. Chatziantoniou and D. Gabauer

Portsmouth Business School, Working Papers in Economics & Finance, 2019-5.

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The Covered Interest Parity Puzzle and the Evolution of the Japan Premium

Portsmouth Business School, Working Papers in Economics & Finance, 2018-10.

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Spoofing and Pinging in Foreign Exchange Markets

with M. Susai

Portsmouth Business School, Working Papers in Economics & Finance, 2018-5.

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The Impact of Strategic Limit Order Submissions on Foreign Exchange Market Liquidity

with M. Susai

Working paper, University of Portsmouth and Nagasaki University, 2018.

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Liquidity Withdrawal in the FX Spot Market: A Cross-Country Study Using High-Frequency Data

with M. Susai

Portsmouth Business School, Working Papers in Economics & Finance, 2017-6.

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Algorithmic Trading Behaviour and HighFrequency Liquidity Withdrawal in the FX Spot Market

with M. Susai

Portsmouth Business School, Working Papers in Economics & Finance, 2017-4.

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Bid-Ask Spread Determination in the FX Swap Market: Competition, Collusion or a Convention?

Portsmouth Business School, Working Papers in Economics & Finance, 2017-3.

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Bank Risk Premia and Abenomics: The Return of the Japan Premium in the Cross-Currency Swap Market

with M. Shabani and J. Toporowski

LSE Financial Markets Group Paper Series, SP 242, January 2016, ISSN 1359-9151-242.

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The LIBOR Eclipse: political economy of a benchmark

with D. Lindo

RMF Discussion Papers, No. 47, January 2016

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The Swedish Model in 2015: A 'Safe Haven' or a 'Nordic Noir'?

Global Labour Column, 201 (May 2015)

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Financialisation and the Financial and Economic Crises: The Case of Sweden

FESSUD Studies in Financial Systems No 27, December 2014, ISSN 2052-8027.

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The Swedish Financial System

with E. Clark, I. Farahani, A. L. Hansen and M. Passarella

FESSUD Studies in Financial Systems No 13, October 2014, ISSN 2052-8027.

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Does the LIBOR Misdirect Monetary policy? A Case Study on the NIBOR and Norges Bank 2007-2011

RMF Discussion Papers, No. 41, February 2013

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LIBOR as a Keynesian Beauty Contest: A Process of Endogenous Deception

RMF Discussion Papers, No. 40, October 2012

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LIBOR Games: Means, Opportunities and Incentives to Deceive

RMF Discussion Papers, No. 39, October 2012

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PHD THESIS

 

Determining the LIBOR: A Study of Power and Deception

PhD Dissertation, SOAS, University of London, 2013

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