Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach von Chatziantoniou, Ioannis, Gabauer, David, Stenfors, Alexis

Volltext

Bid-ask spread determination in the FX swap market: Competition, collusion or a convention? von Stenfors, Alexis

Volltext

Liquidity withdrawal in the FX spot market: A cross-country study using high-frequency data von Stenfors, Alexis, Susai, Masayuki

Volltext

The Evolution of Monetary Policy Focal Points von Stenfors, Alexis, Chatziantoniou, Ioannis, Gabauer, David

Volltext

High-Frequency Trading, Liquidity Withdrawal, and the Breakdown of Conventions in Foreign Exchange Markets von Alexis, Stenfors, Masayuki, Susai

Volltext

Quantile-on-quantile connectedness measures: Evidence from the US treasury yield curve von Gabauer, David, Stenfors, Alexis

Volltext

The Covered Interest Parity Puzzle and the Evolution of the Japan Premium von Stenfors, Alexis

Volltext

The Anatomy of Three Scandals: Conspiracies, Beauty Contests, and Sabotage in OTC Markets von Stenfors, Alexis, Muchimba, Lilian

Volltext

Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves von Stenfors, Alexis, Chatziantoniou, Ioannis, Gabauer, David

Volltext

Spoofing and pinging in foreign exchange markets von Stenfors, Alexis, Susai, Masayuki

Volltext

Beyond LIBOR: Money Markets and the Illusion of Representativeness von Muchimba, Lilian, Stenfors, Alexis

Volltext

Model-free connectedness measures von Gabauer, David, Chatziantoniou, Ioannis, Stenfors, Alexis

Volltext

LIBOR deception and central bank forward (mis-)guidance: Evidence from Norway during 2007–2011 von Stenfors, Alexis

Volltext

From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps von Chatziantoniou, Ioannis, Gabauer, David, Stenfors, Alexis

Volltext

LIBOR, foreign exchange and the illusion of liquidity von Stenfors, Alexis

Volltext

LIBOR as a Keynesian Beauty Contest: A Process of Endogenous Deception von Stenfors, Alexis

Volltext

Detecting the risk of cross-product manipulation in the EUREX fixed income futures market von Stenfors, Alexis, Dilshani, Kaveesha, Guo, Andy, Mere, Peter

Volltext

Cross-market spoofing von Stenfors, Alexis, Doraghi, Mehrdaad, Soviany, Cristina, Susai, Masayuki, Vakili, Kaveh

Volltext

Eurozone crisis: beggar thyself and thy neighbour von Lapavitsas, Costas, Kaltenbrunner, Annina, Lindo, Duncan, Michell, J., Painceira, Juan Pablo, Pires, Eugenia, Powell, Jeff, Stenfors, Alexis, Teles, Nuno

Volltext

Financial Crime in OTC Markets von Stenfors, Alexis, Muchimba, Lilian

Volltext