- International Finance: Exchange Rate Economics, Foreign Exchange Intervention, Monetary Coordination.
- Market Microstructure Theory: Price Manipulation and Noise Trading, Market Transparency and Price Experimentation.
- Optimal Control: Risk-aversion , Ambiguity-aversion and Pessimism.
- Optimal Monetary Policy for a Pessimistic Central Bank, Journal of Macroeconomics, 58, December 2018, 39-59, Supplementary Material.
- Robust Trading for Ambiguity-averse Insiders, Journal of Banking and Finance, 90, May 2018, 113-130, Appendix A, Appendix B.
- Insider Trading in Sequential Auction Markets with Risk-aversion and Time-discounting, European Journal of Finance, 23, October 2017, 1267-1279, Appendix.
- Ambiguity-aversion in a Single Auction Market, Economics Bulletin, 37, July 2017, 1745-1752
- Pessimistic Optimal Choice for Risk-averse Agents: The Continuous-time Limit, Computational Economics, 49, January 2017, 17-65.
- Carry Trade, Order Flow and the Forward Bias Puzzle, Journal of Money Credit and Banking, 48, September 2016, 1113-1134, Appendix.
- Optimal Informed Trading in the Foreign Exchange Market, European Journal of Finance, 18, December 2012, 989-1013.
- Risk-averse Insider Trading in Multi-asset Sequential Auction Markets, Appendix, Economics Letters, 117, December 2012, 673-675.
- Call Auction Markets With Risk-averse Specialists, Theoretical Economics Letters, 2, May 2012, 175-179.
- The Impact of Foreign Exchange Intervention: A Market Microstructure Analysis, International Journal of Finance and Economics, 16, January 2011, 41-62.
- An Empirical Study of Liquidity and Information Effects of Order Flow on Exchange Rates, with Francis Breedon, Journal of International Money and Finance, 29, April 2010, 504-524.
- A Guided Tour of The Market Micro Structure Approach to Exchange Rate Determination, Journal of Economic Surveys, 21, December 2007, 903-934.
- An Assessment of Some Open Issues in the Analysis of Foreign Exchange Intervention,International Journal of Finance and Economics, 12, March 2007, 155-170.
- A Transaction Level Study of the Effects of Central Bank Intervention on Exchange Rates, with Richard Payne, Journal of International Economics 61, December 2003, 331-352.
- Foreign Exchange Intervention: How to Signal Policy Objectives and Stabilise the Economy, Journal of Monetary Economics 50, May 2003, 841-870.
- Inflation and Sovereign Default, with Turalay Kenc and William Perraudin, IMF Staff Papers 47, September 2001, 367-386.
- Speculative Noise Trading and Manipulation in the Foreign Exchange Market,Journal of International Money and Finance 19, September 2000, 689-712.
- Sterilised Central Bank Intervention in the Foreign Exchange Market, Journal of International Economics 49, December 1999, 245-267.
- Two Months in the Life of Two Market Makers on the London Stock Exchange, Journal of International Financial Markets, Institutions and Money 8, December 1998, 299-324.
- Reserve and Exchange Rate Cycles, with Robert Flood and William Perraudin, Journal of International Economics 46, October 1998, 31-59.
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