My primary research interests are in international finance, in particular the microstructure of foreign exchange markets. Before moving to BI I worked for the Norges Bank (Central bank of Norway), doing research and giving support to the Market Operation Department. I currently hold a part-time position with Norges Bank.
My papers have been published in journals like J. of Financial Econ., J. of Monetary Econ., J. of Int. Econ., J. of Banking and Finance and J. of Int. Money and Finance.
Recent Working papers
- Fixing the Fix? Assessing the Eﬀectiveness of the 4pm Fix Benchmark, with Martin D.D. Evans, Peter O'Neill, and Jo A. Saakvitne. FCA OP 46
- Publication of Interest Rate Paths: Guidance?, with Gisle James Nativk and Olav Syrstad.
- Covered Interest Parity Arbitrage, with Andreas Schrimpf and Olav Syrstad. Norges Bank WP 15/2017
- Exchange Rates, Interest Rates and the Global Carry Trade, with Martin D.D. Evans. Norges Bank WP 14/2017 LINK
- Herding the Scapegoats: Foreign Exchange Order Flow and the Time-Varying Effect of Fundamentals, with Anna Lindahl, Michael Moore, and Ali Shehadeh.
- Sources of Information Advantage in the Foreign Exchange Market, with Geir Bjønnes and Carol Osler.
Recent publications *
- Microstructure of Foreign Exchange Markets, with Martin D.D. Evans. Forthcoming in Oxford Research Encyclopedia of Economics and Finance. Oxford University Press
- Order Flow Information and Spot Rate Dynamics, with Martin D.D. Evans. Journal of International Money and Finance, 2016
- Carry Trades, Order Flow and the Forward Bias Puzzle, with Francis Breedon and Paolo Vitale. Journal of Money, Credit and Banking 2016.