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
- 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.
Recent publications *
- Price Discovery in Two-Tier Markets, with Geir H. Bjønnes and Carol Osler. Forthcoming in International Journal of Finance and Economics
- Does Publication of Interest Rate Paths Provide Guidance?, with Gisle James Nativk and Olav Syrstad. Journal of International Money and Finance, 2020.
- Microstructure of Foreign Exchange Markets, with Martin D.D. Evans. Oxford Research Encyclopedia of Economics and Finance, 2019. Oxford University Press