Research highlights

Influential research by members of the Financial Markets Group has been published in some of the most recognised international journals in Economics and Finance, such as the American Economic Review, Econometrica, the Journal of Finance, the Journal of Financial Economics, the Journal of Political Economy, the Quarterly Journal of Economics, the Review of Economic Studies, and the Review of Financial Studies.  A sample of recent papers is below.

All publications

An Unconventional FX Tail Risk Story

We examine how the tail risk of currency returns over the past 20 years were impacted by central bank (monetary and liquidity) measures across the...

DP 893