Research papers - Money and capital markets

Date Publications
Feb 2009

Explaining credit default swap spreads with the equity volatility and jump risks of individual firms

Review of Financial Studies

Jan 2009

The euro as a reserve currency: a challenge to the pre-eminence of the US dollar?

International Journal of Finance and Economics, vol 14, pp 1-23

Dec 2008

The evolution of trading activity in Asian foreign exchange markets

Emerging Markets Review, vol 9, pp 231-246

Sep 2008

The development of money markets in Asia

BIS Quarterly Review, pp 39-52