Real Risk , Inflation Risk, and the Term Structure (The Economic Journal, 2003)
Order Flow and Exchange Rate Dynamics (Journal of Political Economy, 2002)
FX Trading and Exchange Rate Dynamics (Journal of Finance, 2002)
Time-Varying Liquidity in Foreign Exchange (Journal of Monetary Economics 2002)
Informational Integration and FX Trading (The Journal of International Money and Finance, 2002)
Real Rates, Expected Inflation and Inflation Risk
Premia (Journal of Finance, 1998)