Alexis Stenfors
Names
| first: |
Alexis |
| last: |
Stenfors |
Identifer
Contact
| phone: |
+44 (0)23 9284 4183 |
| postal address: |
University of Portsmouth
Portsmouth Business School
Richmond Building, Portland Street
Portsmouth PO1 3DE
United Kingdom |
Affiliations
-
University of Portsmouth
/ Portsmouth Business School
Research profile
author of:
- LIBOR, foreign exchange and the illusion of liquidity (RePEc:aza:jsoc00:y:2018:v:11:i:1:p:78-89)
by Stenfors, Alexis - Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach (RePEc:eee:ecolet:v:204:y:2021:i:c:s0165176521001683)
by Chatziantoniou, Ioannis & Gabauer, David & Stenfors, Alexis - Model-free connectedness measures (RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001770)
by Gabauer, David & Chatziantoniou, Ioannis & Stenfors, Alexis - Quantile-on-quantile connectedness measures: Evidence from the US treasury yield curve (RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012242)
by Gabauer, David & Stenfors, Alexis - LIBOR deception and central bank forward (mis-)guidance: Evidence from Norway during 2007–2011 (RePEc:eee:intfin:v:32:y:2014:i:c:p:452-472)
by Stenfors, Alexis - Bid-ask spread determination in the FX swap market: Competition, collusion or a convention? (RePEc:eee:intfin:v:54:y:2018:i:c:p:78-97)
by Stenfors, Alexis - Liquidity withdrawal in the FX spot market: A cross-country study using high-frequency data (RePEc:eee:intfin:v:59:y:2019:i:c:p:36-57)
by Stenfors, Alexis & Susai, Masayuki - From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps (RePEc:eee:intfin:v:69:y:2020:i:c:s1042443120301293)
by Chatziantoniou, Ioannis & Gabauer, David & Stenfors, Alexis - Spoofing and pinging in foreign exchange markets (RePEc:eee:intfin:v:70:y:2021:i:c:s1042443120301621)
by Stenfors, Alexis & Susai, Masayuki - Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves (RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001305)
by Stenfors, Alexis & Chatziantoniou, Ioannis & Gabauer, David - Cross-market spoofing (RePEc:eee:intfin:v:83:y:2023:i:c:s1042443123000033)
by Stenfors, Alexis & Doraghi, Mehrdaad & Soviany, Cristina & Susai, Masayuki & Vakili, Kaveh - Detecting the risk of cross-product manipulation in the EUREX fixed income futures market (RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000507)
by Stenfors, Alexis & Dilshani, Kaveesha & Guo, Andy & Mere, Peter - Swedish financialisation: ‘Nordic noir’ or ‘safe haven’? (RePEc:elg:eechap:16808_8)
by Alexis Stenfors - Explaining devaluation expectations in the EMS (RePEc:fep:journl:v:8:y:1995:i:2:p:63-81)
by Ulf Söderström & Alexis Stenfors - The Swedish Financial System (RePEc:fes:fstudy:fstudy13)
by Alexis Stenfors - Financialisation and the Financial and Economic Crises: The Case of Sweden (RePEc:fes:fstudy:fstudy27)
by Alexis Stenfors - Explaining Devaluation Expectations in the EMS (RePEc:hhs:hastef:0020)
by Stenfors, Alexis & Söderström, Ulf - High-Frequency Trading, Liquidity Withdrawal, and the Breakdown of Conventions in Foreign Exchange Markets (RePEc:mes:jeciss:v:52:y:2018:i:2:p:387-395)
by Stenfors Alexis & Susai Masayuki - The Covered Interest Parity Puzzle and the Evolution of the Japan Premium (RePEc:mes:jeciss:v:53:y:2019:i:2:p:417-424)
by Alexis Stenfors - Beyond LIBOR: Money Markets and the Illusion of Representativeness (RePEc:mes:jeciss:v:55:y:2021:i:2:p:565-573)
by Lilian Muchimba & Alexis Stenfors - The Evolution of Monetary Policy Focal Points (RePEc:mes:jeciss:v:56:y:2022:i:2:p:348-355)
by Alexis Stenfors & Ioannis Chatziantoniou & David Gabauer - The Anatomy of Three Scandals: Conspiracies, Beauty Contests, and Sabotage in OTC Markets (RePEc:mes:jeciss:v:57:y:2023:i:2:p:538-545)
by Alexis Stenfors & Lilian Muchimba - Bid-Ask Spread Determination in the FX Swap Market: Competition, Collusion or a Convention? (RePEc:pbs:ecofin:2017-03)
by Alexis Stenfors - Algorithmic Trading Behaviour and High-Frequency Liquidity Withdrawal in the FX Spot Market (RePEc:pbs:ecofin:2017-04)
by Alexis Stenfors & Masayuki Susai - Liquidity Withdrawal in the FX Spot Market: A Cross-Country Study Using High-Frequency Data (RePEc:pbs:ecofin:2017-06)
by Alexis Stenfors & Masayuki Susai - Spoofing and Pinging in Foreign Exchange Markets (RePEc:pbs:ecofin:2018-05)
by Alexis Stenfors & Masayuki Susai - The Covered Interest Parity Puzzle and the Evolution of the Japan Premium (RePEc:pbs:ecofin:2018-10)
by Alexis Stenfors - From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps (RePEc:pbs:ecofin:2019-05)
by Ioannis Chatziantoniou & David Gabauer & Alexis Stenfors - Beyond LIBOR: Money Markets and the Illusion of Representativeness (RePEc:pbs:ecofin:2020-13)
by Lilian Muchimba & Alexis Stenfors - Stealth Trading in FX Markets (RePEc:pbs:ecofin:2021-02)
by Alexis Stenfors & Masayuki Susai - Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach (RePEc:pbs:ecofin:2021-03)
by Ioannis Chatziantoniou & David Gabauer & Alexis Stenfors - Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves (RePEc:pbs:ecofin:2021-06)
by Ioannis Chatziantoniou & David Gabauer & Alexis Stenfors - The Evolution of Monetary Policy Focal Points (RePEc:pbs:ecofin:2021-10)
by Alexis Stenfors & Ioannis Chatziantoniou & David Gabauer - Cross-Market Spoofing (RePEc:pbs:ecofin:2022-04)
by Alexis Stenfors & Mehrdaad Doraghi & Cristina Soviany & Masayuki Susai & Kaveh Vakili - The Anatomy of Three Scandals: Conspiracies, Beauty Contests and Sabotage in OTC Markets (RePEc:pbs:ecofin:2022-08)
by Alexis Stenfors & Lilian Muchimba - The Transmission Mechanism of Stress in the International Banking System (RePEc:pbs:ecofin:2023-03)
by Alexis Stenfors & Lilian Muchimba - A Model to Quantify the Risk of Cross-Product Manipulation: Evidence from the European Government Bond Futures Market (RePEc:pbs:ecofin:2023-06)
by Alexis Stenfors & Kaveesha Dilshani & Andy Guo & Peter Mere - Decomposing the Rate of Inflation: Price-Setting and Monetary Policy (RePEc:pbs:ecofin:2024-04)
by Lilian Muchimba & Mimoza Shabani & Alexis Stenfors & Jan Toporowski - Crisis en la Zona Euro: Perspectiva de un impago en la periferia y la salida de la moneda única común (RePEc:ret:ecocri:rec11_06)
by C. Lapavitsas & A. Kaltenbrunner & G. Labrinidis & D. Lindo & J. Meadway & J. Michell & J.P. Painceira & E. Pires & J. Powell & A. Stenfors & N. Teles - LIBOR as a Keynesian Beauty Contest: A Process of Endogenous Deception (RePEc:taf:revpoe:v:26:y:2014:i:3:p:392-407)
by Alexis Stenfors