“Dodging the Steamroller: Fundamentals versus the Carry Trade” (with Copeland, L) Journal of International Financial Markets, Institutions and Money, 42 (2016): 115-131.
"Illiquidity and volatility spill over effects in equity markets during and after the global financial crisis: An MEM approach." (with Xu, Y and Taylor, N) International Review of Financial Analysis 56 (2018): 208-220.