Details about Alexis Stenfors

Access statistics for papers by Alexis Stenfors.

Last updated 2025-01-07. Update your information in the RePEc Author Service.

Short-id: pst614

Working Papers

2024

1. Decomposing the Rate of Inflation: Price-Setting and Monetary Policy
   Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group

2023

2. A Model to Quantify the Risk of Cross-Product Manipulation: Evidence from the European Government Bond Futures Market
   Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group
3. The Transmission Mechanism of Stress in the International Banking System
   Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group

2022

4. Cross-Market Spoofing
   Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group
   See also Journal Article Cross-market spoofing, Journal of International Financial Markets, Institutions and Money, Elsevier (2023) View citations (3) (2023)
5. The Anatomy of Three Scandals: Conspiracies, Beauty Contests and Sabotage in OTC Markets
   Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group
   See also Journal Article The Anatomy of Three Scandals: Conspiracies, Beauty Contests, and Sabotage in OTC Markets, Journal of Economic Issues, Taylor & Francis Journals (2023) (2023)

2021

6. Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves
   Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group View citations (3)
   See also Journal Article Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves, Journal of International Financial Markets, Institutions and Money, Elsevier (2022) View citations (21) (2022)
7. Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach
   Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group View citations (125)
   See also Journal Article Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach, Economics Letters, Elsevier (2021) View citations (68) (2021)
8. Stealth Trading in FX Markets
   Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group
9. The Evolution of Monetary Policy Focal Points
   Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group
   See also Journal Article The Evolution of Monetary Policy Focal Points, Journal of Economic Issues, Taylor & Francis Journals (2022) View citations (6) (2022)

2020

10. Beyond LIBOR: Money Markets and the Illusion of Representativeness
    Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group View citations (1)
    See also Journal Article Beyond LIBOR: Money Markets and the Illusion of Representativeness, Journal of Economic Issues, Taylor & Francis Journals (2021) View citations (3) (2021)

2019

11. From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps
    Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group View citations (1)
    See also Journal Article From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps, Journal of International Financial Markets, Institutions and Money, Elsevier (2020) View citations (21) (2020)

2018

12. Spoofing and Pinging in Foreign Exchange Markets
    Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group View citations (1)
    See also Journal Article Spoofing and pinging in foreign exchange markets, Journal of International Financial Markets, Institutions and Money, Elsevier (2021) View citations (6) (2021)
13. The Covered Interest Parity Puzzle and the Evolution of the Japan Premium
    Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group View citations (1)
    See also Journal Article The Covered Interest Parity Puzzle and the Evolution of the Japan Premium, Journal of Economic Issues, Taylor & Francis Journals (2019) View citations (4) (2019)

2017

14. Algorithmic Trading Behaviour and High-Frequency Liquidity Withdrawal in the FX Spot Market
    Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group
15. Bid-Ask Spread Determination in the FX Swap Market: Competition, Collusion or a Convention?
    Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group View citations (1)
    See also Journal Article Bid-ask spread determination in the FX swap market: Competition, collusion or a convention?, Journal of International Financial Markets, Institutions and Money, Elsevier (2018) View citations (15) (2018)
16. Liquidity Withdrawal in the FX Spot Market: A Cross-Country Study Using High-Frequency Data
    Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group View citations (1)
    See also Journal Article Liquidity withdrawal in the FX spot market: A cross-country study using high-frequency data, Journal of International Financial Markets, Institutions and Money, Elsevier (2019) View citations (9) (2019)

2014

17. Financialisation and the Financial and Economic Crises: The Case of Sweden
    FESSUD studies, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project View citations (8)
18. The Swedish Financial System
    FESSUD studies, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project View citations (2)

1994

19. Explaining Devaluation Expectations in the EMS
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics
    See also Journal Article Explaining devaluation expectations in the EMS, Finnish Economic Papers, Finnish Economic Association (1995) View citations (2) (1995)

Journal Articles

2024

1. Detecting the risk of cross-product manipulation in the EUREX fixed income futures market
   Journal of International Financial Markets, Institutions and Money, 2024, 92, (C)
2. Quantile-on-quantile connectedness measures: Evidence from the US treasury yield curve
   Finance Research Letters, 2024, 60, (C) View citations (7)

2023

3. Cross-market spoofing
   Journal of International Financial Markets, Institutions and Money, 2023, 83, (C) View citations (3)
   See also Working Paper Cross-Market Spoofing, Working Papers in Economics & Finance (2022) (2022)
4. Model-free connectedness measures
   Finance Research Letters, 2023, 54, (C) View citations (13)
5. The Anatomy of Three Scandals: Conspiracies, Beauty Contests, and Sabotage in OTC Markets
   Journal of Economic Issues, 2023, 57, (2), 538-545
   See also Working Paper The Anatomy of Three Scandals: Conspiracies, Beauty Contests and Sabotage in OTC Markets, Working Papers in Economics & Finance (2022) (2022)

2022

6. Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves
   Journal of International Financial Markets, Institutions and Money, 2022, 81, (C) View citations (21)
   See also Working Paper Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves, Working Papers in Economics & Finance (2021) View citations (3) (2021)
7. The Evolution of Monetary Policy Focal Points
   Journal of Economic Issues, 2022, 56, (2), 348-355 View citations (6)
   See also Working Paper The Evolution of Monetary Policy Focal Points, Working Papers in Economics & Finance (2021) (2021)

2021

8. Beyond LIBOR: Money Markets and the Illusion of Representativeness
   Journal of Economic Issues, 2021, 55, (2), 565-573 View citations (3)
   See also Working Paper Beyond LIBOR: Money Markets and the Illusion of Representativeness, Working Papers in Economics & Finance (2020) View citations (1) (2020)
9. Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach
   Economics Letters, 2021, 204, (C) View citations (68)
   See also Working Paper Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach, Working Papers in Economics & Finance (2021) View citations (125) (2021)
10. Spoofing and pinging in foreign exchange markets
    Journal of International Financial Markets, Institutions and Money, 2021, 70, (C) View citations (6)
    See also Working Paper Spoofing and Pinging in Foreign Exchange Markets, Working Papers in Economics & Finance (2018) View citations (1) (2018)

2020

11. From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps
    Journal of International Financial Markets, Institutions and Money, 2020, 69, (C) View citations (21)
    See also Working Paper From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps, Working Papers in Economics & Finance (2019) View citations (1) (2019)

2019

12. Liquidity withdrawal in the FX spot market: A cross-country study using high-frequency data
    Journal of International Financial Markets, Institutions and Money, 2019, 59, (C), 36-57 View citations (9)
    See also Working Paper Liquidity Withdrawal in the FX Spot Market: A Cross-Country Study Using High-Frequency Data, Working Papers in Economics & Finance (2017) View citations (1) (2017)
13. The Covered Interest Parity Puzzle and the Evolution of the Japan Premium
    Journal of Economic Issues, 2019, 53, (2), 417-424 View citations (4)
    See also Working Paper The Covered Interest Parity Puzzle and the Evolution of the Japan Premium, Working Papers in Economics & Finance (2018) View citations (1) (2018)

2018

14. Bid-ask spread determination in the FX swap market: Competition, collusion or a convention?
    Journal of International Financial Markets, Institutions and Money, 2018, 54, (C), 78-97 View citations (15)
    See also Working Paper Bid-Ask Spread Determination in the FX Swap Market: Competition, Collusion or a Convention?, Working Papers in Economics & Finance (2017) View citations (1) (2017)
15. High-Frequency Trading, Liquidity Withdrawal, and the Breakdown of Conventions in Foreign Exchange Markets
    Journal of Economic Issues, 2018, 52, (2), 387-395 View citations (6)
16. LIBOR, foreign exchange and the illusion of liquidity
    Journal of Securities Operations & Custody, 2018, 11, (1), 78-89

2014

17. LIBOR as a Keynesian Beauty Contest: A Process of Endogenous Deception
    Review of Political Economy, 2014, 26, (3), 392-407 View citations (8)
18. LIBOR deception and central bank forward (mis-)guidance: Evidence from Norway during 2007–2011
    Journal of International Financial Markets, Institutions and Money, 2014, 32, (C), 452-472 View citations (11)

2011

19. Crisis en la Zona Euro: Perspectiva de un impago en la periferia y la salida de la moneda única común
    Revista de Economia Critica, 2011, 11, 131-171 View citations (1)

1995

20. Explaining devaluation expectations in the EMS
    Finnish Economic Papers, 1995, 8, (2), 63-81 View citations (2)
    See also Working Paper Explaining Devaluation Expectations in the EMS, SSE/EFI Working Paper Series in Economics and Finance (1994) (1994)

Chapters

2016

1. Swedish financialisation: ‘Nordic noir’ or ‘safe haven’?
   Chapter 8 in Financialisation and the Financial and Economic Crises, 2016, pp 192-213 View citations (7)