Evangelos Benos

Research Economist - Risk, Research and CCP Policy Division

Evangelos is a research economist in the Markets Infrastructure Directorate. His work spans a range of topics related to market structure such as OTC derivatives and securities markets, high frequency trading and payment systems. Evangelos did a PhD in economics at the University of Illinois at Urbana-Champaign and has taught undergraduate and graduate courses at various universities in the US and Europe.

Evangelos' selected academic publications

Centralized Trading, Transparency and Interest Rate Swap Market Liquidity: Evidence from the Implementation of the Dodd-Frank Act - with R. Payne and M. Vasios, Journal of Financial and Quantitative Analysis (forthcoming) (2018)
Funding constraints and liquidity in two-tiered OTC markets - with F. Zikes, Journal of Financial Markets (2018)
The impact of de-tiering in the United Kingdom’s large-value payment system - with G. Ferarra and P. Gurrola-Perez, Journal of Financial Market Infrastructures (2018)
Interactions among High-Frequency Traders - with J Brugler, E Hjalmarsson and F Zikes, Journal of Financial and Quantitative Analysis (2017)
Price Discovery and the Cross-section of High-Frequency Trading - with S. Sagade, Journal of Financial Markets (2016)
The Role of Counterparty Risk in CHAPS Following the Collapse of Lehman Brothers - with R. Garratt and P. Zimmerman, International Journal of Central Banking (2014)
Patriotic Name Bias and Stock Returns - with M. Jochec, Journal of Financial Markets (2013)  
Short-term Persistence in Mutual Fund Market Timing and Stock Selection Abilities - with M. Jochec, Annals of Finance (2011)
Can Mutual Funds Time Risk Factors? - with M. Jochec and V. Nyekel, The Quarterly Review of Economics and Finance (2010)
Private Benefits and Cross Listings in the United States - with M. Weisbach, Emerging Markets Review (2004)

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