Robert is a Research Economist in the Capital Markets Division within our Financial Stability Strategy and Risk Directorate. His research is mainly focused on the structure and interconnectedness of credit markets, with a particular interest in the sterling corporate bond market. Robert’s research interests also include repo markets, central clearing and the structure of over-the-counter (OTC) derivatives markets.
Robert holds a PhD in Finance from Imperial College London, and a BSc and MSc in Business Administration (Finance Major) from the University of Cologne.
Informed Trading in Government Bond Markets, with Shiyang Huang, Dong Lou and Tianyu Wang, Journal of Financial Economics (forthcoming)
Investor Behaviour and Reaching for Yield: Evidence from the Sterling Corporate Bond Market Opens in a new window, with Matt Roberts-Sklar, Financial Markets, Institutions and Instruments, 28(5), 347-379.
Procyclicality mechanisms in the financial system: what we know and some open questions - June 2021
Informed trading in government bond markets - September 2020
Does liquidity spill over in the credit market? The case of CDS and corporate bonds - August 2019
Do investors amplify or cushion corporate bond market sell-offs? - October 2017
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