Robert is a Senior Research Economist in the Bank’s Research Hub Division. His research is mainly focused on the structure and interconnectedness of fixed income markets. Robert’s research interests also include repo markets, informed trading, fund liquidity management, 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.
Credit Default Swaps and Corporate Bond Trading, Journal of Financial Intermediation (forthcoming).
Informed Trading in Government Bond Markets, with Shiyang Huang, Dong Lou and Tianyu Wang, Journal of Financial Economics
Investor Behaviour and Reaching for Yield: Evidence from the Sterling Corporate Bond Market, with Matt Roberts-Sklar, Financial Markets, Institutions and Instruments, 28(5), 347-379.
Predicting exchange rates - April 2022
An unintended consequence of holding dollar assets - February 2022
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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