4000 Central Florida Blvd
Orlando, FL 32816-1400
University of Central Florida
Foreign Exchange Market, Triangular Arbitrage, Algorithmic Trading, Price Discovery, Inventory Risk
Price Impact, Burst, High-Frequency Trading, Market Quality, Adverse Selection
Monetary policy, Interest rate inertia, Optimal stopping
Financial networks, Contagion, Heterogeneous banks, Core-Periphery structure, Network externality
Push factors, Global banks, BIS statistics, Regulation, Arbitrage
Unit Root, Near Double-Integrated
Brownian sheet, m-dependent fields, Spatial unit root.
Time-Varying Parameter, Smooth Trend, Abrupt Breaks, Long-Range Dependence
Arrow-Debreu, Kyle, Options Price Discovery, Volatility Straddle.
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