| An investigation into the procyclicality of risk-based initial margin models D Murphy, M Vasios, N Vause Bank of England Financial Stability Paper, 2014 | 105 | 2014 |
| Centralized Trading, Transparency, and Interest Rate Swap Market Liquidity: Evidence from the Implementation of the Dodd–Frank Act E Benos, R Payne, M Vasios Journal of Financial and Quantitative Analysis 55 (1), 159-192, 2020 | 76 | 2020 |
| A comparative analysis of tools to limit the procyclicality of initial margin requirements D Murphy, M Vasios, N Vause Bank of England Working Paper, 2016 | 62 | 2016 |
| Regulatory effects on short-term interest rates A Ranaldo, P Schaffner, M Vasios Journal of Financial Economics 141 (2), 750-770, 2021 | 55 | 2021 |
| OTC premia G Cenedese, A Ranaldo, M Vasios Journal of Financial Economics 136 (1), 86-105, 2020 | 49 | 2020 |
| Gauging market dynamics using trade repository data: The case of the Swiss franc de-pegging O Cielinska, A Joseph, U Shreyas, J Tanner, M Vasios Bank of England Financial Stability Paper, 2017 | 36 | 2017 |
| The cost of clearing fragmentation E Benos, W Huang, AJ Menkveld, M Vasios Bank of England Working Paper, 2019 | 29* | 2019 |
| Identifying contagion in a banking network AD Morrison, M Vasios, MI Wilson, F Zikes Saïd Business School WP 37, 2016 | 19 | 2016 |
| Sell-side analysts’ career concerns during banking stresses I Nolte, S Nolte, M Vasios Journal of Banking & Finance 49, 424-441, 2014 | 18 | 2014 |
| Weighted Least Squares Realized Covariation Estimation Y Li, I Nolte, M Vasios, V Voev, Q Xu Journal of Banking & Finance 137, 106420, 2022 | 4* | 2022 |
| Profiting from Mimicking Strategies in Non-Anonymous Markets I Nolte, R Payne, M Vasios Available at SSRN 1820324, 2013 | 3* | 2013 |
| OTC Microstructure in a Period of Stress: A Multi-layered Network Approach A Joseph, M Vasios Journal of Banking & Finance, 106400, 2022 | 1 | 2022 |
| Text mining ESG disclosures in rating agency press releases A Amzallag, M Levi, M Vasios European Securities and Markets Authority TRV Risk Analysis, 2022 | | 2022 |
| JFQA 2020 Symposium on the Microstructure of Fixed Income Markets A Survey of the Microstructure of Fixed-Income Markets Hendrik Bessembinder, Chester Spatt, and Kumar … K Back, R Liu, A Teguia, T Hendershott, R Kozhan, V Raman, UST Market, ... | | 2020 |
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