Purpose The purpose of this paper is to analyse the long-run relationship between
geopolitical risk and exchange rates in four ASEAN countries. Design/methodology …

This article introduces a rational expectations model that explains exchange rate dynamics
and the predictability of forecast errors using private (aggregated via order flow) and public …

How large and persistent are the effects of uncertainty shocks on the economy? Are the
effects of macroeconomic uncertainty shocks different from those of financial uncertainty …

We present a model linking prices of political binary options to financial assets that applies
in the very particular circumstance of the overnight session following an election. Contrary to …

The present study attempts to examine the effect of Brexit on foreign exchange rate volatility
in India by taking the currency pair EUR/INR and GBP/INR. The daily spot price data of …

We introduce'scheduling processes,'a novel class of processes tailored for modeling
scheduled events in financial markets. These processes, driven by a Poisson mechanism …

There is a gap in the existing literature for models linking prices in prediction markets with
those for financial markets. We bridge this gap using a model based on the assumption that …

I want to express my gratitude to my Ph. D. thesis supervisor, Prof. Dr. Markus Leippold, for
his support, patience, and the overall impact he had on my development. His excellent …

This thesis considers the behaviour and relationships between financial and prediction
markets around elections. We begin by reviewing the literature. There are many small …

We study the behaviour of the Betfair betting market and the sterling/dollar exchange rate
(futures price) during 24 June 2016, the night of the EU referendum. We investigate how the …