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Publications

by members of

College of Business
University of Doha for Science and Technology
Doha, Qatar

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

2024

  1. Lilian Muchimba & Mimoza Shabani & Alexis Stenfors & Jan Toporowski, 2024. "Decomposing the Rate of Inflation: Price-Setting and Monetary Policy," Working Papers in Economics & Finance 2024-04, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.

2023

  1. Alexis Stenfors & Lilian Muchimba, 2023. "The Transmission Mechanism of Stress in the International Banking System," Working Papers in Economics & Finance 2023-03, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
  2. Alexis Stenfors & Kaveesha Dilshani & Andy Guo & Peter Mere, 2023. "A Model to Quantify the Risk of Cross-Product Manipulation: Evidence from the European Government Bond Futures Market," Working Papers in Economics & Finance 2023-06, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
  3. Mohamad Hassan Shahrour & Aymen Smondel & Philippe Luu, 2023. "Commodity Market Response to Geopolitical Events: Evidence from the Ukrainian-Russian Conflict," Post-Print hal-04222414, HAL.
  4. K. Al Ayoubi & M. Shahrour & Isabelle Girerd-Potin, 2023. "CEO stock ownership and firm default risk," Post-Print hal-04816842, HAL.

2022

  1. Alexis Stenfors & Mehrdaad Doraghi & Cristina Soviany & Masayuki Susai & Kaveh Vakili, 2022. "Cross-Market Spoofing," Working Papers in Economics & Finance 2022-04, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
  2. Alexis Stenfors & Lilian Muchimba, 2022. "The Anatomy of Three Scandals: Conspiracies, Beauty Contests and Sabotage in OTC Markets," Working Papers in Economics & Finance 2022-08, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
  3. Mohamad Hassan Shahrour, 2022. "Measuring the financial and social performance of French mutual funds: A data envelopment analysis approach," Post-Print hal-03592493, HAL.
  4. Mohamad Hassan Shahrour & Mostafa Dekmak, 2022. "Intelligent Stock Prediction: A Neural Network Approach," Post-Print hal-03884171, HAL.
  5. Mohamad Hassan Shahrour & Isabelle Girerd-Potin & Ollivier Taramasco, 2022. "Corporate Social Responsibility and Firm Default Risk Mitigation: The Moderating Role of the Legal Context [Responsabilité sociale des entreprises et réduction du risque de défaillance : l’effet mo," Post-Print hal-03884175, HAL.
  6. Mohamad Hassan Shahrour, 2022. "Editorial: Towards a comprehensive review of corporate governance," Post-Print hal-03884176, HAL.
  7. Mohamad Hassan Shahrour & Aymen Smondel, 2022. "Inflation : pourquoi la France résiste (pour l’instant) mieux que ses voisins," Post-Print hal-03884182, HAL.
  8. Mohamad Hassan Shahrour & Ari Birnbaum, 2022. "Marché immobilier : krach ou simple correction ?," Post-Print hal-03884186, HAL.
  9. Aymen Smondel & Mohamad Hassan Shahrour, 2022. "Corporate Debt and the Global Economy," Post-Print hal-03908795, HAL.
  10. Ari Birnbaum & Mohamad Hassan Shahrour, 2022. "Is the global housing market about to crash?," Post-Print hal-03908796, HAL.

2021

  1. Alexis Stenfors & Masayuki Susai, 2021. "Stealth Trading in FX Markets," Working Papers in Economics & Finance 2021-02, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
  2. Ioannis Chatziantoniou & David Gabauer & Alexis Stenfors, 2021. "Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach," Working Papers in Economics & Finance 2021-03, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
  3. Ioannis Chatziantoniou & David Gabauer & Alexis Stenfors, 2021. "Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves," Working Papers in Economics & Finance 2021-06, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
  4. Alexis Stenfors & Ioannis Chatziantoniou & David Gabauer, 2021. "The Evolution of Monetary Policy Focal Points," Working Papers in Economics & Finance 2021-10, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
  5. Mohamad Hassan Shahrour & Isabelle Girerd-Potin & Ollivier Taramasco, 2021. "Corporate social responsibility and firm default risk in the Eurozone: a market-based approach," Post-Print hal-03198467, HAL.

2020

  1. Lilian Muchimba & Alexis Stenfors, 2020. "Beyond LIBOR: Money Markets and the Illusion of Representativeness," Working Papers in Economics & Finance 2020-13, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.

2019

  1. Ioannis Chatziantoniou & David Gabauer & Alexis Stenfors, 2019. "From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps," Working Papers in Economics & Finance 2019-05, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
  2. Mohamad Hassan Shahrour & Isabelle Girerd-potin & Ollivier Taramasco, 2019. "On the Inverse Relationship between Corporate Social Responsibility and Firm Default Risk: The Moderating Role of the Legal Origins," Post-Print hal-04695149, HAL.
  3. Mohamad Hassan Shahrour & Isabelle Girerd-Potin & O. Taramasco, 2019. "The Moderating Impact of Legal Origins on the CSR-Default Risk Relationship," Post-Print hal-04809942, HAL.

2018

  1. Alexis Stenfors & Masayuki Susai, 2018. "Spoofing and Pinging in Foreign Exchange Markets," Working Papers in Economics & Finance 2018-05, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
  2. Alexis Stenfors, 2018. "The Covered Interest Parity Puzzle and the Evolution of the Japan Premium," Working Papers in Economics & Finance 2018-10, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.

2017

  1. Alexis Stenfors, 2017. "Bid-Ask Spread Determination in the FX Swap Market: Competition, Collusion or a Convention?," Working Papers in Economics & Finance 2017-03, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
  2. Alexis Stenfors & Masayuki Susai, 2017. "Algorithmic Trading Behaviour and High-Frequency Liquidity Withdrawal in the FX Spot Market," Working Papers in Economics & Finance 2017-04, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
  3. Alexis Stenfors & Masayuki Susai, 2017. "Liquidity Withdrawal in the FX Spot Market: A Cross-Country Study Using High-Frequency Data," Working Papers in Economics & Finance 2017-06, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.

2014

  1. Alexis Stenfors, 2014. "The Swedish Financial System," FESSUD studies fstudy13, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
  2. Alexis Stenfors, 2014. "Financialisation and the Financial and Economic Crises: The Case of Sweden," FESSUD studies fstudy27, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.

1994

  1. Stenfors, Alexis & Söderström, Ulf, 1994. "Explaining Devaluation Expectations in the EMS," SSE/EFI Working Paper Series in Economics and Finance 20, Stockholm School of Economics.

Journal articles

2025

  1. Chatziantoniou, Ioannis & Gabauer, David & Stenfors, Alexis, 2025. "US sectoral stock market volatility and geopolitical risk categories," Finance Research Letters, Elsevier, vol. 76(C).
  2. Liu, Ling & Shahrour, Mohamad H. & Wojewodzki, Michal & Rohani, Alireza, 2025. "Decoding energy market turbulence: A TVP-VAR connectedness analysis of climate policy uncertainty and geopolitical risk shocks," Technological Forecasting and Social Change, Elsevier, vol. 210(C).

2024

  1. Gabauer, David & Stenfors, Alexis, 2024. "Quantile-on-quantile connectedness measures: Evidence from the US treasury yield curve," Finance Research Letters, Elsevier, vol. 60(C).
  2. Stenfors, Alexis & Dilshani, Kaveesha & Guo, Andy & Mere, Peter, 2024. "Detecting the risk of cross-product manipulation in the EUREX fixed income futures market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 92(C).
  3. Phu Quang Tran & Anh Phan & Dung V. Tran & Mohamad H. Shahrour, 2024. "The effect of capital empowerment on the lending competence of banks: Evidence from segmental analysis," Economics Bulletin, AccessEcon, vol. 44(2), pages 731-746.
  4. Mohamad H. Shahrour & Ryan Lemand & Mathis Mourey, 2024. "Cross-market volatility dynamics in crypto and traditional financial instruments: quantifying the spillover effect," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 26(1), pages 1-21, December.
  5. Mohamad H. Shahrour & Ryan Lemand & Michal Wojewodzki, 2024. "Board diversity, female executives and stock liquidity: evidence from opposing cycles in the USA," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 23(5), pages 581-597, May.

2023

  1. Gabauer, David & Chatziantoniou, Ioannis & Stenfors, Alexis, 2023. "Model-free connectedness measures," Finance Research Letters, Elsevier, vol. 54(C).
  2. Stenfors, Alexis & Doraghi, Mehrdaad & Soviany, Cristina & Susai, Masayuki & Vakili, Kaveh, 2023. "Cross-market spoofing," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 83(C).
  3. Alexis Stenfors & Lilian Muchimba, 2023. "The Anatomy of Three Scandals: Conspiracies, Beauty Contests, and Sabotage in OTC Markets," Journal of Economic Issues, Taylor & Francis Journals, vol. 57(2), pages 538-545, April.
  4. Mohamad H. Shahrour & Mohamed Arouri & Ryan Lemand, 2023. "On the foundations of firm climate risk exposure," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 22(5), pages 620-635, July.
  5. Mohamad Hassan Shahrour & Mostafa Dekmak, 2023. "Intelligent stock prediction: A neural network approach," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 1-14, March.

2022

  1. Stenfors, Alexis & Chatziantoniou, Ioannis & Gabauer, David, 2022. "Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
  2. Alexis Stenfors & Ioannis Chatziantoniou & David Gabauer, 2022. "The Evolution of Monetary Policy Focal Points," Journal of Economic Issues, Taylor & Francis Journals, vol. 56(2), pages 348-355, April.
  3. Mohamad Hassan Shahrour, 2022. "Measuring the financial and social performance of French mutual funds: A data envelopment analysis approach," Business Ethics, the Environment & Responsibility, John Wiley & Sons, Ltd., vol. 31(2), pages 398-418, April.

2021

  1. Chatziantoniou, Ioannis & Gabauer, David & Stenfors, Alexis, 2021. "Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach," Economics Letters, Elsevier, vol. 204(C).
  2. Stenfors, Alexis & Susai, Masayuki, 2021. "Spoofing and pinging in foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 70(C).
  3. Lilian Muchimba & Alexis Stenfors, 2021. "Beyond LIBOR: Money Markets and the Illusion of Representativeness," Journal of Economic Issues, Taylor & Francis Journals, vol. 55(2), pages 565-573, April.

2020

  1. Chatziantoniou, Ioannis & Gabauer, David & Stenfors, Alexis, 2020. "From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 69(C).

2019

  1. Stenfors, Alexis & Susai, Masayuki, 2019. "Liquidity withdrawal in the FX spot market: A cross-country study using high-frequency data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 59(C), pages 36-57.
  2. Alexis Stenfors, 2019. "The Covered Interest Parity Puzzle and the Evolution of the Japan Premium," Journal of Economic Issues, Taylor & Francis Journals, vol. 53(2), pages 417-424, April.

2018

  1. Stenfors, Alexis, 2018. "LIBOR, foreign exchange and the illusion of liquidity," Journal of Securities Operations & Custody, Henry Stewart Publications, vol. 11(1), pages 78-89, December.
  2. Stenfors, Alexis, 2018. "Bid-ask spread determination in the FX swap market: Competition, collusion or a convention?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 54(C), pages 78-97.
  3. Stenfors Alexis & Susai Masayuki, 2018. "High-Frequency Trading, Liquidity Withdrawal, and the Breakdown of Conventions in Foreign Exchange Markets," Journal of Economic Issues, Taylor & Francis Journals, vol. 52(2), pages 387-395, April.

2014

  1. Stenfors, Alexis, 2014. "LIBOR deception and central bank forward (mis-)guidance: Evidence from Norway during 2007–2011," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 452-472.
  2. Alexis Stenfors, 2014. "LIBOR as a Keynesian Beauty Contest: A Process of Endogenous Deception," Review of Political Economy, Taylor & Francis Journals, vol. 26(3), pages 392-407, July.

2011

  1. C. Lapavitsas & A. Kaltenbrunner & G. Labrinidis & D. Lindo & J. Meadway & J. Michell & J.P. Painceira & E. Pires & J. Powell & A. Stenfors & N. Teles, 2011. "Crisis en la Zona Euro: Perspectiva de un impago en la periferia y la salida de la moneda única común," Revista de Economia Critica, Universidad Pablo de Olavide y Asociacion de Economia Critica, vol. 11, pages 131-171.

1995

  1. Ulf Söderström & Alexis Stenfors, 1995. "Explaining devaluation expectations in the EMS," Finnish Economic Papers, Finnish Economic Association, vol. 8(2), pages 63-81, Autumn.

Chapters

2016

  1. Alexis Stenfors, 2016. "Swedish financialisation: ‘Nordic noir’ or ‘safe haven’?," Chapters, in: Eckhard Hein & Daniel Detzer & Nina Dodig (ed.), Financialisation and the Financial and Economic Crises, chapter 8, pages 192-213, Edward Elgar Publishing.

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