Phone: +44 20 7882 8845
Office hours: Monday 15:30-16.30
Francis Breedon is Professor of Economics and Finance at Queen Mary University of London.
His research is primarily focussed on bond and foreign exchange market ranging from detailed microstructure and trading to broader macro policy questions. He also has extensive industry experience both as an FX Strategist and as a consultant to a number of hedge funds, Investment Banks, Central Banks and Ministries of Finance.
“Intraday Patterns in FX returns and order flow” (with A Ranaldo) Journal of Money Credit and Banking, August 2013
“The Financial Market Impact of UK Quantitative Easing (with J. Chadha and A. Waters) Oxford Review of Economic Policy, Winter 2012
“A Variance Decomposition of Index-Linked Bond Returns” Economics Letters, July 2012
“Exchange Rate Policy in Small Rich Economies” (with T. Petursson and A. Rose) Open Economies Review, July 2012
“Differences in Beliefs and Currency Risk Premia” (with A. Beber and A. Buraschi) Journal of Financial Economics, December 2010