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On the Risk of Long-Run Deflation, 2013
forthcoming in Economics Letters.

Feedback Trading and Intermittent Market Turbulence 2009

Quantitative Finance 9(4): 477-489.

Optimal Monetary Policy with a Convex Phillips Curve 2009
The B.E. Journal of Macroeconomics 9(1) (Topics): Article 22.

Flight-to-Quality and Asymmetric Volatility Responses in U.S. Treasuries 2009
with Mardi Dungey and Michael McKenzie, Global Finance Journal 19: 252-267.

The U.S. Treasury Market in August 1998: Untangling the Effects of Hong Kong and Russia with High-Frequency Data
with Mardi Dungey and Charles Goodhart, International Journal of Finance & Economics 13: 40-52.

Testing for Changing Persistence in U.S. Treasury On/Off Spreads Under Weighted-Symmetric Estimation 2008
with Vanessa Smith, European Journal of Finance 14: 75-89.

Fear of Floating and Social Welfare 2007
International Journal of Central Banking 3: 183-204.

Conditional Predictability of Daily Exchange Rates 2002
with Anne-Sophie Vanroyen, Journal of Forecasting 21: 301-315.

Expected Social Welfare under a Convex Phillips Curve and Asymmetric Policy Preferences 2002

Journal of Money, Credit & Banking 34(2): 434-449.

Information-Theoretic Sample Size Selection for Linear Prediction 2000
Neural Network World 10(1-2): 72-79.

Monetary Policy with a Nonlinear Phillips Curve and Asymmetric Loss 1999
Studies in Nonlinear Dynamics & Econometrics 3(4): 223-238.

Effective Central Bank Independence and the Inflation-Output Trade-Off 1999
Journal of Macroeconomics 21(4): 729-753.

The Case for Asymmetry in the U.S. Phillips Curve 1999
with Doug Laxton and David Rose, Journal of Economic Dynamics & Control 23(9-10): 1459-1485.

Dr Demosthenes N. Tambakis

Fellow and Director of Studies in Economics and Finance (Pembroke College)

Research Group:

CV: Curriculum Vitae

Contact Details
Room: 62
College: Pembroke College