16
H index
22
i10 index
1371
Citations
Ian Marsh : Citation Profile
City University | RESEARCH PRODUCTION: 24 Articles 21 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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25 years (1994 - 2019). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Ian Marsh. | Is cited by:
| Cites to:
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Main data
Where Ian Marsh has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of International Money and Finance | 4 |
| International Journal of Finance & Economics | 2 |
| Journal of Banking & Finance | 2 |
| Journal of Financial Stability | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 4 |
Recent works citing Ian Marsh (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ojea-Ferreiro, Javier ; Reboredo, Juan Carlos. In: FEEM Working Papers. RePEc:ags:feemwp:330720. Full description at Econpapers || Download paper |
| 2023 | Fiscal Rules, Independent Fiscal Institutions, and Sovereign Risk. (2023). Sprincean, Nicu ; Georgescu, George ; Capraru, Bogdan. In: Working Papers of Romania Fiscal Council. RePEc:ane:wpcfro:230201. Full description at Econpapers || Download paper |
| 2023 | BEAST: A model for the assessment of system-wide risks and macroprudential policies. (2023). Boucherie, Louis ; Janokova, Martina ; Velasco, Sofia ; Panos, Jiri ; Lampe, Max ; Dimitrov, Ivan ; Vagliano, Gianluca ; Gross, Johannes ; Budnik, Katarzyna. In: Working Paper Series. RePEc:ecb:ecbwps:20232855. Full description at Econpapers || Download paper |
| 2023 | Identifying the true nature of price discovery and cross-market informational flow in the investment grade CDS and equity markets. (2023). Yin, Anwen ; Procasky, William J. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002121. Full description at Econpapers || Download paper |
| 2023 | Market participants or the random walk – who forecasts better? Evidence from micro-level survey data. (2023). Österholm, Pär ; Osterholm, Par ; Silfverberg, Oliwer ; Kladivko, Kamil ; Kiss, Tamas. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001253. Full description at Econpapers || Download paper |
| 2023 | What is mine is yours: Sovereign risk transmission during the European debt crisis. (2023). Shin, Yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000037. Full description at Econpapers || Download paper |
| 2023 | Cryptocurrency regulation and market quality. (2023). Clancey-Shang, Danjue ; Griffith, Todd. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000124. Full description at Econpapers || Download paper |
| 2023 | Fixed income conference calls. (2023). Zhu, Zhiwei ; Xu, DA ; Shohfi, Thomas ; de Franco, Gus. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:75:y:2023:i:1:s0165410122000416. Full description at Econpapers || Download paper |
| 2023 | COVID-19 Pandemic and Global Corporate CDS Spreads. (2023). Wu, Eliza ; To, Thomas Y ; Marra, Miriam ; Hasan, Iftekhar ; Zhang, Gaiyan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622001984. Full description at Econpapers || Download paper |
| 2023 | Tournament-based incentives and the lease-versus-buy decision. (2023). Chowdhury, Hasibul ; Rahman, Shofiqur. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003107. Full description at Econpapers || Download paper |
| 2023 | Information acquisition costs and credit spreads. (2023). Rettl, Daniel A ; Jaskowski, Marcin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s037842662300016x. Full description at Econpapers || Download paper |
| 2023 | Bail-in and bank funding costs. (2023). Galfrascoli, Paola ; Cerasi, Vittoria. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000797. Full description at Econpapers || Download paper |
| 2023 | Cointegration analysis of hazard rates and CDSs: Applications to pairs trading strategy. (2023). Nakamura, Nobuhiro ; Kato, Kensuke. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:612:y:2023:i:c:s0378437123000444. Full description at Econpapers || Download paper |
| 2023 | Carbon default swap – disentangling the exposure to carbon risk through CDS. (2023). Taschini, Luca ; Kiesel, Rudiger ; Blasberg, Alexander. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118092. Full description at Econpapers || Download paper |
| 2023 | Carbon default swap – disentangling the exposure to carbon risk through CDS. (2023). Taschini, Luca ; Kiesel, Rudiger ; Blasberg, Alexander. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118096. Full description at Econpapers || Download paper |
| 2023 | Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ojea-Ferreiro, Javier ; Reboredo, Juan C. In: Working Papers. RePEc:fem:femwpa:2023.04. Full description at Econpapers || Download paper |
| 2023 | Assessing the Impact of Credit Risk on Equity Options via Information Contents and Compound Options. (2023). Mancino, Maria Elvira ; Maglione, Federico. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:10:p:183-:d:1264236. Full description at Econpapers || Download paper |
| 2023 | Market Participants or the Random Walk – Who Forecasts Better? Evidence from Micro Level Survey Data. (2023). Österholm, Pär ; Osterholm, Par ; Silfverberg, Oliwer ; Kladivko, Kamil ; Kiss, Tamas. In: Working Papers. RePEc:hhs:oruesi:2023_002. Full description at Econpapers || Download paper |
| 2023 | Implied Volatility Changes and Corporate Bond Returns. (2023). Zhan, Xintong ; Xiao, Xiao ; Goyal, Amit ; Cao, Jie. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1375-1397. Full description at Econpapers || Download paper |
| 2023 | The Econometrics of Factor Loadings and Implications for Monetary Policy in a Small Open Economy (2005- 2020) – Sierra Leone. (2023). Warburton, Christopher ; Jackson, Emerson A. In: Journal of Economic Policy Researches. RePEc:ist:iujepr:v:10:y:2023:i:1:p:19-35. Full description at Econpapers || Download paper |
| 2023 | CDS and equity markets’ volatility linkages: lessons from the EMU crisis. (2023). Kouretas, Georgios ; Laopodis, Nikiforos T ; Bratis, Theodoros. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:3:d:10.1007_s11156-023-01126-7. Full description at Econpapers || Download paper |
| 2023 | Does CDS market price intangible asset value? Evidence from SG&A expenditure. (2023). Xie, Yuan ; Lin, Xintian ; Huang, Rong. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:2:d:10.1007_s11156-023-01165-0. Full description at Econpapers || Download paper |
| 2023 | Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps. (2023). Ojea-Ferreiro, Javier ; Reboredo, Juan C. In: Working Papers. RePEc:mib:wpaper:509. Full description at Econpapers || Download paper |
| 2023 | Selective Default Expectations. (2023). Oosterlinck, Kim ; Accominotti, Olivier. In: Rationality and Competition Discussion Paper Series. RePEc:rco:dpaper:425. Full description at Econpapers || Download paper |
| 2023 | Does BRRD mitigate the bank-to-sovereign risk channel?. (2023). Vennet, Rudi Vander ; Soenen, Nicolas ; Present, Thomas ; Lamers, Martien. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:23/1060. Full description at Econpapers || Download paper |
| 2023 | Bet against the trend and cash in profits: An agent-based model of endogenous fluctuations of exchange rates. (2023). Bassi, Federico ; Lang, Dany ; Ramos, Raquel. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:33:y:2023:i:2:d:10.1007_s00191-023-00821-x. Full description at Econpapers || Download paper |
| 2023 | A non-Normal framework for price discovery: The independent component based information shares measure. (2023). Zema, Sebastiano Michele. In: LEM Papers Series. RePEc:ssa:lemwps:2023/03. Full description at Econpapers || Download paper |
| 2023 | Stabilizing Asset Prices through Transition from Continuous Trading to Electronic Auctions. (2023). Schulmeister, Stephan. In: WIFO Working Papers. RePEc:wfo:wpaper:y:2023:i:666. Full description at Econpapers || Download paper |
| 2023 | International journal of finance and economics: A bibliometric overview. (2023). Gupta, Prashant ; Goyal, Kirti ; Kumar, Satish ; Baker, Kent H. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:9-46. Full description at Econpapers || Download paper |
| 2023 | The role of expectations for currency crisis dynamics—The case of the Turkish lira. (2023). Czudaj, Robert ; Beckmann, Joscha. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:625-642. Full description at Econpapers || Download paper |
| 2023 | How Powerful Is Unannounced, Sterilized Foreign Exchange Intervention?. (2023). Weber, Jacob P ; Naef, Alain. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:5:p:1307-1319. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
Works by Ian Marsh:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2004 | An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps In: Working Papers. [Full Text][Citation analysis] | paper | 61 |
| 2004 | An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps.(2004) In: Bank of England working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | paper | |
| 2002 | What central banks can learn about default risk from credit markets In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 2 |
| 2016 | News-Specific Price Discovery in Credit Default Swap Markets In: Financial Management. [Full Text][Citation analysis] | article | 14 |
| 2005 | An Empirical Analysis of the Dynamic Relation between Investment?Grade Bonds and Credit Default Swaps In: Journal of Finance. [Full Text][Citation analysis] | article | 568 |
| 2005 | Comovements in the prices of securities issued by large complex financial institutions In: Bank of England working papers. [Full Text][Citation analysis] | paper | 7 |
| 2006 | The effect of lenders credit risk transfer activities on borrowing firms equity returns In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 16 |
| 2007 | Bank behaviour with access to credit risk transfer markets In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
| 2012 | Why is price discovery in credit default swap markets news-specific? In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 16 |
| 2019 | Currency Regimes and the Carry Trade In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| 2019 | Currency Regimes and the Carry Trade.(2019) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2019 | Currency regimes and the carry trade.(2019) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 1999 | Currency Spillovers and Tri-Polarity: A Simultaneous Model of the US Dollar, German Mark and Japanese Yen In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
| 2004 | Currency spillovers and tri-polarity: a simultaneous model of the US dollar, German mark and Japanese yen.(2004) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 1999 | How Do UK-Based Foreign Exchange Dealers Think Their Market Operates? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 134 |
| 2004 | How do UK-based foreign exchange dealers think their market operates?.(2004) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 134 | article | |
| 2000 | How Do UK-Based Foreign Exchange Dealers Think Their Market Operates?.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 134 | paper | |
| 2004 | Credit Risk Transfer and Financial Sector Performance In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 2004 | Exchange market pressure on the pound-dollar exchange rate: 1925-1931 In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2003 | Exchange Market Pressure on the Pound-Dollar Exchange Rate: 1925-1931.(2003) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2006 | An assessment of the case for monetary union or official dollarization in five Latin American countries In: Emerging Markets Review. [Full Text][Citation analysis] | article | 12 |
| 1997 | Crash! Expectational Aspects of the Departures of the United Kingdom and the United States from the Inter-War Gold Standard In: Explorations in Economic History. [Full Text][Citation analysis] | article | 2 |
| 2006 | Credit risk transfer and financial sector stability In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 55 |
| 2007 | Comovements in the equity prices of large complex financial institutions In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 22 |
| 1996 | A note on the performance of foreign exchange forecasters in a portfolio framework In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 21 |
| 2012 | Banning short sales and market quality: The UK’s experience In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 36 |
| 1996 | Currency forecasters are heterogeneous: confirmation and consequences In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 111 |
| 2011 | Order flow and central bank intervention: An empirical analysis of recent Bank of Japan actions in the foreign exchange market In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 10 |
| 2016 | What do retail FX traders learn? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 4 |
| 2000 | Realignment expectations and the US dollar, 1890-1897: Was there a Peso problem? In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 26 |
| 2003 | The International Monetary Fund: Past, Present and Future In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2016 | A hybrid approach to exchange rates In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 1994 | Competitiveness Indicators: A Theoretical and Empirical Assessment In: IMF Working Papers. [Full Text][Citation analysis] | paper | 22 |
| 2011 | Remilitarization and the End of the Gold Bloc in 1936 In: De Economist. [Full Text][Citation analysis] | article | 1 |
| 2011 | Order Flows, Fundamentals and Exchange Rates In: Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2014 | ORDER FLOWS, FUNDAMENTALS AND EXCHANGE RATES.(2014) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 1996 | Hétérogénéité des prévisionnistes : une exploration des anticipations sur le marché des changes In: Économie et Prévision. [Full Text][Citation analysis] | article | 0 |
| 1996 | An assessment of three measures of competitiveness In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 19 |
| 2012 | High-frequency information content in end-user foreign exchange order flows In: The European Journal of Finance. [Full Text][Citation analysis] | article | 3 |
| 2012 | Why is Price Discovery in Credit Default Swap Markets News-Specific? In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 16 |
| 2006 | Bank Behavior with Access to Credit Risk Transfer Markets In: Discussion Paper. [Full Text][Citation analysis] | paper | 25 |
| 2006 | Bank Behavior with Access to Credit Risk Transfer Markets.(2006) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 1997 | On Fundamentals And Exchange Rates: A Casselian Perspective In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 94 |
| 2001 | Official Dollarization in Latin America: Could it Work? In: Working papers. [Full Text][Citation analysis] | paper | 1 |
| 2004 | An Assessment of the Case for Monetary Union or Official Dollarization in Argentina, Brazil, Chile, Uruguay and Venezuela In: Working papers. [Full Text][Citation analysis] | paper | 11 |
| 2007 | Did Impending War in Europe Help Destroy the Gold Bloc in 1936? An Internal Inconsistency Hypothesis In: Working papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | ORDER FLOW AND EXCHANGE RATE DYNAMICS: AN APPLICATION TO EMERGING MARKETS In: International Journal of Finance & Economics. [Citation analysis] | article | 8 |
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