Ian Marsh : Citation Profile

Are you Ian Marsh?

City University

16

H index

22

i10 index

1414

Citations

RESEARCH PRODUCTION:

24

Articles

21

Papers

2

Chapters

RESEARCH ACTIVITY:

   25 years (1994 - 2019). See details.
   Cites by year: 56
   Journals where Ian Marsh has often published
   Relations with other researchers
   Recent citing documents: 63.    Total self citations: 17 (1.19 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma170
   Updated: 2024-12-03    RAS profile: 2020-08-21    
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Relations with other researchers

Works with:

Accominotti, Olivier (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ian Marsh.

Is cited by:

MacDonald, Ronald (33)

Menkhoff, Lukas (29)

Marques-Ibanez, David (19)

Wagner, Wolf (18)

Ongena, Steven (15)

Mayordomo, Sergio (14)

Avino, Davide (13)

Allegret, Jean-Pierre (12)

Girardi, Alessandro (12)

Cheung, Yin-Wong (11)

Gündüz, Yalin (11)

Cites to:

Frankel, Jeffrey (16)

MacDonald, Ronald (15)

Rose, Andrew (14)

Lyons, Richard (13)

Froot, Kenneth (12)

Bayoumi, Tamim (12)

Evans, Martin (12)

Rogoff, Kenneth (11)

Eichengreen, Barry (11)

Svensson, Lars (8)

Engel, Charles (7)

Main data

Where Ian Marsh has published?

Journals with more than one article published# docs
Journal of International Money and Finance4
International Journal of Finance & Economics2
Journal of Banking & Finance2
Journal of Financial Stability2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers4

Recent works citing Ian Marsh (2024 and 2023)

YearTitle of citing document
2023What Drives Credit Spreads of Oil Companies? Evidence from the Upstream, Integrated and Downstream Industries. (2023). Ha, Quan Tran ; Yihong, Simon Cottrell. In: The Energy Journal. RePEc:aen:journl:ej44-5-delpachitra.

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2023Is 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.

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2023Fiscal 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.

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2023Managerial tone and investors hedging activities: Evidence from credit default swaps. (2023). Zhang, Ting ; Liu, Ling ; Hu, Nan ; Liang, Peng. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:4:p:3971-3998.

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2024Modeling Corporate CDS Spreads Using Markov Switching Regressions. (2024). Roberto, Casarin ; Giacomo, Bulfone ; Ovielt, Baltodano Lopez ; Francesco, Ravazzolo. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:271-292:n:5.

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2024Exchange Rates and Sovereign Risk: A Nonlinear Approach Based on Local Gaussian Correlations. (2024). Legrenzi, Gabriella Deborah ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11019.

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2023BEAST: 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.

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2023Credit default swaps and corporate debt structure. (2023). Shan, Chenyu ; Saffar, Walid ; Chen, Yangyang ; Wang, Sarah Qian. In: Journal of Corporate Finance. RePEc:eee:corfin:v:83:y:2023:i:c:s0929119923001438.

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2023Identifying 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.

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2024Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods. (2024). Haddou, Samira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000111.

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2024Margin-buying, short-selling, and stock valuation: Why is the effect reversed over time in China?. (2024). Wan, Xiaoyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:76:y:2024:i:c:s0927539824000112.

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2023The impact of COVID-19 on the relative market efficiency and forecasting ability of credit derivative and equity markets. (2023). Yin, Anwen ; Procasky, William J. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004428.

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2024Does short selling reduce classification shifting?—— Exploration of market-oriented governance mechanism. (2024). Zhang, Junrui ; Bai, Xuelian ; He, Meng. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400125x.

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2023Market 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.

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2024Bond yield effects of corporate bond default: Evidence from bond default events of 2014–2022. (2024). Luo, Yixuan ; Li, Jiarui ; Wang, Hui. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323013260.

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2024Determinants of credit default swap spread changes: The sell-side perspective. (2024). Joe, Denis Yongmin ; Park, Haerang ; Oh, Byungmin. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323008462.

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2023What 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.

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2024The impact of COVID-19 on sovereign contagion. (2024). Moratis, Georgios ; Drakos, Anastasios. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s157230892300089x.

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2024Mispricing of debt expansion in the eurozone sovereign credit market. (2024). Zenios, Stavros A ; Milidonis, Andreas ; Lotfi, Somayyeh. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001158.

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2023Cryptocurrency 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.

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2023Fixed 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.

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2023COVID-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.

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2023Tournament-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.

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2023Information 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.

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2023Bail-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.

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2023Cointegration 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.

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2024The effect of economic and political uncertainty on sovereign CDS spreads. (2024). Pan, Wei-Fong ; Wang, Xinjie ; Zhang, Jinfan ; Xu, Weike ; Xiao, Yaqing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:143-155.

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2024Credit risk and bubble behavior of credit default swaps in the corporate energy sector. (2024). Figuerola-Ferretti, Isabel ; Cervera, Ignacio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:702-731.

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2023Carbon 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.

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2023Carbon 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.

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2023Is 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.

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2023Assessing 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.

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2023Market 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.

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2023Implied 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.

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2023The 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.

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2024Oil price uncertainly and sovereign credit risk in GCC countries: fresh evidence. (2024). Maghyereh, Aktham ; Abdoh, Hussein. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:21:y:2024:i:2:d:10.1007_s10368-024-00607-x.

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2023CDS 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.

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2023Does 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.

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2023Is 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.

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2023Selective Default Expectations. (2023). Oosterlinck, Kim ; Accominotti, Olivier. In: Rationality and Competition Discussion Paper Series. RePEc:rco:dpaper:425.

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2023Does 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.

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2023Bet 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.

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2023A 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.

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2023Stabilizing Asset Prices through Transition from Continuous Trading to Electronic Auctions. (2023). Schulmeister, Stephan. In: WIFO Working Papers. RePEc:wfo:wpaper:y:2023:i:666.

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2023International 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.

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2023The 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.

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2023Forecasting high?yield equity and CDS index returns: Does observed cross?market informational flow have predictive power?. (2022). Yin, Anwen ; Procasky, William J. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:8:p:1466-1490.

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2023How 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.

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2023.

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Works by Ian Marsh:

YearTitleTypeCited
2004An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps In: Working Papers.
[Full Text][Citation analysis]		paper62
2004An 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: 62		paper
2002What central banks can learn about default risk from credit markets In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter2
2016News-Specific Price Discovery in Credit Default Swap Markets In: Financial Management.
[Full Text][Citation analysis]		article16
2005An Empirical Analysis of the Dynamic Relation between Investment-Grade Bonds and Credit Default Swaps In: Journal of Finance.
[Full Text][Citation analysis]		article598
2005Comovements in the prices of securities issued by large complex financial institutions In: Bank of England working papers.
[Full Text][Citation analysis]		paper7
2006The effect of lenders credit risk transfer activities on borrowing firms equity returns In: Research Discussion Papers.
[Full Text][Citation analysis]		paper16
2007Bank behaviour with access to credit risk transfer markets In: Research Discussion Papers.
[Full Text][Citation analysis]		paper20
2012Why is price discovery in credit default swap markets news-specific? In: Research Discussion Papers.
[Full Text][Citation analysis]		paper17
2019Currency Regimes and the Carry Trade In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper9
2019Currency 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
2019Currency 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
1999Currency Spillovers and Tri-Polarity: A Simultaneous Model of the US Dollar, German Mark and Japanese Yen In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper10
2004Currency 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
1999How Do UK-Based Foreign Exchange Dealers Think Their Market Operates? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper134
2004How 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
2000How 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
2004Credit Risk Transfer and Financial Sector Performance In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper7
2004Exchange market pressure on the pound-dollar exchange rate: 1925-1931 In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article2
2003Exchange 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
2006An assessment of the case for monetary union or official dollarization in five Latin American countries In: Emerging Markets Review.
[Full Text][Citation analysis]		article12
1997Crash! 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]		article2
2006Credit risk transfer and financial sector stability In: Journal of Financial Stability.
[Full Text][Citation analysis]		article55
2007Comovements in the equity prices of large complex financial institutions In: Journal of Financial Stability.
[Full Text][Citation analysis]		article22
1996A note on the performance of foreign exchange forecasters in a portfolio framework In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article21
2012Banning short sales and market quality: The UK’s experience In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article39
1996Currency forecasters are heterogeneous: confirmation and consequences In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article112
2011Order 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]		article10
2016What do retail FX traders learn? In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article4
2000Realignment expectations and the US dollar, 1890-1897: Was there a Peso problem? In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article26
2003The International Monetary Fund: Past, Present and Future In: Chapters.
[Full Text][Citation analysis]		chapter0
2016A hybrid approach to exchange rates In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article2
1994Competitiveness Indicators: A Theoretical and Empirical Assessment In: IMF Working Papers.
[Full Text][Citation analysis]		paper23
2011Remilitarization and the End of the Gold Bloc in 1936 In: De Economist.
[Full Text][Citation analysis]		article1
2011Order Flows, Fundamentals and Exchange Rates In: Discussion Papers.
[Full Text][Citation analysis]		paper4
2014ORDER 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
1996Hétérogénéité des prévisionnistes : une exploration des anticipations sur le marché des changes In: Économie et Prévision.
[Full Text][Citation analysis]		article0
1996An assessment of three measures of competitiveness In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]		article19
2012High-frequency information content in end-user foreign exchange order flows In: The European Journal of Finance.
[Full Text][Citation analysis]		article3
2012Why is Price Discovery in Credit Default Swap Markets News-Specific? In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper17
2006Bank Behavior with Access to Credit Risk Transfer Markets In: Discussion Paper.
[Full Text][Citation analysis]		paper27
2006Bank Behavior with Access to Credit Risk Transfer Markets.(2006) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
1997On Fundamentals And Exchange Rates: A Casselian Perspective In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article94
2001Official Dollarization in Latin America: Could it Work? In: Working papers.
[Full Text][Citation analysis]		paper1
2004An Assessment of the Case for Monetary Union or Official Dollarization in Argentina, Brazil, Chile, Uruguay and Venezuela In: Working papers.
[Full Text][Citation analysis]		paper11
2007Did Impending War in Europe Help Destroy the Gold Bloc in 1936? An Internal Inconsistency Hypothesis In: Working papers.
[Full Text][Citation analysis]		paper1
2012ORDER FLOW AND EXCHANGE RATE DYNAMICS: AN APPLICATION TO EMERGING MARKETS In: International Journal of Finance & Economics.
[Citation analysis]		article8

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