Ian Marsh : Citation Profile


Are you Ian Marsh?

City University

13

H index

16

i10 index

864

Citations

RESEARCH PRODUCTION:

22

Articles

22

Papers

2

Chapters

RESEARCH ACTIVITY:

   22 years (1994 - 2016). See details.
   Cites by year: 39
   Journals where Ian Marsh has often published
   Relations with other researchers
   Recent citing documents: 95.    Total self citations: 17 (1.93 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma170
   Updated: 2018-11-10    RAS profile: 2016-06-29    
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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:

MacDonald, Ronald (29)

Menkhoff, Lukas (24)

Wagner, Wolf (14)

Allegret, Jean-Pierre (12)

Cheung, Yin-Wong (11)

Marques-Ibanez, David (11)

Chinn, Menzie (9)

Girardi, Alessandro (9)

Reitz, Stefan (9)

Avino, Davide (8)

Gündüz, Yalin (8)

Cites to:

Frankel, Jeffrey (15)

Rose, Andrew (14)

MacDonald, Ronald (10)

Lyons, Richard (10)

Bayoumi, Tamim (9)

Eichengreen, Barry (9)

Evans, Martin (9)

Dungey, Mardi (7)

Svensson, Lars (7)

Summers, Lawrence (6)

Engel, Charles (6)

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
Working Papers / Warwick Business School, Finance Group4

Recent works citing Ian Marsh (2018 and 2017)


YearTitle of citing document
2018A review of two decades of correlations, hierarchies, networks and clustering in financial markets. (2018). Donnat, Philippe ; Bi, Mikolaj ; Nielsen, Frank ; Marti, Gautier . In: Papers. RePEc:arx:papers:1703.00485.

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2017Credit Risk Transfer and Bank Insolvency Risk. (2017). van Oordt, Maarten. In: Staff Working Papers. RePEc:bca:bocawp:17-59.

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2017A quantitative analysis of risk premia in the corporate bond market. (2017). Cecchetti, Sara . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1141_17.

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2018Why do banks securitise their assets? Bank-level evidence from over one hundred countries in the pre-crisis period. (2018). Panetta, Fabio ; Pozzolo, Alberto Franco . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1183_18.

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2017Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets. (2017). Hördahl, Peter ; Gyntelberg, Jacob ; Urban, Jorg ; Ters, Kristyna ; Hordahl, Peter . In: BIS Working Papers. RePEc:bis:biswps:631.

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2017Effect of the ban on short selling on market prices and volatility. (2017). Helmes, Uwe ; Smith, Tom ; Henker, Thomas . In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:727-757.

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2017The role of managerial risk-taking in the ‘rise and fall’ of the CDS market. (2017). Dias, Roshanthi . In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i::p:117-145.

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2017Heterogeneous beliefs and asset price dynamics: a survey of recent evidence. (2017). Verschoor, Willem ; ter Ellen, Saskia. In: Working Paper. RePEc:bno:worpap:2017_22.

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2017Solvency and wholesale funding cost interactions at UK banks. (2017). Hacioglu Hoke, Sinem ; Panagiotopoulos, Apostolos ; Dent, Kieran . In: Bank of England working papers. RePEc:boe:boeewp:0681.

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2018Influence of National Competitiveness Indicators on the Export Performance of the Visegrad Group Plus Countries. (2018). Majerova, Ingrid ; Nevima, Jan. In: DANUBE: Law and Economics Review. RePEc:cmn:journl:y:2018:i:1:p:19-36.

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2018Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach. (2018). Siklos, Pierre ; Gross, Christian. In: CQE Working Papers. RePEc:cqe:wpaper:7218.

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2018The Term Structure of Redenomination Risk. (2018). Kim, Chi Hyun ; Bayer, Christian ; Kriwoluzky, Alexander. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1740.

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2018Discretionary fiscal policy and sovereign risk. (2018). Montes, Gabriel Caldas ; Valpassos, Iven Silva. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00081.

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2017Securitization and credit quality. (2017). Ongena, Steven ; Marques-Ibanez, David ; Kara, Alper ; Marques-Ibaez, David . In: Working Paper Series. RePEc:ecb:ecbwps:20172009.

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2017Linkages and Efficiency Between iTraxx Europe and Financial Market Dynamics in South-East Europe Capital Markets in Post-crisis Period. (2017). Paskaleva, Mariya ; Stoitsova-Stoykova, Ani . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-24.

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2017An Improvement on An Interest Rate Commission Agent Banking System Model (AIRCABS Model). (2017). Kruger, Jan ; Tessema, Ameha Tefera . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-80.

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2017Direct and indirect risk-taking incentives of inside debt. (2017). Colonnello, Stefano ; Hoang, Ngoc Giang ; Curatola, Giuliano. In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:428-466.

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2018Cognitive ability and earnings performance: Evidence from double auction market experiments. (2018). Chen, Shu-Heng ; Yang, Lee-Xieng ; Tai, Chung-Ching. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:409-440.

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2018Time-varying arbitrage and dynamic price discovery. (2018). Frijns, Bart. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:485-502.

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2017Equity market information and credit risk signaling: A quantile cointegrating regression approach. (2017). Gatfaoui, Hayette. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:48-59.

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2017Combined Lagrange multiplier test for ARCH in vector autoregressive models. (2017). Catani, P S. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:62-84.

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2017How credit ratings affect sovereign credit risk: Cross-border evidence in Latin American emerging markets. (2017). Ballester, Laura ; Gonzalez-Urteaga, Ana . In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:200-214.

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2018Can Islamic banks have their own benchmark?. (2018). Azad, A. S. M. S., ; Ahsan, Amirul ; Chazi, Abdelaziz ; Azmat, Saad. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:120-136.

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2018The reputational effects of analysts stock recommendations and credit ratings: Evidence from operational risk announcements in the financial industry. (2018). Barakat, Ahmed ; Fenn, Paul ; Ashby, Simon. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:1-22.

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2018Future directions in international financial integration research - A crowdsourced perspective. (2018). Zaghini, Andrea ; Piljak, Vanja ; Fernandez, Viviana ; Gogolin, Fabian ; Versteeg, Roald ; Ly, Kim Cuong ; Urquhart, Andrew ; Lonarski, Igor ; Dimic, Nebojsa ; Stafylas, Dimitrios ; Lindblad, Annika ; Carchano, Oscar ; Sheng, Xin ; Larkin, Charles J ; Brzeszczynski, Janusz ; Sevic, Aleksandar ; Laing, Elaine ; Barbopoulos, Leonidas ; Kearney, Fearghal ; Ballester, Laura ; Ohagan-Luff, Martha ; Ichev, Riste ; Vigne, Samuel A ; Yarovaya, Larisa ; Neville, Conor ; Helbing, Pia ; Lucey, Brian M ; Wolfe, Simon ; McGroarty, Frank ; Goodell, John W ; Vu, Anh N ; McGee, Richard J ; Gonzalez-Urteaga, Ana ; Marin, Matej . In: International Review of Financial Analysis. RePEc:eee:finana:v:55
2018An analysis of time-varying commodity market price discovery. (2018). Narayan, Paresh Kumar ; Sharma, Susan Sunila. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:122-133.

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2017Sovereign bond markets and financial volatility dynamics: Panel-GARCH evidence for six euro area countries. (2017). Cermeño, Rodolfo ; Curto, Jose Dias ; Cermeo, Rodolfo ; Ribeiro, Pedro Pires . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:107-114.

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2017What determines bank CDS spreads? Evidence from European and US banks. (2017). Thornton, John ; di Tommaso, Caterina ; Drago, Danilo. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:140-145.

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2017Understanding transactions prices in the credit default swaps market. (2017). Tang, Dragon Yongjun ; Yan, Hong. In: Journal of Financial Markets. RePEc:eee:finmar:v:32:y:2017:i:c:p:1-27.

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2017Price discovery in equity and CDS markets. (2017). Perrakis, Stylianos ; Zhong, Rui ; Kryzanowski, Lawrence. In: Journal of Financial Markets. RePEc:eee:finmar:v:35:y:2017:i:c:p:21-46.

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2017Securitization and economic activity: The credit composition channel. (2017). Wagner, Wolf ; Gong, Di ; Bertay, Ata. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:225-239.

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2017Determinants of risk in the banking sector during the European Financial Crisis. (2017). Kousenidis, Dimitrios ; Negkakis, Christos ; Ladas, Anestis ; Kosmidou, Kyriaki. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:285-296.

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2017An international forensic perspective of the determinants of bank CDS spreads. (2017). Sousa, Ricardo ; Mallick, Sushanta ; Benbouzid, Nadia. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:60-70.

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2017Rationality and forecasting accuracy of exchange rate expectations: Evidence from survey-based forecasts. (2017). Ince, Onur ; Molodtsova, Tanya . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:131-151.

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2017Do country-level financial structures explain bank-level CDS spreads?. (2017). Sousa, Ricardo ; Mallick, Sushanta ; Benbouzid, Nadia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:135-145.

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2017The equity-like behaviour of sovereign bonds. (2017). Dufour, Alfonso ; Varotto, Simone ; Stancu, Andrei . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:25-46.

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2017Is default risk priced equally fast in the credit default swap and the stock markets? AN empirical investigation. (2017). Tolikas, Konstantinos ; Topaloglou, Nikolas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:39-57.

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2018Distribution specific dependence and causality between industry-level U.S. credit and stock markets. (2018). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Balcilar, Mehmet ; Hammoudeh, Shawkat ; Mensi, Walid ; Hussain, Syed Jawad. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:114-133.

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2017Dependence in credit default swap and equity markets: Dynamic copula with Markov-switching. (2017). Fuertes, Ana-Maria ; Kalotychou, Elena ; Fei, Fei . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:662-678.

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2017When does the bond price reaction to earnings announcements predict future stock returns?. (2017). Even-Tov, Omri. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:64:y:2017:i:1:p:167-182.

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2017Information in CDS spreads. (2017). Norden, Lars . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:118-135.

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2018Detecting abnormal changes in credit default swap spreads using matching-portfolio models. (2018). Lugo, Stefano ; Bertoni, Fabio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:90:y:2018:i:c:p:146-158.

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2017Transmission of financial stress in Europe: The pivotal role of Italy and Spain, but not Greece. (2017). Johnson, Christian ; Gonzalez-Hermosillo, Brenda . In: Journal of Economics and Business. RePEc:eee:jebusi:v:90:y:2017:i:c:p:49-64.

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2018The impact of the Volcker rule on targeted banks, systemic risk, liquidity, and financial reporting quality. (2018). Elayan, Fayez A ; Pacharn, Parunchana ; Brown, Kareen ; Aktas, Rafet . In: Journal of Economics and Business. RePEc:eee:jebusi:v:96:y:2018:i:c:p:69-89.

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2017Large shareholders and credit ratings. (2017). Kedia, Simi ; Zhou, Xing ; Rajgopal, Shivaram. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:3:p:632-653.

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2017The impact of innovation: Evidence from corporate bond exchange-traded funds (ETFs). (2017). Dannhauser, Caitlin D. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:537-560.

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2017Do banks’ overnight borrowing rates lead their CDS price? Evidence from the Eurosystem. (2017). Jokivuolle, Esa ; Tolo, Eero ; Viren, Matti. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:31:y:2017:i:c:p:93-106.

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2017Dynamic information spillovers in intraregionally-focused spot and forward currency markets. (2017). Fawson, Chris ; Yang, Jiao-Hui ; Wang, XI. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:71:y:2017:i:c:p:78-110.

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2017Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:283-300.

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2017Order flow and exchange rate comovement. (2017). Li, Xiao-Ming ; Kleinbrod, Vincent M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:77:y:2017:i:c:p:199-215.

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2018Private information, capital flows, and exchange rates. (2018). Loretan, Mico ; Subhanij, Tientip ; Gyntelberg, Jacob . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:40-55.

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2018Quality of government institutions and spreads on sovereign credit default swaps. (2018). Chen, Hsien-Yi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:87:y:2018:i:c:p:82-95.

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2017Heterogeneous expectations and the distribution of wealth. (2017). Acedaski, Jan . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:53:y:2017:i:c:p:162-175.

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2018.

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2017Competitiveness divergence in the Eurozone: The need for symmetric adjustment. (2017). Giannellis, Nikolaos ; Koukouritakis, Minoas . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:5:p:942-962.

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2017Examining the efficiency and interdependence of US credit and stock markets through MF-DFA and MF-DXA approaches. (2017). Shahzad, Syed Jawad Hussain ; Mensi, walid ; Kumar, Ronald ; Nor, Safwan Mohd ; Hussain, Syed Jawad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:351-363.

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2017Valuation of systematic risk in the cross-section of credit default swap spreads. (2017). Scheule, Harald ; Rosch, Daniel ; Lohr, Sebastian ; Claussen, Arndt . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:64:y:2017:i:c:p:183-195.

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2017Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Hammoudeh, Shawkat ; Nor, Safwan Mohd. In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:46-61.

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2017Liquidity basis between credit default swaps and corporate bonds markets. (2017). Kim, Kwanho . In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:98-115.

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2018The housing market and the credit default swap premium in the UK banking sector: A VAR approach. (2018). Benbouzid, Nadia ; Pilbeam, Keith ; Mallick, Sushanta. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:1-15.

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2018The Purchasing Power Parity Puzzle: An Update. (2018). Razzak, Weshah. In: EERI Research Paper Series. RePEc:eei:rpaper:eeri_rp_2018_05.

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2017Short-Selling Bans and Bank Stability. (2017). Simonelli, Saverio ; Pagano, Marco ; Beber, Alessandro ; Fabbri, Daniela . In: EIEF Working Papers Series. RePEc:eie:wpaper:1604.

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2017Rating Migration and Bond Valuation: Decomposing Rating Migration Matrices from Market Data via Default Probability Term Structures. (2017). Barnard, Brian . In: Expert Journal of Finance. RePEc:exp:finnce:v:5:y:2017:i::p:49-72.

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2017Empirical network contagion for U.S. financial institutions. (2017). Duarte, Fernando ; Jones, Collin. In: Staff Reports. RePEc:fip:fednsr:826.

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2017Alarm System for Credit Losses Impairment under IFRS 9. (2017). Salhi, Yahia ; Therond, Pierre-Emmanuel. In: Post-Print. RePEc:hal:journl:hal-00927391.

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2017International risk spillover in the sovereign credit markets: An empirical analysis. (2017). de Peretti, Christian ; Hmaied, Dorra ; Sabkha, Saker. In: Working Papers. RePEc:hal:wpaper:hal-01652526.

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2018On the performances of Dynamic Conditional Correlation models in the Sovereign CDS market and the corresponding bond market. (2018). de Peretti, Christian ; Sabkha, Saker. In: Working Papers. RePEc:hal:wpaper:hal-01710398.

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2018Des insuffisances de la PPA à l’apport du NATREX : une revue critique des théories du taux de change réel d’équilibre. (2018). rey, serge. In: Working Papers. RePEc:hal:wpaper:hal-01880363.

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2017What’s Mine Is Yours: Sovereign Risk Transmission during the European Debt Crisis. (2017). shin, yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew . In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2017n17.

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2018The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market. (2018). Stanek, Filip ; Kukacka, Jiri. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9649-9.

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2018Liquidity and Pricing of Credit Default Swaps in Japan: Evidence from a Benchmark Index for Corporate Debt Claims. (2018). Inaba, Kei-Ichiro. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:54:y:2018:i:1:d:10.1007_s10693-016-0241-6.

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2017The economic significance of CDS price discovery. (2017). Xiang, Vincent ; Fang, Victor ; Chng, Michael T. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:1:d:10.1007_s11156-015-0540-2.

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2018Credit default swap spreads and annual report readability. (2018). Hu, Nan ; Zhu, LU ; Liu, Ling. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:2:d:10.1007_s11156-017-0639-8.

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2017Asset Mispricing. (2017). Longstaff, Francis ; Lewis, Kurt ; Petrasek, Lubomir . In: NBER Working Papers. RePEc:nbr:nberwo:23231.

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2017Exchange Rate Prediction Redux: New Models, New Data, New Currencies. (2017). Garcia Pascual, Antonio ; Cheung, Yin-Wong ; Chinn, Menzie ; Zhang, YI. In: NBER Working Papers. RePEc:nbr:nberwo:23267.

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2018Systemic risk spillovers in sovereign credit default swaps in Europe: a spatial approach. (2018). Mili, Mehdi. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:2:d:10.1057_s41260-017-0068-1.

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2018A novel approach for testing the parity relationship between CDS and credit spread. (2018). Castagnetti, Carolina. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0161.

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2017The PPP Puzzle: An Update. (2017). Razzak, Weshah. In: MPRA Paper. RePEc:pra:mprapa:80774.

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2017Short-Selling Bans and Bank Stability. (2017). Simonelli, Saverio ; Pagano, Marco ; Fabbri, Daniela ; Beber, Alessandro . In: CSEF Working Papers. RePEc:sef:csefwp:423.

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2018Interdependencies between CDS spreads in the European Union: Is Greece the black sheep or black swan?. (2018). Koutmos, Dimitrios. In: Annals of Operations Research. RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-018-2788-0.

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2017The application of technical trading rules developed from spot market prices on futures market prices using CAPM. (2017). Er, Hakan ; Hushmat, Adnan. In: Eurasian Business Review. RePEc:spr:eurasi:v:7:y:2017:i:3:d:10.1007_s40821-016-0056-2.

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2017The adaptiveness in stock markets: testing the stylized facts in the DAX 30. (2017). Li, Youwei ; He, Xuezhong. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:27:y:2017:i:5:d:10.1007_s00191-017-0505-9.

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2017Wild bootstrap tests for autocorrelation in vector autoregressive models. (2017). Catani, Paul ; Ahlgren, Niklas . In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:4:d:10.1007_s00362-016-0744-0.

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2018Short-selling bans and bank stability. (2018). Simonelli, Saverio ; Pagano, Marco ; Fabbri, Daniela ; Beber, Alessandro . In: ESRB Working Paper Series. RePEc:srk:srkwps:201864.

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2018Analyzing credit risk transmission to the non-financial sector in Europe: a network approach. (2018). Siklos, Pierre ; Gross, Christian. In: ESRB Working Paper Series. RePEc:srk:srkwps:201878.

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2017Bank-sovereign ties against interbank market integration: the case of the Italian segment. (2017). Popoyan, Lilit ; Saroyan, Susanna . In: LEM Papers Series. RePEc:ssa:lemwps:2017/02.

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2018Does it take two to tango: Interaction between Credit Default Swaps and National Stock Indices. (2018). Sovbetov, Yhlas ; Saka, Hami. In: Journal of Economics and Financial Analysis. RePEc:trp:01jefa:jefa0015.

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2017Exchange Initiatives and Market Efficiency: Evidence from the Australian Securities Exchange. (2017). Dosanjh, Jagjeev . In: PhD Thesis. RePEc:uts:finphd:34.

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2017Forecaster Rationality and Expectation Formation in Foreign Exchange Markets: Do Emerging Markets Differ from Industrialized Economies?. (2017). Frenkel, Michael ; Rulke, Jan-Christoph ; Mauch, Matthias . In: WHU Working Paper Series - Economics Group. RePEc:whu:wpaper:17-04.

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2017Debt Collateralization, Structured Finance, and the CDS Basis. (2017). Feixue, Gong ; Phelan, Gregory. In: Department of Economics Working Papers. RePEc:wil:wileco:2017-06.

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2017HEDGING OF CREDIT DERIVATIVES, SYSTEMATIC FLUCTUATION AND BANKING STABILITY IN CHINA. (2017). Chen, Qi-An ; Du, Fangzhou. In: The Singapore Economic Review (SER). RePEc:wsi:serxxx:v:62:y:2017:i:04:n:s0217590817400288.

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2018Heterogeneous expectations and asset price dynamics. (2018). Schmitt, Noemi. In: BERG Working Paper Series. RePEc:zbw:bamber:134.

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2018The time-varying impact of systematic risk factors on corporate bond spreads. (2018). Klein, Arne C ; Pliszka, Kamil. In: Discussion Papers. RePEc:zbw:bubdps:142018.

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2017Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts. (2017). Kunze, Frederik. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:326.

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2017Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168291.

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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.
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paper50
2004An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps.(2004) In: Bank of England working papers.
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This paper has another version. Agregated cites: 50
paper
2002What central banks can learn about default risk from credit markets In: BIS Papers chapters.
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chapter1
2005An Empirical Analysis of the Dynamic Relation between Investment-Grade Bonds and Credit Default Swaps In: Journal of Finance.
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article288
2005Comovements in the prices of securities issued by large complex financial institutions In: Bank of England working papers.
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paper7
2006The effect of lenders credit risk transfer activities on borrowing firms equity returns In: Research Discussion Papers.
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paper10
2007Bank behaviour with access to credit risk transfer markets In: Research Discussion Papers.
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paper25
2006Bank Behavior with Access to Credit Risk Transfer Markets.(2006) In: Discussion Paper.
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This paper has another version. Agregated cites: 25
paper
2012Why is price discovery in credit default swap markets news-specific? In: Research Discussion Papers.
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paper5
2012Why is Price Discovery in Credit Default Swap Markets News-Specific?.(2012) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 5
paper
1999Currency Spillovers and Tri-Polarity: A Simultaneous Model of the US Dollar, German Mark and Japanese Yen In: CEPR Discussion Papers.
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paper9
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.
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This paper has another version. Agregated cites: 9
article
1999Currency Spillovers and Tri-Polarity: a Simultaneous Model of the US Dollar, German Mark and Japanese Yen.(1999) In: Working Papers.
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This paper has another version. Agregated cites: 9
paper
1999How Do UK-Based Foreign Exchange Dealers Think Their Market Operates? In: CEPR Discussion Papers.
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paper98
2004How do UK-based foreign exchange dealers think their market operates?.(2004) In: International Journal of Finance & Economics.
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This paper has another version. Agregated cites: 98
article
2000How Do UK-Based Foreign Exchange Dealers Think Their Market Operates?.(2000) In: NBER Working Papers.
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This paper has another version. Agregated cites: 98
paper
1999How do UK-Based Foreign Exchange Dealers Think Their Market Operates?.(1999) In: Working Papers.
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This paper has another version. Agregated cites: 98
paper
2004Credit Risk Transfer and Financial Sector Performance In: CEPR Discussion Papers.
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paper7
2004Exchange market pressure on the pound-dollar exchange rate: 1925-1931 In: The North American Journal of Economics and Finance.
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article2
2003Exchange Market Pressure on the Pound-Dollar Exchange Rate: 1925-1931.(2003) In: Working papers.
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This paper has another 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.
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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.
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article2
2006Credit risk transfer and financial sector stability In: Journal of Financial Stability.
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article36
2007Comovements in the equity prices of large complex financial institutions In: Journal of Financial Stability.
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article17
1996A note on the performance of foreign exchange forecasters in a portfolio framework In: Journal of Banking & Finance.
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article17
2012Banning short sales and market quality: The UK’s experience In: Journal of Banking & Finance.
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article21
1996Currency forecasters are heterogeneous: confirmation and consequences In: Journal of International Money and Finance.
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article93
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.
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article7
2016What do retail FX traders learn? In: Journal of International Money and Finance.
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article0
2000Realignment expectations and the US dollar, 1890-1897: Was there a Peso problem? In: Journal of Monetary Economics.
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article24
2003The International Monetary Fund: Past, Present and Future In: Chapters.
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chapter0
1994Competitiveness Indicators; A Theoretical and Empirical Assessment In: IMF Working Papers.
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paper13
2011Remilitarization and the End of the Gold Bloc in 1936 In: De Economist.
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article0
2011Order Flows, Fundamentals and Exchange Rates In: Discussion Papers.
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paper3
2014ORDER FLOWS, FUNDAMENTALS AND EXCHANGE RATES.(2014) In: International Journal of Finance & Economics.
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This paper has another version. Agregated cites: 3
article
1996Hétérogénéité des prévisionnistes : une exploration des anticipations sur le marché des changes In: Économie et Prévision.
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article0
2000An Assessment of the Causes of the Abandonment of the Gold Standard by the U.S. in 1933 In: Southern Economic Journal.
[Citation analysis]
article0
1996An assessment of three measures of competitiveness In: Review of World Economics (Weltwirtschaftliches Archiv).
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article15
2012High-frequency information content in end-user foreign exchange order flows In: The European Journal of Finance.
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article3
1997On Fundamentals And Exchange Rates: A Casselian Perspective In: The Review of Economics and Statistics.
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article78
2001Official Dollarization in Latin America: Could it Work? In: Working papers.
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paper1
2004An Assessment of the Case for Monetary Union or Official Dollarization in Argentina, Brazil, Chile, Uruguay and Venezuela In: Working papers.
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paper11
2007Did Impending War in Europe Help Destroy the Gold Bloc in 1936? An Internal Inconsistency Hypothesis In: Working papers.
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paper1
1999An Analysis of the Performance of European Foreign Exchange Forecasters In: Working Papers.
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paper2
1999A Panel-Based Investigation into the Relationship Between Stock Prices and Dividends In: Working Papers.
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paper0
2012ORDER FLOW AND EXCHANGE RATE DYNAMICS: AN APPLICATION TO EMERGING MARKETS In: International Journal of Finance & Economics.
[Citation analysis]
article6

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2th 2018. Contact: CitEc Team