Ian Marsh : Citation Profile

City University

16

H index

23

i10 index

1423

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: 31.    Total self citations: 17 (1.18 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma170
   Updated: 2025-03-15    RAS profile: 2020-08-21    
   Missing citations? Add them    Incorrect content? Let us know

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 (33)

Menkhoff, Lukas (29)

Marques-Ibanez, David (19)

Wagner, Wolf (18)

Norden, Lars (15)

Ongena, Steven (15)

Mayordomo, Sergio (14)

Avino, Davide (13)

Allegret, Jean-Pierre (12)

Girardi, Alessandro (12)

Cheung, Yin-Wong (11)

Cites to:

Frankel, Jeffrey (16)

MacDonald, Ronald (15)

Rose, Andrew (14)

Lyons, Richard (13)

Bayoumi, Tamim (12)

Evans, Martin (12)

Froot, Kenneth (12)

Eichengreen, Barry (11)

Rogoff, Kenneth (11)

Svensson, Lars (8)

Engel, Charles (7)

Main data

Production by document typearticlepaperchapter199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820190510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820190204060Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received19971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820190250500750Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 16Most cited documents1234567891011121314151617180250500750Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250301020h-index Highcharts.comExport to raster or vector imagePrint the chart

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 (2025 and 2024)

Year  ↓Title of citing document  ↓
2024.

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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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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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2024The 2008 short-selling ban’s impact on tail risk. (2024). Bartl, Jonas ; Irresberger, Felix ; Weiss, Gregor ; Yang, Ruomei ; Bostandzic, Denefa. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000677.

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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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2024Sovereign momentum currency returns. (2024). Lin, Ming-Tsung ; Calice, Giovanni. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924004046.

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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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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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2024Green bond issuance and credit risk: International evidence. (2024). Shen, Long ; Ballester, Laura ; Gonzalez-Urteaga, Ana. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000799.

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2024Publics evaluation of ESG and credit default swap: Evidence from East Asian countries. (2024). Lin, Chih-Yung ; Lu, Chien-Lin ; Chang, Hao-Wen ; Tang, Ning. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002646.

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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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2025“Good” Inflation, “Bad” Inflation: Implications for Risky Asset Prices. (2025). Palazzo, Berardino ; Bonelli, Diego ; Yamarthy, Ram S. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-02.

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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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2024Do Credit Default Swaps Still Lead? The Effects of Regulation on Price Discovery. (2024). Gadgil, Salil. In: Working Papers. RePEc:ofr:wpaper:24-04.

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Works by Ian Marsh:

Year  ↓Title  ↓Type  ↓Cited  ↓
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]		article602
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]		paper11
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: 11		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: 11		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]		article41
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]		paper24
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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