Nelson Mark : Citation Profile

Are you Nelson Mark?

University of Notre Dame

29

H index

46

i10 index

4619

Citations

RESEARCH PRODUCTION:

48

Articles

51

Papers

2

Chapters

RESEARCH ACTIVITY:

   38 years (1985 - 2023). See details.
   Cites by year: 121
   Journals where Nelson Mark has often published
   Relations with other researchers
   Recent citing documents: 190.    Total self citations: 41 (0.88 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma186
   Updated: 2023-11-04    RAS profile: 2023-07-06    
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Relations with other researchers

Works with:

Berg, Kimberly (7)

Lugauer, Steven (3)

Curtis, Chadwick (3)

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

Is cited by:

Sarno, Lucio (74)

Chinn, Menzie (65)

Cheung, Yin-Wong (64)

Taylor, Mark (50)

Engel, Charles (49)

Byrne, Joseph (45)

Korobilis, Dimitris (43)

Bacchetta, Philippe (35)

Rogoff, Kenneth (30)

van Wincoop, Eric (30)

Huber, Florian (28)

Cites to:

Rogoff, Kenneth (68)

Engel, Charles (45)

Obstfeld, Maurice (42)

Campbell, John (32)

Chinn, Menzie (32)

West, Kenneth (29)

Reinhart, Carmen (26)

Frankel, Jeffrey (26)

Prasad, Eswar (22)

Sul, Donggyu (20)

Chamon, Marcos (19)

Main data

Where Nelson Mark has published?

Journals with more than one article published# docs
Journal of International Economics6
Journal of International Money and Finance5
International Economic Review4
American Economic Review4
Journal of Money, Credit and Banking3
International Journal of Finance & Economics3
Oxford Bulletin of Economics and Statistics3
Journal of Finance2
Journal of Money, Credit and Banking2
Journal of Empirical Finance2
Journal of Monetary Economics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc20
Working Papers / University of Notre Dame, Department of Economics4
Working Papers / Department of Economics, The University of Auckland3
2013 Meeting Papers / Society for Economic Dynamics2
Working Papers / Hong Kong Institute for Monetary Research2

Recent works citing Nelson Mark (2023 and 2022)

YearTitle of citing document
2022Expectations, Economic Uncertainty, and Sentiment. (2022). de Medeiros, Douglas. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:26:y:2022:i:5:1524.

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2023Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors. (2023). Son, Jisoo ; Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-02.

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2023What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?. (2023). Kim, Hyeongwoo ; Son, Jisoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-06.

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2023The effect of poverty and income inequality on CO2 emission based on Environmental Kuznets Curve analysis: Empirical evidence from selected developing countries. (2023). Lebe, Fuat ; Akbas, Yusuf Ekrem. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(635):y:2023:i:2(635):p:103-118.

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2022.

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2022The Effect of Natural Resources on Economic Growth in West Africa: The Mediating Role of Human Capital Disaggregation. (2022). Ouedraogo, Mohamed ; Bah, Chernor Momodu. In: Journal of Contemporary Research in Business, Economics and Finance. RePEc:ajp:jcrbef:v:4:y:2022:i:2:p:27-42:id:172.

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2023A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208.

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2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

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2023.

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2022Revisiting the Great Ratios Hypothesis. (2022). Smith, Ron P ; Pesaran, Hashem M ; Chudik, Alexander. In: BCAM Working Papers. RePEc:bbk:bbkcam:2203.

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2023The effect of natural gas discoveries in Israel on the strength of its currency. (2023). Tavor, Tchai. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:2:p:236-256.

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2022Stock return predictability: Evaluation based on interval forecasts. (2022). Kim, Jae H ; Darne, Olivier ; Charles, Amelie. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:363-385.

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2022Financial Literacy: The Case of China. (2022). Ahunov, Muzaffarjon ; He, Yanna. In: China & World Economy. RePEc:bla:chinae:v:30:y:2022:i:5:p:75-101.

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2023A relative answer to the growth–saving puzzle. (2023). Gruber, Noam. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:2:p:139-171.

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2023Household savings and present bias among Chinese couples: A household bargaining approach. (2023). Svec, Joseph ; Chawla, Isha. In: Journal of Consumer Affairs. RePEc:bla:jconsa:v:57:y:2023:i:1:p:648-672.

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2022The economics of domestic market integration. (2022). Zhang, Cheng ; Gunessee, Saileshsingh. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:4:p:1069-1095.

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2023.

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2023Pricing Currency Risks. (2023). Chernov, Mikhail ; Lochstoer, Lars ; Dahlquist, Magnus. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:693-730.

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2022Ambiguity in a pandemic recession, asset prices, and lockdown policy. (2022). Suzuki, Shiba ; Morimoto, Keiichi. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:24:y:2022:i:5:p:1039-1070.

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2023Seemingly Unrelated Regression Estimation for VAR Models with Explosive Roots. (2023). Li, Qiyuan ; Chen, YE. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:910-937.

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2023Sectoral FTA gains, conflicts, and the role of interindustry factor mobility: Evidence from Koreas free trade agreement. (2023). Hwang, Eunju ; Park, Jin Suk. In: Pacific Economic Review. RePEc:bla:pacecr:v:28:y:2023:i:1:p:97-123.

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2022The effect of export composition on energy demand: A fresh evidence in the context of economic complexity. (2022). Mercan, Mehmet ; Brusselaers, Jan. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:2:p:687-703.

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2022Why they keep missing: An empirical investigation of sovereign bond ratings and their timing. (2022). von Schweinitz, Gregor ; El-Shagi, Makram ; el Shagi, Makram ; Elshagi, Makram. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:2:p:186-224.

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2022FX option volume. (2022). Wang, Tianyu ; Huang, Shiyang ; Della Corte, Pasquale ; Czech, Robert. In: Bank of England working papers. RePEc:boe:boeewp:0964.

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2022Revisiting the Great Ratios Hypothesis. (2022). Pesaran, M ; Chudik, Alexander ; Smith, R P. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2215.

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2022Do consumption-based asset pricing models explain own-history predictability in stock market returns?. (2022). Ashby, M ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2259.

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2022.

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2022Revisiting the Great Ratios Hypothesis. (2022). Smith, Ron P ; Pesaran, Hashem M ; Chudik, Alexander. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9625.

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2022Does Public Employment Affect Household Saving Rates? Evidence from Chinese Household Data. (2022). Steiner, Andreas ; Xu, Can. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9741.

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2022Exchange Rate and Inflation under Weak Monetary Policy: Turkey Verifies Theory. (2022). Lee, Sang Seok ; Kısacıkoğlu, Burçin ; Gürkaynak, Refet. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9748.

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2022Intergenerational Transmission of Fertility: Evidence from China’s Population Control Policies. (2022). Yin, Yongkun. In: Working Papers. RePEc:cmf:wpaper:wp2022_2211.

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2022How Credit Improves the Exchange Rate Forecast. (2022). Casta, Martin. In: Working Papers. RePEc:cnb:wpaper:2022/7.

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2022Testing the EKC Hypothesis in terms of Trade Openness, Industrial and Construction Development: Evidences from Northern European and Latin American Countries. (2022). Kayabas, Yunus Emre. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-38.

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2022Mobile payment and Chinese rural household consumption. (2022). Guo, Jianhao ; Wu, Yaqian ; Zhao, Chunkai. In: China Economic Review. RePEc:eee:chieco:v:71:y:2022:i:c:s1043951x21001371.

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2022The expansion of higher education and household saving in China. (2022). Lugauer, Steven ; Ding, Xiaozhou ; Bollinger, Christopher. In: China Economic Review. RePEc:eee:chieco:v:71:y:2022:i:c:s1043951x21001541.

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2022Does systematic risk change when markets close? An analysis using stocks’ beta. (2022). Insana, Alessandra. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000281.

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2022Heterogeneity in the long-run remittance-output relationship: Theory and new evidence. (2022). Keinsley, Andrew ; Ahmad, Nazneen ; Francois, John Nana ; Nti-Addae, Akwasi . In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000396.

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2023How many fundamentals should we include in the behavioral equilibrium exchange rate model?. (2023). Rubaszek, Michał ; Ca, Michele. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s026499932200308x.

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2023Does Digital Finance Upgrade Trickle-down consumption effect in China?. (2023). Tao, Ying ; Sun, Yucheng ; Zhou, Xianbo. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003406.

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2023How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? Evidence from major currencies. (2023). Huang, Jianglu ; Qi, Zikang ; Wang, Xinyu. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003923.

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2023Wealth distribution and monetary policy. (2023). Kantur, Zeynep ; Fadejeva, Ludmila. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001487.

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2023Does digital finance promote household consumption upgrading? An analysis based on data from the China family panel studies. (2023). Zhao, Sibo ; Zhai, Chenzhe ; Hu, Debao. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s026499932300189x.

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2022Further evidence on financial information and economic activity forecasts in the United States. (2022). Li, Bin ; Shi, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000079.

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2022The sentiment pricing dynamics with short-term and long-term learning. (2022). Li, Jinfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001474.

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2022Functional time series approach to analyzing asset returns co-movements. (2022). Xia, Yingcun ; Saart, Patrick W. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:1:p:127-151.

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2022Are exchange rates less important for trade in a more globalized world? Evidence for the new EU members. (2022). Horvath, Roman ; Fiera, Boris. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:1:s0939362521000169.

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2022The non-linear trade-off between return and risk and its determinants. (2022). Salvador, Enrique ; Cotter, John. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:100-132.

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2022Uncovered interest rate parity redux: Non-uniform effects. (2022). Cheung, Yin-Wong ; Wang, Wenhao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:133-151.

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2022Multiple testing of the forward rate unbiasedness hypothesis across currencies. (2022). Luger, Richard ; Fu, Hsuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:232-245.

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2022Oil tail risk and the tail risk of the US Dollar exchange rates. (2022). Salisu, Afees ; Tchankam, Jean Paul ; Olaniran, Abeeb. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001360.

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2022Does energy diversification cause an economic slowdown? Evidence from a newly constructed energy diversification index. (2022). Gözgör, Giray ; Paramati, Sudharshan Reddy. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001463.

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2022Impact of heat and electricity consumption on energy intensity: A panel data analysis. (2022). Jin, Taeyoung. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pa:s0360544221021514.

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2023Renewable energy, nonrenewable energy, and environmental quality nexus: An investigation of the N-shaped Environmental Kuznets Curve based on six environmental indicators. (2023). Acheampong, Alex ; Nathaniel, Solomon Prince ; Ahmed, Zahoor ; Fakher, Hossein Ali. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pa:s0360544222025464.

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2022Price leadership and asynchronous movements of multi-market listed stocks. (2022). Yuan, Yuan ; Tao, Ran ; Dzhambova, Krastina. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002866.

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2022Does previous carry trade position affect following investors decision-making and carry returns?. (2022). Li, BO ; Chen, SU ; Zhang, Ziyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s105752192200031x.

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2023Fertility policy and stock market participation: Evidence from the universal two-child policy in China. (2023). Wang, Yumeng ; Liu, Jiayi ; Yin, Zhichao. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004252.

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2023A conditional higher-moment CAPM. (2023). Tucker, Jon ; Guermat, Cherif ; Vendrame, Vasco. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000406.

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2022Learning about the persistence of recessions under ambiguity aversion. (2022). Liu, Liu. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s154461232100489x.

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2023Rational distorted beliefs investor; which risk matters?. (2023). Moutanabbir, Khouzeima ; Bouaddi, Mohammed. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006080.

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2023Do macroeconomic variables drive exchange rates independently?. (2023). Piccotti, Louis R ; Li, Xiao ; Biswas, Rita. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007000.

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2023Nowcasting of the Short-run Euro-Dollar Exchange Rate with Economic Fundamentals and Time-varying Parameters. (2023). Yemba, Boniface ; Biswas, Nabaneeta ; Tang, Biyan ; Otunuga, Olusegun Michael. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007474.

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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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2023The future of private-label markets: A global convergence approach. (2023). Tuli, Kapil ; Mukherjee, Anirban ; Dekimpe, Marnik G ; Gielens, Katrijn. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:40:y:2023:i:1:p:248-267.

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2022Currency volatility and global technological innovation. (2022). HSU, Po-Hsuan ; Xu, QI ; Wang, Zigan ; Taylor, Mark P. In: Journal of International Economics. RePEc:eee:inecon:v:137:y:2022:i:c:s0022199622000393.

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2023Forecasting the U.S. Dollar in the 21st Century. (2023). Engel, Charles ; Yeung, Steve Pak. In: Journal of International Economics. RePEc:eee:inecon:v:141:y:2023:i:c:s0022199623000016.

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2023Liquidity risk, market power and the informational effects of policy. (2023). Tryphonides, Andreas ; Papioti, Katerina Chara ; Claeys, Gregory. In: Journal of International Economics. RePEc:eee:inecon:v:142:y:2023:i:c:s0022199623000181.

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2022Common and idiosyncratic movements in Latin-American exchange rates. (2022). Romero, Jose Vicente ; Gamboa-Estrada, Fredy. In: International Economics. RePEc:eee:inteco:v:171:y:2022:i:c:p:174-190.

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2022Revisiting the PPP puzzle: Nominal exchange rate rigidity and region of inaction. (2022). Choi, Jae Hoon ; Song, Seongho. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000300.

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2022Conditionally-hedged currency carry trades. (2022). Suh, Sangwon ; Ho, Jin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000737.

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2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
2022Heterogeneous beliefs in macroeconomic growth prospects and the carry risk premium. (2022). Park, Sunjin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:136:y:2022:i:c:s0378426621003447.

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2022Does the early retirement policy really benefit women?. (2022). Lee, Hyun ; Zou, Fei ; Zhao, Kai. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:196:y:2022:i:c:p:330-345.

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2022Examining the sources of excess return predictability: Stochastic volatility or market inefficiency?. (2022). Lansing, Kevin ; Ma, Jun ; Leroy, Stephen F. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:50-72.

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2022Existence and uniqueness of recursive utilities without boundedness. (2022). Christensen, Timothy M. In: Journal of Economic Theory. RePEc:eee:jetheo:v:200:y:2022:i:c:s0022053122000035.

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2022The missing risk premium in exchange rates. (2022). Penasse, Julien ; Dahlquist, Magnus. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:2:p:697-715.

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2022Dissecting currency momentum. (2022). Zhang, Shaojun. In: Journal of Financial Economics. RePEc:eee:jfinec:v:144:y:2022:i:1:p:154-173.

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2022Global risk sentiment and the Swiss franc: A time-varying daily factor decomposition model. (2022). Gloede, Oliver ; Frei, Lukas ; Fink, Fabian . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s026156062100190x.

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2022Exchange rate dependence and economic fundamentals: A Copula-MIDAS approach. (2022). Chen, Qiang ; Ma, Chao ; Gong, Yuting. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:123:y:2022:i:c:s0261560621002485.

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2022Fundamentals, regimes and exchange rate forecasts: Insights from a meta exchange rate model. (2022). Lee, Kevin ; Shields, Kalvinder ; Aristidou, Chrystalleni. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:123:y:2022:i:c:s0261560622000043.

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2022ECOWAS single currency: Prospective effects on trade. (2022). Baimbridge, Mark ; Litsios, Ioannis ; Adu, Raymond. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:126:y:2022:i:c:s0261560622000547.

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2022How persistent are unconventional monetary policy effects?. (2022). Neely, Christopher. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:126:y:2022:i:c:s0261560622000560.

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2022Exchange rates and information about future fundamentals. (2022). Gholampour, Vahid. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:127:y:2022:i:c:s0261560622000833.

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2022Out-of-sample forecasting of foreign exchange rates: The band spectral regression and LASSO. (2022). Wada, Tatsuma. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s026156062200122x.

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2023Inflation, interest rate, and firm efficiency: The impact of policy uncertainty. (2023). Tarkom, Augustine ; Ujah, Nacasius U. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622002029.

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2023Currency exchange rate predictability: The new power of Bitcoin prices. (2023). Zhang, Zhengjun ; Feng, Wenjun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:132:y:2023:i:c:s0261560623000128.

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2023An investment-based explanation of currency excess returns. (2023). Smallwood, Aaron D ; Yamani, Ehab ; Jamali, Ibrahim. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000311.

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2022Exchange rate predictability with nine alternative models for BRICS countries. (2022). Salisu, Afees ; GUPTA, RANGAN ; Kim, Won Joong. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:71:y:2022:i:c:s0164070421000732.

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2022The age for austerity? Population age structure and fiscal consolidation multipliers. (2022). Kopecky, Joseph. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:73:y:2022:i:c:s0164070422000416.

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2023Innovation dynamics in the natural resource curse hypothesis: A new perspective from BRICS countries. (2023). Szulczyk, Kenneth ; Badeeb, Ramez ; Mukherjee, Tanusree Chakravarty ; Zahra, Samia. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000454.

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2022Cost and productivity effects of demographic changes on local water service. (2022). Stiel, Caroline ; Cullmann, Astrid. In: Utilities Policy. RePEc:eee:juipol:v:79:y:2022:i:c:s0957178722000996.

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2022A natural level of capital flows. (2022). Warnock, Veronica Cacdac ; Burger, John D. In: Journal of Monetary Economics. RePEc:eee:moneco:v:130:y:2022:i:c:p:1-16.

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2023International transmission of exchange rate volatility: Evidence from FIEs’ investments in China. (2023). Xu, Yangfei ; Li, Baoxin ; Dai, Yanke. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000166.

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2023Spillovers and connectedness in foreign exchange markets: The role of trade policy uncertainty. (2023). Nguyen, Duc Khuong ; Nasir, Muhammad Ali ; Duc, Toan Luu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:191-199.

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2023Income growth, income uncertainty, and urban–rural household savings rate in China. (2023). Yang, Dan. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:99:y:2023:i:c:s016604622200093x.

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2022Renewable energy, trade diversification and environmental footprints: Evidence for Asia-Pacific Economic Cooperation (APEC). (2022). Iqbal, Najaf ; ben Jebli, Mehdi ; Shahzadi, Irum ; Mentel, Grzegorz ; Jiang, Shaohua. In: Renewable Energy. RePEc:eee:renene:v:187:y:2022:i:c:p:874-886.

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2022The evolutionary renewable energy and mitigation impact in OECD countries. (2022). Jin, Taeyoung. In: Renewable Energy. RePEc:eee:renene:v:189:y:2022:i:c:p:570-586.

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2023Is green finance really “green”? Examining the long-run relationship between green finance, renewable energy and environmental performance in developing countries. (2023). Sinha, Avik ; Vo, Xuan Vinh ; Nghiem, Xuan-Hoa ; Mallik, Girijasankar ; Bakry, Walid. In: Renewable Energy. RePEc:eee:renene:v:208:y:2023:i:c:p:341-355.

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2022Cultural values, genes and savings behavior in China. (2022). Lai, Jennifer ; Li, Tingting ; Te, Jennifer ; Chan, Kenneth S. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:134-146.

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2022Systematic variations in exchange rate returns. (2022). Chang, Yu-Chien ; Liu, De-Chih. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:569-583.

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2023Forecasting exchange rate: A bibliometric and content analysis. (2023). Junior, Eli Hadad ; de Souza, Camila. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:607-628.

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2022Exchange rate forecasting with real-time data: Evidence from Western offshoots. (2022). Matsuki, Takashi ; Chang, Ming-Jen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001598.

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More than 100 citations found, this list is not complete...

Works by Nelson Mark:

YearTitleTypeCited
1990Evaluating Empirical Tests of Asset Pricing Models: Alternative Interpretations. In: American Economic Review.
[Full Text][Citation analysis]		article26
1990Mean Reversion in Equilibrium Asset Prices. In: American Economic Review.
[Full Text][Citation analysis]		article259
1988Mean Reversion in Equilibrium Asset Prices.(1988) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 259		paper
1995Exchange Rates and Fundamentals: Evidence on Long-Horizon Predictability. In: American Economic Review.
[Citation analysis]		article674
2000Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True? In: American Economic Review.
[Full Text][Citation analysis]		article248
1998Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good To Be True?.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 248		paper
2015Demographic Patterns and Household Saving in China In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article117
2011Demographic Patterns and Household Saving in China.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 117		paper
2012Demographic Patterns and Household Saving in China.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 117		paper
2011Demographic Patterns and Household Saving in China.(2011) In: 2011 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 117		paper
2003Dynamic Seemingly Unrelated Cointegrating Regression In: Working Papers.
[Full Text][Citation analysis]		paper120
2003Dynamic Seemingly Unrelated Cointegrating Regression.(2003) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 120		paper
2004Dynamic Seemingly Unrelated Cointegrating Regression.(2004) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 120		paper
2005Dynamic Seemingly Unrelated Cointegrating Regressions.(2005) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 120		article
2002Asymptotic Power Advantages of Long-Horizon Regressions In: Working Papers.
[Full Text][Citation analysis]		paper2
2002Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand In: Working Papers.
[Full Text][Citation analysis]		paper2
2016Global Macro Risks in Currency Excess Returns In: Staff Working Papers.
[Full Text][Citation analysis]		paper28
2018Global macro risks in currency excess returns.(2018) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28		article
2017Global Macro Risks in Currency Excess Returns.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28		paper
1991 Testing the CAPM with Time-Varying Risks and Returns. In: Journal of Finance.
[Full Text][Citation analysis]		article65
1994 Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns. In: Journal of Finance.
[Full Text][Citation analysis]		article36
1992Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns.(1992) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36		paper
1997Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article3
2003Cointegration Vector Estimation by Panel DOLS and Long?run Money Demand In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article447
2002Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand.(2002) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 447		paper
2010Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article25
2011LINKAGES BETWEEN EXCHANGE RATE POLICY AND MACROECONOMIC PERFORMANCE In: Pacific Economic Review.
[Full Text][Citation analysis]		article12
2010The equity premium and the risk-free rate: matching the moments In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper127
1993The equity premium and the risk-free rate : Matching the moments.(1993) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 127		article
1998Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise. In: Economic Journal.
[Full Text][Citation analysis]		article105
1998Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise.(1998) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 105		paper
2004Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market In: Econometric Society 2004 Far Eastern Meetings.
[Full Text][Citation analysis]		paper12
2003Official Interventions and Occasional Violations of Uncovered Interest Party in the Dollar-DM Market.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		paper
2007Official interventions and the forward premium anomaly In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article13
1990Real and nominal exchange rates in the long run: An empirical investigation In: Journal of International Economics.
[Full Text][Citation analysis]		article199
1997Real exchange-rate prediction over long horizons In: Journal of International Economics.
[Full Text][Citation analysis]		article69
2001Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel In: Journal of International Economics.
[Full Text][Citation analysis]		article322
1998Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel.(1998) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 322		paper
2005Exchange Rate Economics: By Lucio Sarno and Mark P. Taylor, Cambridge University Press, 2003 In: Journal of International Economics.
[Full Text][Citation analysis]		article1
2008Endogenous discounting, the world saving glut and the U.S. current account In: Journal of International Economics.
[Full Text][Citation analysis]		article54
2007Endogenous Discounting, the World Saving Glut and the U.S. Current Account.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 54		paper
2015Third-country effects on the exchange rate In: Journal of International Economics.
[Full Text][Citation analysis]		article19
2013Third-Country Effects on the Exchange Rate.(2013) In: 2013 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
1988Time-varying betas and risk premia in the pricing of forward foreign exchange contracts In: Journal of Financial Economics.
[Full Text][Citation analysis]		article56
2010A multinomial logit approach to exchange rate policy classification with an application to growth In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article15
1985Some evidence on the international inequality of real interest rates In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article88
1987International debt and world business fluctuations In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article4
2018Measures of global uncertainty and carry-trade excess returns In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article26
2019Where’s the Risk? The Forward Premium Bias, the Carry-Trade Premium, and Risk-Reversals in General Equilibrium In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article2
2017Demographics and aggregate household saving in Japan, China, and India In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article35
2015Demographics and Aggregate Household Saving in Japan, China, and India.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35		paper
1985On time varying risk premia in the foreign exchange market: An econometric analysis In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article60
In: .
[Full Text][Citation analysis]		chapter0
2013The Role of Household Saving in the Economic Rise of China In: Working Papers.
[Full Text][Citation analysis]		paper9
2012The Role of Household Saving in the Economic Rise of China.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2012Exchange Rates as Exchange Rate Common Factors In: Working Papers.
[Full Text][Citation analysis]		paper22
2012Exchange Rates as Exchange Rate Common Factors.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		paper
1988The International Transmission of Real Business Cycles. In: International Economic Review.
[Full Text][Citation analysis]		article50
1992Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability. In: International Economic Review.
[Full Text][Citation analysis]		article8
1993Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability: Erratum. In: International Economic Review.
[Full Text][Citation analysis]		article0
2002Price Index Convergence Among United States Cities In: International Economic Review.
[Full Text][Citation analysis]		article180
2005The real exchange rate and real interest differentials: the role of nonlinearities In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article13
2006Special issue on advances in international money, macro and finance In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0
1996Alternative Long-Horizon Exchange-Rate Predictors. In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article17
1997Understanding Spot and Forward Exchange Rate Regressions. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article75
2006Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article74
2004Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 74		paper
2009Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics In: Journal of Money, Credit and Banking.
[Citation analysis]		article109
2005Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 109		paper
2009Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics.(2009) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 109		article
2008Exchange Rate Models Are Not as Bad as You Think In: NBER Chapters.
[Full Text][Citation analysis]		chapter375
2007Exchange Rate Models Are Not as Bad as You Think.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 375		paper
2004The Use of Predictive Regressions at Alternative Horizons in Finance and Economics In: NBER Technical Working Papers.
[Full Text][Citation analysis]		paper4
2004The Use of Predictive Regressions at Alternative Horizons in Finance and Economics.(2004) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2005Effective Exchange Rate Classifications and Growth In: NBER Working Papers.
[Full Text][Citation analysis]		paper51
2009Trending Current Accounts In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2010Business Cycles, Consumption and Risk-Sharing: How Different Is China? In: NBER Working Papers.
[Full Text][Citation analysis]		paper17
2012Factor Model Forecasts of Exchange Rates In: NBER Working Papers.
[Full Text][Citation analysis]		paper91
2012Factor Model Forecasts of Exchange Rates.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 91		paper
2015Factor Model Forecasts of Exchange Rates.(2015) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 91		article
2014Precautionary Saving of Chinese and U.S. Households In: NBER Working Papers.
[Full Text][Citation analysis]		paper21
2017Precautionary Saving of Chinese and U.S. Households.(2017) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		article
2017Identifying Exchange Rate Common Factors In: NBER Working Papers.
[Full Text][Citation analysis]		paper30
2018IDENTIFYING EXCHANGE RATE COMMON FACTORS.(2018) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		article
2019Demographics and Monetary Policy Shocks In: NBER Working Papers.
[Full Text][Citation analysis]		paper10
2019Demographics and Monetary Policy Shocks.(2019) In: 2019 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 10		paper
2021Demographics and Monetary Policy Shocks.(2021) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		article
2020Uncertainty, Long-Run, and Monetary Policy Risks in a Two-Country Macro Model In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2023GDP and Temperature: Evidence on Cross-Country Response Heterogeneity In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2000Price Level Convergence Among United States Cities: Lessons for the European Central Bank In: NBER Working Papers.
[Full Text][Citation analysis]		paper84
1998Price Level Convergence Among United States Cities: Lessons for the European Central Bank.(1998) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 84		paper
1999Price Level Convergence Among United States Cities: Lessons for the European Central Bank.(1999) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 84		paper
1997Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True? In: Working Papers.
[Full Text][Citation analysis]		paper4
1998Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True?.(1998) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
1998Fundamentals of the Real Dollar-Pound Rate: 1871-1994 In: Working Papers.
[Full Text][Citation analysis]		paper1
1996The Economic Content of Indicators of Developing Country Creditworthiness In: IMF Staff Papers.
[Full Text][Citation analysis]		article75
2013The Size of the Precautionary Component of Household Saving: China and the U.S. In: 2013 Meeting Papers.
[Full Text][Citation analysis]		paper0
1997Risk, Policy Rules, and Noise: Rethinking Deviations from Uncovered Interest Parity In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper10
1985A Note on International Real Interest Rate Differentials. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article11
1995Context†Dependence of Auditors Interpretations of the SFAS No. 5 Probability Expressions* In: Contemporary Accounting Research.
[Full Text][Citation analysis]		article0
2004Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models In: Econometrics.
[Full Text][Citation analysis]		paper6

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