Nelson Mark : Citation Profile

Are you Nelson Mark?

University of Notre Dame

30

H index

47

i10 index

4321

Citations

RESEARCH PRODUCTION:

47

Articles

51

Papers

2

Chapters

RESEARCH ACTIVITY:

   38 years (1985 - 2023). See details.
   Cites by year: 113
   Journals where Nelson Mark has often published
   Relations with other researchers
   Recent citing documents: 131.    Total self citations: 42 (0.96 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma186
   Updated: 2024-12-03    RAS profile: 2024-09-05    
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Relations with other researchers

Works with:

Berg, Kimberly (6)

Curtis, Chadwick (4)

Lugauer, Steven (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 (75)

Chinn, Menzie (67)

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 (71)

Engel, Charles (45)

Obstfeld, Maurice (42)

Campbell, John (36)

Chinn, Menzie (32)

West, Kenneth (29)

Reinhart, Carmen (29)

Frankel, Jeffrey (26)

Sul, Donggyu (22)

Prasad, Eswar (22)

Shiller, Robert (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
American Economic Review4
International Economic Review4
International Journal of Finance & Economics3
Journal of Money, Credit and Banking3
Journal of Monetary Economics2
Journal of Finance2
Journal of Money, Credit and Banking2
Oxford Bulletin of Economics and Statistics2
Journal of Empirical Finance2

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 (2024 and 2023)

YearTitle of citing document
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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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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2023.

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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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2024Exchange rates and political uncertainty: the Brexit case. (2024). Moramarco, Graziano ; Manasse, Paolo ; Trigilia, Giulio. In: Economica. RePEc:bla:econom:v:91:y:2024:i:362:p:621-652.

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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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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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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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2024The Dynamic Causal Impact of Climate Change on Economic Activity - A Disaggregated Panel Analysis of India. (2024). Maiti, Dibyendu ; Kumar, Naveen. In: Working papers. RePEc:cde:cdewps:345.

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2023Μοdeling Environmental Degradation: The Effects of Electricity Consumption, Economic Growth and Globalization. (2023). Stamatiou, Pavlos. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-9.

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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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2023Eurozone prices: A tale of convergence and divergence. (2023). Garcia-Hiernaux, Alfredo ; Guerrero, David E ; Gonzalez-Perez, Maria T. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002304.

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2023Aging, migration, and structural transformation in China. (2023). , Xican ; Chen, Shiyi ; Cao, Huoqing. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002420.

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2023Transition risk of a petroleum currency. (2023). Hammersland, Roger ; Benedictow, Andreas. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003085.

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2024Stable paretian distribution, return generating processes and habit formation—The implication for equity premium puzzle. (2024). Li, Xiaotong ; So, Jacky Yuk-Chow ; Fu, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001869.

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2024Money for him but books for her: The impact of childrens gender and adulthood on household savings in China. (2024). Fan, Jijian ; Liu, Jianan. In: Economics Letters. RePEc:eee:ecolet:v:237:y:2024:i:c:s0165176524001575.

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2023Transformed regression-based long-horizon predictability tests. (2023). Taylor, Robert ; Rodrigues, Paulo ; Demetrescu, Matei ; Robert, A M. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622001294.

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2023Do the carry trades respond to geopolitical risks? Evidence from BRICS countries. (2023). Yilmaz, Muhammed Hasan ; Guney, Ibrahim Ethem ; Emirmahmutoglu, Furkan ; Cepni, Oguzhan. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000620.

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2024Identifying the external and internal drivers of exchange rate volatility in small open economies. (2024). Aysun, Uluc. In: Emerging Markets Review. RePEc:eee:ememar:v:58:y:2024:i:c:s1566014123000900.

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2023On the driving forces of real exchange rates: Is the Japanese Yen different?. (2023). Zeng, Ming ; Maio, Paulo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000907.

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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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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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2024Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Ur, Mobeen ; Kashif, Muhammad ; Palwishah, Rana. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350.

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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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2023Does internet use drive rural household savings? Evidence from 7825 farmer households in rural China. (2023). Du, Jiang ; Zeng, Miao ; Deng, Xin ; Zhu, Xiaoyu. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323006475.

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2023Bibliometric review of research on exchange rate predictability and fundamentals. (2023). Gulati, Vishal. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006001.

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2023Consumption insurance pattern differences between China and the US: The role of self- and external insurance. (2023). Si, XU ; Liu, Yulin. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007560.

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2023Job stability and household financial vulnerability: Evidence from field surveys in China. (2023). Wan, Shijia ; Wu, Kai. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009261.

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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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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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2024Infrastructure financing in Africa. (2024). Wilson, Craig ; Lu, Qiongfang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000209.

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2023Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models. (2023). Meng, Xiaochun ; Han, Yang ; Alexander, Carol. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1078-1096.

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2024Are consensus FX forecasts valuable for investors?. (2024). Rubaszek, Michał ; Beckmann, Joscha ; Kwas, Marek. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:268-284.

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2024Geopolitical risk and currency returns. (2024). Zhang, Xueyong ; Liu, XI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000177.

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2023A credit-based theory of the currency risk premium. (2023). , Ella ; Jeanneret, Alexandre ; della Corte, Pasquale. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:473-496.

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2023International trade and the risk in bilateral exchange rates. (2023). Loualiche, Erik ; Hassan, Ramin ; Ward, Colin ; Pecora, Alexandre R. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:2:s0304405x23001435.

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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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2023Liquidity yield and exchange rate predictability. (2023). Chen, Shiu-Sheng ; Chou, Yu-Hsi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001043.

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2024Exchange rate predictability: Fact or fiction?. (2024). Magkonis, Georgios ; Jackson, Karen. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000135.

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2024Exchange rates and fundamentals: Forecasting with long maturity forward rates. (2024). Schepp, Zoltan ; Darvas, Zsolt. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000548.

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2023Depth-weighted means of noisy data: An application to estimating the average effect in heterogeneous panels. (2023). Lee, Yoonseok ; Sul, Donggyu. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:196:y:2023:i:c:s0047259x23000118.

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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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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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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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2023A semi-parametric study on dynamic linkages among international real interest rates. (2023). Goodwin, Barry K ; You, Zhongyuan ; Guney, Selin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:215-229.

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2023Foreign exchange market efficiency during COVID-19 pandemic. (2023). El-Masry, Ahmed ; Azzam, Islam ; Yamani, Ehab. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:717-730.

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2023Economic growth and deviations from the equilibrium exchange rate. (2023). Sosvilla-Rivero, Simon ; del Carmen, Maria. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:764-786.

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2024Strategic asset allocation with distorted beliefs. (2024). Wei, Tzu-Wen ; Hung, Mao-Wei ; Chung, San-Lin ; Yeh, Chung-Ying. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:804-831.

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2024Study on the influence of Internet finance on urban household savings rate: Evidence from China. (2024). Liu, LU ; Zhang, Anquan ; Xin, Xinyi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:45-61.

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2023Can innovation be induced by state involvement in the market? Evidence within an expanded framework of Hall & Soskice (2001). (2023). Kim, Yeonbae. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:66:y:2023:i:c:p:264-284.

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2024Demographic Transition, Industrial Policies and Chinese Economic Growth. (2022). Yang, Fang ; li, wenli ; Dotsey, Michael. In: Working Papers. RePEc:fip:feddwp:94497.

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2023On the Exchange Rate Dynamics of the Norwegian Krone. (2023). Westgaard, Sjur ; Thune, Kristian August ; Thodesen, Airin ; Risstad, Morten. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:7:p:308-:d:1178905.

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2023.

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2023Nexus between Environmental Degradation, Clean Energy, Financial Inclusion, and Poverty: Evidence with DSUR, CUP-FM, and CUP-BC Estimation. (2023). Qamruzzaman, MD ; Li, Zhengxin. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:19:p:14161-:d:1247178.

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2023Vulnerability to Poverty in Chinese Households with Elderly Members: 2013–2018. (2023). Ding, Shuo. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:6:p:4947-:d:1093451.

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2024Nexus between Innovation–Openness–Natural Resources–Environmental Quality in N-11 Countries: What Is the Role of Environmental Tax?. (2024). Kor, Sylvia ; Karim, Salma ; Qamruzzaman, MD. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:10:p:3889-:d:1389481.

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2024The Regional Heterogeneity of the Impact of Agricultural Market Integration on Regional Economic Development: An Analysis of Pre-COVID-19 Data in China. (2024). Xie, Henglang ; Ma, Teng ; Ren, Zhaoyi ; Han, Jiqin ; Wang, Shaopeng ; Miao, Xinru. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:5:p:1734-:d:1342215.

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2023The Role of Foreign Investors and Local Agents in the Derivatives Market and their Impact on the Exchange Rate in Colombia: A Wavelet Analysis. (2023). Gamboa-Estrada, Fredy. In: IHEID Working Papers. RePEc:gii:giihei:heidwp12-2023.

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2023Market Participants or the Random Walk – Who Forecasts Better? Evidence from Micro Level Survey Data. (2023). Österholm, Pär ; Osterholm, Par ; Silfverberg, Oliwer ; Kladivko, Kamil ; Kiss, Tamas. In: Working Papers. RePEc:hhs:oruesi:2023_002.

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2023The Trend Effect of Foreign Exchange Intervention. (2023). Yamamoto, Yohei ; Chen, Binwei ; Fatum, Rasmus. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-132.

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2023Daughters, Savings and Household Finances. (2023). Cheng, Zhiming ; Wen, Xin ; Tani, Massimiliano. In: IZA Discussion Papers. RePEc:iza:izadps:dp16440.

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2023Fertility in High-Income Countries: Trends, Patterns, Determinants, and Consequences. (2023). Prettner, Klaus ; Kuhn, Michael ; Bloom, David E. In: IZA Discussion Papers. RePEc:iza:izadps:dp16500.

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2024How Chinas Later, Longer, Fewer Campaign Extends Life Expectancy: A Study of Intergenerational Support for Elderly Parents. (2024). Dziadula, Eva ; Wang, Sophie Xuefei ; Bansak, Cynthia. In: IZA Discussion Papers. RePEc:iza:izadps:dp16842.

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2023Nexus Between Indian Financial Markets and Macro-economic Shocks: A VAR Approach. (2023). Rath, Prabhas Kumar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09372-w.

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2023Is Cross-Hedging Effective for Mitigating Equity Investment Risks in the Indian Banking Sector?. (2023). Jose, Nithin. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09383-7.

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2023Regional inflation spillovers in Turkey. (2023). Çakır, Mustafa ; Akir, Mustafa. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09455-8.

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2024The moderating role of financial development in the nexus between population aging and saving. (2024). Lin, Shu-Chin ; Liu, Peiyao ; Kim, Dong-Hyeon. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:2:d:10.1007_s10644-024-09670-5.

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2023Productive capacity and international competitiveness: evidence from Latin America and Caribbean countries. (2023). le Clech, Nestor Adrian. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:3:d:10.1007_s10663-023-09581-0.

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2023Do Children Matter to the Household Debt Burden?. (2023). Strzelecka, Agnieszka ; Kowalski, Ryszard ; Waga, Grzegorz. In: Journal of Family and Economic Issues. RePEc:kap:jfamec:v:44:y:2023:i:4:d:10.1007_s10834-023-09887-y.

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2023Housing Boom and Household Migration Decision: New Evidence from China. (2023). Zhou, Yinggang ; Xiao, Xiao ; Meng, Lina. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:3:d:10.1007_s11146-021-09856-y.

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2023The Law of One Food Price. (2023). Vo, Hai Long ; Si, Jiawei ; Clements, Kenneth W. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:1:d:10.1007_s11079-022-09671-9.

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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]		article261
1988Mean Reversion in Equilibrium Asset Prices.(1988) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 261		paper
1995Exchange Rates and Fundamentals: Evidence on Long-Horizon Predictability. In: American Economic Review.
[Citation analysis]		article688
2000Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True? In: American Economic Review.
[Full Text][Citation analysis]		article252
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 nother version. Agregated cites: 252		paper
2015Demographic Patterns and Household Saving in China In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article128
2011Demographic Patterns and Household Saving in China.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 128		paper
2012Demographic Patterns and Household Saving in China.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 128		paper
2011Demographic Patterns and Household Saving in China.(2011) In: 2011 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 128		paper
2003Dynamic Seemingly Unrelated Cointegrating Regression In: Working Papers.
[Full Text][Citation analysis]		paper124
2003Dynamic Seemingly Unrelated Cointegrating Regression.(2003) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 124		paper
2004Dynamic Seemingly Unrelated Cointegrating Regression.(2004) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 124		paper
2005Dynamic Seemingly Unrelated Cointegrating Regressions.(2005) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 124		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 nother version. Agregated cites: 28		article
2017Global Macro Risks in Currency Excess Returns.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
1991 Testing the CAPM with Time-Varying Risks and Returns. In: Journal of Finance.
[Full Text][Citation analysis]		article66
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]		article37
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 nother version. Agregated cites: 37		paper
1997Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article3
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]		article13
2010The equity premium and the risk-free rate: matching the moments In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper129
1993The equity premium and the risk-free rate : Matching the moments.(1993) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 129		article
1998Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise. In: Economic Journal.
[Full Text][Citation analysis]		article106
1998Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise.(1998) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 106		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 nother 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]		article200
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]		article327
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 nother version. Agregated cites: 327		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 nother 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 nother 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]		article57
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]		article90
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]		article31
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]		article36
2015Demographics and Aggregate Household Saving in Japan, China, and India.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		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]		paper10
2012The Role of Household Saving in the Economic Rise of China.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		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 nother 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]		article203
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]		article74
2006Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article75
2004Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 75		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 nother 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 nother version. Agregated cites: 109		article
2008Exchange Rate Models Are Not as Bad as You Think In: NBER Chapters.
[Full Text][Citation analysis]		chapter384
2007Exchange Rate Models Are Not as Bad as You Think.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 384		paper
2002Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand In: NBER Technical Working Papers.
[Full Text][Citation analysis]		paper37
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 nother 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]		paper97
2012Factor Model Forecasts of Exchange Rates.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 97		paper
2015Factor Model Forecasts of Exchange Rates.(2015) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 97		article
2014Precautionary Saving of Chinese and U.S. Households In: NBER Working Papers.
[Full Text][Citation analysis]		paper26
2017Precautionary Saving of Chinese and U.S. Households.(2017) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		article
2017Identifying Exchange Rate Common Factors In: NBER Working Papers.
[Full Text][Citation analysis]		paper35
2018IDENTIFYING EXCHANGE RATE COMMON FACTORS.(2018) In: International Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		article
2019Demographics and Monetary Policy Shocks In: NBER Working Papers.
[Full Text][Citation analysis]		paper12
2019Demographics and Monetary Policy Shocks.(2019) In: 2019 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2021Demographics and Monetary Policy Shocks.(2021) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		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]		paper1
2000Price Level Convergence Among United States Cities: Lessons for the European Central Bank In: NBER Working Papers.
[Full Text][Citation analysis]		paper85
1998Price Level Convergence Among United States Cities: Lessons for the European Central Bank.(1998) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		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 nother version. Agregated cites: 85		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 nother 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]		article78
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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