Mark P. Taylor : Citation Profile

Washington University in St. Louis

50

H index

114

i10 index

12204

Citations

RESEARCH PRODUCTION:

194

Articles

89

Papers

2

Books

4

Chapters

EDITOR:

7

Books edited

6

Series edited

RESEARCH ACTIVITY:

   47 years (1977 - 2024). See details.
   Cites by year: 259
   Journals where Mark P. Taylor has often published
   Relations with other researchers
   Recent citing documents: 136.    Total self citations: 95 (0.77 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pta36
   Updated: 2025-03-22    RAS profile: 2024-11-09    
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Relations with other researchers

Works with:

HSU, Po-Hsuan (3)

Filippou, Ilias (2)

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

Is cited by:

Chang, Tsangyao (317)

Menkhoff, Lukas (162)

Sarno, Lucio (131)

MacDonald, Ronald (106)

Liew, Venus (106)

Peel, David (106)

Beckmann, Joscha (105)

Reitz, Stefan (102)

Paya, Ivan (94)

De Grauwe, Paul (86)

Cheung, Yin-Wong (85)

Cites to:

Sarno, Lucio (127)

Rogoff, Kenneth (92)

Obstfeld, Maurice (91)

Taylor, Alan (68)

Neely, Christopher (54)

Clarida, Richard (51)

Peel, David (49)

Frankel, Jeffrey (45)

Campbell, John (45)

Chinn, Menzie (43)

Lothian, James (38)

Main data

Production by document typebookchapterarticlepaper1980198119821983198419851986198719881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240102030Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published1977197819791980198119821983198419851986198719881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240100200300Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received1988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024202505001,000Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year198419851986198719881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240k1k2kCitations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 50Most cited documents1234567891011121314151617181920212223242526272829303132333435363738394041424344454647484950515205001,000Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025030255075h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Mark P. Taylor has published?

Journals with more than one article published# docs
Journal of International Money and Finance20
Applied Economics14
Economics Letters12
Economic Journal10
International Journal of Finance & Economics8
The Manchester School of Economic & Social Studies7
IMF Staff Papers7
Applied Financial Economics6
The Review of Economics and Statistics6
Bulletin of Economic Research6
Scottish Journal of Political Economy6
Journal of Macroeconomics5
Journal of International Economics5
Journal of Money, Credit and Banking5
Journal of Financial and Quantitative Analysis4
Studies in Nonlinear Dynamics & Econometrics4
Sociological Research Online3
Journal of Economic Literature3
Oxford Bulletin of Economics and Statistics3
Empirical Economics3
Nature3
Economica2
Journal of Common Market Studies2
Environment and Planning A2
�conomie et Pr�vision2
Review of World Economics (Weltwirtschaftliches Archiv)2
European Economic Review2
The European Journal of Finance2
Sustainability2
Journal of Policy Modeling2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers35
IMF Working Papers / International Monetary Fund12
NBER Working Papers / National Bureau of Economic Research, Inc5
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics4
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank4
Economic Research Papers / University of Warwick - Department of Economics4
Dundee Discussion Papers in Economics / Economic Studies, University of Dundee3
Kiel Working Papers / Kiel Institute for the World Economy (IfW Kiel)3
CESifo Working Paper Series / CESifo2
Royal Economic Society Annual Conference 2004 / Royal Economic Society2
MPRA Paper / University Library of Munich, Germany2
ISER Working Paper Series / Institute for Social and Economic Research2

Recent works citing Mark P. Taylor (2025 and 2024)

Year  ↓Title of citing document  ↓
2025Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data. (2025). Kim, Hyeongwoo ; Behera, Sarthak. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2025-01.

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2024Calendar Effects on Returns, Volatility and Higher Moments: Evidence from Crypto Markets. (2024). Leccadito, Arturo ; Lawuobahsumo, Kokulo ; Algieri, Bernardina. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024001.

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2024Comparative analysis of neural network architectures for short-term FOREX forecasting. (2024). Kalles, Dimitris ; Zafeiriou, Theodoros. In: Papers. RePEc:arx:papers:2405.08045.

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2024.

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2024International financial integration and financial depth: New evidence from an asymmetry analysis. (2024). Hayes, Linda A ; Niroomand, Farhang ; Hajilee, Massomeh. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:4:p:729-745.

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2024Anatomy of the chimera: Environmental, Social, and Governance ratings beyond the myth. (2024). Severini, Sabrina ; Lucarelli, Caterina. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:5:p:4198-4217.

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202430 years of exchange rate analysis and forecasting: A bibliometric review. (2024). Wang, Shouyang ; Wei, Yunjie ; Fang, Siran. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:973-1007.

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2024The Term Structure of Covered Interest Rate Parity Violations. (2024). Song, Dongho ; Chernov, Mikhail ; Schmid, Lukas ; Augustin, Patrick. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2077-2114.

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2024Too Privileged to Move? Neighbourhood Perception and Relocation Intention in Chinas Gated Communities. (2024). He, Shenjing ; Li, Chenxi. In: Tijdschrift voor Economische en Sociale Geografie. RePEc:bla:tvecsg:v:115:y:2024:i:5:p:691-705.

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2024Changes in the Global Economic Landscape and Issues for Japans Economy. (2024). Ito, Yojiro ; Hogen, Yoshihiko ; Kishi, Naoya ; Kanai, Kenji. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e03.

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2025Are money demand equations still alive and kicking? Historical evidence of cointegration for the UK, using nonlinear techniques. (2025). Arranz, Miguel Angel ; Rodrguez, Juan Andrs ; Escribano, Lvaro. In: UC3M Working papers. Economics. RePEc:cte:werepe:45845.

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2024An Econometric Analysis of Inflation, Exchange Rate, and Interest Rate on Stock Market Performance in South Africa. (2024). Kanayo, Ogujiuba ; Donald, Semosa ; Trecy, Maake ; Maponya, Lethabo. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-06-39.

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2024Relationship between Oil Price, Inflation, and Economic Growth in BRICS Countries: Panel Cointegration Analysis. (2024). Ramashova, Aissulu Nurmambekovna ; Aidarova, Aina B ; Kenzhebekova, Indira ; Kelesbayev, Dinmukhamed ; Imanbayev, Aliy ; Jaxybekova, Galiya ; Baisholanova, Karlygash. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-3.

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2024Relationship between Oil Exports, Renewable Energy Consumption, Agriculture Industry, and Economic Growth in Selected OPEC Countries: A Panel ARDL Analysis. (2024). Yessentayeva, Aizhan A ; Mukhamediyeva, Gulzada ; Aidarova, Aina B ; Myrzabekkyzy, Kundyz ; Mustafayeva, Bagila ; Tastanbekova, Karlygash ; Utemissova, Guliya. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-33.

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2024Techno-economics of renewable hydrogen export: A case study for Australia-Japan. (2024). Akimov, Alexandr ; Rezaei, Mostafa ; Gray, Evan Maca. In: Applied Energy. RePEc:eee:appene:v:374:y:2024:i:c:s0306261924013989.

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2024Techno-economics of offshore wind-based dynamic hydrogen production. (2024). Akimov, Alexandr ; Rezaei, Mostafa ; Mac, Evan. In: Applied Energy. RePEc:eee:appene:v:374:y:2024:i:c:s0306261924014132.

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2024Reducing heat pump installed costs: Reviewing historic trends and assessing future prospects. (2024). Gross, Robert ; Heptonstall, Philip ; Winskel, Mark. In: Applied Energy. RePEc:eee:appene:v:375:y:2024:i:c:s0306261924013977.

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2024Nonlinear dynamics of Kimchi premium. (2024). Yang, Yangzhuoran Fin ; Koo, Bonsoo ; Seo, Myung Hwan. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000828.

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2024Financial, institutional, and macroeconomic determinants of cross-country portfolio equity flows: The case of developed countries. (2024). Alves, José ; Afonso, Antonio ; Jackson, Karen ; Beck, Krzysztof. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002591.

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2024Are FX communications effective? Evidence from emerging markets. (2024). Parra-Polanía, Julián ; Sanchez-Jabba, Andres ; Parra-Polania, Julian ; Sarmiento, Miguel. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014123000961.

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2024Determinants and effects of country ESG controversy. (2024). Beckmann, Joscha ; Rogmann, Jennifer. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000343.

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2024Examining spillovers and connectedness among commodities, inflation, and uncertainty: A quantile-VAR framework. (2024). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Corbet, Shaen ; Kyriazis, Nikolaos. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002160.

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2024Heterogeneity in carbon intensity patterns: A subsampling approach. (2024). Hounyo, Ulrich ; Lu, LI ; Kakeu, Johnson. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005279.

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2024Evaluating the effect of renewable energy investment on renewable energy development in China with panel threshold model. (2024). Li, Shuang ; Yang, Mengge ; Xu, Guangyue ; Rehman, Hafizur ; Jiang, Mingqi. In: Energy Policy. RePEc:eee:enepol:v:187:y:2024:i:c:s0301421524000491.

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2024Two decades of progressive cost reduction: A paradigm shift for distributed solar photovoltaics and energy efficiency. (2024). Mbungu, Nsilulu T ; Mudau, Unarine Bridget ; Moodley, Prathaban ; Kgaswane, Keorapetse ; Yusuf, Teslim ; Bansal, Ramesh C ; Jaane, Mamahloko Senatla ; Naidoo, Raj M. In: Energy. RePEc:eee:energy:v:312:y:2024:i:c:s0360544224033486.

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2024Political risks, excess and carry trade returns in global markets. (2024). Blenman, Lloyd P ; Kesse, Kwabena. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004222.

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2024Intermediate cross-sectional prospect theory value in stock markets: A novel method. (2024). Park, Jong Won ; Eom, Yunsung. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000528.

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2024The shape of the Treasury yield curve and commodity prices. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436.

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2024Quantifying the volatility spillover dynamics between financial stress and US financial sectors: Evidence from QVAR connectedness. (2024). Billah, Syed ; Naeem, Muhammad Abubakr ; Hoque, Mohammad Enamul ; Kapar, Burcu. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003661.

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2024Exchange rate stability and expectation management under heterogeneous expectations. (2024). Li, Xiaoping ; Shi, Wenming ; Wang, Nan ; Duan, Jihong. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003855.

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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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2024Supply chain ESG and non-financial corporate shadow banking: Evidence from China. (2024). Gan, Zhongxin ; Xu, Zhibo ; Zhao, Chunyan. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007128.

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2024The effectiveness of FX interventions: A meta-analysis. (2024). Villamizar-Villegas, mauricio ; Rodríguez-Novoa, Daniela ; Menkhoff, Lukas ; Arango-Lozano, Lucia ; Rodriguez-Novoa, Daniela. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308920300930.

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2024Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001187.

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2024Financial technology and financial capability: Study of the European Union. (2024). Nourallah, Mustafa ; Hamati, Samer ; Hman, Peter. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000802.

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2024UIP deviations: Insights from event studies. (2024). Romero, Damian ; Claro, Sebastian ; Ceballos, Luis ; Albagli, Elias. In: Journal of International Economics. RePEc:eee:inecon:v:148:y:2024:i:c:s0022199624000011.

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2024Market timing with moving average distance: International evidence. (2024). Mugerman, Yevgeny ; Kaplanski, Guy ; Abudy, Menachem Meni. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001318.

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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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2024Forecasting the equity premium with frequency-decomposed technical indicators. (2024). Stein, Tobias. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:6-28.

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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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2024Reconciling interest rates evidence with theory: Rejecting unit roots when the HD(1) is a competing alternative. (2024). Palandri, Alessandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000335.

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2024ETF arbitrage and international diversification. (2024). Rozental, Hari ; Gozluklu, Arie ; Filippou, Ilias. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624001882.

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2024Information spillover and cross-predictability of currency returns: An analysis via Machine Learning. (2024). Yan, Shu ; Wu, Yangru ; Liu, Yuzheng ; Jia, Yuecheng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002279.

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2024Chinese monetary policy spillovers on its international portfolio investment flows. (2024). Liu, Zixi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560623002085.

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2024Money never sleeps: Capital flows under global risk and uncertainty. (2024). Yang, Min ; Xu, Tongbin ; Wu, Haoran ; Agoraki, Maria-Eleni K. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560623002140.

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2024Real exchange rate and international reserves in the era of financial integration. (2024). Saadaoui, Jamel ; Ho, Sy-Hoa ; Uddin, Gazi Salah ; Toan, Luu Duc ; Aizenman, Joshua. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560624000019.

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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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2024Blowing against the Wind? a narrative approach to central Bank foreign exchange intervention. (2024). Naef, Alain. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s0261560624001165.

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2024Exchange rate and corporate investment: Heterogeneous effects via the global value chain networks. (2024). Huang, Wendi ; Zhang, Weikang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001463.

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2024Cross-momentum strategies in the equity futures and currency markets. (2024). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001578.

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2024Adjusting toward long-run purchasing power parity. (2024). Ong, Kian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001918.

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2024Profitability of technical trading rules in the Chinese stock market. (2024). Xu, Jin ; Wang, Zixuan ; Chuang, Hui-Ching. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000295.

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2024Navigating the “twin titans” of global manufacturing: The impact of US and China on industrial production forecasting in G20 nations. (2024). Ahmad, Wasim ; Kumar, Utkarsh. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002610.

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2024The forward premium anomaly and the currency carry trade hypothesis. (2024). Smyrnakis, Dimitris ; Tzavalis, Elias ; Elias, Nikolaos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:203-218.

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2024Techno-economic analysis of a PV/WT/biomass off-grid hybrid power system for rural electrification in northern Morocco using HOMER. (2024). Laamara, Rachid Ahl ; Daoudi, Mohammed ; El-Maaroufi, Abdellah. In: Renewable Energy. RePEc:eee:renene:v:231:y:2024:i:c:s0960148124009728.

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2024Do corporate credit spreads predict the real economy?. (2024). Bazzana, Flavio ; Chatterjee, Ujjal Kanti. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:272-286.

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2024Globalisation and governance: Thresholds for the impacts of the main determinants of capital inflows?. (2024). Taşdemir, Fatma ; Tademir, Fatma ; Ozmen, Erdal. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:168-176.

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2025How Wealth and Age Interact to Affect Entrepreneurship. (2025). Scholnick, Barry ; Raina, Sahil ; Mikhed, Vyacheslav ; Dastous, Philippe. In: Working Papers. RePEc:fip:fedpwp:99482.

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2024Exchange Rate Regimes in India: Central Bank Interventions and Purchasing Power Parity in the Context of ASEAN Currencies. (2024). Alexiou, Constantinos ; Vogiazas, Sofoklis ; Siddharth, Angad. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:4:p:96-:d:1379007.

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2025Déterminants et Modèles d’Estimation des Investissements Directs Étrangers à Madagascar. (2025). Rajaonarison, Njakanasandratra ; Rajamarison, Lazanoe. In: Post-Print. RePEc:hal:journl:hal-04872865.

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2025The exchange rate passthrough to domestic prices, new evidence from Colombia. (2025). Andrian, Leandro Gaston ; Lvarez, Laura Giles ; Chvez, Augusto ; Larrahondo, Cristhian. In: IDB Publications (Working Papers). RePEc:idb:brikps:13959.

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2024Market Ecology: Trading Strategies and Market Volatility. (2024). Li, Honggang ; Xing, Kun. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10562-z.

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2024Catalyzing climate change mitigation: investigating the influence of renewable energy investments across BRICS. (2024). Dilanchiev, Azer ; Panahova, Gunay ; Urinov, Bobur ; Humbatova, Sugra. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09702-0.

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

Mark P. Taylor is editor of

Journal  ↓  ↓
International Journal of Finance & Economics
Applied Economics Letters
Applied Financial Economics
Applied Economics
International Journal of Finance & Economics

Mark P. Taylor has edited the books:

Year  ↓Title  ↓Type  ↓Cited  ↓

Works by Mark P. Taylor:

Year  ↓Title  ↓Type  ↓Cited  ↓
1987Learning and Rationality: an Empirical Study of Investment Managers Stock Market Predictions In: Annals of Economics and Statistics.
[Full Text][Citation analysis]		article0
1995The Economics of Exchange Rates In: Journal of Economic Literature.
[Full Text][Citation analysis]		article885
2003The Economics of Exchange Rates.(2003) In: Cambridge Books.
[Citation analysis]
This paper has nother version. Agregated cites: 885		book
2001Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? In: Journal of Economic Literature.
[Full Text][Citation analysis]		article641
2001Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work?.(2001) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 641		paper
2007The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis In: Journal of Economic Literature.
[Full Text][Citation analysis]		article248
2006The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis.(2006) In: Economic Research Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 248		paper
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1993The Stabilizing Effect of the ERMon Exchange Rates and Interest Rates: An Empirical Investigation In: IMF Working Papers.
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1994Robustness of Equilibrium Exchange Rate Calculations to Alternative Assumptions and Methodologies In: IMF Working Papers.
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2008Commercially Available Order Flow Data and Exchange Rate Movements: Caveat Emptor In: Journal of Money, Credit and Banking.
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2001Risky Arbitrage, Limits of Arbitrage, and Nonlinear Adjustment in the Dividend-Price Ratio. In: Economic Inquiry.
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2014Immunoepidemiological Profiling of Onchocerciasis Patients Reveals Associations with Microfilaria Loads and Ivermectin Intake on Both Individual and Community Levels In: PLOS Neglected Tropical Diseases.
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2020The cost of a school based mass treatment of schistosomiasis in Ugu District, KwaZulu Natal, South Africa in 2012 In: PLOS ONE.
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2009Financial Intermediation and the Role of Price Discrimination in a Two-Tier Market In: MPRA Paper.
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1999Composantes permanente et transitoire de lépargne et de linvestissement : une étude empirique des flux internationaux de capitaux au Japon In: Économie et Prévision.
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1990Ex Ante Purchasing Power Parity: Some Evidence Based on Vector Autoregressions in the Time Domain. In: Empirical Economics.
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2000Private consumption behaviour, liquidity constraints and financial deregulation in France: a nonlinear analysis In: Empirical Economics.
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1987Risk premia and foreign exchange: A multiple time series approach to testing uncovered interest-rate parity In: Review of World Economics (Weltwirtschaftliches Archiv).
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1998Exchange controls, international capital flows and saving-investment correlations in the UK: An empirical investigation In: Review of World Economics (Weltwirtschaftliches Archiv).
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2001Forecasting capital flows to emerging markets: a Kalman filtering approach In: Applied Financial Economics.
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2003An empirical investigation of asset price bubbles in Latin American emerging financial markets In: Applied Financial Economics.
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2006Real exchange rates and Purchasing Power Parity: mean-reversion in economic thought In: Applied Financial Economics.
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2010Introduction to Applied Financial Economics Volume 20, 2010 In: Applied Financial Economics.
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2011Special issue in honour of Clive Granger In: Applied Financial Economics.
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2018Vegetation Changes and Woodland Management Associated with a Prehistoric to Medieval Burnt Mound Complex at Ballygawley, Northern Ireland In: Environmental Archaeology.
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1993Money Demand, the Cagan Model and the Inflation Tax: Some Latin American Evidence. In: The Review of Economics and Statistics.
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1997The Term Structure Of Forward Exchange Premiums And The Forecastability Of Spot Exchange Rates: Correcting The Errors In: The Review of Economics and Statistics.
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1996Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries. In: Journal of Political Economy.
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