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Details about Ian Marsh

E-mail:
Phone:+44 (0)20 7040 5121
Postal address:Faculty of Finance Cass Business School 106 Bunhill Row London EC1Y 8TZ
Workplace:Faculty of Finance, Cass Business School, City University, (more information at EDIRC)

Access statistics for papers by Ian Marsh.

Last updated 2012-05-13. Update your information in the RePEc Author Service.

Short-id: pma170


Jump to Journal Articles Chapters

Working Papers

2012

  1. Why is Price Discovery in Credit Default Swap Markets News-Specific?
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    Also in Research Discussion Papers, Bank of Finland (2012) Downloads View citations (1)

2011

  1. Order Flows, Fundamentals and Exchange Rates
    Discussion Papers, Graduate School of Economics, Kobe University Downloads View citations (2)

2007

  1. Bank behaviour with access to credit risk transfer markets
    Research Discussion Papers, Bank of Finland Downloads View citations (6)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2006) Downloads View citations (12)
  2. Did Impending War in Europe Help Destroy the Gold Bloc in 1936? An Internal Inconsistency Hypothesis
    Working papers, University of Connecticut, Department of Economics Downloads View citations (1)

2006

  1. The effect of lenders’ credit risk transfer activities on borrowing firms’ equity returns
    Research Discussion Papers, Bank of Finland Downloads View citations (9)

2005

  1. Comovements in the prices of securities issued by large complex financial institutions
    Bank of England working papers, Bank of England Downloads View citations (5)

2004

  1. An Assessment of the Case for Monetary Union or Official Dollarization in Argentina, Brazil, Chile, Uruguay and Venezuela
    Working papers, University of Connecticut, Department of Economics Downloads View citations (9)
  2. An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps
    Banco de España Working Papers, Banco de España Downloads View citations (7)
    Also in Bank of England working papers, Bank of England (2004) Downloads View citations (49)
  3. Credit Risk Transfer and Financial Sector Performance
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (8)

2003

  1. Exchange Market Pressure on the Pound-Dollar Exchange Rate: 1925-1931
    Working papers, University of Connecticut, Department of Economics Downloads
    See also Journal Article in The North American Journal of Economics and Finance (2004)

2001

  1. Official Dollarization in Latin America: Could it Work?
    Working papers, University of Connecticut, Department of Economics Downloads

2000

  1. How Do UK-Based Foreign Exchange Dealers Think Their Market Operates?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (22)
    Also in Working Papers, Warwick Business School, Finance Group (1999) Downloads View citations (2)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) Downloads View citations (19)

    See also Journal Article in International Journal of Finance & Economics (2004)

1999

  1. A Panel-Based Investigation into the Relationship Between Stock Prices and Dividends
    Working Papers, Warwick Business School, Finance Group Downloads
  2. An Analysis of the Performance of European Foreign Exchange Forecasters
    Working Papers, Warwick Business School, Finance Group Downloads View citations (3)
  3. Currency Spillovers and Tri-Polarity: A Simultaneous Model of the US Dollar, German Mark and Japanese Yen
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    Also in Working Papers, Warwick Business School, Finance Group (1999) Downloads

    See also Journal Article in Journal of International Money and Finance (2004)

1994

  1. Competitiveness Indicators
    IMF Working Papers, International Monetary Fund Downloads View citations (9)

Journal Articles

2011

  1. Order flow and central bank intervention: An empirical analysis of recent Bank of Japan actions in the foreign exchange market
    Journal of International Money and Finance, 2011, 30, (2), 377-392 Downloads View citations (4)
  2. Remilitarization and the End of the Gold Bloc in 1936
    De Economist, 2011, 159, (3), 305-321 Downloads

2007

  1. Comovements in the equity prices of large complex financial institutions
    Journal of Financial Stability, 2007, 2, (4), 391-411 Downloads View citations (9)

2006

  1. An assessment of the case for monetary union or official dollarization in five Latin American countries
    Emerging Markets Review, 2006, 7, (1), 52-66 Downloads View citations (7)
  2. Credit risk transfer and financial sector stability
    Journal of Financial Stability, 2006, 2, (2), 173-193 Downloads View citations (22)

2005

  1. An Empirical Analysis of the Dynamic Relation between Investment-Grade Bonds and Credit Default Swaps
    Journal of Finance, 2005, 60, (5), 2255-2281 Downloads View citations (82)

2004

  1. Currency spillovers and tri-polarity: a simultaneous model of the US dollar, German mark and Japanese yen
    Journal of International Money and Finance, 2004, 23, (1), 99-111 Downloads View citations (6)
    See also Working Paper (1999)
  2. Exchange market pressure on the pound-dollar exchange rate: 1925-1931
    The North American Journal of Economics and Finance, 2004, 15, (2), 249-264 Downloads View citations (3)
    See also Working Paper (2003)
  3. How do UK-based foreign exchange dealers think their market operates?
    International Journal of Finance & Economics, 2004, 9, (4), 289-306 Downloads View citations (44)
    See also Working Paper (2000)

2000

  1. An Assessment of the Causes of the Abandonment of the Gold Standard by the U.S. in 1933
    Southern Economic Journal, 2000, 67, (2), 448-459 View citations (1)
  2. Realignment expectations and the US dollar, 1890-1897: Was there a 'Peso problem'?
    Journal of Monetary Economics, 2000, 46, (3), 605-620 Downloads View citations (20)

1997

  1. Crash! Expectational Aspects of the Departures of the United Kingdom and the United States from the Inter-War Gold Standard
    Explorations in Economic History, 1997, 34, (2), 174-194 Downloads View citations (2)
  2. On Fundamentals And Exchange Rates: A Casselian Perspective
    The Review of Economics and Statistics, 1997, 79, (4), 655-664 Downloads View citations (57)

1996

  1. A note on the performance of foreign exchange forecasters in a portfolio framework
    Journal of Banking & Finance, 1996, 20, (3), 605-613 Downloads View citations (14)
  2. An assessment of three measures of competitiveness
    Review of World Economics (Weltwirtschaftliches Archiv), 1996, 132, (4), 700-722 Downloads View citations (11)
  3. Currency forecasters are heterogeneous: confirmation and consequences
    Journal of International Money and Finance, 1996, 15, (5), 665-685 Downloads View citations (61)

Chapters

2002

  1. What central banks can learn about default risk from credit markets
    A chapter in Market functioning and central bank policy, 2002, vol. 12, pp 329-339 Downloads View citations (1)
 
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