Details about Ian Marsh

Access statistics for papers by Ian Marsh.

Last updated 2020-08-21. Update your information in the RePEc Author Service.

Short-id: pma170

Working Papers

2019

1. Currency Regimes and the Carry Trade
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2019) View citations (9)
   See also Journal Article Currency Regimes and the Carry Trade, Journal of Financial and Quantitative Analysis, Cambridge University Press (2019) View citations (10) (2019)

2012

2. Why is Price Discovery in Credit Default Swap Markets News-Specific?
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (17)

2011

3. Order Flows, Fundamentals and Exchange Rates
   Discussion Papers, Graduate School of Economics, Kobe University View citations (2)
   See also Journal Article ORDER FLOWS, FUNDAMENTALS AND EXCHANGE RATES, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2014) View citations (2) (2014)

2007

4. Did Impending War in Europe Help Destroy the Gold Bloc in 1936? An Internal Inconsistency Hypothesis
   Working papers, University of Connecticut, Department of Economics View citations (1)

2006

5. Bank Behavior with Access to Credit Risk Transfer Markets
   Discussion Paper, Tilburg University, Center for Economic Research View citations (28)

2005

6. Comovements in the prices of securities issued by large complex financial institutions
   Bank of England working papers, Bank of England View citations (7)

2004

7. 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 View citations (11)
8. An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps
   Working Papers, Banco de España View citations (23)
   Also in Bank of England working papers, Bank of England (2004) View citations (62)
9. Credit Risk Transfer and Financial Sector Performance
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (8)

2003

10. Exchange Market Pressure on the Pound-Dollar Exchange Rate: 1925-1931
    Working papers, University of Connecticut, Department of Economics
    See also Journal Article Exchange market pressure on the pound-dollar exchange rate: 1925-1931, The North American Journal of Economics and Finance, Elsevier (2004) View citations (2) (2004)

2001

11. Official Dollarization in Latin America: Could it Work?
    Working papers, University of Connecticut, Department of Economics View citations (1)

2000

12. How Do UK-Based Foreign Exchange Dealers Think Their Market Operates?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (31)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) View citations (27)
    See also Journal Article How do UK-based foreign exchange dealers think their market operates?, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2004) View citations (99) (2004)

1999

13. 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 View citations (2)
    See also Journal Article Currency spillovers and tri-polarity: a simultaneous model of the US dollar, German mark and Japanese yen, Journal of International Money and Finance, Elsevier (2004) View citations (9) (2004)

1994

14. Competitiveness Indicators: A Theoretical and Empirical Assessment
    IMF Working Papers, International Monetary Fund View citations (24)

Journal Articles

2019

1. Currency Regimes and the Carry Trade
   Journal of Financial and Quantitative Analysis, 2019, 54, (5), 2233-2260 View citations (10)
   See also Working Paper Currency Regimes and the Carry Trade, CEPR Discussion Papers (2019) View citations (10) (2019)

2016

2. A hybrid approach to exchange rates
   Studies in Economics and Finance, 2016, 33, (1), 50-68 View citations (2)
3. News-Specific Price Discovery in Credit Default Swap Markets
   Financial Management, 2016, 45, (2), 315-340 View citations (16)
4. What do retail FX traders learn?
   Journal of International Money and Finance, 2016, 64, (C), 16-38 View citations (4)

2014

5. ORDER FLOWS, FUNDAMENTALS AND EXCHANGE RATES
   International Journal of Finance & Economics, 2014, 19, (4), 251-266 View citations (2)
   See also Working Paper Order Flows, Fundamentals and Exchange Rates, Discussion Papers (2011) View citations (2) (2011)

2012

6. Banning short sales and market quality: The UK’s experience
   Journal of Banking & Finance, 2012, 36, (7), 1975-1986 View citations (41)
7. High-frequency information content in end-user foreign exchange order flows
   The European Journal of Finance, 2012, 18, (9), 865-884 View citations (3)
8. ORDER FLOW AND EXCHANGE RATE DYNAMICS: AN APPLICATION TO EMERGING MARKETS
   International Journal of Finance & Economics, 2012, 17, (3), 290-304 View citations (8)

2011

9. 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 View citations (11)
10. Remilitarization and the End of the Gold Bloc in 1936
    De Economist, 2011, 159, (3), 305-321 View citations (1)

2007

11. Comovements in the equity prices of large complex financial institutions
    Journal of Financial Stability, 2007, 2, (4), 391-411 View citations (22)

2006

12. An assessment of the case for monetary union or official dollarization in five Latin American countries
    Emerging Markets Review, 2006, 7, (1), 52-66 View citations (12)
13. Credit risk transfer and financial sector stability
    Journal of Financial Stability, 2006, 2, (2), 173-193 View citations (58)

2005

14. An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps
    Journal of Finance, 2005, 60, (5), 2255-2281 View citations (606)

2004

15. 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 View citations (9)
    See also Working Paper Currency Spillovers and Tri-Polarity: A Simultaneous Model of the US Dollar, German Mark and Japanese Yen, CEPR Discussion Papers (1999) View citations (2) (1999)
16. Exchange market pressure on the pound-dollar exchange rate: 1925-1931
    The North American Journal of Economics and Finance, 2004, 15, (2), 249-264 View citations (2)
    See also Working Paper Exchange Market Pressure on the Pound-Dollar Exchange Rate: 1925-1931, Working papers (2003) (2003)
17. How do UK-based foreign exchange dealers think their market operates?
    International Journal of Finance & Economics, 2004, 9, (4), 289-306 View citations (99)
    See also Working Paper How Do UK-Based Foreign Exchange Dealers Think Their Market Operates?, NBER Working Papers (2000) View citations (31) (2000)

2000

18. Realignment expectations and the US dollar, 1890-1897: Was there a 'Peso problem'?
    Journal of Monetary Economics, 2000, 46, (3), 605-620 View citations (28)

1997

19. 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 View citations (2)
20. On Fundamentals And Exchange Rates: A Casselian Perspective
    The Review of Economics and Statistics, 1997, 79, (4), 655-664 View citations (99)

1996

21. A note on the performance of foreign exchange forecasters in a portfolio framework
    Journal of Banking & Finance, 1996, 20, (3), 605-613 View citations (21)
22. An assessment of three measures of competitiveness
    Review of World Economics (Weltwirtschaftliches Archiv), 1996, 132, (4), 700-722 View citations (19)
23. Currency forecasters are heterogeneous: confirmation and consequences
    Journal of International Money and Finance, 1996, 15, (5), 665-685 View citations (113)
24. Hétérogénéité des prévisionnistes: une exploration des anticipations sur le marché des changes
    Économie et Prévision, 1996, 125, (4), 109-115

Chapters

2003

1. The International Monetary Fund: Past, Present and Future
   Chapter 24 in Handbook of International Banking, 2003

2002

2. 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 View citations (2)