NC Mark
NC Mark
Professor of Economics, University of Notre Dame
Verified email at
Cited by
Cited by
Exchange rates and fundamentals: Evidence on long-horizon predictability
NC Mark
The American Economic Review, 201-218, 1995
Cointegration vector estimation by panel DOLS and long‐run money demand
NC Mark, D Sul
Oxford Bulletin of Economics and statistics 65 (5), 655-680, 2003
Mean reversion in equilibrium asset prices
SG Cecchetti, PS Lam, NC Mark
National Bureau of Economic Research Working Paper Series, 1988
Nominal exchange rates and monetary fundamentals: evidence from a small post-Bretton Woods panel
NC Mark, D Sul
Journal of international economics 53 (1), 29-52, 2001
Exchange rate models are not as bad as you think [with comments and discussion]
C Engel, NC Mark, KD West, K Rogoff, B Rossi
NBER macroeconomics annual 22, 381-473, 2007
Real and nominal exchange rates in the long run: An empirical investigation
NC Mark
Journal of international economics 28 (1-2), 115-136, 1990
Asset pricing with distorted beliefs: are equity returns too good to be true?
SG Cecchetti, P Lam, NC Mark
American Economic Review 90 (4), 787-805, 2000
International macroeconomics and finance theory and empirical methods
NC Mark
Blackwell, 2000
Price index convergence among United States cities
SG Cecchetti, NC Mark, RJ Sonora
International Economic Review 43 (4), 1081-1099, 2002
The equity premium and the risk-free rate: Matching the moments
SG Cecchetti, P Lam, NC Mark
Journal of Monetary Economics 31 (1), 21-45, 1993
Testing the CAPM with Time‐Varying risks and returns
JN Bodurtha Jr, NC Mark
The Journal of Finance 46 (4), 1485-1505, 1991
The economic content of indicators of developing country creditworthiness
NU Haque, MS Kumar, N Mark, DJ Mathieson
Staff Papers 43 (4), 688-724, 1996
On time varying risk premia in the foreign exchange market: An econometric analysis
NC Mark
Journal of Monetary Economics 16 (1), 3-18, 1985
Rethinking deviations from uncovered interest parity: the role of covariance risk and noise
NC Mark, Y Wu
The economic journal 108 (451), 1686-1706, 1998
Dynamic seemingly unrelated cointegrating regressions
NC Mark, M Ogaki, D Sul
The Review of Economic Studies 72 (3), 797-820, 2005
Changing monetary policy rules, learning, and real exchange rate dynamics
NC Mark
Journal of Money, Credit and Banking 41 (6), 1047-1070, 2009
Some evidence on the international inequality of real interest rates
NC Mark
Journal of international Money and Finance 4 (2), 189-208, 1985
Understanding spot and forward exchange rate regressions
W Hai, NC Mark, Y Wu
Journal of Applied Econometrics 12 (6), 715-734, 1997
Time-varying betas and risk premia in the pricing of forward foreign exchange contracts
NC Mark
Journal of Financial Economics 22 (2), 335-354, 1988
Factor model forecasts of exchange rates
C Engel, NC Mark, KD West
Econometric Reviews 34 (1-2), 32-55, 2015
The system can't perform the operation now. Try again later.
Articles 1–20