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ian marsh
ian marsh
Professor of Finance, Bayes Business school
Verified email at city.ac.uk
Title
Cited by
Cited by
Year
An empirical analysis of the dynamic relation between investment‐grade bonds and credit default swaps
R Blanco, S Brennan, IW Marsh
The Journal of Finance 60 (5), 2255-2281, 2005
16492005
How do UK‐based foreign exchange dealers think their market operates?
YW Cheung, MD Chinn, IW Marsh
International Journal of Finance & Economics 9 (4), 289-306, 2004
3122004
An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps
R Blanco, S Brennan, IW Marsh
Bank of England working paper, 2004
2132004
On fundamentals and exchange rates: a Casselian perspective
R MacDonald, IW Marsh
Review of Economics and Statistics 79 (4), 655-664, 1997
1991997
Currency forecasters are heterogeneous: confirmation and consequences
R MacDonald, IW Marsh
Journal of International Money and Finance 15 (5), 665-685, 1996
1881996
High‐frequency Markov switching models in the foreign exchange market
IW Marsh
Journal of forecasting 19 (2), 123-134, 2000
1632000
Competitiveness indicators: a theoretical and empirical assessment
MS Tokarick, IW Marsh
International Monetary Fund, 1994
1631994
Credit risk transfer and financial sector stability
W Wagner, IW Marsh
Journal of Financial Stability 2 (2), 173-193, 2006
1482006
Bank behaviour with access to credit risk transfer markets
B Goderis, IW Marsh, JV Castello, W Wagner
Bank of Finland Research Discussion Paper, 2007
1242007
Banning short sales and market quality: The UK’s experience
IW Marsh, R Payne
Journal of Banking & Finance 36 (7), 1975-1986, 2012
1202012
Customer order flow and exchange rate movements: is there really information content?
IW Marsh, C O'Rourke
Cass Business School Research Paper, 2005
1052005
Handbook of exchange rates
J James, I Marsh, L Sarno
John Wiley & Sons, 2012
1032012
An assessment of three measures of competitiveness
IW Marsh, SP Tokarick
Weltwirtschaftliches Archiv 132 (4), 700-722, 1996
841996
Exchange rate modelling
R MacDonald, I Marsh
Springer Science & Business Media, 2013
832013
Combining exchange rate forecasts: What is the optimal consensus measure?
R MacDonald, IW Marsh
Journal of Forecasting 13 (3), 313-332, 1994
771994
The effect of lenders' credit risk transfer activities on borrowing firms' equity returns
IW Marsh
Cass Business School Research Paper, Bank of Finland Research Discussion Paper, 2006
692006
5 Credibility and fundamentals: were the Classical and interwar gold standards
CP Hallwood, R MacDonald, IW Marsh
Modern perspectives on the gold standard, 129, 1996
691996
Credit risk transfer and financial sector performance
W Wagner, IW Marsh
CEPR Discussion Paper, 2004
642004
On casselian PPP, cointegration and exchange rate forecasting
R MacDonald, IW Marsh
University of Strathclyde, Centre for Financial Research, 1996
481996
News‐specific price discovery in credit default swap markets
IW Marsh, W Wagner
Financial Management 45 (2), 315-340, 2016
442016
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