ian marsh
ian marsh
Professor of Finance, Cass 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
15022005
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
2832004
On fundamentals and exchange rates: a Casselian perspective
R MacDonald, IW Marsh
Review of Economics and Statistics 79 (4), 655-664, 1997
1801997
Currency forecasters are heterogeneous: confirmation and consequences
R MacDonald, IW Marsh
Journal of International Money and Finance 15 (5), 665-685, 1996
1761996
High‐frequency Markov switching models in the foreign exchange market
IW Marsh
Journal of Forecasting 19 (2), 123-134, 2000
1432000
Credit risk transfer and financial sector stability
W Wagner, IW Marsh
Journal of Financial stability 2 (2), 173-193, 2006
1342006
Competitiveness indicators: a theoretical and empirical assessment
IW Marsh, S Tokarick
IMF working paper, 1994
1261994
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
1192004
Bank behaviour with access to credit risk transfer markets
B Goderis, IW Marsh, JV Castello, W Wagner
Bank of Finland Research Discussion Paper, 2007
1102007
Banning short sales and market quality: The UK’s experience
IW Marsh, R Payne
Journal of Banking & Finance 36 (7), 1975-1986, 2012
982012
Customer order flow and exchange rate movements: is there really information content?
IW Marsh, C O'Rourke
Cass Business School Research Paper, 2005
912005
Exchange rate modelling
R MacDonald, I Marsh
Springer Science & Business Media, 2013
772013
An assessment of three measures of competitiveness
IW Marsh, SP Tokarick
Weltwirtschaftliches Archiv 132 (4), 700-722, 1996
691996
Handbook of exchange rates
J James, I Marsh, L Sarno
John Wiley & Sons, 2012
672012
Credit risk transfer and financial sector performance
W Wagner, IW Marsh
CEPR Discussion Paper, 2004
612004
Combining exchange rate forecasts: What is the optimal consensus measure?
R MacDonald, IW Marsh
Journal of Forecasting 13 (3), 313-332, 1994
591994
The effect of lenders' credit risk transfer activities on borrowing firms' equity returns
IW Marsh
Cass Business School Research Paper, 2006
562006
Credibility and fundamentals: Were the classical and interwar gold standards well-behaved target zones?
CP Hallwood, R MacDonald, IW Marsh
Cambridge University Press, 1996
541996
Large complex financial institutions: common influences on asset price behaviour?
I Marsh, I Stevens, C Hawkesby
Financial Stability Review, 91-101, 2003
482003
Realignment expectations and the US dollar, 1890–1897: Was there a ‘Peso problem’?
CP Hallwood, R MacDonald, IW Marsh
Journal of Monetary Economics 46 (3), 605-620, 2000
432000
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Articles 1–20