Access Statistics for Ian Marsh

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Assessment of the Case for Monetary Union or Official Dollarization in Argentina, Brazil, Chile, Uruguay and Venezuela 0 0 0 225 0 0 14 692
An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps 0 0 1 114 0 1 32 381
An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps 0 0 2 837 0 2 18 1,926
Bank Behavior with Access to Credit Risk Transfer Markets 0 0 0 0 1 2 9 22
Bank Behavior with Access to Credit Risk Transfer Markets 0 0 0 20 1 2 14 127
Bank behaviour with access to credit risk transfer markets 0 0 0 205 1 1 6 553
Comovements in the prices of securities issued by large complex financial institutions 0 0 0 114 0 0 11 542
Competitiveness Indicators: A Theoretical and Empirical Assessment 0 0 1 69 0 1 7 708
Credit Risk Transfer and Financial Sector Performance 0 0 0 394 0 1 11 1,065
Currency Regimes and the Carry Trade 0 0 0 35 0 0 18 95
Currency Spillovers and Tri-Polarity: A Simultaneous Model of the US Dollar, German Mark and Japanese Yen 0 0 0 118 1 1 7 525
Currency regimes and the carry trade 0 0 1 30 0 0 17 112
Did Impending War in Europe Help Destroy the Gold Bloc in 1936? An Internal Inconsistency Hypothesis 0 0 0 74 0 1 8 490
Exchange Market Pressure on the Pound-Dollar Exchange Rate: 1925-1931 0 0 0 295 0 0 17 5,825
How Do UK-Based Foreign Exchange Dealers Think Their Market Operates? 0 0 0 130 1 1 15 660
How Do UK-Based Foreign Exchange Dealers Think Their Market Operates? 0 0 0 451 0 1 10 2,017
Official Dollarization in Latin America: Could it Work? 0 0 0 633 0 0 9 1,930
Order Flows, Fundamentals and Exchange Rates 0 0 0 76 0 1 21 211
The effect of lenders' credit risk transfer activities on borrowing firms' equity returns 0 0 0 81 0 0 4 342
Why is Price Discovery in Credit Default Swap Markets News-Specific? 0 0 1 50 1 2 26 131
Why is price discovery in credit default swap markets news-specific? 0 0 0 25 0 1 4 122
Total Working Papers 0 0 6 3,976 6 18 278 18,476

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A hybrid approach to exchange rates 0 1 2 11 0 1 16 49
A note on the performance of foreign exchange forecasters in a portfolio framework 0 0 0 27 0 0 10 109
An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps 0 0 13 475 3 6 48 1,731
An assessment of the case for monetary union or official dollarization in five Latin American countries 0 0 0 24 1 2 11 96
An assessment of three measures of competitiveness 0 0 3 307 0 0 15 682
Banning short sales and market quality: The UK’s experience 0 0 2 122 0 2 19 359
Comovements in the equity prices of large complex financial institutions 0 0 1 62 2 2 18 167
Crash! Expectational Aspects of the Departures of the United Kingdom and the United States from the Inter-War Gold Standard 0 0 0 29 0 0 9 133
Credit risk transfer and financial sector stability 0 0 0 228 0 0 8 572
Currency Regimes and the Carry Trade 0 0 0 16 0 1 12 79
Currency forecasters are heterogeneous: confirmation and consequences 0 0 0 153 1 1 7 377
Currency spillovers and tri-polarity: a simultaneous model of the US dollar, German mark and Japanese yen 0 0 0 72 0 1 11 268
Exchange market pressure on the pound-dollar exchange rate: 1925-1931 0 0 0 39 0 2 13 532
High-frequency information content in end-user foreign exchange order flows 0 0 0 5 1 2 3 40
How do UK-based foreign exchange dealers think their market operates? 0 0 0 157 0 1 12 923
Hétérogénéité des prévisionnistes: une exploration des anticipations sur le marché des changes 0 0 0 3 0 1 11 57
News-Specific Price Discovery in Credit Default Swap Markets 0 0 1 4 1 2 13 44
ORDER FLOW AND EXCHANGE RATE DYNAMICS: AN APPLICATION TO EMERGING MARKETS 0 0 0 0 1 2 8 77
ORDER FLOWS, FUNDAMENTALS AND EXCHANGE RATES 0 0 0 16 0 0 6 65
On Fundamentals And Exchange Rates: A Casselian Perspective 0 0 1 334 1 2 16 793
Order flow and central bank intervention: An empirical analysis of recent Bank of Japan actions in the foreign exchange market 0 0 1 77 0 1 12 239
Realignment expectations and the US dollar, 1890-1897: Was there a 'Peso problem'? 0 0 0 65 0 1 13 415
Remilitarization and the End of the Gold Bloc in 1936 0 0 0 13 0 1 12 109
What do retail FX traders learn? 0 0 0 12 3 13 27 85
Total Journal Articles 0 1 24 2,251 14 44 330 8,001

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The International Monetary Fund: Past, Present and Future 0 0 0 9 0 0 3 62
What central banks can learn about default risk from credit markets 0 0 0 9 0 1 6 42
Total Chapters 0 0 0 18 0 1 9 104

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Statistics updated 2026-10-11