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 1 3 5 681
An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps 0 1 1 114 5 13 16 362
An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps 1 1 1 836 2 6 8 1,914
Bank Behavior with Access to Credit Risk Transfer Markets 0 0 0 20 3 4 4 117
Bank Behavior with Access to Credit Risk Transfer Markets 0 0 0 0 1 2 4 15
Bank behaviour with access to credit risk transfer markets 0 0 0 205 1 3 3 550
Comovements in the prices of securities issued by large complex financial institutions 0 0 1 114 1 3 6 534
Competitiveness Indicators: A Theoretical and Empirical Assessment 0 0 0 68 1 2 4 703
Credit Risk Transfer and Financial Sector Performance 0 0 0 394 2 3 6 1,057
Currency Regimes and the Carry Trade 0 0 1 35 3 5 9 82
Currency Spillovers and Tri-Polarity: A Simultaneous Model of the US Dollar, German Mark and Japanese Yen 0 0 0 118 0 2 2 520
Currency regimes and the carry trade 0 0 0 29 2 4 6 99
Did Impending War in Europe Help Destroy the Gold Bloc in 1936? An Internal Inconsistency Hypothesis 0 0 0 74 2 4 6 486
Exchange Market Pressure on the Pound-Dollar Exchange Rate: 1925-1931 0 0 0 295 2 4 4 5,812
How Do UK-Based Foreign Exchange Dealers Think Their Market Operates? 0 0 0 451 1 3 6 2,010
How Do UK-Based Foreign Exchange Dealers Think Their Market Operates? 0 0 0 130 1 7 9 652
Official Dollarization in Latin America: Could it Work? 0 0 0 633 0 2 4 1,923
Order Flows, Fundamentals and Exchange Rates 0 0 0 76 3 3 3 193
The effect of lenders' credit risk transfer activities on borrowing firms' equity returns 0 0 1 81 1 1 3 339
Why is Price Discovery in Credit Default Swap Markets News-Specific? 0 0 0 49 1 6 8 111
Why is price discovery in credit default swap markets news-specific? 0 0 0 25 0 0 0 118
Total Working Papers 1 2 5 3,972 33 80 116 18,278

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 0 0 9 2 2 4 35
A note on the performance of foreign exchange forecasters in a portfolio framework 0 0 0 27 0 3 5 102
An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps 0 2 8 464 0 8 27 1,691
An assessment of the case for monetary union or official dollarization in five Latin American countries 0 0 0 24 0 0 0 85
An assessment of three measures of competitiveness 0 2 3 306 5 7 10 674
Banning short sales and market quality: The UK’s experience 0 1 3 121 3 5 11 345
Comovements in the equity prices of large complex financial institutions 0 1 1 62 6 8 10 157
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 3 4 127
Credit risk transfer and financial sector stability 0 0 1 228 1 2 4 566
Currency Regimes and the Carry Trade 0 0 2 16 1 3 8 70
Currency forecasters are heterogeneous: confirmation and consequences 0 0 0 153 2 2 3 372
Currency spillovers and tri-polarity: a simultaneous model of the US dollar, German mark and Japanese yen 0 0 0 72 0 6 9 263
Exchange market pressure on the pound-dollar exchange rate: 1925-1931 0 0 0 39 2 2 3 521
High-frequency information content in end-user foreign exchange order flows 0 0 0 5 0 0 1 37
How do UK-based foreign exchange dealers think their market operates? 0 0 0 157 3 5 8 916
Hétérogénéité des prévisionnistes: une exploration des anticipations sur le marché des changes 0 0 0 3 1 2 2 48
News-Specific Price Discovery in Credit Default Swap Markets 0 0 0 3 2 3 4 34
ORDER FLOW AND EXCHANGE RATE DYNAMICS: AN APPLICATION TO EMERGING MARKETS 0 0 0 0 1 1 2 70
ORDER FLOWS, FUNDAMENTALS AND EXCHANGE RATES 0 0 1 16 1 1 5 60
On Fundamentals And Exchange Rates: A Casselian Perspective 1 1 1 334 1 3 4 780
Order flow and central bank intervention: An empirical analysis of recent Bank of Japan actions in the foreign exchange market 0 0 1 76 0 0 4 227
Realignment expectations and the US dollar, 1890-1897: Was there a 'Peso problem'? 0 0 0 65 0 2 4 404
Remilitarization and the End of the Gold Bloc in 1936 0 0 0 13 1 5 7 102
What do retail FX traders learn? 0 0 1 12 0 0 1 58
Total Journal Articles 1 7 22 2,234 32 73 140 7,744

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 1 9 0 1 5 60
What central banks can learn about default risk from credit markets 0 0 0 9 0 2 2 38
Total Chapters 0 0 1 18 0 3 7 98

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-01-09