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MacDonald, Ronald Wagner, Wolf Hallwood, Paul Goderis, Benedikt Blanco, Roberto Tokarick, Stephen Philip Chinn, Menzie David Cheung, Yin-Wong Phylaktis, Kate Brennan, Simon Stevens, Ibrahim Accominotti, Olivier Chambers, David Baeckström, Ylva Miao, Teng Vall Castello, Judit Scheibe, Jörg Payne, Richard Cen, Jason Castelló, Judit Vall Wagner, Wolf Hawkesby, Christian Silvester, Joanne Vecchi, Michela Brennan, Simon Alizadeh-Masoodian, Amir H. Duffuor, Kwabena Huang, Chih-Yueh Fullwood, Jonathan Hawkesby, Christian B. Venturini, Francesco Iwatsubo, Kentarō James, Jessica Cenoz, Jasone Hayley, Simon Rincon-Aznar, Ana Zhang, Guangfeng Power, David M. All co-authors credit exchange market financial markets risk order price news wechselkurs transfer returns cds devisenmarkt default flows equity foreign rates rate banks prognoseverfahren specific based empirical prices dollar crt discovery short marktmikrostruktur kreditrisiko bank indicators ban kreditderivat goldstandard currency volatility sector performance dealers stock paper volatilität schätzung estimation carry trade study analysis gold changes run impact loan access effect competitiveness assessment complex model
Composed exchange rate risk transfer foreign exchange market us dollar credit default forecasting model price discovery credit risk market microstructure order flows gold standard credit derivative default swap news specific specific price exchange rate regime discovery credit swap markets transfer financial asymmetrische information asymmetric information financial analysis credit market markets news sector performance uk based based foreign exchange dealers complex financial empirical analysis default swaps currency speculation purchasing power parity currency regimes order flow access credit transfer markets dealers think think market market operates prices securities large complex financial institutions analysis dynamic investment grade grade bonds bonds credit exchange market expectations dollar short run cds returns cds lag equity market sample banks loan levels normalized unit unit labor labor costs exchange rate risk share price internationaler wettbewerb international competition economic indicator financial market pfund sterling pound sterling regimes carry carry trade cross section exchange order short sales fundamentals exchange competitiveness indicators securities issued rate dynamics emerging markets quality uk realignment expectations peso problem inter gold long run firm specific cds market financial stocks financial markets actively manage manage credit behavioural finance
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Ian Marsh Alternative spellings: Ian W. Marsh Ian William Marsh B: 1966 Biblio: Tätig an der University of Strathclyde, Glasgow, UK; tätig bei der Bank of England
Profession Economist
Affiliations Cass Business School
Publishing years Series Cass Business School Research Paper (3) Bank of Finland research discussion papers (3) Discussion paper / Centre for Economic Policy Research (3) Global economic institutions working paper series (2) Discussion paper / Center for Economic Research, Tilburg University (2) Working papers / Bank of England (2) Bank of England Working Paper (2) Bank of Finland Research Discussion Paper (2) Discussion papers / CEPR (1) Working paper / National Bureau of Economic Research, Inc. (1) Advanced studies in theoretical and applied econometrics : ASTA (1) Publications / The United Nations University : UNUP (1) CFAP working papers (1) IMF working papers (1) Documentos de trabajo / Banco de España, Servicio de Estudios (1) Advanced studies in theoretical and applied econometrics (1) Working papers / University of Connecticut, Department of Economics (1) Working paper / Cambridge Endowment for Research in Finance (1) IMF Working Paper (1) NBER Working Paper (1) CEPR Discussion Paper (1) Discussion paper / Tinbergen Institute (1) European Banking Center Discussion Paper (1) IMF working paper (1) 
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