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Exchange market pressure on the pound-dollar exchange rate : 1925 - 1931

Hallwood, Paul; Marsh, Ian - In: The North American journal of economics and finance : a … 15 (2004) 2, pp. 249-264

Persistent link: https://www.econbiz.de/10002146550

Comovements in the prices of securities issued by large complex financial institutions

Hawkesby, Christian; Marsh, Ian; Stevens, Ibrahim - 2005

Persistent link: https://www.econbiz.de/10002686022

Exchange rate modelling

MacDonald, Ronald; Marsh, Ian - 1999

Persistent link: https://www.econbiz.de/10001422339

An assessment of three measures of competitiveness

Marsh, Ian - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 132 (1996) 4, pp. 700-722

Persistent link: https://www.econbiz.de/10001211559

The International Monetary Fund: past, present and future

Marsh, Ian; Phylaktis, Kate - In: Handbook of international banking, (pp. 699-720). 2003

Persistent link: https://www.econbiz.de/10001741389

Currency spillovers and tri-polarity : a simultaneous model of the US dollar, German mark and Japanese yen

MacDonald, Ronald; Marsh, Ian - In: Journal of international money and finance 23 (2004) 1, pp. 99-111

Persistent link: https://www.econbiz.de/10001896665

An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps

Blanco, Roberto; Brennan, Simon; Marsh, Ian - 2004

Persistent link: https://www.econbiz.de/10001910274

Credit risk transfer and financial sector performance

Wagner, Wolf; Marsh, Ian - 2004

Persistent link: https://www.econbiz.de/10002005455

An empirical analysis of the dynamics relationship between investment-grade bonds and credit default swaps

Blanco, Roberto (contributor); Brennan, Simon (contributor); … - 2003

Persistent link: https://www.econbiz.de/10001926488

An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps

Blanco, Roberto; Brennan, Simon; Marsh, Ian - 2004

"In this paper the behaviour of credit default swaps (CDS) are analysed for a sample of firms and support found for the theoretical equivalence of CDS prices and credit spreads. When this is violated, the CDS price can be viewed as an upper bound on the price of credit risk, while the spread...

Persistent link: https://www.econbiz.de/10001932407