Mark P. Taylor

Barclays - Barclays Global Investors (London)

Murray House

Royal Mint Court

EC3N 4HH London

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS

158

CITATIONS
Rank 10,902

SSRN RANKINGS

Top 10,902

in Total Papers Citations

38

Scholarly Papers (7)

1.
Downloads 5 ( 23,492)
Citation 26

The Crisis in the Foreign Exchange Market

CEPR Discussion Paper No. DP7472
Number of pages: 38 Posted: 07 Oct 2009
Michael Melvin and Mark P. Taylor
University of California, San Diego (UCSD) - Rady School of Management and Barclays - Barclays Global Investors (London)
Downloads 5 (523,720)
Citation 26

Abstract:

Financial crisis, foreign exchange market

2.

Bank of England Interest Rate Announcements and the Foreign Exchange Market

CESifo Working Paper Series No. 2613
Number of pages: 60 Posted: 20 Apr 2009
University of California, San Diego (UCSD) - Rady School of Management, University of Warwick, affiliation not provided to SSRN and Barclays - Barclays Global Investors (London)
Downloads 112 (184,655)

Abstract:

foreign exchange market, microstructure, monetary policy announcements, Markov switching, endogenous probabilities

3.

Threshold Adjustment in Deviations from the Law of One Price

FRB of St. Louis Working Paper No. 2008-027A
Number of pages: 42 Posted: 21 Aug 2008
Luciana Juvenal and Mark P. Taylor
University of Warwick - Department of Economics and Barclays - Barclays Global Investors (London)
Downloads 25 (391,511)
Citation 5

Abstract:

Law of One Price, mean reversion, nonlinearities, thresholds

4.

On the Nonlinear Influence of Reserve Bank of Australia Interventions on Exchange Rates

Economic Record, Vol. 87, Issue 278, pp. 465-479, 2011
Number of pages: 15 Posted: 22 Aug 2011
Stefan Reitz, Jan. C. Rülke and Mark P. Taylor
University of Kiel, affiliation not provided to SSRN and Barclays - Barclays Global Investors (London)
Downloads 2 (514,527)
Citation 1

Abstract:

C10, F31, F41

5.

Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect?

Economic Journal, Vol. 118, Issue 532, pp. 1742-1763, October 2008
Number of pages: 22 Posted: 19 Sep 2008
James R. Lothian and Mark P. Taylor
Gabelli School of Business, Fordham University and Barclays - Barclays Global Investors (London)
Downloads 2 (514,527)
Citation 6

Abstract:

6.

Differences in Opportunities? Wage, Employment and House‐Price Effects on Migration

Oxford Bulletin of Economics and Statistics, Vol. 74, Issue 6, pp. 831-855, 2012
Number of pages: 25 Posted: 27 Oct 2012
Birgitta Rabe and Mark P. Taylor
University of Essex - Institute for Social and Economic Research (ISER) and Barclays - Barclays Global Investors (London)
Downloads 1 (522,606)

Abstract:

7.

Large Datasets, Factor‐Augmented and Factor‐Only Vector Autoregressive Models, and the Economic Consequences of Mrs Thatcher

Economica, Vol. 79, Issue 314, pp. 378-410, 2012
Number of pages: 33 Posted: 28 Mar 2012
Hyeyoen Kim and Mark P. Taylor
affiliation not provided to SSRN and Barclays - Barclays Global Investors (London)
Downloads 0 (532,661)

Abstract: