Article

Dupuy, P., James, J. and Marsh, I. W. ORCID: 0000-0002-0483-8658 (2020). Attractive and non-attractive currencies. Journal of International Money and Finance, 110, 102253.. doi: 10.1016/j.jimonfin.2020.102253

Fullwood, J., James, J. and Marsh, I. W. ORCID: 0000-0002-0483-8658 (2020). Volatility and the cross-section of returns on FX options. Journal of Financial Economics,

Alizadeh-Masoodian, A. ORCID: 0000-0003-1588-6214, Huang, C-Y. and Marsh, I. W. ORCID: 0000-0002-0483-8658 (2019). Modelling the Volatility of TOCOM Energy Futures: A Regime Switching Realised Volatility Approach. Energy Economics, doi: 10.1016/j.eneco.2019.06.019

Accominotti, O., Cen, J., Chambers, D. and Marsh, I. W. ORCID: 0000-0002-0483-8658 (2019). Currency regimes and the carry trade. Journal of Financial and Quantitative Analysis, doi: 10.1017/S002210901900019X

Marsh, I. W., Rincon-Aznar, A., Vecchione, M. and Venturini, F. (2017). We see ICT spillovers everywhere but in the econometric evidence: a reassessment. Industrial and Corporate Change, doi: 10.1093/icc/dtx008

Marsh, I. W. and Wagner, W. (2016). News-Specific Price Discovery in Credit Default Swap Markets. Financial Management, 45(2), pp. 315-340. doi: 10.1111/fima.12095

Hayley, S. and Marsh, I. W. (2016). What do retail FX traders learn?. Journal of International Money and Finance, 64, pp. 16-38. doi: 10.1016/j.jimonfin.2016.02.001

Iwatsubo, K. and Marsh, I. W. (2014). Order flows, fundamentals and exchange rates. International Journal of Finance and Economics, 19(4), pp. 251-266. doi: 10.1002/ijfe.1490

Marsh, I. W. and Miao, T. (2012). High-frequency information content in end-user foreign exchange order flows. The European Journal of Finance, 18(9), pp. 865-884. doi: 10.1080/1351847X.2011.601652

Duffuor, K., Marsh, I. W. and Phylaktis, K. (2012). Order flow and exchange rate dynamics: an application to emerging markets. International Journal of Finance and Economics, 17(3), pp. 290-304. doi: 10.1002/ijfe.451

Marsh, I. W. (2011). Order flow and central bank intervention: An empirical analysis of recent Bank of Japan actions in the foreign exchange market. Journal of International Money and Finance, 30(2), pp. 377-392. doi: 10.1016/j.jimonfin.2010.10.001

Book Section

Della Corte, P., Sarno, L. and Tsiakas, I. (2012). Volatility and Correlation Timing in Active Currency Management. In: James, J., Marsh, I. W. and Sarno, L. (Eds.), Handbook of Exchange Rates. (pp. 421-447). New Jersey, USA: Wiley. ISBN 9780470768839

Marsh, I. W. (2002). What central banks can learn about default risk from credit markets. In: Market functioning and central bank policy (BIS Papers No 12). . Basel, Switzerland: Bank for International Settlements. ISBN 92-9131-636-9