Nelson C. Mark
2005
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 8 researchers here, as inferred from the citation graph.
Whom Nelson C. Mark trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Nelson C. Mark overall
Papers from Nelson C. Mark's perspective
Ordered by how strongly the researchers Nelson C. Mark trusts endorse each paper. Same corpus, a different order for every researcher.
- Exchange rate dynamics in a model of pricing-to-market
- A Reality Check for Data Snooping
- Term Structure of Interest Rates with Regime Shifts
- Specification Analysis of Affine Term Structure Models
- Asymptotic Inference about Predictive Ability
- The Impact of Monetary Policy on Asset Prices
- Non‐linear Time Series Models in Empirical Finance
- Robust out-of-sample inference
- Covered Interest Rate Arbitrage in the Interwar Period and the Keynes-Einzig Conjecture
- Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle
Their papers
- Exchange Rate Economics: By Lucio Sarno and Mark P. Taylor, Cambridge University Press, 2003 (2005) — 257 citations