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Mark P. Taylor

Global rank #604 99%

Institution: Washington University in St. Louis

Primary Field: International (weighted toward more recent publications)

Homepage: https://olin.wustl.edu/EN-US/about-olin/Pages/dean.aspx

First Publication: 1984

Most Recent: 2024

RePEc ID: pta36 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 1.01 3.85 0.00 6.87
Last 10 Years 0.00 1.68 6.70 0.00 11.06
All Time 1.01 12.23 31.50 0.00 82.95

Publication Statistics

Raw Publications 78
Coauthorship-Adjusted Count 91.04

Publications (78)

Year Article Journal Tier Authors
2024 Media Sentiment and Currency Reversals Journal of Financial and Quantitative Analysis B 3
2024 Importance of transaction costs for asset allocation in foreign exchange markets Journal of Financial Economics A 4
2024 The out-of-sample performance of carry trades Journal of International Money and Finance B 4
2023 Forward-Looking Policy Rules and Currency Premia Journal of Financial and Quantitative Analysis B 2
2022 Currency volatility and global technological innovation Journal of International Economics A 4
2021 Peers, Buccaneers and Downton Abbey: An economic analysis of 19th century British aristocratic marriages Economics Letters C 1
2021 Pricing ethics in the foreign exchange market: Environmental, Social and Governance ratings and currency premia Journal of Economic Behavior and Organization B 2
2021 The real effects of exchange rate risk on corporate investment: International evidence Journal of International Money and Finance B 3
2020 Wind turbine cost reduction: A detailed bottom-up analysis of innovation drivers Energy Policy B 4
2019 Modelling portfolio capital flows in a global framework: Multilateral implications of capital controls Journal of International Money and Finance B 3
2018 Global Political Risk and Currency Momentum Journal of Financial and Quantitative Analysis B 3
2017 Common Macro Factors and Currency Premia Journal of Financial and Quantitative Analysis B 2
2016 Technical trading: Is it still beating the foreign exchange market? Journal of International Economics A 3
2015 Real exchange rates and transition economies Journal of International Money and Finance B 3
2015 Real financial market exchange rates and capital flows Journal of International Money and Finance B 4
2014 Generating currency trading rules from the term structure of forward foreign exchange premia Journal of International Money and Finance B 2
2013 International capital crunches: the time-varying role of informational asymmetries Applied Economics C 2
2012 Large Datasets, Factor‐augmented and Factor‐only Vector Autoregressive Models, and the Economic Consequences of Mrs Thatcher Economica C 2
2012 How the UK economy weathered the financial storm Journal of International Money and Finance B 3
2011 The applied economics of trade: introduction and overview Applied Economics C 1
2011 The applied economics of industry: introduction and overview Applied Economics C 1
2011 The applied economics of labour: introduction and overview Applied Economics C 1
2010 The effects of Japanese interventions on FX-forecast heterogeneity Economics Letters C 3
2009 The global financial crisis: Causes, threats and opportunities. Introduction and overview Journal of International Money and Finance B 2
2009 The crisis in the foreign exchange market Journal of International Money and Finance B 2
2009 The applied economics of agriculture: introduction and overview Applied Economics C 1
2009 The applied economics of money and inflation: introduction and overview Applied Economics C 1
2009 The applied economics of economic growth: introduction and overview Applied Economics C 1
2009 The applied economics of monetary policy: introduction and overview Applied Economics C 1
2009 The applied economics of employment: introduction and overview Applied Economics C 1
2009 The applied economics of transport: introduction and overview Applied Economics C 1
2009 The applied economics of sport: introduction and overview Applied Economics C 1
2009 The applied economics of health: introduction and overview Applied Economics C 1
2009 The applied economics of fiscal policy: introduction and overview Applied Economics C 1
2008 The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis European Economic Review B 2
2008 Commercially Available Order Flow Data and Exchange Rate Movements: Caveat Emptor Journal of Money, Credit, and Banking B 2
2007 Regional vulnerability: The case of East Asia Journal of International Money and Finance B 2
2007 A cross-country financial accelerator: Evidence from North America and Europe Journal of International Money and Finance B 3
2005 Purchasing power parity and the theory of general relativity: the first tests Journal of International Money and Finance B 4
2004 Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study Journal of International Money and Finance B 3
2004 Financial predictors of real activity and the financial accelerator Economics Letters C 2
2004 The impact of European Central Bank Governing Council announcements on the foreign exchange market: a microstructural analysis Journal of International Money and Finance B 2
2003 The out-of-sample success of term structure models as exchange rate predictors: a step beyond Journal of International Economics A 4
2003 Why is it so difficult to beat the random walk forecast of exchange rates? Journal of International Economics A 2
2003 Purchasing Power Parity Review of International Economics B 1
2002 The stock return-inflation puzzle revisited Economics Letters C 2
2002 Permanent and Temporary Components of Stock Prices: Evidence from Assessing Macroeconomic Shocks Southern Economic Journal C 2
2001 Self–Employment and Windfall Gains in Britain: Evidence from Panel Data Economica C 1
2001 On the mean-reverting properties of target zone exchange rates: a cautionary note Economics Letters C 2
2000 Measuring the temporary component of stock prices: robust multivariate analysis Economics Letters C 2
2000 Purchasing power parity over two centuries: strengthening the case for real exchange rate stability: A reply to Cuddington and Liang Journal of International Money and Finance B 2
2000 Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals Journal of International Money and Finance B 2
1999 Hot money, accounting labels and the permanence of capital flows to developing countries: an empirical investigation Journal of Development Economics A 2
1999 Moral hazard, asset price bubbles, capital flows, and the East Asian crisis:: the first tests Journal of International Money and Finance B 2
1999 Real Interest Rates and Macroeconomic Activity. Oxford Review of Economic Policy C 1
1999 Editorial Applied Economics C 1
1998 The slope of the yield curve and real economic activity: tracing the transmission mechanism Economics Letters C 2
1998 Periodically collapsing stock price bubbles: a robust test Economics Letters C 2
1998 Real exchange rates under the recent float: unequivocal evidence of mean reversion Economics Letters C 2
1998 The behavior of real exchange rates during the post-Bretton Woods period Journal of International Economics A 2
1997 The Term Structure Of Forward Exchange Premiums And The Forecastability Of Spot Exchange Rates: Correcting The Errors Review of Economics and Statistics A 2
1997 Real exchange rate behavior Journal of International Money and Finance B 2
1997 Capital Flows to Developing Countries: Long- and Short-Term Determinants. World Bank Economic Review B 2
1996 Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries. Journal of Political Economy S 2
1995 Macro-economic Shocks, the ERM, and Tri-polarity. Review of Economics and Statistics A 2
1994 The monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat a random walk Journal of International Money and Finance B 2
1993 Money Demand, the Cagan Model and the Inflation Tax: Some Latin American Evidence. Review of Economics and Statistics A 2
1993 Modeling the Demand for U.K. Broad Money, 1871-1913. Review of Economics and Statistics A 1
1992 A stable US money demand function, 1874-1975 Economics Letters C 2
1992 The use of technical analysis in the foreign exchange market Journal of International Money and Finance B 2
1991 The monetary approach to the exchange rate : Long-run relationships and coefficient restrictions Economics Letters C 2
1991 Exchange Rates, Policy Convergence, and the European Monetary System. Review of Economics and Statistics A 2
1989 Foreign exchange market efficiency and cointegration : Some evidence from the recent float Economics Letters C 2
1989 The Internationalisation of Stock Markets and the Abolition of U.K. Exchange Control. Review of Economics and Statistics A 2
1988 Testing Rational Expectations and Efficiency in the London Metal Exchange. Oxford Bulletin of Economics and Statistics B 2
1988 Long-run purchasing power parity in the 1920s European Economic Review B 2
1987 The Role of Speculation in the Forward Exchange Market: Some Consistent Estimates Assuming Rational Expectations. Oxford Bulletin of Economics and Statistics B 1
1984 The Monetary Approach to the Balance of Payments: A Critical Appraisal of Some Empirical Evidence. Oxford Bulletin of Economics and Statistics B 2