Mark Salmon
Names
Identifer
Contact
| phone: |
0044 (0)2476574168 |
| postal address: |
Warwick Business School
University of Warwick
Coventry
CV4 7AL
UK |
Affiliations
-
University of Cambridge
/ Faculty of Economics
Research profile
author of:
- Credibility and the value of information transmission in a model of monetary policy and inflation (RePEc:ags:uwarer:268248)
by Basar, Tamer & Salmon, Mark - Error correction modeler . co-integration and the internal model principle (RePEc:ags:uwarer:268250)
by Salmon, Mark - When Does Coordination Pay? (RePEc:ags:uwarer:268367)
by Miller, Marcus & Salmon, Mark - Model Validation And Forecast Comparisons: Theoretical And Practical Considerations (RePEc:ags:uwarer:269136)
by Salmon, Mark & Wallis, Kenneth F. - Error Correction Mechanisms (RePEc:ags:uwarer:269151)
by Salmon, Mark - Testing Normality In Econometric Models (RePEc:ags:uwarer:269159)
by Kiefer, Nicholas & Salmon, Mark - Dynamic Games and the Time Inconsistency of Optimal Policy in Open Economies (RePEc:ags:uwarer:269175)
by Miller, Marcus & Salmon, Mark - Using copulas to construct bivariate foreign exchange distributions with an application to the sterling exchange rate index (RePEc:boe:boeewp:334)
by Matthew Hurd & Mark Salmon & Christoph Schleicher - On the Evolution of Credibility and Flexible Exchange Rate Target Zones (RePEc:cpr:ceprdp:1123)
by Avesani, Renzo & Gallo, Giampiero M & Salmon, Mark - Error Correction Models, Co-integration and the Internal Model Principle (RePEc:cpr:ceprdp:265)
by Salmon, Mark - Dynamic Games and the Time Inconsistency of Optimal Policy in Open Economies (RePEc:cpr:ceprdp:27)
by Miller, Marcus & Salmon, Mark - Credibility and the Value of Information Transmission in a Model of Monetary Policy and Inflation (RePEc:cpr:ceprdp:338)
by Basar, T & Salmon, Mark - When Does Coordination Pay? (RePEc:cpr:ceprdp:425)
by Miller, Marcus & Salmon, Mark - Market Stress and Herding (RePEc:cpr:ceprdp:4340)
by Salmon, Mark & Hwang, Soosung - Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index (RePEc:cpr:ceprdp:5114)
by Salmon, Mark & Schleicher, Christoph & Hurd, Matthew - Performance Measurement with Loss Aversion (RePEc:cpr:ceprdp:5173)
by Salmon, Mark & Gemmill, Gordon T & Hwang, Soosung - On Evaluating the Importance of Non-Linearity in Large Macroeconometric Models (RePEc:cpr:ceprdp:86)
by Fisher, Paul & Salmon, Mark - Applications of Differential Geometry to Econometrics (RePEc:cup:cbooks:9780521178297)
by None - Nonlinear Dynamics and Economics (RePEc:cup:cbooks:9780521471411)
by Barnett,William A. & Kirman,Alan P. & Salmon,Mark - Applications of Differential Geometry to Econometrics (RePEc:cup:cbooks:9780521651165)
by None - Robust Decision Theory And The Lucas Critique (RePEc:cup:macdyn:v:6:y:2002:i:01:p:167-185_02)
by Marcellino, Massimiliano & Salmon, Mark - Error Correction Mechanisms (RePEc:ecj:econjl:v:92:y:1982:i:367:p:615-29)
by Salmon, Mark H - Dynamic Games and the Time Inconsistency of Optimal Policy in Open Economies (RePEc:ecj:econjl:v:95:y:1985:i:380a:p:124-37)
by Miller, Marcus & Salmon, Mark - On the Differential Geometry of the Wald Test with Nonlinear Restrictions (RePEc:ecm:emetrp:v:64:y:1996:i:5:p:1213-22)
by Critchley, Frank & Marriott, Paul & Salmon, Mark - The principle of effective demand revisited (RePEc:eee:dyncon:v:10:y:1986:i:1-2:p:231-237)
by Salmon, Mark - Error correction models, cointegration and the internal model principle (RePEc:eee:dyncon:v:12:y:1988:i:2-3:p:523-549)
by Salmon, Mark - Credibility and the value of information transmission in a model of monetary policy and inflation (RePEc:eee:dyncon:v:14:y:1990:i:1:p:97-116)
by Basar, Tamer & Salmon, Mark - When does coordination pay? (RePEc:eee:dyncon:v:14:y:1990:i:3-4:p:553-569)
by Miller, Marcus & Salmon, Mark - Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation (RePEc:eee:dyncon:v:33:y:2009:i:5:p:1106-1122)
by Kozhan, Roman & Salmon, Mark - Testing normality in econometric models (RePEc:eee:ecolet:v:11:y:1983:i:1-2:p:123-127)
by Kiefer, Nicholas M. & Salmon, Mark - Representations of I(2) cointegrated systems using the Smith-McMillan form (RePEc:eee:econom:v:84:y:1998:i:2:p:303-325)
by Haldrup, Niels & Salmon, Mark - Market stress and herding (RePEc:eee:empfin:v:11:y:2004:i:4:p:585-616)
by Hwang, Soosung & Salmon, Mark - The information content of a limit order book: The case of an FX market (RePEc:eee:finmar:v:15:y:2012:i:1:p:1-28)
by Kozhan, Roman & Salmon, Mark - Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly (RePEc:eee:jimfin:v:111:y:2021:i:c:s0261560620302746)
by Hwang, Soosung & Rubesam, Alexandre & Salmon, Mark - Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly (RePEc:hal:journl:hal-03275894)
by Soosung Hwang & Alexandre Rubesam & Mark Salmon - On Evaluating the Importance of Nonlinearity in Large Macroeconometric Models (RePEc:ier:iecrev:v:27:y:1986:i:3:p:625-46)
by Fisher, Paul & Salmon, Mark - Policy Coordination and Dynamic Games (RePEc:nbr:nberch:4135)
by Marcus Miller & Mark Salmon - Performance measurement with loss aversion (RePEc:pal:assmgt:v:7:y:2006:i:3:d:10.1057_palgrave.jam.2240213)
by Gordon Gemmill & Soosung Hwang & Mark Salmon - Control Methods and Quantitative Economic Policy (RePEc:pal:palchp:978-1-349-16092-1_5)
by Mark Salmon & Peter Young - Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index (RePEc:sce:scecf5:215)
by Christoph Schleicher & Matthew Hurd & Mark Salmon - Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets (RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:721-750)
by Eric Bouye & Mark Salmon - Model Validation and Forecast Comparisons : Theoretical and Practical Considerations (RePEc:wrk:warwec:184)
by Salmon, Mark & Wallis, Kenneth F - Error Correction Mechanisms (RePEc:wrk:warwec:199)
by Salmon, Mark - Testing Normality in Econometric Models (RePEc:wrk:warwec:216)
by Kiefer, Nicholas M & Salmon, Mark - Dynamic Games and the Time Inconsistency of Optimal Policy in Open Economies (RePEc:wrk:warwec:232)
by Miller, Marcus & Salmon, Mark - Credibility and the Value of Information Transmission in a Model of Monetary Policy and Inflation (RePEc:wrk:warwec:289)
by Basar, Tamer & Salmon, Mark - Error Correction Models, Co-Integration And The Internal Model Principle (RePEc:wrk:warwec:291)
by Salmon, M. - When Does Coordination Pay? (RePEc:wrk:warwec:333)
by Miller, M. & Salmon, M.