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Publications of Ian Martin

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Discussion Papers

The Quanto Theory of Exchange Rates

We present a new, theoretically motivated, forecasting variable for exchange rates that is based on the prices of quanto index contracts, and show via...

November 2017
DP 75
Lukas Kremens
Ian Martin

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Jean-Pierre Zigrand on house price cycles and systemic risk

Public trust in scientists and vaccines likely to be damaged ...

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Financial cycles, risk, macroeconomic causes and consequence ...

Rebooting UK Financial Regulation for a Post-Brexit World

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Bankruptcy and the COVID-19 Crisis

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Options-based systemic risk, financial distress, and macroec ...

Vaccine challenges

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