NC Mark
NC Mark
Professor of Economics, University of Notre Dame
Verified email at
Cited by
Cited by
Exchange rates and fundamentals: Evidence on long-horizon predictability
NC Mark
The American Economic Review, 201-218, 1995
Cointegration vector estimation by panel DOLS and long‐run money demand
NC Mark, D Sul
Oxford Bulletin of Economics and statistics 65 (5), 655-680, 2003
Mean reversion in equilibrium asset prices
SG Cecchetti, PS Lam, N Mark
National Bureau of Economic Research, 1988
Exchange rate models are not as bad as you think [with comments and discussion]
C Engel, NC Mark, KD West, K Rogoff, B Rossi
NBER macroeconomics annual 22, 381-473, 2007
Nominal exchange rates and monetary fundamentals: evidence from a small post-Bretton Woods panel
NC Mark, D Sul
Journal of international economics 53 (1), 29-52, 2001
Real and nominal exchange rates in the long run: An empirical investigation
NC Mark
Journal of international economics 28 (1-2), 115-136, 1990
Asset pricing with distorted beliefs: are equity returns too good to be true?
SG Cecchetti, P Lam, NC Mark
American Economic Review 90 (4), 787-805, 2000
Price index convergence among United States cities
SG Cecchetti, NC Mark, RJ Sonora
International Economic Review 43 (4), 1081-1099, 2002
International macroeconomics and finance theory and empirical methods
NC Mark
Blackwell, 2000
The equity premium and the risk-free rate: Matching the moments
SG Cecchetti, P Lam, NC Mark
Journal of Monetary Economics 31 (1), 21-45, 1993
Testing the CAPM with Time‐Varying risks and returns
JN Bodurtha Jr, NC Mark
The Journal of Finance 46 (4), 1485-1505, 1991
Dynamic seemingly unrelated cointegrating regressions
NC Mark, M Ogaki, D Sul
The Review of Economic Studies 72 (3), 797-820, 2005
The economic content of indicators of developing country creditworthiness
NU Haque, MS Kumar, N Mark, DJ Mathieson
Staff Papers 43 (4), 688-724, 1996
On time varying risk premia in the foreign exchange market: An econometric analysis
NC Mark
Journal of Monetary Economics 16 (1), 3-18, 1985
Demographic patterns and household saving in China
CC Curtis, S Lugauer, NC Mark
American Economic Journal: Macroeconomics 7 (2), 58-94, 2015
Rethinking deviations from uncovered interest parity: the role of covariance risk and noise
NC Mark, Y Wu
The economic journal 108 (451), 1686-1706, 1998
Factor model forecasts of exchange rates
C Engel, NC Mark, KD West
Econometric Reviews 34 (1-2), 32-55, 2015
Changing monetary policy rules, learning, and real exchange rate dynamics
NC Mark
Journal of Money, Credit and Banking 41 (6), 1047-1070, 2009
Some evidence on the international inequality of real interest rates
NC Mark
Journal of international Money and Finance 4 (2), 189-208, 1985
Time-varying betas and risk premia in the pricing of forward foreign exchange contracts
NC Mark
Journal of Financial Economics 22 (2), 335-354, 1988
The system can't perform the operation now. Try again later.
Articles 1–20