| Exchange rates and fundamentals: Evidence on long-horizon predictability NC Mark The American Economic Review, 201-218, 1995 | 1631 | 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 | 1073 | 2003 |
| Mean reversion in equilibrium asset prices SG Cecchetti, PS Lam, N Mark National Bureau of Economic Research, 1988 | 791 | 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 | 734 | 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 | 716 | 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 | 630 | 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 | 427 | 2000 |
| Price index convergence among United States cities SG Cecchetti, NC Mark, RJ Sonora International Economic Review 43 (4), 1081-1099, 2002 | 411 | 2002 |
| International macroeconomics and finance theory and empirical methods NC Mark Blackwell, 2000 | 385 | 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 | 367 | 1993 |
| Dynamic seemingly unrelated cointegrating regressions NC Mark, M Ogaki, D Sul The Review of Economic Studies 72 (3), 797-820, 2005 | 315 | 2005 |
| Testing the CAPM with Time‐Varying risks and returns JN Bodurtha Jr, NC Mark The Journal of Finance 46 (4), 1485-1505, 1991 | 312 | 1991 |
| The economic content of indicators of developing country creditworthiness NU Haque, MS Kumar, N Mark, DJ Mathieson Staff Papers 43 (4), 688-724, 1996 | 293 | 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 | 265 | 1985 |
| Demographic patterns and household saving in China CC Curtis, S Lugauer, NC Mark American Economic Journal: Macroeconomics 7 (2), 58-94, 2015 | 257 | 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 | 243 | 1998 |
| Factor model forecasts of exchange rates C Engel, NC Mark, KD West Econometric Reviews 34 (1-2), 32-55, 2015 | 236 | 2015 |
| Changing monetary policy rules, learning, and real exchange rate dynamics NC Mark Journal of Money, Credit and Banking 41 (6), 1047-1070, 2009 | 230 | 2009 |
| Some evidence on the international inequality of real interest rates NC Mark Journal of international Money and Finance 4 (2), 189-208, 1985 | 215 | 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 | 203 | 1988 |
