Kozhan, Roman and Salmon, Mark H. (Mark Howard), 1949-. (2012) The information content of a limit order book : the case of an FX market. Journal of Financial Markets , Vol.15 (No.1). pp. 1-28. ISSN 1386-4181

Kozhan, Roman and Salmon, Mark (2009) Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation. In: Workshop on Complexity in Economics and Finance, Leiden, Netherlands, OCT 22-27, 2007. Published in: Journal of Economic Dynamics and Control, Vol.33 (No.5 Sp. Iss. SI). pp. 1106-1122.

Bouyé, Eric and Salmon, Mark. (2009) Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets. European Journal of Finance, Vol.15 (No.7-8). pp. 721-750. ISSN 1351-847X

Kozhan, Roman and Salmon, Mark H. (Mark Howard), 1949- (2008) On uncertainty, market timing and the predictability of tick by tick exchange rates. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Kozhan, Roman and Salmon, Mark H.. (2008) Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation. Journal of Economic Dynamics and Control, Vol.33 (No.5). pp. 1106-1122. ISSN 0165-1889

Salmon, Mark H. (Mark Howard), 1949- and Schleicher, Christoph (2006) Pricing multivariate currency options with copulas. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Gemmill, Gordon, Hwang, Soosung and Salmon, Mark H. (Mark Howard), 1949- (2005) Performance measurement with loss aversion. Discussion Paper. London: Centre for Economic Policy Research (Great Britain). (Discussion paper (Centre for Economic Policy Research (Great Britain)).

Salmon, Mark H. (Mark Howard), 1949-, Gemmill, Gordon and Hwang, Soosung (2005) Performance measurement with loss aversion. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Gemmill, Gordon, Hwang, Soosung and Salmon, Mark H. (Mark Howard), 1949- (2005) Performance measurement with loss aversion. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Hurd, Matthew, 1980-, Salmon, Mark H. (Mark Howard), 1949- and Schleicher, Christoph (2005) Using copulas to construct bivariate foreign exchange distributions with an application to the sterling exchange rate index. Discussion Paper. London: Centre for Economic Policy Research (Great Britain). (Discussion paper (Centre for Economic Policy Research (Great Britain)).

Hurd, Matthew, 1980-, Salmon, Mark H. (Mark Howard), 1949- and Schleicher, Christoph (2005) Using copulas to construct bivariate foreign exchange distributions with an application to the sterling exchange rate index (revised). Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Hwang, Soosung and Salmon, Mark H. (Mark Howard), 1949- (2004) Market stress and herding. Discussion Paper. London: Centre for Economic Policy Research (Great Britain). (Discussion paper (Centre for Economic Policy Research (Great Britain)).

Hwang, Soosung and Salmon, Mark H. (Mark Howard), 1949- (2001) A new measure of herding and empirical evidence. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Marcellino, Massimiliano and Salmon, Mark H. (Mark Howard), 1949- (2001) Robust decision theory and the Lucas critique. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Hwang, Soosung and Salmon, Mark H. (Mark Howard), 1949- (2001) An analysis of performance measures using copulae. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Bouyé, Eric, Gaussel, Nicolas and Salmon, Mark H. (Mark Howard), 1949- (2001) Investigating dynamic dependence using copulae. Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. (Working Papers Series, Vol.2001).

Critchley, Frank, Marriott, Paul, 1961- and Salmon, Mark H. (Mark Howard), 1949- (2001) On preferred point geometry in statistics. Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. (Working Papers Series, Vol.2001).

Marriott, Paul, 1961- and Salmon, Mark H. (Mark Howard), 1949- (2000) An introduction to differential geometry in econometrics. Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. (Working Papers Series, Vol.1999).

Hillman, Robert and Salmon, Mark H. (Mark Howard), 1949- (1999) From market micro-structure to macro fundamentals : is there predictability in the dollar-Deutsche Mark exchange rate? Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. (Working Papers Series, Vol.1999).

Avesani, Renzo G., Gallo, Giampiero M. and Salmon, Mark H. (Mark Howard), 1949- (1999) On the evolution of credibility and flexible exchange rate target zones. Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. (Working Papers Series, Vol.1999).

Critchley, Frank, Marriott, Paul, 1961- and Salmon, Mark H. (Mark Howard), 1949- (1999) An elementary account of Amari's expected geometry. Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. (Working Papers Series, Vol.1999).