Mark Taylor

Donald Danforth Jr. Distinguished Chair and Donald Danforth Jr. Distinguished Professor of Finance

Mark Taylor

Mark Taylor

Mark Taylor is the Donald Danforth, Jr. Distinguished Professor of Finance at Olin Business School, Washington University in St. Louis. He joined Olin in 2016 and was Dean of the School over the period 2016-2002. He was formerly Professor of International Finance and Dean of Warwick Business School at the University of Warwick, UK. As well as holding previous professorial positions at Oxford University and at Bayes Business School in London, and visiting professorships at NYU Stern School of Business and at the Universities of Aix-Marseille and Bordeaux, he has also held a number of senior appointments in the finance industry. He started his career as a foreign exchange trader at Citigroup, worked as a senior economist at the Bank of England and at the International Monetary Fund in Washington DC, and was a Managing Director for five years at BlackRock, the world’s largest asset manager, where he worked on foreign exchange and fixed income portfolio management. He completed his first degree in philosophy, politics and economics at the University of Oxford and holds MSc and PhD degrees in economics and finance from London University, as well as an MBA from University College, London. He is one of the most highly cited financial economists in the world.

Area of Expertise

Economics, International Finance

Education

  • DSc (Higher Doctorate, awarded for lifetime distinguished contributions) 2012, University of Warwick
  • MBA 2010, Institute of Education, University College, London (part-time)
  • MA 2001, University of Liverpool
  • MA 1984, St. John's College, University of Oxford
  • Ph D 1984, Birbeck College, University of London
  • MSc (Distinction) 1982, Birbeck College, University of London
  • BA 1980, St. John's College, University of Oxford

Awards/Honors

  • Dean Emeritus, Warwick Business School, 2016
  • Member, Institute of Directors, Pall Mall, 2010
  • Who's Who, A&C Black, 2005
  • Life Member of the Senior Common Room, St. John's College, Oxford Member, Reform Group, Pall Mall, 1995

Teaching Interests

International Finance

Research Interests

Financial markets, foreign exchange, international finance, empirical asset pricing, international macroeconomics

Selected Publications

  • "Media Sentiment and Currency Reversals", Journal of Financial and Quantitative Analysis, with Ilias Filippou, Zigan Wang, 2024
  • "The Out-of-Sample Performance of Carry Trades", with Po-Hsuan Hsu, Zigan Wang
  • "Forward-Looking Policy Rules and Currency Premia", Journal of Financial and Quantitative Analysis, Issue 1, 449-483, with Ilias Filippou, 2023
  • "Global Political Risk and Currency Momentum", Journal of Financial and Quantitative Analysis, Issue 5, 2227-2259, with Ilias Filippou, Arie Gozluklu, 2018
  • "Common Macro Factors and Currency Premia", Journal of Financial and Quantitative Analysis, Issue 4, 1731-1763, with Ilias Filippou, 2017

Contact

Mark Taylor