Details about Martin Evans

Access statistics for papers by Martin Evans.

Last updated 2009-07-10. Update your information in the RePEc Author Service.

Short-id: pev5

Working Papers

2007

1. Exchange Rate Fundamentals and Order Flow
   NBER Working Papers, National Bureau of Economic Research, Inc View citations

2006

2. International Capital Flows Returns and World Financial Integration
   2006 Meeting Papers, Society for Economic Dynamics View citations
   Also in Working Papers, Georgetown University, Department of Economics View citations
   NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations

2005

3. Do Currency Markets Absorb News Quickly?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   See also Journal Article in Journal of International Money and Finance (2005)
4. International Capital Flows in a World of Greater Financial Integration
   Computing in Economics and Finance 2005, Society for Computational Economics
5. Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   Also in Working Papers, Georgetown University, Department of Economics View citations
   See also Journal Article in American Economic Review (2005)
6. Solving General Equilibrium Models with Incomplete Markets and Many Assets
   NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations
   Also in Working Papers, Georgetown University, Department of Economics View citations
7. Understanding Order Flow
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   Also in Working Papers, Georgetown University, Department of Economics View citations
   See also Journal Article in International Journal of Finance & Economics (2006)
8. Where Are We Now? Real-Time Estimates of the Macro Economy
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations
   MPRA Paper, University Library of Munich, Germany (2005) View citations
   Working Papers, Georgetown University, Department of Economics
   See also Journal Article in International Journal of Central Banking (2005)

2004

9. A New Micro Model of Exchange Rate Dynamics
   Econometric Society 2004 North American Winter Meetings, Econometric Society View citations
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) View citations

2003

10. Are Different-Currency Assets Imperfect Substitutes?
    CESifo Working Paper Series, CESifo Group Munich View citations
11. How is Macro News Transmitted to Exchange Rates?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
12. Inventory Information
    NBER Working Papers, National Bureau of Economic Research, Inc View citations

2001

13. FX Trading and Exchange Rate Dynamics
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Working Papers, Georgetown University, Department of Economics (2000)
    See also Journal Article in Journal of Finance (2002)
14. Portfolio Balance, Price Impact, and Secret Intervention
    NBER Working Papers, National Bureau of Economic Research, Inc View citations

1999

15. Order Flow and Exchange Rate Dynamics
    Research Program in Finance Working Papers, University of California at Berkeley View citations
    Also in Research Program in Finance, Working Paper Series, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley (1999) View citations
    NBER Working Papers, National Bureau of Economic Research, Inc (1999) View citations
    See also Journal Article in Journal of Political Economy (2002)

1998

16. Looking Behind the U. K.Term Structure: Were there Peso Problems in Inflation?
    Finance, EconWPA

1996

17. Index-Linked Debt and the Real term Styructure: New Estimates and Implications from the U.K. Bond Market
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics

1995

18. Dividend Variability and Stock Market Swings
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics
    See also Journal Article in Review of Economic Studies (1998)
19. Peso Problems: Their Theoretical and Empirical Implications
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics View citations
20. The Term Structure of Credit Risk: Estimates and Specification Tests
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics View citations

1993

21. Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics View citations
    See also Journal Article in Journal of Finance (1995)
22. Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics View citations
    Also in Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research (1993)
    See also Journal Article in Review of Financial Studies (1995)
23. Estimating General Markov Switching Models
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics
24. Measuring Current and Anticipated Future Credit Estimates for Brady Bonds
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics View citations
25. Trends in Expected Returns in Currency and Bond Markets
    Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research View citations
    Also in Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (1992)
    NBER Working Papers, National Bureau of Economic Research, Inc (1992)

1992

26. Do Expected Shifts in Inflation Policy Affect Real Rates?
    NBER Working Papers, National Bureau of Economic Research, Inc
    Also in Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (1992) View citations
27. Do Stationary Risk Premia Explain It All? Evidence from the Term Structure
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics View citations
    See also Journal Article in Journal of Monetary Economics (1994)
28. Expected Returns, Time-Varying Risk and Risk Premia
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics
    See also Journal Article in Journal of Finance (1994)
29. Peso Problems and Heterogeneous Trading: Evidence From Excess Returns in Foreign Exchange and Euromarkets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (1992) View citations
30. The Changing Nature of the Output-Inflation Trade-off
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics View citations
31. The Response of Exchange Rates to Permanent and Transitory Shocks under Floating Exchange Rates
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics View citations
    See also Journal Article in Journal of International Money and Finance (1993)
32. Were Price Changes during the Great Depression Anticipated? Evidence from Nominal Interest Rates
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics
    See also Journal Article in Journal of Monetary Economics (1993)

1990

33. A Modern Look At Asset Pricing and Short-Term Interest Rates
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
34. Do Stationary Risk Premia Explain It All? Evidence from the Term Struct
    NBER Working Papers, National Bureau of Economic Research, Inc

Undated

35. A New Micro Model of Exchange Rate Dynamics (March 2004)
    Working Papers, Georgetown University, Department of Economics
36. Exchange Rate Fundamentals and Order Flow (July 2004)
    Working Papers, Georgetown University, Department of Economics
37. Foreign Exchange Market Microstructure
    Working Papers, Georgetown University, Department of Economics
38. How is Macro News Transmitted to Exchange Rates? (December 2003)
    Working Papers, Georgetown University, Department of Economics View citations
39. What are the Origins of Foreign Exchange Movements?
    Working Papers, Georgetown University, Department of Economics View citations

Journal Articles

2007

1. International Financial Integration and the Real Economy
   IMF Staff Papers, 2007, 54, (2), 220-269

2006

2. Understanding order flow
   International Journal of Finance & Economics, 2006, 11, (1), 3-23 View citations
   See also Working Paper (2005)

2005

3. Do currency markets absorb news quickly?
   Journal of International Money and Finance, 2005, 24, (2), 197-217 View citations
   See also Working Paper (2005)
4. Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting
   American Economic Review, 2005, 95, (2), 405-414 View citations
   See also Working Paper (2005)
5. Where Are We Now? Real-Time Estimates of the Macroeconomy
   International Journal of Central Banking, 2005, 1, (2) View citations
   See also Working Paper (2005)

2004

6. The term structure of real rates and expected inflation, comments
   Proceedings, 2004, (Mar)

2003

7. Real risk, inflation risk, and the term structure
   Economic Journal, 2003, 113, (487), 345-389 View citations

2002

8. FX Trading and Exchange Rate Dynamics
   Journal of Finance, 2002, 57, (6), 2405-2447 View citations
   See also Working Paper (2001)
9. Informational integration and FX trading
   Journal of International Money and Finance, 2002, 21, (6), 807-831 View citations
10. Order Flow and Exchange Rate Dynamics
    Journal of Political Economy, 2002, 110, (1), 170-180 View citations
    See also Working Paper (1999)
11. Time-varying liquidity in foreign exchange
    Journal of Monetary Economics, 2002, 49, (5), 1025-1051 View citations

1998

12. Dividend Variability and Stock Market Swings
    Review of Economic Studies, 1998, 65, (4), 711-40 View citations
    See also Working Paper (1995)
13. Real Rates, Expected Inflation, and Inflation Risk Premia
    Journal of Finance, 1998, 53, (1), 187-218 View citations

1995

14. Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?
    Journal of Finance, 1995, 50, (1), 225-53 View citations
    See also Working Paper (1993)
15. Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?
    Review of Financial Studies, 1995, 8, (3), 709-42 View citations
    See also Working Paper (1993)

1994

16. Do stationary risk premia explain it all?: Evidence from the term structure
    Journal of Monetary Economics, 1994, 33, (2), 285-318 View citations
    See also Working Paper (1992)
17. Expected Returns, Time-Varying Risk, and Risk Premia
    Journal of Finance, 1994, 49, (2), 655-79 View citations
    See also Working Paper (1992)

1993

18. Inflation Regimes and the
    Journal of Money, Credit and Banking, 1993, 25, (3), 475-511 View citations
19. Inflation regimes and the sources of inflation uncertainty
    Proceedings, 1993, 475-520 View citations
20. The response of exchange rates to permanent and transitory shocks under floating exchange rates
    Journal of International Money and Finance, 1993, 12, (6), 563-586 View citations
    See also Working Paper (1992)
21. Trends in excess returns in currency and bond markets
    European Economic Review, 1993, 37, (5), 1005-1019 View citations
22. Were price changes during the Great Depression anticipated?: Evidence from nominal interest rates
    Journal of Monetary Economics, 1993, 32, (1), 3-34 View citations
    See also Working Paper (1992)

1992

23. Interpreting the Movements in Short-Term Interest Rates
    Journal of Business, 1992, 65, (3), 395-429 View citations

1991

24. Discovering the Link between Inflation Rates and Inflation Uncertainty
    Journal of Money, Credit and Banking, 1991, 23, (2), 169-84 View citations
25. Erratum: Optimal Pre-commitment in Macroeconomic Policy: A Game Theoretic Analysis of Fiscal Policy
    Oxford Economic Papers, 1991, 43, (4), 702-05

1990

26. Optimal Pre-commitment in Macro-economic Policy: A Game Theoretic Analysis of Fiscal Policy
    Oxford Economic Papers, 1990, 42, (4), 695-714