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Details about Martin Evans

Homepage:https://sites.google.com/a/georgetown.edu/evansmdd/
Phone:(202) 687 1570
Postal address:Department of Economics Georgetown University 37 th and O Sts. NW Washington DC 20057
Workplace:Economics Department, Georgetown University, (more information at EDIRC)

Access statistics for papers by Martin Evans.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pev5


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Working Papers

2020

  1. Exchange Rates and Liquidity Risk
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Real Exchange Rate Dynamics Beyond Business Cycles
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2019

  1. Front-Running and Collusion in Forex Trading
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in Working Papers, Georgetown University, Department of Economics (2019) Downloads
  2. Informal Transfers in Comparisons of Income Distributions: Lessons from Rich and Middle-Income Countries
    LIS Working papers, LIS Cross-National Data Center in Luxembourg Downloads
    See also Journal Article Informal Transfers in Comparisons of Income Distributions: Lessons from Rich and Middle-Income Countries, Journal of Income Distribution, Ad libros publications inc. (2018) Downloads View citations (2) (2018)
  3. Microstructure of Foreign Exchange Markets
    Working Papers, Georgetown University, Department of Economics Downloads View citations (12)
    Also in Working Paper, Norges Bank (2019) Downloads View citations (4)

2018

  1. Simulating policy options for universal child allowances in Ghana
    WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER) Downloads
  2. Universal Child Allowances in 14 Middle Income Countries: Options for Policy and Poverty Reduction
    LIS Working papers, LIS Cross-National Data Center in Luxembourg Downloads View citations (7)

2017

  1. Exchange rates, interest rates and the global carry trade
    Working Paper, Norges Bank Downloads View citations (2)
  2. Forex Trading and the WMR Fix
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2014) Downloads View citations (8)
    Working Papers, Georgetown University, Department of Economics (2014) Downloads View citations (8)

2016

  1. Child Poverty in Middle-Income Countries
    LIS Working papers, LIS Cross-National Data Center in Luxembourg Downloads View citations (2)

2015

  1. External Balances, Trade and Financial Conditions
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in Working Papers, Georgetown University, Department of Economics (2015) Downloads

    See also Journal Article External balances, trade and financial conditions, Journal of International Economics, Elsevier (2017) Downloads View citations (3) (2017)
  2. Order Flow Information and Spot Rate Dynamics
    Working Papers, Georgetown University, Department of Economics Downloads
    See also Journal Article Order flow information and spot rate dynamics, Journal of International Money and Finance, Elsevier (2016) Downloads View citations (7) (2016)
    Chapter Order Flow Information and Spot Rate Dynamics, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2017) Downloads View citations (1) (2017)

2014

  1. External Balances, Trade Flows and Financial Conditions
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
    See also Journal Article External balances, trade flows and financial conditions, Journal of International Money and Finance, Elsevier (2014) Downloads View citations (4) (2014)

2013

  1. Global Imbalances, Risk, and the Great Recession
    Working Papers, Georgetown University, Department of Economics Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2013) Downloads

2012

  1. Exchange-Rate Dark Matter
    Working Papers, Georgetown University, Department of Economics Downloads View citations (20)
    See also Chapter Exchange-Rate Dark Matter, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2017) Downloads (2017)
  2. International Capital Flows and Debt Dynamics
    Working Papers, Georgetown University, Department of Economics Downloads View citations (11)

2011

  1. Micro approaches to foreign exchange determination
    Working Paper, Norges Bank Downloads View citations (4)
    Also in Working Papers, Georgetown University, Department of Economics (2010) Downloads View citations (6)

2010

  1. The Microstructure of Currency Markets
    Working Papers, Georgetown University, Department of Economics Downloads
  2. Understanding the Dynamics of the US External Position
    Working Papers, Georgetown University, Department of Economics Downloads View citations (5)

2008

  1. Order Flows and The Exchange Rate Disconnect Puzzle
    Working Papers, Georgetown University, Department of Economics Downloads View citations (1)
    See also Journal Article Order flows and the exchange rate disconnect puzzle, Journal of International Economics, Elsevier (2010) Downloads View citations (50) (2010)
    Chapter Order Flows and the Exchange Rate Disconnect Puzzle, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2017) Downloads View citations (1) (2017)

2007

  1. Exchange Rate Fundamentals and Order Flow
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (56)
    See also Journal Article Exchange Rate Fundamentals and Order Flow, Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd. (2012) Downloads View citations (14) (2012)
    Chapter Exchange Rate Fundamentals and Order Flow, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2017) Downloads View citations (4) (2017)

2006

  1. Financial Integration, Macroeconomic Volatility and Welfare
    Working Papers, Georgetown University, Department of Economics Downloads View citations (12)
    See also Journal Article Financial Integration, Macroeconomic Volatility, and Welfare, Journal of the European Economic Association, MIT Press (2007) Downloads View citations (35) (2007)
  2. International Capital Flows Returns and World Financial Integration
    2006 Meeting Papers, Society for Economic Dynamics Downloads View citations (17)
    Also in Working Papers, Georgetown University, Department of Economics (2005) Downloads View citations (67)
    NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (70)

    See also Journal Article International capital flows, returns and world financial integration, Journal of International Economics, Elsevier (2014) Downloads View citations (46) (2014)

2005

  1. A New Micro Model of Exchange Rate Dynamics (March 2004)
    Working Papers, Georgetown University, Department of Economics Downloads View citations (4)
  2. Do Currency Markets Absorb News Quickly?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (104)
    See also Journal Article Do currency markets absorb news quickly?, Journal of International Money and Finance, Elsevier (2005) Downloads View citations (105) (2005)
    Chapter Do Currency Markets Absorb News Quickly?, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2017) Downloads (2017)
  3. Exchange Rate Fundamentals and Order Flow (July 2004)
    Working Papers, Georgetown University, Department of Economics Downloads View citations (7)
  4. Foreign Exchange Market Microstructure
    Working Papers, Georgetown University, Department of Economics Downloads View citations (8)
  5. How is Macro News Transmitted to Exchange Rates? (December 2003)
    Working Papers, Georgetown University, Department of Economics Downloads View citations (2)
  6. International Capital Flows in a World of Greater Financial Integration
    Computing in Economics and Finance 2005, Society for Computational Economics Downloads
  7. Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting
    Working Papers, Georgetown University, Department of Economics Downloads View citations (112)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (121)

    See also Chapter Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2017) Downloads View citations (1) (2017)
    Journal Article Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting, American Economic Review, American Economic Association (2005) Downloads View citations (127) (2005)
  8. Solving General Equilibrium Models with Incomplete Markets and Many Assets
    Working Papers, Georgetown University, Department of Economics Downloads View citations (42)
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (16)
  9. Understanding Order Flow
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)
    Also in Working Papers, Georgetown University, Department of Economics (2005) Downloads View citations (9)

    See also Journal Article Understanding order flow, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2006) Downloads View citations (45) (2006)
    Chapter Understanding Order Flow, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2017) Downloads View citations (7) (2017)
  10. What are the Origins of Foreign Exchange Movements?
    Working Papers, Georgetown University, Department of Economics Downloads View citations (6)
  11. Where Are We Now? Real-Time Estimates of the Macro Economy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (114)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (117)
    MPRA Paper, University Library of Munich, Germany (2005) Downloads View citations (121)
    Working Papers, Georgetown University, Department of Economics (2005) Downloads View citations (118)

    See also Journal Article Where Are We Now? Real-Time Estimates of the Macroeconomy, International Journal of Central Banking, International Journal of Central Banking (2005) Downloads View citations (133) (2005)

2004

  1. A New Micro Model of Exchange Rate Dynamics
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (51)
    Also in Econometric Society 2004 North American Winter Meetings, Econometric Society (2004) Downloads View citations (45)

2003

  1. Are Different-Currency Assets Imperfect Substitutes?
    CESifo Working Paper Series, CESifo Downloads View citations (8)
    Also in Working Papers, Georgetown University, Department of Economics (2000) Downloads View citations (9)

    See also Chapter Are Different-Currency Assets Imperfect Substitutes?, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2017) Downloads View citations (3) (2017)
  2. How is Macro News Transmitted to Exchange Rates?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (89)
    See also Chapter How is Macro News Transmitted to Exchange Rates?, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2017) Downloads (2017)
    Journal Article How is macro news transmitted to exchange rates?, Journal of Financial Economics, Elsevier (2008) Downloads View citations (186) (2008)
  3. Inventory Information
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (25)
    Also in Working Papers, Georgetown University, Department of Economics (2003) Downloads View citations (4)

    See also Journal Article Inventory Information, The Journal of Business, University of Chicago Press (2006) Downloads View citations (29) (2006)
    Chapter Inventory Information, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2017) Downloads View citations (1) (2017)

2002

  1. Informational Integration and FX Trading
    Working Papers, Georgetown University, Department of Economics Downloads View citations (50)
    See also Chapter Informational Integration and FX Trading, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2017) Downloads View citations (3) (2017)
    Journal Article Informational integration and FX trading, Journal of International Money and Finance, Elsevier (2002) Downloads View citations (66) (2002)
  2. Real Risk, Inflation Risk, and the Term Structure
    Working Papers, Georgetown University, Department of Economics Downloads
    See also Journal Article Real risk, inflation risk, and the term structure, Economic Journal, Royal Economic Society (2003) View citations (51) (2003)

2001

  1. FX Trading and Exchange Rate Dynamics
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (52)
    Also in Working Papers, Georgetown University, Department of Economics (2000) Downloads

    See also Chapter FX Trading and Exchange Rate Dynamics, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2017) Downloads (2017)
  2. Portfolio Balance, Price Impact, and Secret Intervention
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (67)
  3. Time-Varying Liquidity in Foreign Exchange
    Working Papers, Georgetown University, Department of Economics Downloads View citations (3)
    See also Journal Article Time-varying liquidity in foreign exchange, Journal of Monetary Economics, Elsevier (2002) Downloads View citations (55) (2002)
    Chapter Time-Varying Liquidity in Foreign Exchange, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2017) Downloads View citations (3) (2017)

1999

  1. Order Flow and Exchange Rate Dynamics
    Research Program in Finance Working Papers, University of California at Berkeley Downloads View citations (82)
    Also in Research Program in Finance, Working Paper Series, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley (1999) Downloads View citations (72)
    NBER Working Papers, National Bureau of Economic Research, Inc (1999) Downloads View citations (83)

    See also Journal Article Order Flow and Exchange Rate Dynamics, Journal of Political Economy, University of Chicago Press (2002) Downloads View citations (673) (2002)
    Chapter Order Flow and Exchange Rate Dynamics, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2017) Downloads (2017)

1998

  1. Looking Behind the U. K.Term Structure: Were there Peso Problems in Inflation?
    Finance, University Library of Munich, Germany Downloads

1996

  1. 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

  1. Dividend Variability and Stock Market Swings
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics View citations (1)
    See also Journal Article Dividend Variability and Stock Market Swings, The Review of Economic Studies, Review of Economic Studies Ltd (1998) Downloads View citations (30) (1998)
  2. Peso Problems: Their Theoretical and Empirical Implications
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics View citations (16)
  3. 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 (3)

1993

  1. 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 (25)
    See also Journal Article Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?, Journal of Finance, American Finance Association (1995) Downloads View citations (181) (1995)
  2. 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 (4)
    Also in Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research (1993) View citations (8)

    See also Journal Article Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?, The Review of Financial Studies, Society for Financial Studies (1995) Downloads View citations (109) (1995)
    Chapter Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2017) Downloads (2017)
  3. Estimating General Markov Switching Models
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics View citations (1)
  4. 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 (1)
  5. Trends in Expected Returns in Currency and Bond Markets
    Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research View citations (8)
    Also in Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (1992) View citations (3)
    NBER Working Papers, National Bureau of Economic Research, Inc (1992) Downloads View citations (3)

1992

  1. Do Expected Shifts in Inflation Policy Affect Real Rates?
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics View citations (3)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1992) Downloads View citations (2)
  2. 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 (5)
    See also Journal Article Do stationary risk premia explain it all?: Evidence from the term structure, Journal of Monetary Economics, Elsevier (1994) Downloads View citations (109) (1994)
  3. Expected Returns, Time-Varying Risk and Risk Premia
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics View citations (2)
    See also Journal Article Expected Returns, Time-Varying Risk, and Risk Premia, Journal of Finance, American Finance Association (1994) Downloads View citations (35) (1994)
  4. Peso Problems and Heterogeneous Trading: Evidence From Excess Returns in Foreign Exchange and Euromarkets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    Also in Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (1992) View citations (4)
  5. 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 (2)
  6. 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 (4)
    See also Chapter The Response of Exchange Rates to Permanent and Transitory Shocks under Floating Exchange Rates, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2017) Downloads (2017)
    Journal Article The response of exchange rates to permanent and transitory shocks under floating exchange rates, Journal of International Money and Finance, Elsevier (1993) Downloads View citations (52) (1993)
  7. Trends in Excess Returns in Currency and Bond Markets
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics View citations (1)
    See also Chapter Trends in Excess Returns in Currency and Bond Markets, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2017) Downloads View citations (1) (2017)
    Journal Article Trends in excess returns in currency and bond markets, European Economic Review, Elsevier (1993) Downloads View citations (18) (1993)
  8. 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 View citations (2)
    See also Journal Article Were price changes during the Great Depression anticipated?: Evidence from nominal interest rates, Journal of Monetary Economics, Elsevier (1993) Downloads View citations (47) (1993)

1990

  1. A Modern Look At Asset Pricing and Short-Term Interest Rates
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
  2. Do Stationary Risk Premia Explain It All? Evidence from the Term Struct
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)

Journal Articles

2020

  1. Application of Biosurfactants and Pulsating Electrode Configurations as Potential Enhancers for Electrokinetic Remediation of Petrochemical Contaminated Soil
    Sustainability, 2020, 12, (14), 1-17 Downloads

2018

  1. Informal Transfers in Comparisons of Income Distributions: Lessons from Rich and Middle-Income Countries
    Journal of Income Distribution, 2018, 26, (2), 1-20 Downloads View citations (2)
    See also Working Paper Informal Transfers in Comparisons of Income Distributions: Lessons from Rich and Middle-Income Countries, LIS Working papers (2019) Downloads (2019)
  2. Qualitative analysis of the dynamics of policy design and implementation in hospital funding reform
    PLOS ONE, 2018, 13, (1), 1-18 Downloads View citations (2)
  3. Social isolation, cognitive reserve, and cognition in healthy older people
    PLOS ONE, 2018, 13, (8), 1-14 Downloads View citations (5)

2017

  1. External balances, trade and financial conditions
    Journal of International Economics, 2017, 107, (C), 165-184 Downloads View citations (3)
    See also Working Paper External Balances, Trade and Financial Conditions, MPRA Paper (2015) Downloads (2015)
  2. Hometown Transnationalism: Long Distance Villageness among Indian Punjabis and North African Berbers. By Thomas Lacroix. Basingstoke: Palgrave Macmillan, 2016. x, 217 pages. £68.00 / $109.00
    International Migration Review, 2017, 51, (1), e9-e10 Downloads
  3. New global estimates of child poverty and their sensitivity to alternative equivalence scales
    Economics Letters, 2017, 157, (C), 125-128 Downloads View citations (13)

2016

  1. Association of Forced Vital Capacity with the Developmental Gene NCOR2
    PLOS ONE, 2016, 11, (2), 1-17 Downloads
  2. Order flow information and spot rate dynamics
    Journal of International Money and Finance, 2016, 69, (C), 45-68 Downloads View citations (7)
    See also Chapter Order Flow Information and Spot Rate Dynamics, World Scientific Book Chapters, 2017, 725-776 (2017) Downloads View citations (1) (2017)
    Working Paper Order Flow Information and Spot Rate Dynamics, Working Papers (2015) Downloads (2015)

2014

  1. External balances, trade flows and financial conditions
    Journal of International Money and Finance, 2014, 48, (PB), 271-290 Downloads View citations (4)
    See also Working Paper External Balances, Trade Flows and Financial Conditions, MPRA Paper (2014) Downloads View citations (4) (2014)
  2. Genome Wide Association Identifies Common Variants at the SERPINA6/SERPINA1 Locus Influencing Plasma Cortisol and Corticosteroid Binding Globulin
    PLOS Genetics, 2014, 10, (7), 1-11 Downloads
  3. International capital flows, returns and world financial integration
    Journal of International Economics, 2014, 92, (1), 14-33 Downloads View citations (46)
    See also Working Paper International Capital Flows Returns and World Financial Integration, 2006 Meeting Papers (2006) Downloads View citations (17) (2006)
  4. Phenotypic Dissection of Bone Mineral Density Reveals Skeletal Site Specificity and Facilitates the Identification of Novel Loci in the Genetic Regulation of Bone Mass Attainment
    PLOS Genetics, 2014, 10, (6), 1-18 Downloads

2013

  1. Common Variants in Left/Right Asymmetry Genes and Pathways Are Associated with Relative Hand Skill
    PLOS Genetics, 2013, 9, (9), 1-11 Downloads
  2. Genetic Determinants of Trabecular and Cortical Volumetric Bone Mineral Densities and Bone Microstructure
    PLOS Genetics, 2013, 9, (2), 1-15 Downloads View citations (2)
  3. Mining the Human Phenome Using Allelic Scores That Index Biological Intermediates
    PLOS Genetics, 2013, 9, (10), 1-15 Downloads

2012

  1. A method for solving general equilibrium models with incomplete markets and many financial assets
    Journal of Economic Dynamics and Control, 2012, 36, (12), 1909-1930 Downloads View citations (28)
  2. Exchange Rate Fundamentals and Order Flow
    Quarterly Journal of Finance (QJF), 2012, 02, (04), 1-63 Downloads View citations (14)
    See also Working Paper Exchange Rate Fundamentals and Order Flow, NBER Working Papers (2007) Downloads View citations (56) (2007)
    Chapter Exchange Rate Fundamentals and Order Flow, World Scientific Book Chapters, 2017, 645-724 (2017) Downloads View citations (4) (2017)
  3. Genome-Wide Association Study to Identify Common Variants Associated with Brachial Circumference: A Meta-Analysis of 14 Cohorts
    PLOS ONE, 2012, 7, (3), 1-10 Downloads
  4. Meta-Analysis of Genome-Wide Scans for Total Body BMD in Children and Adults Reveals Allelic Heterogeneity and Age-Specific Effects at the WNT16 Locus
    PLOS Genetics, 2012, 8, (7), 1-14 Downloads
  5. Novel Loci for Adiponectin Levels and Their Influence on Type 2 Diabetes and Metabolic Traits: A Multi-Ethnic Meta-Analysis of 45,891 Individuals
    PLOS Genetics, 2012, 8, (3), 1-23 Downloads View citations (4)
  6. WNT16 Influences Bone Mineral Density, Cortical Bone Thickness, Bone Strength, and Osteoporotic Fracture Risk
    PLOS Genetics, 2012, 8, (7), 1-13 Downloads

2011

  1. Genome-Wide Population-Based Association Study of Extremely Overweight Young Adults – The GOYA Study
    PLOS ONE, 2011, 6, (9), 1-9 Downloads View citations (4)

2010

  1. Genome-Wide Association Meta-Analysis of Cortical Bone Mineral Density Unravels Allelic Heterogeneity at the RANKL Locus and Potential Pleiotropic Effects on Bone
    PLOS Genetics, 2010, 6, (11), 1-12 Downloads
  2. Genome-Wide Association Study Reveals Multiple Loci Associated with Primary Tooth Development during Infancy
    PLOS Genetics, 2010, 6, (2), 1-7 Downloads
  3. Order flows and the exchange rate disconnect puzzle
    Journal of International Economics, 2010, 80, (1), 58-71 Downloads View citations (50)
    See also Working Paper Order Flows and The Exchange Rate Disconnect Puzzle, Working Papers (2008) Downloads View citations (1) (2008)
    Chapter Order Flows and the Exchange Rate Disconnect Puzzle, World Scientific Book Chapters, 2017, 599-643 (2017) Downloads View citations (1) (2017)

2009

  1. Lone mothers, workfare and precarious employment: Time for a Canadian Basic Income?
    International Social Security Review, 2009, 62, (1), 45-63 Downloads View citations (2)

2008

  1. How is macro news transmitted to exchange rates?
    Journal of Financial Economics, 2008, 88, (1), 26-50 Downloads View citations (186)
    See also Chapter How is Macro News Transmitted to Exchange Rates?, World Scientific Book Chapters, 2017, 547-596 (2017) Downloads (2017)
    Working Paper How is Macro News Transmitted to Exchange Rates?, NBER Working Papers (2003) Downloads View citations (89) (2003)

2007

  1. Financial Integration, Macroeconomic Volatility, and Welfare
    Journal of the European Economic Association, 2007, 5, (2-3), 500-508 Downloads View citations (35)
    See also Working Paper Financial Integration, Macroeconomic Volatility and Welfare, Working Papers (2006) Downloads View citations (12) (2006)
  2. International Financial Integration and the Real Economy
    IMF Staff Papers, 2007, 54, (2), 220-269 Downloads View citations (7)

2006

  1. Inventory Information
    The Journal of Business, 2006, 79, (1), 325-364 Downloads View citations (29)
    See also Chapter Inventory Information, World Scientific Book Chapters, 2017, 363-413 (2017) Downloads View citations (1) (2017)
    Working Paper Inventory Information, NBER Working Papers (2003) Downloads View citations (25) (2003)
  2. Understanding order flow
    International Journal of Finance & Economics, 2006, 11, (1), 3-23 Downloads View citations (45)
    See also Chapter Understanding Order Flow, World Scientific Book Chapters, 2017, 507-546 (2017) Downloads View citations (7) (2017)
    Working Paper Understanding Order Flow, NBER Working Papers (2005) Downloads View citations (12) (2005)

2005

  1. Do currency markets absorb news quickly?
    Journal of International Money and Finance, 2005, 24, (2), 197-217 Downloads View citations (105)
    See also Chapter Do Currency Markets Absorb News Quickly?, World Scientific Book Chapters, 2017, 477-505 (2017) Downloads (2017)
    Working Paper Do Currency Markets Absorb News Quickly?, NBER Working Papers (2005) Downloads View citations (104) (2005)
  2. Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting
    American Economic Review, 2005, 95, (2), 405-414 Downloads View citations (127)
    See also Working Paper Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting, Working Papers (2005) Downloads View citations (112) (2005)
    Chapter Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting, World Scientific Book Chapters, 2017, 457-475 (2017) Downloads View citations (1) (2017)
  3. Where Are We Now? Real-Time Estimates of the Macroeconomy
    International Journal of Central Banking, 2005, 1, (2) Downloads View citations (133)
    See also Working Paper Where Are We Now? Real-Time Estimates of the Macro Economy, CEPR Discussion Papers (2005) Downloads View citations (114) (2005)

2004

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

2003

  1. Real risk, inflation risk, and the term structure
    Economic Journal, 2003, 113, (487), 345-389 View citations (51)
    See also Working Paper Real Risk, Inflation Risk, and the Term Structure, Working Papers (2002) Downloads (2002)

2002

  1. Informational integration and FX trading
    Journal of International Money and Finance, 2002, 21, (6), 807-831 Downloads View citations (66)
    See also Working Paper Informational Integration and FX Trading, Working Papers (2002) Downloads View citations (50) (2002)
    Chapter Informational Integration and FX Trading, World Scientific Book Chapters, 2017, 291-324 (2017) Downloads View citations (3) (2017)
  2. Order Flow and Exchange Rate Dynamics
    Journal of Political Economy, 2002, 110, (1), 170-180 Downloads View citations (673)
    See also Working Paper Order Flow and Exchange Rate Dynamics, Research Program in Finance Working Papers (1999) Downloads View citations (82) (1999)
    Chapter Order Flow and Exchange Rate Dynamics, World Scientific Book Chapters, 2017, 247-290 (2017) Downloads (2017)
  3. Time-varying liquidity in foreign exchange
    Journal of Monetary Economics, 2002, 49, (5), 1025-1051 Downloads View citations (55)
    See also Chapter Time-Varying Liquidity in Foreign Exchange, World Scientific Book Chapters, 2017, 325-361 (2017) Downloads View citations (3) (2017)
    Working Paper Time-Varying Liquidity in Foreign Exchange, Working Papers (2001) Downloads View citations (3) (2001)

1998

  1. Dividend Variability and Stock Market Swings
    The Review of Economic Studies, 1998, 65, (4), 711-740 Downloads View citations (30)
    See also Working Paper Dividend Variability and Stock Market Swings, Working Papers (1995) View citations (1) (1995)

1997

  1. Interpretive Group Psychotherapy and Dependent Day Hospital Patients: a Preliminary Investigation
    International Journal of Social Psychiatry, 1997, 43, (2), 116-128 Downloads

1995

  1. Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?
    Journal of Finance, 1995, 50, (1), 225-53 Downloads View citations (181)
    See also Working Paper Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?, Working Papers (1993) View citations (25) (1993)
  2. Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?
    The Review of Financial Studies, 1995, 8, (3), 709-42 Downloads View citations (109)
    See also Working Paper Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?, Working Papers (1993) View citations (4) (1993)
    Chapter Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?, World Scientific Book Chapters, 2017, 59-99 (2017) Downloads (2017)

1994

  1. Do stationary risk premia explain it all?: Evidence from the term structure
    Journal of Monetary Economics, 1994, 33, (2), 285-318 Downloads View citations (109)
    See also Working Paper Do Stationary Risk Premia Explain It All? Evidence from the Term Structure, Working Papers (1992) View citations (5) (1992)
  2. Expected Returns, Time-Varying Risk, and Risk Premia
    Journal of Finance, 1994, 49, (2), 655-79 Downloads View citations (35)
    See also Working Paper Expected Returns, Time-Varying Risk and Risk Premia, Working Papers (1992) View citations (2) (1992)

1993

  1. Inflation Regimes and the
    Journal of Money, Credit and Banking, 1993, 25, (3), 475-511 Downloads View citations (198)
  2. Inflation regimes and the sources of inflation uncertainty
    Proceedings, 1993, 475-520 View citations (179)
  3. 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 Downloads View citations (52)
    See also Chapter The Response of Exchange Rates to Permanent and Transitory Shocks under Floating Exchange Rates, World Scientific Book Chapters, 2017, 3-38 (2017) Downloads (2017)
    Working Paper The Response of Exchange Rates to Permanent and Transitory Shocks under Floating Exchange Rates, Working Papers (1992) View citations (4) (1992)
  4. Trends in excess returns in currency and bond markets
    European Economic Review, 1993, 37, (5), 1005-1019 Downloads View citations (18)
    See also Chapter Trends in Excess Returns in Currency and Bond Markets, World Scientific Book Chapters, 2017, 39-57 (2017) Downloads View citations (1) (2017)
    Working Paper Trends in Excess Returns in Currency and Bond Markets, Working Papers (1992) View citations (1) (1992)
  5. Were price changes during the Great Depression anticipated?: Evidence from nominal interest rates
    Journal of Monetary Economics, 1993, 32, (1), 3-34 Downloads View citations (47)
    See also Working Paper Were Price Changes during the Great Depression Anticipated? Evidence from Nominal Interest Rates, Working Papers (1992) View citations (2) (1992)

1992

  1. Interpreting the Movements in Short-Term Interest Rates
    The Journal of Business, 1992, 65, (3), 395-429 Downloads View citations (10)

1991

  1. Discovering the Link between Inflation Rates and Inflation Uncertainty
    Journal of Money, Credit and Banking, 1991, 23, (2), 169-84 Downloads View citations (117)
  2. Erratum: Optimal Pre-commitment in Macroeconomic Policy: A Game Theoretic Analysis of Fiscal Policy
    Oxford Economic Papers, 1991, 43, (4), 702-05 Downloads

1990

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

1987

  1. Estimates of circular error probabilities
    Naval Research Logistics (NRL), 1987, 34, (1), 87-100 Downloads

Books

2017

  1. Studies in Foreign Exchange Economics
    World Scientific Books, World Scientific Publishing Co. Pte. Ltd. Downloads View citations (4)

2011

  1. Exchange-Rate Dynamics
    Economics Books, Princeton University Press View citations (30)

Chapters

2017

  1. Are Different-Currency Assets Imperfect Substitutes?
    Chapter 10 in Studies in Foreign Exchange Economics, 2017, pp 415-456 Downloads View citations (3)
    See also Working Paper Are Different-Currency Assets Imperfect Substitutes?, CESifo (2003) Downloads View citations (8) (2003)
  2. Do Currency Markets Absorb News Quickly?
    Chapter 12 in Studies in Foreign Exchange Economics, 2017, pp 477-505 Downloads
    See also Working Paper Do Currency Markets Absorb News Quickly?, National Bureau of Economic Research, Inc (2005) Downloads View citations (104) (2005)
    Journal Article Do currency markets absorb news quickly?, Elsevier (2005) Downloads View citations (105) (2005)
  3. Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?
    Chapter 3 in Studies in Foreign Exchange Economics, 2017, pp 59-99 Downloads
    See also Journal Article Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?, Society for Financial Studies (1995) Downloads View citations (109) (1995)
    Working Paper Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?, New York University, Leonard N. Stern School of Business, Department of Economics (1993) View citations (4) (1993)
  4. Exchange Rate Fundamentals and Order Flow
    Chapter 16 in Studies in Foreign Exchange Economics, 2017, pp 645-724 Downloads View citations (4)
    See also Working Paper Exchange Rate Fundamentals and Order Flow, National Bureau of Economic Research, Inc (2007) Downloads View citations (56) (2007)
    Journal Article Exchange Rate Fundamentals and Order Flow, World Scientific Publishing Co. Pte. Ltd. (2012) Downloads View citations (14) (2012)
  5. Exchange-Rate Dark Matter
    Chapter 4 in Studies in Foreign Exchange Economics, 2017, pp 101-185 Downloads
    See also Working Paper Exchange-Rate Dark Matter, Georgetown University, Department of Economics (2012) Downloads View citations (20) (2012)
  6. FX Trading and Exchange Rate Dynamics
    Chapter 5 in Studies in Foreign Exchange Economics, 2017, pp 189-245 Downloads
    See also Working Paper FX Trading and Exchange Rate Dynamics, National Bureau of Economic Research, Inc (2001) Downloads View citations (52) (2001)
  7. How is Macro News Transmitted to Exchange Rates?
    Chapter 14 in Studies in Foreign Exchange Economics, 2017, pp 547-596 Downloads
    See also Working Paper How is Macro News Transmitted to Exchange Rates?, National Bureau of Economic Research, Inc (2003) Downloads View citations (89) (2003)
    Journal Article How is macro news transmitted to exchange rates?, Elsevier (2008) Downloads View citations (186) (2008)
  8. Informational Integration and FX Trading
    Chapter 7 in Studies in Foreign Exchange Economics, 2017, pp 291-324 Downloads View citations (3)
    See also Working Paper Informational Integration and FX Trading, Georgetown University, Department of Economics (2002) Downloads View citations (50) (2002)
    Journal Article Informational integration and FX trading, Elsevier (2002) Downloads View citations (66) (2002)
  9. Inventory Information
    Chapter 9 in Studies in Foreign Exchange Economics, 2017, pp 363-413 Downloads View citations (1)
    See also Working Paper Inventory Information, National Bureau of Economic Research, Inc (2003) Downloads View citations (25) (2003)
    Journal Article Inventory Information, University of Chicago Press (2006) Downloads View citations (29) (2006)
  10. Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting
    Chapter 11 in Studies in Foreign Exchange Economics, 2017, pp 457-475 Downloads View citations (1)
    See also Journal Article Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting, American Economic Association (2005) Downloads View citations (127) (2005)
    Working Paper Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting, Georgetown University, Department of Economics (2005) Downloads View citations (112) (2005)
  11. Order Flow Information and Spot Rate Dynamics
    Chapter 17 in Studies in Foreign Exchange Economics, 2017, pp 725-776 Downloads View citations (1)
    See also Working Paper Order Flow Information and Spot Rate Dynamics, Georgetown University, Department of Economics (2015) Downloads (2015)
    Journal Article Order flow information and spot rate dynamics, Elsevier (2016) Downloads View citations (7) (2016)
  12. Order Flow and Exchange Rate Dynamics
    Chapter 6 in Studies in Foreign Exchange Economics, 2017, pp 247-290 Downloads
    See also Journal Article Order Flow and Exchange Rate Dynamics, University of Chicago Press (2002) Downloads View citations (673) (2002)
    Working Paper Order Flow and Exchange Rate Dynamics, University of California at Berkeley (1999) Downloads View citations (82) (1999)
  13. Order Flows and the Exchange Rate Disconnect Puzzle
    Chapter 15 in Studies in Foreign Exchange Economics, 2017, pp 599-643 Downloads View citations (1)
    See also Working Paper Order Flows and The Exchange Rate Disconnect Puzzle, Georgetown University, Department of Economics (2008) Downloads View citations (1) (2008)
    Journal Article Order flows and the exchange rate disconnect puzzle, Elsevier (2010) Downloads View citations (50) (2010)
  14. The Response of Exchange Rates to Permanent and Transitory Shocks under Floating Exchange Rates
    Chapter 1 in Studies in Foreign Exchange Economics, 2017, pp 3-38 Downloads
    See also Working Paper The Response of Exchange Rates to Permanent and Transitory Shocks under Floating Exchange Rates, New York University, Leonard N. Stern School of Business, Department of Economics (1992) View citations (4) (1992)
    Journal Article The response of exchange rates to permanent and transitory shocks under floating exchange rates, Elsevier (1993) Downloads View citations (52) (1993)
  15. Time-Varying Liquidity in Foreign Exchange
    Chapter 8 in Studies in Foreign Exchange Economics, 2017, pp 325-361 Downloads View citations (3)
    See also Journal Article Time-varying liquidity in foreign exchange, Elsevier (2002) Downloads View citations (55) (2002)
    Working Paper Time-Varying Liquidity in Foreign Exchange, Georgetown University, Department of Economics (2001) Downloads View citations (3) (2001)
  16. Trends in Excess Returns in Currency and Bond Markets
    Chapter 2 in Studies in Foreign Exchange Economics, 2017, pp 39-57 Downloads View citations (1)
    See also Journal Article Trends in excess returns in currency and bond markets, Elsevier (1993) Downloads View citations (18) (1993)
    Working Paper Trends in Excess Returns in Currency and Bond Markets, New York University, Leonard N. Stern School of Business, Department of Economics (1992) View citations (1) (1992)
  17. Understanding Order Flow
    Chapter 13 in Studies in Foreign Exchange Economics, 2017, pp 507-546 Downloads View citations (7)
    See also Working Paper Understanding Order Flow, National Bureau of Economic Research, Inc (2005) Downloads View citations (12) (2005)
    Journal Article Understanding order flow, John Wiley & Sons, Ltd. (2006) Downloads View citations (45) (2006)

2013

  1. Risk, External Adjustment, and Capital Flows
    A chapter in NBER International Seminar on Macroeconomics 2013, 2013, pp 68-93

2011

  1. Macro Models without Frictions
    A chapter in Exchange-Rate Dynamics, 2011 Downloads View citations (1)
    Also in A chapter in : Exchange-Rate Dynamics, 2011 (2011) Downloads

2008

  1. Understanding Exchange Rates: A Micro-based Perspective on the Importance of Fundamentals
    Chapter 8 in Currency and Competitiveness in Europe, 2008 Downloads
 
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