Details about Martin Evans
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
- Exchange Rates and Liquidity Risk
MPRA Paper, University Library of Munich, Germany
- Real Exchange Rate Dynamics Beyond Business Cycles
MPRA Paper, University Library of Munich, Germany View citations (1)
2019
- Front-Running and Collusion in Forex Trading
MPRA Paper, University Library of Munich, Germany 
Also in Working Papers, Georgetown University, Department of Economics (2019)
- Informal Transfers in Comparisons of Income Distributions: Lessons from Rich and Middle-Income Countries
LIS Working papers, LIS Cross-National Data Center in Luxembourg View citations (1)
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) View citations (2) (2018)
- Microstructure of Foreign Exchange Markets
Working Papers, Georgetown University, Department of Economics View citations (12)
Also in Working Paper, Norges Bank (2019) View citations (4)
2018
- Simulating policy options for universal child allowances in Ghana
WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER)
- Universal Child Allowances in 14 Middle Income Countries: Options for Policy and Poverty Reduction
LIS Working papers, LIS Cross-National Data Center in Luxembourg View citations (7)
2017
- Exchange rates, interest rates and the global carry trade
Working Paper, Norges Bank View citations (2)
- Forex Trading and the WMR Fix
MPRA Paper, University Library of Munich, Germany View citations (1)
Also in Working Papers, Georgetown University, Department of Economics (2014) View citations (8) MPRA Paper, University Library of Munich, Germany (2014) View citations (8)
2016
- Child Poverty in Middle-Income Countries
LIS Working papers, LIS Cross-National Data Center in Luxembourg View citations (3)
2015
- External Balances, Trade and Financial Conditions
MPRA Paper, University Library of Munich, Germany 
Also in Working Papers, Georgetown University, Department of Economics (2015) 
See also Journal Article External balances, trade and financial conditions, Journal of International Economics, Elsevier (2017) View citations (3) (2017)
- Order Flow Information and Spot Rate Dynamics
Working Papers, Georgetown University, Department of Economics 
See also Chapter Order Flow Information and Spot Rate Dynamics, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2017) View citations (1) (2017) Journal Article Order flow information and spot rate dynamics, Journal of International Money and Finance, Elsevier (2016) View citations (8) (2016)
2014
- External Balances, Trade Flows and Financial Conditions
MPRA Paper, University Library of Munich, Germany View citations (4)
See also Journal Article External balances, trade flows and financial conditions, Journal of International Money and Finance, Elsevier (2014) View citations (4) (2014)
2013
- Global Imbalances, Risk, and the Great Recession
Working Papers, Georgetown University, Department of Economics 
Also in MPRA Paper, University Library of Munich, Germany (2013)
2012
- Exchange-Rate Dark Matter
Working Papers, Georgetown University, Department of Economics View citations (20)
See also Chapter Exchange-Rate Dark Matter, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2017) (2017)
- International Capital Flows and Debt Dynamics
Working Papers, Georgetown University, Department of Economics View citations (11)
2011
- Micro approaches to foreign exchange determination
Working Paper, Norges Bank View citations (4)
Also in Working Papers, Georgetown University, Department of Economics (2010) View citations (6)
2010
- The Microstructure of Currency Markets
Working Papers, Georgetown University, Department of Economics
- Understanding the Dynamics of the US External Position
Working Papers, Georgetown University, Department of Economics View citations (5)
2008
- Order Flows and The Exchange Rate Disconnect Puzzle
Working Papers, Georgetown University, Department of Economics View citations (1)
See also Chapter Order Flows and the Exchange Rate Disconnect Puzzle, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2017) View citations (1) (2017) Journal Article Order flows and the exchange rate disconnect puzzle, Journal of International Economics, Elsevier (2010) View citations (51) (2010)
2007
- Exchange Rate Fundamentals and Order Flow
NBER Working Papers, National Bureau of Economic Research, Inc View citations (56)
See also Chapter Exchange Rate Fundamentals and Order Flow, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2017) View citations (4) (2017) Journal Article Exchange Rate Fundamentals and Order Flow, Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd. (2012) View citations (14) (2012)
2006
- Financial Integration, Macroeconomic Volatility and Welfare
Working Papers, Georgetown University, Department of Economics View citations (12)
See also Journal Article Financial Integration, Macroeconomic Volatility, and Welfare, Journal of the European Economic Association, MIT Press (2007) View citations (36) (2007)
- International Capital Flows Returns and World Financial Integration
2006 Meeting Papers, Society for Economic Dynamics View citations (17)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations (70) Working Papers, Georgetown University, Department of Economics (2005) View citations (67)
See also Journal Article International capital flows, returns and world financial integration, Journal of International Economics, Elsevier (2014) View citations (49) (2014)
2005
- A New Micro Model of Exchange Rate Dynamics (March 2004)
Working Papers, Georgetown University, Department of Economics View citations (4)
- Do Currency Markets Absorb News Quickly?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (105)
See also Journal Article Do currency markets absorb news quickly?, Journal of International Money and Finance, Elsevier (2005) View citations (105) (2005) Chapter Do Currency Markets Absorb News Quickly?, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2017) (2017)
- Exchange Rate Fundamentals and Order Flow (July 2004)
Working Papers, Georgetown University, Department of Economics View citations (7)
- Foreign Exchange Market Microstructure
Working Papers, Georgetown University, Department of Economics View citations (8)
- How is Macro News Transmitted to Exchange Rates? (December 2003)
Working Papers, Georgetown University, Department of Economics View citations (2)
- International Capital Flows in a World of Greater Financial Integration
Computing in Economics and Finance 2005, Society for Computational Economics
- Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting
NBER Working Papers, National Bureau of Economic Research, Inc View citations (125)
Also in Working Papers, Georgetown University, Department of Economics (2005) View citations (116)
See also Journal Article Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting, American Economic Review, American Economic Association (2005) View citations (131) (2005) Chapter Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2017) View citations (1) (2017)
- Solving General Equilibrium Models with Incomplete Markets and Many Assets
NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (16)
Also in Working Papers, Georgetown University, Department of Economics (2005) View citations (42)
- Understanding Order Flow
NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
Also in Working Papers, Georgetown University, Department of Economics (2005) View citations (9)
See also Chapter Understanding Order Flow, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2017) View citations (7) (2017) Journal Article Understanding order flow, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2006) View citations (47) (2006)
- What are the Origins of Foreign Exchange Movements?
Working Papers, Georgetown University, Department of Economics View citations (6)
- Where Are We Now? Real-Time Estimates of the Macro Economy
NBER Working Papers, National Bureau of Economic Research, Inc View citations (119)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (116) Working Papers, Georgetown University, Department of Economics (2005) View citations (120) MPRA Paper, University Library of Munich, Germany (2005) View citations (123)
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) View citations (134) (2005)
2004
- A New Micro Model of Exchange Rate Dynamics
Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (45)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) View citations (51)
2003
- Are Different-Currency Assets Imperfect Substitutes?
CESifo Working Paper Series, CESifo View citations (8)
Also in Working Papers, Georgetown University, Department of Economics (2000) View citations (9)
See also Chapter Are Different-Currency Assets Imperfect Substitutes?, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2017) View citations (3) (2017)
- How is Macro News Transmitted to Exchange Rates?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (89)
See also Journal Article How is macro news transmitted to exchange rates?, Journal of Financial Economics, Elsevier (2008) View citations (198) (2008) Chapter How is Macro News Transmitted to Exchange Rates?, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2017) (2017)
- Inventory Information
Working Papers, Georgetown University, Department of Economics View citations (4)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations (25)
See also Journal Article Inventory Information, The Journal of Business, University of Chicago Press (2006) View citations (30) (2006) Chapter Inventory Information, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2017) View citations (1) (2017)
2002
- Informational Integration and FX Trading
Working Papers, Georgetown University, Department of Economics View citations (50)
See also Journal Article Informational integration and FX trading, Journal of International Money and Finance, Elsevier (2002) View citations (66) (2002) Chapter Informational Integration and FX Trading, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2017) View citations (3) (2017)
- Real Risk, Inflation Risk, and the Term Structure
Working Papers, Georgetown University, Department of Economics 
See also Journal Article Real risk, inflation risk, and the term structure, Economic Journal, Royal Economic Society (2003) View citations (52) (2003)
2001
- FX Trading and Exchange Rate Dynamics
NBER Working Papers, National Bureau of Economic Research, Inc View citations (52)
Also in Working Papers, Georgetown University, Department of Economics (2000) 
See also Chapter FX Trading and Exchange Rate Dynamics, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2017) (2017)
- Portfolio Balance, Price Impact, and Secret Intervention
NBER Working Papers, National Bureau of Economic Research, Inc View citations (66)
- Time-Varying Liquidity in Foreign Exchange
Working Papers, Georgetown University, Department of Economics View citations (3)
See also Journal Article Time-varying liquidity in foreign exchange, Journal of Monetary Economics, Elsevier (2002) View citations (55) (2002) Chapter Time-Varying Liquidity in Foreign Exchange, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2017) View citations (3) (2017)
1999
- Order Flow and Exchange Rate Dynamics
Research Program in Finance, Working Paper Series, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley View citations (70)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (1999) View citations (81) Research Program in Finance Working Papers, University of California at Berkeley (1999) View citations (80)
See also Journal Article Order Flow and Exchange Rate Dynamics, Journal of Political Economy, University of Chicago Press (2002) View citations (684) (2002) Chapter Order Flow and Exchange Rate Dynamics, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2017) (2017)
1998
- Looking Behind the U. K.Term Structure: Were there Peso Problems in Inflation?
Finance, University Library of Munich, Germany
1996
- 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
- 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) View citations (30) (1998)
- Peso Problems: Their Theoretical and Empirical Implications
Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics View citations (16)
- 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
- 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) View citations (185) (1995)
- Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?
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 (1993) View citations (4)
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) View citations (115) (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) (2017)
- Estimating General Markov Switching Models
Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics View citations (1)
- 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)
- 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 NBER Working Papers, National Bureau of Economic Research, Inc (1992) View citations (3) Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (1992) View citations (3)
1992
- Do Expected Shifts in Inflation Policy Affect Real Rates?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
Also in Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (1992) View citations (3)
- 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) View citations (111) (1994)
- 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) View citations (36) (1994)
- 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 (4)
Also in Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (1992) View citations (4)
- 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)
- 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) (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) View citations (52) (1993)
- 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 Journal Article Trends in excess returns in currency and bond markets, European Economic Review, Elsevier (1993) View citations (18) (1993) Chapter Trends in Excess Returns in Currency and Bond Markets, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2017) View citations (1) (2017)
- 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) View citations (47) (1993)
1990
- A Modern Look At Asset Pricing and Short-Term Interest Rates
NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
- Do Stationary Risk Premia Explain It All? Evidence from the Term Struct
NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
Journal Articles
2020
- Application of Biosurfactants and Pulsating Electrode Configurations as Potential Enhancers for Electrokinetic Remediation of Petrochemical Contaminated Soil
Sustainability, 2020, 12, (14), 1-17
2018
- Informal Transfers in Comparisons of Income Distributions: Lessons from Rich and Middle-Income Countries
Journal of Income Distribution, 2018, 26, (2), 1-20 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) View citations (1) (2019)
- Qualitative analysis of the dynamics of policy design and implementation in hospital funding reform
PLOS ONE, 2018, 13, (1), 1-18 View citations (2)
- Social isolation, cognitive reserve, and cognition in healthy older people
PLOS ONE, 2018, 13, (8), 1-14 View citations (5)
2017
- External balances, trade and financial conditions
Journal of International Economics, 2017, 107, (C), 165-184 View citations (3)
See also Working Paper External Balances, Trade and Financial Conditions, MPRA Paper (2015) (2015)
- 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
- New global estimates of child poverty and their sensitivity to alternative equivalence scales
Economics Letters, 2017, 157, (C), 125-128 View citations (15)
2016
- Association of Forced Vital Capacity with the Developmental Gene NCOR2
PLOS ONE, 2016, 11, (2), 1-17
- Order flow information and spot rate dynamics
Journal of International Money and Finance, 2016, 69, (C), 45-68 View citations (8)
See also Chapter Order Flow Information and Spot Rate Dynamics, World Scientific Book Chapters, 2017, 725-776 (2017) View citations (1) (2017) Working Paper Order Flow Information and Spot Rate Dynamics, Working Papers (2015) (2015)
2014
- External balances, trade flows and financial conditions
Journal of International Money and Finance, 2014, 48, (PB), 271-290 View citations (4)
See also Working Paper External Balances, Trade Flows and Financial Conditions, MPRA Paper (2014) View citations (4) (2014)
- 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
- International capital flows, returns and world financial integration
Journal of International Economics, 2014, 92, (1), 14-33 View citations (49)
See also Working Paper International Capital Flows Returns and World Financial Integration, 2006 Meeting Papers (2006) View citations (17) (2006)
- 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
2013
- Common Variants in Left/Right Asymmetry Genes and Pathways Are Associated with Relative Hand Skill
PLOS Genetics, 2013, 9, (9), 1-11
- Genetic Determinants of Trabecular and Cortical Volumetric Bone Mineral Densities and Bone Microstructure
PLOS Genetics, 2013, 9, (2), 1-15 View citations (2)
- Mining the Human Phenome Using Allelic Scores That Index Biological Intermediates
PLOS Genetics, 2013, 9, (10), 1-15 View citations (1)
2012
- 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 View citations (28)
- Exchange Rate Fundamentals and Order Flow
Quarterly Journal of Finance (QJF), 2012, 02, (04), 1-63 View citations (14)
See also Chapter Exchange Rate Fundamentals and Order Flow, World Scientific Book Chapters, 2017, 645-724 (2017) View citations (4) (2017) Working Paper Exchange Rate Fundamentals and Order Flow, NBER Working Papers (2007) View citations (56) (2007)
- 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
- 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 View citations (1)
- 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 View citations (5)
- WNT16 Influences Bone Mineral Density, Cortical Bone Thickness, Bone Strength, and Osteoporotic Fracture Risk
PLOS Genetics, 2012, 8, (7), 1-13
2011
- Genome-Wide Population-Based Association Study of Extremely Overweight Young Adults – The GOYA Study
PLOS ONE, 2011, 6, (9), 1-9 View citations (4)
2010
- 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
- Genome-Wide Association Study Reveals Multiple Loci Associated with Primary Tooth Development during Infancy
PLOS Genetics, 2010, 6, (2), 1-7
- Order flows and the exchange rate disconnect puzzle
Journal of International Economics, 2010, 80, (1), 58-71 View citations (51)
See also Working Paper Order Flows and The Exchange Rate Disconnect Puzzle, Working Papers (2008) View citations (1) (2008) Chapter Order Flows and the Exchange Rate Disconnect Puzzle, World Scientific Book Chapters, 2017, 599-643 (2017) View citations (1) (2017)
2009
- Lone mothers, workfare and precarious employment: Time for a Canadian Basic Income?
International Social Security Review, 2009, 62, (1), 45-63 View citations (2)
2008
- How is macro news transmitted to exchange rates?
Journal of Financial Economics, 2008, 88, (1), 26-50 View citations (198)
See also Working Paper How is Macro News Transmitted to Exchange Rates?, NBER Working Papers (2003) View citations (89) (2003) Chapter How is Macro News Transmitted to Exchange Rates?, World Scientific Book Chapters, 2017, 547-596 (2017) (2017)
2007
- Financial Integration, Macroeconomic Volatility, and Welfare
Journal of the European Economic Association, 2007, 5, (2-3), 500-508 View citations (36)
See also Working Paper Financial Integration, Macroeconomic Volatility and Welfare, Working Papers (2006) View citations (12) (2006)
- International Financial Integration and the Real Economy
IMF Staff Papers, 2007, 54, (2), 220-269 View citations (7)
2006
- Inventory Information
The Journal of Business, 2006, 79, (1), 325-364 View citations (30)
See also Working Paper Inventory Information, Working Papers (2003) View citations (4) (2003) Chapter Inventory Information, World Scientific Book Chapters, 2017, 363-413 (2017) View citations (1) (2017)
- Understanding order flow
International Journal of Finance & Economics, 2006, 11, (1), 3-23 View citations (47)
See also Working Paper Understanding Order Flow, NBER Working Papers (2005) View citations (12) (2005) Chapter Understanding Order Flow, World Scientific Book Chapters, 2017, 507-546 (2017) View citations (7) (2017)
2005
- Do currency markets absorb news quickly?
Journal of International Money and Finance, 2005, 24, (2), 197-217 View citations (105)
See also Working Paper Do Currency Markets Absorb News Quickly?, NBER Working Papers (2005) View citations (105) (2005) Chapter Do Currency Markets Absorb News Quickly?, World Scientific Book Chapters, 2017, 477-505 (2017) (2017)
- Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting
American Economic Review, 2005, 95, (2), 405-414 View citations (131)
See also Chapter Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting, World Scientific Book Chapters, 2017, 457-475 (2017) View citations (1) (2017) Working Paper Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting, NBER Working Papers (2005) View citations (125) (2005)
- Where Are We Now? Real-Time Estimates of the Macroeconomy
International Journal of Central Banking, 2005, 1, (2) View citations (134)
See also Working Paper Where Are We Now? Real-Time Estimates of the Macro Economy, NBER Working Papers (2005) View citations (119) (2005)
2004
- The term structure of real rates and expected inflation, comments
Proceedings, 2004, (Mar)
2003
- Real risk, inflation risk, and the term structure
Economic Journal, 2003, 113, (487), 345-389 View citations (52)
See also Working Paper Real Risk, Inflation Risk, and the Term Structure, Working Papers (2002) (2002)
2002
- Informational integration and FX trading
Journal of International Money and Finance, 2002, 21, (6), 807-831 View citations (66)
See also Chapter Informational Integration and FX Trading, World Scientific Book Chapters, 2017, 291-324 (2017) View citations (3) (2017) Working Paper Informational Integration and FX Trading, Working Papers (2002) View citations (50) (2002)
- Order Flow and Exchange Rate Dynamics
Journal of Political Economy, 2002, 110, (1), 170-180 View citations (684)
See also Chapter Order Flow and Exchange Rate Dynamics, World Scientific Book Chapters, 2017, 247-290 (2017) (2017) Working Paper Order Flow and Exchange Rate Dynamics, Research Program in Finance, Working Paper Series (1999) View citations (70) (1999)
- Time-varying liquidity in foreign exchange
Journal of Monetary Economics, 2002, 49, (5), 1025-1051 View citations (55)
See also Working Paper Time-Varying Liquidity in Foreign Exchange, Working Papers (2001) View citations (3) (2001) Chapter Time-Varying Liquidity in Foreign Exchange, World Scientific Book Chapters, 2017, 325-361 (2017) View citations (3) (2017)
1998
- Dividend Variability and Stock Market Swings
The Review of Economic Studies, 1998, 65, (4), 711-740 View citations (30)
See also Working Paper Dividend Variability and Stock Market Swings, Working Papers (1995) View citations (1) (1995)
1997
- Interpretive Group Psychotherapy and Dependent Day Hospital Patients: a Preliminary Investigation
International Journal of Social Psychiatry, 1997, 43, (2), 116-128
1995
- Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?
Journal of Finance, 1995, 50, (1), 225-53 View citations (185)
See also Working Paper Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?, Working Papers (1993) View citations (25) (1993)
- Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?
The Review of Financial Studies, 1995, 8, (3), 709-42 View citations (115)
See also Working Paper Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?, Weiss Center Working Papers (1993) View citations (8) (1993) Chapter Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?, World Scientific Book Chapters, 2017, 59-99 (2017) (2017)
1994
- Do stationary risk premia explain it all?: Evidence from the term structure
Journal of Monetary Economics, 1994, 33, (2), 285-318 View citations (111)
See also Working Paper Do Stationary Risk Premia Explain It All? Evidence from the Term Structure, Working Papers (1992) View citations (5) (1992)
- Expected Returns, Time-Varying Risk, and Risk Premia
Journal of Finance, 1994, 49, (2), 655-79 View citations (36)
See also Working Paper Expected Returns, Time-Varying Risk and Risk Premia, Working Papers (1992) View citations (2) (1992)
1993
- Inflation Regimes and the
Journal of Money, Credit and Banking, 1993, 25, (3), 475-511 View citations (199)
- Inflation regimes and the sources of inflation uncertainty
Proceedings, 1993, 475-520 View citations (179)
- 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 (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) (2017) Working Paper The Response of Exchange Rates to Permanent and Transitory Shocks under Floating Exchange Rates, Working Papers (1992) View citations (4) (1992)
- Trends in excess returns in currency and bond markets
European Economic Review, 1993, 37, (5), 1005-1019 View citations (18)
See also Working Paper Trends in Excess Returns in Currency and Bond Markets, Working Papers (1992) View citations (1) (1992) Chapter Trends in Excess Returns in Currency and Bond Markets, World Scientific Book Chapters, 2017, 39-57 (2017) View citations (1) (2017)
- Were price changes during the Great Depression anticipated?: Evidence from nominal interest rates
Journal of Monetary Economics, 1993, 32, (1), 3-34 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
- Interpreting the Movements in Short-Term Interest Rates
The Journal of Business, 1992, 65, (3), 395-429 View citations (10)
1991
- Discovering the Link between Inflation Rates and Inflation Uncertainty
Journal of Money, Credit and Banking, 1991, 23, (2), 169-84 View citations (117)
- Erratum: Optimal Pre-commitment in Macroeconomic Policy: A Game Theoretic Analysis of Fiscal Policy
Oxford Economic Papers, 1991, 43, (4), 702-05
1990
- Optimal Pre-commitment in Macro-economic Policy: A Game Theoretic Analysis of Fiscal Policy
Oxford Economic Papers, 1990, 42, (4), 695-714
1987
- Estimates of circular error probabilities
Naval Research Logistics (NRL), 1987, 34, (1), 87-100
Books
2017
- Studies in Foreign Exchange Economics
World Scientific Books, World Scientific Publishing Co. Pte. Ltd. View citations (4)
2011
- Exchange-Rate Dynamics
Economics Books, Princeton University Press View citations (30)
Chapters
2017
- Are Different-Currency Assets Imperfect Substitutes?
Chapter 10 in Studies in Foreign Exchange Economics, 2017, pp 415-456 View citations (3)
See also Working Paper Are Different-Currency Assets Imperfect Substitutes?, CESifo (2003) View citations (8) (2003)
- Do Currency Markets Absorb News Quickly?
Chapter 12 in Studies in Foreign Exchange Economics, 2017, pp 477-505 
See also Working Paper Do Currency Markets Absorb News Quickly?, National Bureau of Economic Research, Inc (2005) View citations (105) (2005) Journal Article Do currency markets absorb news quickly?, Elsevier (2005) View citations (105) (2005)
- 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 
See also Journal Article Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?, Society for Financial Studies (1995) View citations (115) (1995) Working Paper Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?, Wharton School - Weiss Center for International Financial Research (1993) View citations (8) (1993)
- Exchange Rate Fundamentals and Order Flow
Chapter 16 in Studies in Foreign Exchange Economics, 2017, pp 645-724 View citations (4)
See also Working Paper Exchange Rate Fundamentals and Order Flow, National Bureau of Economic Research, Inc (2007) View citations (56) (2007) Journal Article Exchange Rate Fundamentals and Order Flow, World Scientific Publishing Co. Pte. Ltd. (2012) View citations (14) (2012)
- Exchange-Rate Dark Matter
Chapter 4 in Studies in Foreign Exchange Economics, 2017, pp 101-185 
See also Working Paper Exchange-Rate Dark Matter, Georgetown University, Department of Economics (2012) View citations (20) (2012)
- FX Trading and Exchange Rate Dynamics
Chapter 5 in Studies in Foreign Exchange Economics, 2017, pp 189-245 
See also Working Paper FX Trading and Exchange Rate Dynamics, National Bureau of Economic Research, Inc (2001) View citations (52) (2001)
- How is Macro News Transmitted to Exchange Rates?
Chapter 14 in Studies in Foreign Exchange Economics, 2017, pp 547-596 
See also Journal Article How is macro news transmitted to exchange rates?, Elsevier (2008) View citations (198) (2008) Working Paper How is Macro News Transmitted to Exchange Rates?, National Bureau of Economic Research, Inc (2003) View citations (89) (2003)
- Informational Integration and FX Trading
Chapter 7 in Studies in Foreign Exchange Economics, 2017, pp 291-324 View citations (3)
See also Working Paper Informational Integration and FX Trading, Georgetown University, Department of Economics (2002) View citations (50) (2002) Journal Article Informational integration and FX trading, Elsevier (2002) View citations (66) (2002)
- Inventory Information
Chapter 9 in Studies in Foreign Exchange Economics, 2017, pp 363-413 View citations (1)
See also Journal Article Inventory Information, University of Chicago Press (2006) View citations (30) (2006) Working Paper Inventory Information, Georgetown University, Department of Economics (2003) View citations (4) (2003)
- Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting
Chapter 11 in Studies in Foreign Exchange Economics, 2017, pp 457-475 View citations (1)
See also Working Paper Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting, National Bureau of Economic Research, Inc (2005) View citations (125) (2005) Journal Article Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting, American Economic Association (2005) View citations (131) (2005)
- Order Flow Information and Spot Rate Dynamics
Chapter 17 in Studies in Foreign Exchange Economics, 2017, pp 725-776 View citations (1)
See also Working Paper Order Flow Information and Spot Rate Dynamics, Georgetown University, Department of Economics (2015) (2015) Journal Article Order flow information and spot rate dynamics, Elsevier (2016) View citations (8) (2016)
- Order Flow and Exchange Rate Dynamics
Chapter 6 in Studies in Foreign Exchange Economics, 2017, pp 247-290 
See also Working Paper Order Flow and Exchange Rate Dynamics, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley (1999) View citations (70) (1999) Journal Article Order Flow and Exchange Rate Dynamics, University of Chicago Press (2002) View citations (684) (2002)
- Order Flows and the Exchange Rate Disconnect Puzzle
Chapter 15 in Studies in Foreign Exchange Economics, 2017, pp 599-643 View citations (1)
See also Working Paper Order Flows and The Exchange Rate Disconnect Puzzle, Georgetown University, Department of Economics (2008) View citations (1) (2008) Journal Article Order flows and the exchange rate disconnect puzzle, Elsevier (2010) View citations (51) (2010)
- 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 
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) View citations (52) (1993)
- Time-Varying Liquidity in Foreign Exchange
Chapter 8 in Studies in Foreign Exchange Economics, 2017, pp 325-361 View citations (3)
See also Working Paper Time-Varying Liquidity in Foreign Exchange, Georgetown University, Department of Economics (2001) View citations (3) (2001) Journal Article Time-varying liquidity in foreign exchange, Elsevier (2002) View citations (55) (2002)
- Trends in Excess Returns in Currency and Bond Markets
Chapter 2 in Studies in Foreign Exchange Economics, 2017, pp 39-57 View citations (1)
See also Journal Article Trends in excess returns in currency and bond markets, Elsevier (1993) 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)
- Understanding Order Flow
Chapter 13 in Studies in Foreign Exchange Economics, 2017, pp 507-546 View citations (7)
See also Working Paper Understanding Order Flow, National Bureau of Economic Research, Inc (2005) View citations (12) (2005) Journal Article Understanding order flow, John Wiley & Sons, Ltd. (2006) View citations (47) (2006)
2013
- Risk, External Adjustment, and Capital Flows
A chapter in NBER International Seminar on Macroeconomics 2013, 2013, pp 68-93
2011
- Macro Models without Frictions
A chapter in : Exchange-Rate Dynamics, 2011 
Also in A chapter in Exchange-Rate Dynamics, 2011 (2011) View citations (1)
2008
- Understanding Exchange Rates: A Micro-based Perspective on the Importance of Fundamentals
Chapter 8 in Currency and Competitiveness in Europe, 2008
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