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Details about Martin Evans

E-mail:
Homepage:http://www9.georgetown.edu/faculty/evansm1/
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 2019-07-29. Update your information in the RePEc Author Service.

Short-id: pev5


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Working Papers

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. Microstructure of Foreign Exchange Markets
    Working Papers, Georgetown University, Department of Economics Downloads

2018

  1. 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

2017

  1. Exchange rates, interest rates and the global carry trade
    Working Paper, Norges Bank Downloads View citations (1)
  2. Forex Trading and the WMR Fix
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in Working Papers, Georgetown University, Department of Economics (2014) Downloads View citations (7)
    MPRA Paper, University Library of Munich, Germany (2014) Downloads View citations (7)
  3. Informal Transfers in Comparisons of Monetary Welfare and Its Distribution
    LIS Working papers, LIS Cross-National Data Center in Luxembourg Downloads

2016

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

2015

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

    See also Journal Article in Journal of International Economics (2017)
  2. Order Flow Information and Spot Rate Dynamics
    Working Papers, Georgetown University, Department of Economics Downloads
    See also Journal Article in Journal of International Money and Finance (2016)
    Chapter (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 in Journal of International Money and Finance (2014)

2013

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

2012

  1. Exchange-Rate Dark Matter
    IMF Working Papers, International Monetary Fund Downloads View citations (15)
    Also in Working Papers, Georgetown University, Department of Economics (2012) Downloads View citations (3)

    See also Chapter (2017)
  2. International Capital Flows and Debt Dynamics
    IMF Working Papers, International Monetary Fund Downloads View citations (2)
    Also in Working Papers, Georgetown University, Department of Economics (2012) Downloads View citations (2)

2011

  1. Micro approaches to foreign exchange determination
    Working Paper, Norges Bank Downloads View citations (1)
    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 (3)

2008

  1. Order Flows and The Exchange Rate Disconnect Puzzle
    Working Papers, Georgetown University, Department of Economics Downloads View citations (1)
    See also Chapter (2017)
    Journal Article in Journal of International Economics (2010)

2007

  1. Exchange Rate Fundamentals and Order Flow
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (48)
    See also Journal Article in Quarterly Journal of Finance (QJF) (2012)
    Chapter (2017)

2006

  1. Financial Integration, Macroeconomic Volatility and Welfare
    Working Papers, Georgetown University, Department of Economics Downloads View citations (10)
    See also Journal Article in Journal of the European Economic Association (2007)
  2. International Capital Flows Returns and World Financial Integration
    2006 Meeting Papers, Society for Economic Dynamics Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (52)
    Working Papers, Georgetown University, Department of Economics (2005) Downloads View citations (22)

    See also Journal Article in Journal of International Economics (2014)

2005

  1. A New Micro Model of Exchange Rate Dynamics (March 2004)
    Working Papers, Georgetown University, Department of Economics Downloads View citations (3)
  2. Do Currency Markets Absorb News Quickly?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (67)
    See also Chapter (2017)
    Journal Article in Journal of International Money and Finance (2005)
  3. Exchange Rate Fundamentals and Order Flow (July 2004)
    Working Papers, Georgetown University, Department of Economics Downloads View citations (5)
  4. Foreign Exchange Market Microstructure
    Working Papers, Georgetown University, Department of Economics Downloads View citations (4)
  5. How is Macro News Transmitted to Exchange Rates? (December 2003)
    Working Papers, Georgetown University, Department of Economics Downloads View citations (1)
  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 (62)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (85)

    See also Journal Article in American Economic Review (2005)
    Chapter (2017)
  8. Solving General Equilibrium Models with Incomplete Markets and Many Assets
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)
    Also in Working Papers, Georgetown University, Department of Economics (2005) Downloads View citations (34)
  9. Understanding Order Flow
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
    Also in Working Papers, Georgetown University, Department of Economics (2005) Downloads View citations (7)

    See also Journal Article in International Journal of Finance & Economics (2006)
    Chapter (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
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (79)
    Also in Working Papers, Georgetown University, Department of Economics (2005) Downloads View citations (71)
    MPRA Paper, University Library of Munich, Germany (2005) Downloads View citations (83)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads View citations (78)

    See also Journal Article in International Journal of Central Banking (2005)

2004

  1. A New Micro Model of Exchange Rate Dynamics
    Econometric Society 2004 North American Winter Meetings, Econometric Society Downloads View citations (37)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations (44)

2003

  1. Are Different-Currency Assets Imperfect Substitutes?
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (7)
    Also in Working Papers, Georgetown University, Department of Economics (2000) Downloads View citations (7)

    See also Chapter (2017)
  2. How is Macro News Transmitted to Exchange Rates?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (78)
    See also Journal Article in Journal of Financial Economics (2008)
    Chapter (2017)
  3. Inventory Information
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (24)
    Also in Working Papers, Georgetown University, Department of Economics (2003) Downloads View citations (3)

    See also Chapter (2017)
    Journal Article in The Journal of Business (2006)

2002

  1. Informational Integration and FX Trading
    Working Papers, Georgetown University, Department of Economics Downloads View citations (43)
    See also Journal Article in Journal of International Money and Finance (2002)
    Chapter (2017)
  2. Real Risk, Inflation Risk, and the Term Structure
    Working Papers, Georgetown University, Department of Economics Downloads
    See also Journal Article in Economic Journal (2003)

2001

  1. FX Trading and Exchange Rate Dynamics
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (42)
    Also in Working Papers, Georgetown University, Department of Economics (2000) Downloads

    See also Chapter (2017)
    Journal Article in Journal of Finance (2002)
  2. Portfolio Balance, Price Impact, and Secret Intervention
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (53)
  3. Time-Varying Liquidity in Foreign Exchange
    Working Papers, Georgetown University, Department of Economics Downloads View citations (3)
    See also Journal Article in Journal of Monetary Economics (2002)
    Chapter (2017)

1999

  1. Order Flow and Exchange Rate Dynamics
    Research Program in Finance Working Papers, University of California at Berkeley Downloads View citations (68)
    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 (62)
    NBER Working Papers, National Bureau of Economic Research, Inc (1999) Downloads View citations (70)

    See also Journal Article in Journal of Political Economy (2002)
    Chapter (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 in Review of Economic Studies (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 (14)
  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 (1)

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 (15)
    See also Journal Article in Journal of Finance (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 (1)
    Also in Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research (1993) View citations (3)

    See also Journal Article in Review of Financial Studies (1995)
    Chapter (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
  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 NBER Working Papers, National Bureau of Economic Research, Inc (1992) Downloads View citations (2)
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (1992) View citations (1)

1992

  1. Do Expected Shifts in Inflation Policy Affect Real Rates?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (1992)
  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 (1)
    See also Journal Article in Journal of Monetary Economics (1994)
  3. 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)
  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 (2)
    Also in Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (1992) View citations (2)
  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 (1)
  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 (1)
    See also Chapter (2017)
    Journal Article in Journal of International Money and Finance (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 Journal Article in European Economic Review (1993)
    Chapter (2017)
  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 in Journal of Monetary Economics (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

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

2017

  1. External balances, trade and financial conditions
    Journal of International Economics, 2017, 107, (C), 165-184 Downloads View citations (1)
    See also Working Paper (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 (1)

2016

  1. Order flow information and spot rate dynamics
    Journal of International Money and Finance, 2016, 69, (C), 45-68 Downloads View citations (4)
    See also Chapter (2017)
    Working Paper (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 (2014)
  2. International capital flows, returns and world financial integration
    Journal of International Economics, 2014, 92, (1), 14-33 Downloads View citations (24)
    See also Working Paper (2006)

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 (19)
  2. Exchange Rate Fundamentals and Order Flow
    Quarterly Journal of Finance (QJF), 2012, 02, (04), 1-63 Downloads View citations (2)
    See also Working Paper (2007)
    Chapter (2017)

2010

  1. Order flows and the exchange rate disconnect puzzle
    Journal of International Economics, 2010, 80, (1), 58-71 Downloads View citations (40)
    See also Working Paper (2008)
    Chapter (2017)

2008

  1. How is macro news transmitted to exchange rates?
    Journal of Financial Economics, 2008, 88, (1), 26-50 Downloads View citations (117)
    See also Chapter (2017)
    Working Paper (2003)

2007

  1. Financial Integration, Macroeconomic Volatility, and Welfare
    Journal of the European Economic Association, 2007, 5, (2-3), 500-508 Downloads View citations (19)
    See also Working Paper (2006)
  2. International Financial Integration and the Real Economy
    IMF Staff Papers, 2007, 54, (2), 220-269 Downloads View citations (4)

2006

  1. Inventory Information
    The Journal of Business, 2006, 79, (1), 325-364 Downloads View citations (26)
    See also Chapter (2017)
    Working Paper (2003)
  2. Understanding order flow
    International Journal of Finance & Economics, 2006, 11, (1), 3-23 Downloads View citations (33)
    See also Chapter (2017)
    Working Paper (2005)

2005

  1. Do currency markets absorb news quickly?
    Journal of International Money and Finance, 2005, 24, (2), 197-217 Downloads View citations (66)
    See also Working Paper (2005)
    Chapter (2017)
  2. Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting
    American Economic Review, 2005, 95, (2), 405-414 Downloads View citations (95)
    See also Chapter (2017)
    Working Paper (2005)
  3. Where Are We Now? Real-Time Estimates of the Macroeconomy
    International Journal of Central Banking, 2005, 1, (2) Downloads View citations (99)
    See also Working Paper (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 Downloads View citations (46)
    See also Working Paper (2002)

2002

  1. FX Trading and Exchange Rate Dynamics
    Journal of Finance, 2002, 57, (6), 2405-2447 Downloads View citations (75)
    See also Chapter (2017)
    Working Paper (2001)
  2. Informational integration and FX trading
    Journal of International Money and Finance, 2002, 21, (6), 807-831 Downloads View citations (60)
    See also Working Paper (2002)
    Chapter (2017)
  3. Order Flow and Exchange Rate Dynamics
    Journal of Political Economy, 2002, 110, (1), 170-180 Downloads View citations (513)
    See also Chapter (2017)
    Working Paper (1999)
  4. Time-varying liquidity in foreign exchange
    Journal of Monetary Economics, 2002, 49, (5), 1025-1051 Downloads View citations (48)
    See also Chapter (2017)
    Working Paper (2001)

1998

  1. Dividend Variability and Stock Market Swings
    Review of Economic Studies, 1998, 65, (4), 711-740 Downloads View citations (28)
    See also Working Paper (1995)
  2. Real Rates, Expected Inflation, and Inflation Risk Premia
    Journal of Finance, 1998, 53, (1), 187-218 Downloads View citations (90)

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 (102)
    See also Working Paper (1993)
  2. Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?
    Review of Financial Studies, 1995, 8, (3), 709-42 Downloads View citations (75)
    See also Working Paper (1993)
    Chapter (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 (94)
    See also Working Paper (1992)
  2. Expected Returns, Time-Varying Risk, and Risk Premia
    Journal of Finance, 1994, 49, (2), 655-79 Downloads View citations (22)
    See also Working Paper (1992)

1993

  1. Inflation Regimes and the
    Journal of Money, Credit and Banking, 1993, 25, (3), 475-511 Downloads View citations (16)
  2. Inflation regimes and the sources of inflation uncertainty
    Proceedings, 1993, 475-520 View citations (153)
  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 (48)
    See also Working Paper (1992)
    Chapter (2017)
  4. Trends in excess returns in currency and bond markets
    European Economic Review, 1993, 37, (5), 1005-1019 Downloads View citations (16)
    See also Working Paper (1992)
    Chapter (2017)
  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 (30)
    See also Working Paper (1992)

1992

  1. Interpreting the Movements in Short-Term Interest Rates
    The Journal of Business, 1992, 65, (3), 395-429 Downloads View citations (9)

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 (100)
  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 (1)

2011

  1. Exchange-Rate Dynamics
    Economics Books, Princeton University Press View citations (24)

Chapters

2017

  1. Are Different-Currency Assets Imperfect Substitutes?
    Chapter 10 in Studies in Foreign Exchange Economics, 2017, pp 415-456 Downloads
    See also Working Paper (2003)
  2. Do Currency Markets Absorb News Quickly?
    Chapter 12 in Studies in Foreign Exchange Economics, 2017, pp 477-505 Downloads
    See also Journal Article in Journal of International Money and Finance (2005)
    Working Paper (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 Working Paper (1993)
    Journal Article in Review of Financial Studies (1995)
  4. Exchange Rate Fundamentals and Order Flow
    Chapter 16 in Studies in Foreign Exchange Economics, 2017, pp 645-724 Downloads
    See also Journal Article in Quarterly Journal of Finance (QJF) (2012)
    Working Paper (2007)
  5. Exchange-Rate Dark Matter
    Chapter 4 in Studies in Foreign Exchange Economics, 2017, pp 101-185 Downloads
    See also Working Paper (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 (2001)
    Journal Article in Journal of Finance (2002)
  7. How is Macro News Transmitted to Exchange Rates?
    Chapter 14 in Studies in Foreign Exchange Economics, 2017, pp 547-596 Downloads
    See also Journal Article in Journal of Financial Economics (2008)
    Working Paper (2003)
  8. Informational Integration and FX Trading
    Chapter 7 in Studies in Foreign Exchange Economics, 2017, pp 291-324 Downloads View citations (3)
    See also Journal Article in Journal of International Money and Finance (2002)
    Working Paper (2002)
  9. Inventory Information
    Chapter 9 in Studies in Foreign Exchange Economics, 2017, pp 363-413 Downloads
    See also Working Paper (2003)
    Journal Article in The Journal of Business (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 Working Paper (2005)
    Journal Article in American Economic Review (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 (2015)
    Journal Article in Journal of International Money and Finance (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 in Journal of Political Economy (2002)
    Working Paper (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 Journal Article in Journal of International Economics (2010)
    Working Paper (2008)
  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 (1992)
    Journal Article in Journal of International Money and Finance (1993)
  15. Time-Varying Liquidity in Foreign Exchange
    Chapter 8 in Studies in Foreign Exchange Economics, 2017, pp 325-361 Downloads View citations (1)
    See also Working Paper (2001)
    Journal Article in Journal of Monetary Economics (2002)
  16. Trends in Excess Returns in Currency and Bond Markets
    Chapter 2 in Studies in Foreign Exchange Economics, 2017, pp 39-57 Downloads
    See also Working Paper (1992)
    Journal Article in European Economic Review (1993)
  17. Understanding Order Flow
    Chapter 13 in Studies in Foreign Exchange Economics, 2017, pp 507-546 Downloads View citations (4)
    See also Journal Article in International Journal of Finance & Economics (2006)
    Working Paper (2005)

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
    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
 
Page updated 2019-08-18