Details about Martin Evans

E-mail:
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
2. Real Exchange Rate Dynamics Beyond Business Cycles
   MPRA Paper, University Library of Munich, Germany View citations (1)

2019

3. Front-Running and Collusion in Forex Trading
   Working Papers, Georgetown University, Department of Economics
   Also in MPRA Paper, University Library of Munich, Germany (2019)
4. Informal Transfers in Comparisons of Income Distributions: Lessons from Rich and Middle-Income Countries
   LIS Working papers, LIS Cross-National Data Center in Luxembourg
   See also Journal Article in Journal of Income Distribution (2018)
5. Microstructure of Foreign Exchange Markets
   Working Papers, Georgetown University, Department of Economics View citations (10)
   Also in Working Paper, Norges Bank (2019) View citations (4)

2018

6. Simulating policy options for universal child allowances in Ghana
   WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER)
7. 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 (6)

2017

8. Exchange rates, interest rates and the global carry trade
   Working Paper, Norges Bank View citations (2)
9. 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

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

2015

11. External Balances, Trade and Financial Conditions
    Working Papers, Georgetown University, Department of Economics
    Also in MPRA Paper, University Library of Munich, Germany (2015)
    See also Journal Article in Journal of International Economics (2017)
12. Order Flow Information and Spot Rate Dynamics
    Working Papers, Georgetown University, Department of Economics
    See also Journal Article in Journal of International Money and Finance (2016)
    Chapter (2017)

2014

13. External Balances, Trade Flows and Financial Conditions
    MPRA Paper, University Library of Munich, Germany View citations (4)
    See also Journal Article in Journal of International Money and Finance (2014)

2013

14. 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

15. Exchange-Rate Dark Matter
    Working Papers, Georgetown University, Department of Economics View citations (20)
    See also Chapter (2017)
16. International Capital Flows and Debt Dynamics
    Working Papers, Georgetown University, Department of Economics View citations (11)

2011

17. 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

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

2008

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

2007

21. Exchange Rate Fundamentals and Order Flow
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (56)
    See also Chapter (2017)
    Journal Article in Quarterly Journal of Finance (QJF) (2012)

2006

22. Financial Integration, Macroeconomic Volatility and Welfare
    Working Papers, Georgetown University, Department of Economics View citations (12)
    See also Journal Article in Journal of the European Economic Association (2007)
23. 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 (58)
    See also Journal Article in Journal of International Economics (2014)

2005

24. A New Micro Model of Exchange Rate Dynamics (March 2004)
    Working Papers, Georgetown University, Department of Economics View citations (4)
25. Do Currency Markets Absorb News Quickly?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (101)
    See also Journal Article in Journal of International Money and Finance (2005)
    Chapter (2017)
26. Exchange Rate Fundamentals and Order Flow (July 2004)
    Working Papers, Georgetown University, Department of Economics View citations (7)
27. Foreign Exchange Market Microstructure
    Working Papers, Georgetown University, Department of Economics View citations (8)
28. How is Macro News Transmitted to Exchange Rates? (December 2003)
    Working Papers, Georgetown University, Department of Economics View citations (2)
29. International Capital Flows in a World of Greater Financial Integration
    Computing in Economics and Finance 2005, Society for Computational Economics
30. Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting
    Working Papers, Georgetown University, Department of Economics View citations (109)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations (118)
    See also Journal Article in American Economic Review (2005)
    Chapter (2017)
31. Solving General Equilibrium Models with Incomplete Markets and Many Assets
    Working Papers, Georgetown University, Department of Economics View citations (42)
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2005) View citations (16)
32. Understanding Order Flow
    Working Papers, Georgetown University, Department of Economics View citations (9)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations (10)
    See also Journal Article in International Journal of Finance & Economics (2006)
    Chapter (2017)
33. What are the Origins of Foreign Exchange Movements?
    Working Papers, Georgetown University, Department of Economics View citations (6)
34. Where Are We Now? Real-Time Estimates of the Macro Economy
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (110)
    Also in Working Papers, Georgetown University, Department of Economics (2005) View citations (110)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (108)
    MPRA Paper, University Library of Munich, Germany (2005) View citations (115)
    See also Journal Article in International Journal of Central Banking (2005)

2004

35. 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

36. 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 (2017)
37. How is Macro News Transmitted to Exchange Rates?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (89)
    See also Chapter (2017)
    Journal Article in Journal of Financial Economics (2008)
38. Inventory Information
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (25)
    Also in Working Papers, Georgetown University, Department of Economics (2003) View citations (4)
    See also Chapter (2017)
    Journal Article in The Journal of Business (2006)

2002

39. Informational Integration and FX Trading
    Working Papers, Georgetown University, Department of Economics View citations (49)
    See also Journal Article in Journal of International Money and Finance (2002)
    Chapter (2017)
40. Real Risk, Inflation Risk, and the Term Structure
    Working Papers, Georgetown University, Department of Economics
    See also Journal Article in Economic Journal (2003)

2001

41. 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 (2017)
42. Portfolio Balance, Price Impact, and Secret Intervention
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (67)
43. Time-Varying Liquidity in Foreign Exchange
    Working Papers, Georgetown University, Department of Economics View citations (3)
    See also Chapter (2017)
    Journal Article in Journal of Monetary Economics (2002)

1999

44. 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 (71)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1999) View citations (82)
    Research Program in Finance Working Papers, University of California at Berkeley (1999) View citations (81)
    See also Chapter (2017)
    Journal Article in Journal of Political Economy (2002)

1998

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

1996

46. 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

47. 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)
48. Peso Problems: Their Theoretical and Empirical Implications
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics View citations (16)
49. 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

50. 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 in Journal of Finance (1995)
51. 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 in Review of Financial Studies (1995)
    Chapter (2017)
52. Estimating General Markov Switching Models
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics View citations (1)
53. 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)
54. 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) View citations (3)

1992

55. 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)
56. 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 in Journal of Monetary Economics (1994)
57. 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 in Journal of Finance (1994)
58. 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)
59. 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)
60. 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 Journal Article in Journal of International Money and Finance (1993)
    Chapter (2017)
61. 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)
62. 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

63. A Modern Look At Asset Pricing and Short-Term Interest Rates
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
64. 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

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

2018

2. 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 (2019)
3. Qualitative analysis of the dynamics of policy design and implementation in hospital funding reform
   PLOS ONE, 2018, 13, (1), 1-18 View citations (2)
4. Social isolation, cognitive reserve, and cognition in healthy older people
   PLOS ONE, 2018, 13, (8), 1-14 View citations (5)

2017

5. External balances, trade and financial conditions
   Journal of International Economics, 2017, 107, (C), 165-184 View citations (3)
   See also Working Paper (2015)
6. 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
7. New global estimates of child poverty and their sensitivity to alternative equivalence scales
   Economics Letters, 2017, 157, (C), 125-128 View citations (13)

2016

8. Association of Forced Vital Capacity with the Developmental Gene NCOR2
   PLOS ONE, 2016, 11, (2), 1-17
9. Order flow information and spot rate dynamics
   Journal of International Money and Finance, 2016, 69, (C), 45-68 View citations (7)
   See also Chapter (2017)
   Working Paper (2015)

2014

10. 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 (2014)
11. 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
12. International capital flows, returns and world financial integration
    Journal of International Economics, 2014, 92, (1), 14-33 View citations (40)
    See also Working Paper (2006)
13. 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

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

2012

17. 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)
18. Exchange Rate Fundamentals and Order Flow
    Quarterly Journal of Finance (QJF), 2012, 02, (04), 1-63 View citations (12)
    See also Chapter (2017)
    Working Paper (2007)
19. 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
20. 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
21. 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 (4)
22. WNT16 Influences Bone Mineral Density, Cortical Bone Thickness, Bone Strength, and Osteoporotic Fracture Risk
    PLOS Genetics, 2012, 8, (7), 1-13

2011

23. Genome-Wide Population-Based Association Study of Extremely Overweight Young Adults – The GOYA Study
    PLOS ONE, 2011, 6, (9), 1-9 View citations (3)

2010

24. 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
25. Genome-Wide Association Study Reveals Multiple Loci Associated with Primary Tooth Development during Infancy
    PLOS Genetics, 2010, 6, (2), 1-7
26. Order flows and the exchange rate disconnect puzzle
    Journal of International Economics, 2010, 80, (1), 58-71 View citations (50)
    See also Working Paper (2008)
    Chapter (2017)

2009

27. 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

28. How is macro news transmitted to exchange rates?
    Journal of Financial Economics, 2008, 88, (1), 26-50 View citations (178)
    See also Chapter (2017)
    Working Paper (2003)

2007

29. Financial Integration, Macroeconomic Volatility, and Welfare
    Journal of the European Economic Association, 2007, 5, (2-3), 500-508 View citations (33)
    See also Working Paper (2006)
30. International Financial Integration and the Real Economy
    IMF Staff Papers, 2007, 54, (2), 220-269 View citations (6)

2006

31. Inventory Information
    The Journal of Business, 2006, 79, (1), 325-364 View citations (29)
    See also Working Paper (2003)
    Chapter (2017)
32. Understanding order flow
    International Journal of Finance & Economics, 2006, 11, (1), 3-23 View citations (45)
    See also Working Paper (2005)
    Chapter (2017)

2005

33. Do currency markets absorb news quickly?
    Journal of International Money and Finance, 2005, 24, (2), 197-217 View citations (102)
    See also Chapter (2017)
    Working Paper (2005)
34. Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting
    American Economic Review, 2005, 95, (2), 405-414 View citations (124)
    See also Chapter (2017)
    Working Paper (2005)
35. Where Are We Now? Real-Time Estimates of the Macroeconomy
    International Journal of Central Banking, 2005, 1, (2) View citations (126)
    See also Working Paper (2005)

2004

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

2003

37. Real risk, inflation risk, and the term structure
    Economic Journal, 2003, 113, (487), 345-389 View citations (49)
    See also Working Paper (2002)

2002

38. Informational integration and FX trading
    Journal of International Money and Finance, 2002, 21, (6), 807-831 View citations (65)
    See also Working Paper (2002)
    Chapter (2017)
39. Order Flow and Exchange Rate Dynamics
    Journal of Political Economy, 2002, 110, (1), 170-180 View citations (655)
    See also Chapter (2017)
    Working Paper (1999)
40. Time-varying liquidity in foreign exchange
    Journal of Monetary Economics, 2002, 49, (5), 1025-1051 View citations (53)
    See also Chapter (2017)
    Working Paper (2001)

1998

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

1997

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

1995

43. Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?
    Journal of Finance, 1995, 50, (1), 225-53 View citations (173)
    See also Working Paper (1993)
44. Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?
    Review of Financial Studies, 1995, 8, (3), 709-42 View citations (104)
    See also Chapter (2017)
    Working Paper (1993)

1994

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

1993

47. Inflation Regimes and the
    Journal of Money, Credit and Banking, 1993, 25, (3), 475-511 View citations (197)
48. Inflation regimes and the sources of inflation uncertainty
    Proceedings, 1993, 475-520 View citations (166)
49. 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 (2017)
    Working Paper (1992)
50. Trends in excess returns in currency and bond markets
    European Economic Review, 1993, 37, (5), 1005-1019 View citations (18)
    See also Working Paper (1992)
    Chapter (2017)
51. Were price changes during the Great Depression anticipated?: Evidence from nominal interest rates
    Journal of Monetary Economics, 1993, 32, (1), 3-34 View citations (45)
    See also Working Paper (1992)

1992

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

1991

53. Discovering the Link between Inflation Rates and Inflation Uncertainty
    Journal of Money, Credit and Banking, 1991, 23, (2), 169-84 View citations (115)
54. Erratum: Optimal Pre-commitment in Macroeconomic Policy: A Game Theoretic Analysis of Fiscal Policy
    Oxford Economic Papers, 1991, 43, (4), 702-05

1990

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

1987

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

Books

2017

1. Studies in Foreign Exchange Economics
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd. View citations (2)

2011

2. 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 View citations (3)
   See also Working Paper (2003)
2. Do Currency Markets Absorb News Quickly?
   Chapter 12 in Studies in Foreign Exchange Economics, 2017, pp 477-505
   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
   See also Journal Article in Review of Financial Studies (1995)
   Working Paper (1993)
4. 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 (2007)
   Journal Article in Quarterly Journal of Finance (QJF) (2012)
5. Exchange-Rate Dark Matter
   Chapter 4 in Studies in Foreign Exchange Economics, 2017, pp 101-185
   See also Working Paper (2012)
6. FX Trading and Exchange Rate Dynamics
   Chapter 5 in Studies in Foreign Exchange Economics, 2017, pp 189-245
   See also Working Paper (2001)
7. How is Macro News Transmitted to Exchange Rates?
   Chapter 14 in Studies in Foreign Exchange Economics, 2017, pp 547-596
   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 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 View citations (1)
   See also Journal Article in The Journal of Business (2006)
   Working Paper (2003)
10. 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 Journal Article in American Economic Review (2005)
    Working Paper (2005)
11. 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 (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
    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 View citations (1)
    See also Working Paper (2008)
    Journal Article in Journal of International Economics (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
    See also Journal Article in Journal of International Money and Finance (1993)
    Working Paper (1992)
15. Time-Varying Liquidity in Foreign Exchange
    Chapter 8 in Studies in Foreign Exchange Economics, 2017, pp 325-361 View citations (2)
    See also Journal Article in Journal of Monetary Economics (2002)
    Working Paper (2001)
16. 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 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 View citations (6)
    See also Journal Article in International Journal of Finance & Economics (2006)
    Working Paper (2005)

2013

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

2011

19. 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

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