Studies in Foreign Exchange Economics

Evans, Martin

Studies in Foreign Exchange Economics

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: This book collects my scholarly research on the behavior of foreign exchange rates conducted over the past twenty-five years. The collection includes papers that study the behavior of exchange rates from the traditional macroeconomic and newer microstructure perspectives. The former perspective considers the linkages between the macro economy and currency prices in an effort to understand the behavior of exchange rates over quarters, years and decades. By contrast, the microstructure perspective considers how the details of currency trading affect how macroeconomic information becomes embedded in currency prices, a process which drives exchange-rates over intraday horizons. The book also contains papers with a hybrid perspective that consider the details of currency trading and macroeconomic linkages in an effort to understand exchange-rate dynamics across all horizons.

Keywords: Exchange Rates; Foreign Currency; Microstructure (search for similar items in EconPapers)
JEL-codes: F31 (search for similar items in EconPapers)
Date: 2017
ISBN: 9789813147560
References: Add references at CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
https://www.worldscientific.com/worldscibooks/10.1142/10222 (text/html)
Ebook Access is available upon purchase

Chapters in this book:

Ch 1 The Response of Exchange Rates to Permanent and Transitory Shocks under Floating Exchange Rates , pp 3-38: Martin Evans and James Lothian
Ch 2 Trends in Excess Returns in Currency and Bond Markets , pp 39-57: Martin Evans and Karen Lewis
Ch 3 Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia? , pp 59-99: Martin Evans and Karen Lewis
Ch 4 Exchange-Rate Dark Matter , pp 101-185: Martin Evans
Ch 5 FX Trading and Exchange Rate Dynamics , pp 189-245: Martin Evans
Ch 6 Order Flow and Exchange Rate Dynamics , pp 247-290: Martin Evans and Richard K. Lyons
Ch 7 Informational Integration and FX Trading , pp 291-324: Martin Evans and Richard K. Lyons
Ch 8 Time-Varying Liquidity in Foreign Exchange , pp 325-361: Martin Evans and Richard K. Lyons
Ch 9 Inventory Information , pp 363-413: H. Henry Cao, Martin Evans and Richard K. Lyons
Ch 10 Are Different-Currency Assets Imperfect Substitutes? , pp 415-456: Martin Evans and Richard K. Lyons
Ch 11 Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting , pp 457-475: Martin Evans and Richard K. Lyons
Ch 12 Do Currency Markets Absorb News Quickly? , pp 477-505: Martin Evans and Richard K. Lyons
Ch 13 Understanding Order Flow , pp 507-546: Martin Evans and Richard K. Lyons
Ch 14 How is Macro News Transmitted to Exchange Rates? , pp 547-596: Martin Evans and Richard K. Lyons
Ch 15 Order Flows and the Exchange Rate Disconnect Puzzle , pp 599-643: Martin Evans
Ch 16 Exchange Rate Fundamentals and Order Flow , pp 645-724: Martin Evans and Richard K. Lyons
Ch 17 Order Flow Information and Spot Rate Dynamics , pp 725-776: Martin Evans and Dagfinn Rime

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wsi:wsbook:10222

Ordering information: This item can be ordered from

Access Statistics for this book

More books in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().