NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Martin Evans

Contact and additional information for this authorAll publicationsWorking Papers only

Working Papers and Chapters

June 2007Exchange Rate Fundamentals and Order Flow
with Martin D. D. Evans, Richard K. Lyons: w13151
November 2005Understanding Order Flow
with Martin D. D. Evans, Richard K. Lyons: w11748
October 2005International Capital Flows, Returns and World Financial Integration
with Martin D. D. Evans, Viktoria Hnatkovska: w11701
Solving General Equilibrium Models with Incomplete Markets and Many Assets
with Martin D. D. Evans, Viktoria Hnatkovska: t0318
January 2005Where Are We Now? Real-Time Estimates of the Macro Economy
w11064
Do Currency Markets Absorb News Quickly?
with Martin D.D. Evans, Richard K. Lyons: w11041
Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting
with Martin D.D. Evans, Richard K. Lyons: w11042
March 2004A New Micro Model of Exchange Rate Dynamics
with Martin D.D. Evans, Richard K. Lyons: w10379
August 2003Inventory Information
with H. Henry Cao, Richard K. Lyons, Martin D.D. Evans: w9893
January 2003How is Macro News Transmitted to Exchange Rates?
with Martin D. D. Evans, Richard K. Lyons: w9433
July 2001Portfolio Balance, Price Impact, and Secret Intervention
with Martin D. D. Evans, Richard K. Lyons: w8356
February 2001FX Trading and Exchange Rate Dynamics
w8116
August 1999Order Flow and Exchange Rate Dynamics
with Martin D.D. Evans, Richard K. Lyons: w7317
August 1992Do Expected Shifts in Inflation Policy Affect Real Rates?
with Karen K. Lewis, Martin D. Evans: w4134
July 1992Trends in Expected Returns in Currency and Bond Markets
with Martin D. Evans, Karen K. Lewis: w4116
February 1992Peso Problems and Heterogeneous Trading: Evidence From Excess Returns in Foreign Exchange and Euromarkets
with Martin D. Evans, Karen K. Lewis: w4003
September 1990Do Stationary Risk Premia Explain It All? Evidence from the Term Struct
with Martin D. Evans, Karen K. Lewis: w3451
January 1990A Modern Look At Asset Pricing and Short-Term Interest Rates
with Martin D. Evans, Paul Wachtel: w3245

Contact and additional information for this authorAll publicationsWorking Papers only

 
Publications
Activities
Meetings
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us