NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Martin Evans

Contact and additional information for this author • All publications • Working Papers only

Working Papers and Chapters

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

Contact and additional information for this author • All publications • Working Papers only

 
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