NBER Publications by Richard K. Lyons
Working Papers and Chapters
| June 2007 | Exchange Rate Fundamentals and Order Flow
with Martin D. D. Evans: w13151
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| November 2005 | Understanding Order Flow
with Martin D. D. Evans: w11748
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| March 2005 | An Information Approach to International Currencies
with Michael J. Moore: w11220
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| January 2005 | Do Currency Markets Absorb News Quickly?
with Martin D.D. Evans: w11041
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| Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting
with Martin D.D. Evans: w11042
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| March 2004 | A New Micro Model of Exchange Rate Dynamics
with Martin D.D. Evans: w10379
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| August 2003 | Inventory Information
with H. Henry Cao, Martin D.D. Evans: w9893
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| January 2003 | How is Macro News Transmitted to Exchange Rates?
with Martin D. D. Evans: w9433
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| September 2001 | Fixed versus Flexible: Lessons from EMS Order Flow
with William P. Killeen, Michael J. Moore: w8491
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| July 2001 | Portfolio Balance, Price Impact, and Secret Intervention
with Martin D. D. Evans: w8356
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| August 2000 | Managers, Investors, and Crises: Mutual Fund Strategies in Emerging Markets
with Graciela Kaminsky, Sergio Schmukler: w7855
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| August 1999 | Order Flow and Exchange Rate Dynamics
with Martin D.D. Evans: w7317
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| February 1997 | Is There Private Information in the FX Market? The Tokyo Experiment
with Takatoshi Ito, Michael T. Melvin: w5936
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| January 1996 | Foreign Exchange Volume: Sound and Fury Signifying Nothing?
in The Microstructure of Foreign Exchange Markets, Jeffrey A. Frankel, Giampaolo Galli, Alberto Giovannini, editors
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| January 1995 | Explaining Forward Exchange Bias..Intraday
with Andrew K. Rose: w4982
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| Foreign Exchange Volume: Sound and Fury Signifying Nothing?
w4984
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| September 1993 | Optimal Transparency in a Dealership Market with an Application to Foreign Exchange
w4467
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| Tests of Microstructural Hypotheses in the Foreign Exchange Market
w4471
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| October 1991 | Private Beliefs and Information Externalities in the Foreign Exchange Market
w3889
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| August 1991 | Short and Long Run Externalities
with Eric J. Bartelsman, Ricardo J. Caballero: w3810
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| July 1991 | Floating Exchange Rates in Peru, 1950-54
w3775
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| July 1989 | The Role of External Economies in U.S. Manufacturing
with Ricardo J. Caballero: w3033
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| 1989 | Exchange Rate Hysteresis: The Real Effects of Large vs Small Policy Misalignments
with Richard Baldwin: w2828
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| August 1988 | The Mutual Amplification Effect of Exchange Rate Volatility and Unresponsive Trade Prices
with Richard Baldwin: w2677
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Additional information about this author |
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Meetings
Recent Meetings
Summer Institute
Schedules and selected papers (in preliminary form) from past NBER Summer Institutes are available:
(
2009 )
(
2008 )
(
2007 )
(
earlier ) (
Econometrics Lectures )
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James Poterba is President of the National Bureau of Economic Research.
He is also the Mitsui Professor of Economics at M.I.T.
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