NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Richard K. Lyons

Contact and additional information for this authorAll publicationsWorking Papers only

Working Papers

June 2007Exchange Rate Fundamentals and Order Flow
with Martin D. D. Evans: w13151
November 2005Understanding Order Flow
with Martin D. D. Evans: w11748
March 2005An Information Approach to International Currencies
with Michael J. Moore: w11220
January 2005Do Currency Markets Absorb News Quickly?
with Martin D.D. Evans: w11041
Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting
with Martin D.D. Evans: w11042
March 2004A New Micro Model of Exchange Rate Dynamics
with Martin D.D. Evans: w10379
August 2003Inventory Information
with H. Henry Cao, Martin D.D. Evans: w9893
January 2003How is Macro News Transmitted to Exchange Rates?
with Martin D. D. Evans: w9433
September 2001Fixed versus Flexible: Lessons from EMS Order Flow
with William P. Killeen, Michael J. Moore: w8491
July 2001Portfolio Balance, Price Impact, and Secret Intervention
with Martin D. D. Evans: w8356
August 2000Managers, Investors, and Crises: Mutual Fund Strategies in Emerging Markets
with Graciela Kaminsky, Sergio Schmukler: w7855
August 1999Order Flow and Exchange Rate Dynamics
with Martin D.D. Evans: w7317
February 1997Is There Private Information in the FX Market? The Tokyo Experiment
with Takatoshi Ito, Michael T. Melvin: w5936
January 1995Explaining Forward Exchange Bias..Intraday
with Andrew K. Rose: w4982
Foreign Exchange Volume: Sound and Fury Signifying Nothing?
w4984
September 1993Optimal Transparency in a Dealership Market with an Application to Foreign Exchange
w4467
Tests of Microstructural Hypotheses in the Foreign Exchange Market
w4471
October 1991Private Beliefs and Information Externalities in the Foreign Exchange Market
w3889
August 1991Short and Long Run Externalities
with Eric J. Bartelsman, Ricardo J. Caballero: w3810
July 1991Floating Exchange Rates in Peru, 1950-54
w3775
July 1989The Role of External Economies in U.S. Manufacturing
with Ricardo J. Caballero: w3033
1989Exchange Rate Hysteresis: The Real Effects of Large vs Small Policy Misalignments
with Richard Baldwin: w2828
August 1988The Mutual Amplification Effect of Exchange Rate Volatility and Unresponsive Trade Prices
with Richard Baldwin: w2677

Contact and additional information for this authorAll publicationsWorking Papers only

 
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