NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Martin Evans

Department of Economics
Georgetown University
Washington, DC 20057
Tel: 202-687-1570

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org

NBER Working Papers and Publications

June 2013Risk, External Adjustment, and Capital Flows
in NBER International Seminar on Macroeconomics 2013, Richard Clarida, Gita Gopinath, and Lucrezia Reichlin, organizers
June 2007Exchange Rate Fundamentals and Order Flow
with Richard K. Lyons: w13151

Published: Martin D. D. Evans & Richard K. Lyons, 2012. "Exchange Rate Fundamentals and Order Flow," Quarterly Journal of Finance, vol 02(04).

November 2005Understanding Order Flow
with Richard K. Lyons: w11748

Published: Evans, Martin D. D. and Richard K. Lyons. "Understanding Order Flow," International Journal of Finance and Economics, 2006, v11(1,Jan), 3-23. citation courtesy of

October 2005International Capital Flows, Returns and World Financial Integration
with Viktoria Hnatkovska: w11701

Published: Evans, Martin D.D. & Hnatkovska, Viktoria V., 2014. "International capital flows, returns and world financial integration," Journal of International Economics, Elsevier, vol. 92(1), pages 14-33. citation courtesy of

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

Published: Martin D. D. Evans, 2005. "Where Are We Now? Real-Time Estimates of the Macroeconomy," International Journal of Central Banking, International Journal of Central Banking, vol. 1(2), September. citation courtesy of

Do Currency Markets Absorb News Quickly?
with Richard K. Lyons: w11041

Published: Evans, Martin D.D. & Lyons, Richard K., 2005. "Do currency markets absorb news quickly?," Journal of International Money and Finance, Elsevier, vol. 24(2), pages 197-217, March. citation courtesy of

Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting
with Richard K. Lyons: w11042

Published: Evans, Martin D. D. and Richard K. Lyons. "Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting," American Economic Review, 2005, v95(2,May), 405-414. citation courtesy of

March 2004A New Micro Model of Exchange Rate Dynamics
with Richard K. Lyons: w10379

Published: Evans, Martin D. D. and Richard K. Lyons. "Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting," American Economic Review, 2005, v95(2,May), 405-414.

August 2003Inventory Information
with H. Henry Cao, Richard K. Lyons: w9893

Published: H. Henry Cao & Martin D. Evans & Richard K. Lyons, 2006. "Inventory Information," Journal of Business, University of Chicago Press, vol. 79(1), pages 325-364, January. citation courtesy of

January 2003How is Macro News Transmitted to Exchange Rates?
with Richard K. Lyons: w9433

Published: Evans, Martin D.D.,and Richard K. Lyons. "How is Macro News Transmitted to Exchange Rates?". Journal of Financial Economics, Volume 88, Issue 1, April 2008, Pages 26-50 citation courtesy of

July 2001Portfolio Balance, Price Impact, and Secret Intervention
with Richard K. Lyons: w8356
February 2001FX Trading and Exchange Rate Dynamics
w8116

Published: Evans, Martin D. D. "FX Trading And Exchange Rate Dynamics," Journal of Finance, 2002, v57(6,Dec), 2405-2447. citation courtesy of

August 1999Order Flow and Exchange Rate Dynamics
with Richard K. Lyons: w7317

Published: Evans, Martin D. D. and Richard K. Lyons. "Order Flow And Exchange Rate Dynamics," Journal of Political Economy, 2002, v110(1,Feb), 170-180. citation courtesy of

August 1992Do Expected Shifts in Inflation Policy Affect Real Rates?
with Karen K. Lewis: w4134

Published: "Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fischer Relation? Journal of Finance, March 1995, vol.50, pp.225-253.

July 1992Trends in Expected Returns in Currency and Bond Markets
with Karen K. Lewis: w4116

Published: European Economic Review, vol. 37, June 1993, pp. 1005-1020

February 1992Peso Problems and Heterogeneous Trading: Evidence From Excess Returns in Foreign Exchange and Euromarkets
with Karen K. Lewis: w4003

Published: "Do Long Term Savings in the Dollar Affect Estimates of the Risk Premium?" Review of Financial Studies, 1995, September, vol.8, pp.709-742.

September 1990Do Stationary Risk Premia Explain It All? Evidence from the Term Struct
with Karen K. Lewis: w3451

Published: Journal of Monetary Economics, vol.33, 1994 April

January 1990A Modern Look At Asset Pricing and Short-Term Interest Rates
with Paul Wachtel: w3245

Published: Evans, Martin and Paul Wachtel. "Interpreting The Movements In Short-Term Interest Rates," Journal of Business, 1992, v65(3), 395-430.

 
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