Martin D. D. Evans

发表

Order Flow and Exchange Rate Dynamics

Martin D. D. Evans, R. Lyons, 2002, Journal of Political Economy.

Real Risk, Inflation Risk, and the Term Structure

Martin D. D. Evans, 2002 .

Front-Running and Collusion in Forex Trading

Martin D. D. Evans, 2019, SSRN Electronic Journal.

Do Expected Shifts in Inflation Policy Affect Real Rates?

Martin D. D. Evans, K. Lewis, 1992 .

Discovering the Link between Inflation Rates and Inflation Uncertainty

Martin D.D. Evans, Martin D. D. Evans, 1991 .

Inflation regimes and the sources of inflation uncertainty

Martin D.D. Evans, P. Wachtel, Martin D. D. Evans, 1993 .

Microstructure of Foreign Exchange Markets

D. Rime, Martin D. D. Evans, 2019, Oxford Research Encyclopedia of Economics and Finance.

Exchange-Rate Dark Matter

Martin D. D. Evans, 2012, SSRN Electronic Journal.

Bubbles, Crashes, and Sterilized Central Bank Intervention

Martin D. D. Evans, M. Souto, 2005 .

OPTIMAL PRE-COMMITMENT IN MACROECONOMIC POLICY: A GAME THEORETIC ANALYSIS OF FISCAL POLICY

Martin D. D. Evans, 1990 .

Time-Varying Liquidity in Foreign Exchange

Martin D.D. Evans, Richard K. Lyons, Martin D. D. Evans, 2002 .

Micro Approaches to Foreign Exchange Determination

D. Rime, Martin D. D. Evans, 2011 .

FX Trading and Exchange Rate Dynamics

Martin D. D. Evans, 2000 .

What are the Origins of Foreign Exchange Movements

Martin D. D. Evans, 2005 .

The term structure of real rates and expected inflation, comments

Martin D. D. Evans, 2004 .

International Financial Integration and the Real Economy

Martin D. D. Evans, Viktoria V. Hnatkovska, 2007 .

The Term Structure of Credit Risk: Estimates and Specification Tests

R. Cumby, Martin D. D. Evans, 1995 .

Understanding Exchange Rates: A Micro-based Perspective on the Importance of Fundamentals

Martin D. D. Evans, 2008 .

Guaranteed Price Adjustment and Market Stability in the United Kingdom: The Case of Beef and Milk

Martin D. D. Evans, 1974 .

Looking Behind the U. K.Term Structure: Were there Peso Problems in Inflation?

Martin D. D. Evans, 1998 .

Do expected shifts in inflation affect estimates of the long-run Fisher relation?

Martin D. D. Evans, K. Lewis, 1995 .

Real Rates, Expected Inflation, and Inflation Risk Premia

Martin D. D. Evans, 1998 .

Microstructure of Foreign Exchange Markets

Martin D. D. Evans, Dagfinn Rime, 2019, Oxford Research Encyclopedia of Economics and Finance.

Order Flow and Exchange Rate Dynamics

Martin D. D. Evans, R. Lyons, Richard K. Lyons, 1999, Journal of Political Economy.

A Method for Solving General Equilibrium Models with Incomplete Markets and Many Financial Assets

Martin D. D. Evans, Viktoria V. Hnatkovska, 2008 .

The impact of the tax and benefit system on second earners

Martin D. D. Evans, Susan Harkness, 2010 .

International Capital Flows , Returns and World Financial Integration July 13 , 2011

Martin D. D. Evans, Viktoria V. Hnatkovska, 2011 .

International Capital Flows, Returns and World Financial Integration

Martin D. D. Evans, Viktoria V. Hnatkovska, Martin D.D. Evans, 2012 .

International Capital Flows , Returns and World Financial Integration May 21 , 2012

Martin D. D. Evans, Viktoria V. Hnatkovska, 2012 .

Informational integration and FX trading

Martin D. D. Evans, R. Lyons, Martin D. D. Evans, 2002 .

Financial Integration and FX Trading

Martin D. D. Evans, R. Lyons, 2001 .

Expected Returns, Time-Varying Risk and Risk Premia

Martin D. D. Evans, 1994 .

The response of exchange rates to permanent and transitory shocks under floating exchange rates

Martin D. D. Evans, J. Lothian, 1993 .

International Capital Flows and Debt Dynamics

Martin D. D. Evans, 2012, SSRN Electronic Journal.

Interpreting the Movements in Short-Term Interest Rates

P. Wachtel, Martin D. D. Evans, 1992 .

Dividend Variability and Stock Market Swings

Martin D. D. Evans, 1995 .

FX Trading and the Exchange Rate Disconnect Puzzle

Martin D. D. Evans, 2018 .

Forecasting Exchange Rate Fundamentals with Order Flow

Martin D.D. Evans, Richard K. Lyons, Martin D. D. Evans, 2009 .

Forecasting Exchange Rate Fundamentals with Order Flow Latest Version : July 2009

Martin D. D. Evans, R. Lyons, 2009 .

Order Flows and the Exchange Rate Disconnect Puzzle

Martin D. D. Evans, Martin D.D. Evans, 2008 .

Exchange Rate Fundamentals and Order Flow

Martin D. D. Evans, R. Lyons, Richard K. Lyons, 2007 .

Foreign Exchange Market Microstructure

Martin D. D. Evans, 2005 .

Why Order Flow Explains Exchange Rates

Martin D. D. Evans, R. Lyons, 2001 .

Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?

Martin D.D. Evans, Martin D. D. Evans, K. Lewis, 1995 .

Trends in Expected Returns in Currency and Bond Markets

Martin D. D. Evans, K. Lewis, 1992 .

International Capital Flows in a World of Greater Financial Integration

Martin D. D. Evans, Viktoria V. Hnatkovska, 2005 .

Are Different-Currency Assets Imperfect Substitutes?

Martin D. D. Evans, R. Lyons, 2003, SSRN Electronic Journal.

978 ARE DIFFERENT-CURRENCY ASSETS IMPERFECT SUBSTITUTES ?

Martin D. D. Evans, R. Lyons, 2003 .

Portfolio Balance, Price Impact, and Secret Intervention

Martin D. D. Evans, R. Lyons, 2001 .

The Price Impact of Currency Trades: Implications for Intervention

Martin D. D. Evans, R. Lyons, 2000 .

The Microstructure of Foreign Exchange Dynamics

Martin D. D. Evans, 1997 .

Do Stationary Risk Premia Explain it All? Evidence from the Term Struct

Martin D. D. Evans, K. Lewis, Martin D.D. Evans, 1994 .

A Modern Look at Asset Pricing and Short-Term Interest Rates

P. Wachtel, Martin D. D. Evans, 1990 .

Exchange Rates, Interest Rates and the Global Carry Trade

Martin D. D. Evans, Dagfinn Rime, 2017 .

The Microstructure of Currency Markets

Martin D. D. Evans, 2010 .

External Balances, Trade and Financial Conditions

Martin D. D. Evans, 2017 .

External Balances, Trade Flows and Financial Conditions

Martin D. D. Evans, 2014 .

Understanding Order Flow

Martin D. D. Evans, R. Lyons, 2005 .

Understanding Order Flow October 2005

Martin D. D. Evans, R. Lyons, 2005 .

Global Imbalances, Risk and the Great Recession

Martin D. D. Evans, 2013 .

Solving General Equilibrium Models with Incomplete Markets and Many Assets

Martin D. D. Evans, Viktoria V. Hnatkovska, 2005 .

Real Exchange Rate Dynamics Beyond Business Cycles

Martin D. D. Evans, Dan Cao, Wenlan Luo, 2020, SSRN Electronic Journal.

Solving General Equilibrium Models with Incomplete Markets and Many Financial Assets

Martin D. D. Evans, Viktoria V. Hnatkovska, 2007 .

Peso Problems: Their Theoretical and Empirical Implications

Martin D. D. Evans, 1998 .

Index-Linked Debt and the Real Term Structure: New Estimates and Implications from the U.K.

Martin D. D. Evans, 1996 .

DividendVariability andStock MarketSwings

Martin D. D. Evans, 1997 .

Order Flow and Exchange Rate Dynamics

Martin D. D. Evans, R. Lyons, 1999, Journal of Political Economy.

Forex Trading and the WMR Fix

Martin D. D. Evans, 2017 .

Order Flow Information and Spot Rate Dynamics

Martin D. D. Evans, Dagfinn Rime, 2015 .

Micro Approaches to Foreign Exchange Determination

Dagfinn Rime, Martin D. D. Evans, Martin D.D. Evans, 2010 .

Do Currency Markets Absorb News Quickly?

Martin D. D. Evans, R. Lyons, 2005 .

Inventory Information

H. Cao, Martin D. D. Evans, R. Lyons, 2003 .

Exchange Rate Fundamentals and Order Flow October 26 , 2004

Martin D. D. Evans, R. Lyons, 2004 .

1 Why Order Flow Explains Exchange Rates

Martin D. D. Evans, R. Lyons, 2001 .

A Survey of Announcement Effects on Foreign Exchange Returns

Christopher J. Neely, R. Aggarwal, Christian Conrad, 2010 .

Financial Innovation, the Discovery of Risk, and the U.S. Credit Crisis

Andrew B. Abel, Martin D. D. Evans, Timothy Cogley, 2010, SSRN Electronic Journal.

Inventory Information

Martin D. D. Evans, R. Lyons, H. Henry Cao, 2003 .

A New Micro Model of Exchange Rate Dynamics

Martin D. D. Evans, R. Lyons, 2004 .

Understanding Order Flow

Martin D. D. Evans, R. Lyons, 2005 .

Order Flow and Exchange Rate Dynamics

Martin D. D. Evans, R. Lyons, 1999, Journal of Political Economy.

Financial Integration, Macroeconomic Volatility, and Welfare

Martin D. D. Evans, Viktoria V. Hnatkovska, 2006 .

Nber Working Paper Series International Capital Flows

Francis E. Warnock, Martin D. D. Evans, P. Bacchetta, 2022 .

Were price changes during the Great Depression anticipated?: Evidence from nominal interest rates

P. Wachtel, Martin D. D. Evans, 1993 .

Order Flow and Exchange Rate Dynamics

Martin D. D. Evans, R. Lyons, 1999, Journal of Political Economy.

International Capital Flows, Returns and World Financial Integration

Martin D. D. Evans, Viktoria V. Hnatkovska, Viktória, 2005 .

A New Micro Model of Exchange Rate Dynamics

Martin D. D. Evans, R. Lyons, 2004 .

Exchange Rates and Liquidity Risk

Martin D. D. Evans, 2020, Journal of Advanced Studies in Finance.

Risk, External Adjustment, and Capital Flows

Martin D. D. Evans, 2014 .

Hot Money and External Adjustment

Martin D. D. Evans, 2013 .

Preliminary draft Please do not cite Experience, Expectations, and Export Dynamics

Andrew T. Levin, John Rust, Martin D. D. Evans, 1998 .

Real-Time Measurement of Business Conditions ∗

Jonathan H. Wright, F. Diebold, Frank Schorfheide, 2007 .

Inventory Information Inventory Information I. a Model of Interdealer Trading

Ingrid M. Werner, D. Hirshleifer, Douglas T. Breeden, 2022 .

Financial Integration and FX Trading

Martin D. D. Evans, R. Lyons, 2001 .

Exchange-Rate Dynamics

Martin D.D. Evans, Martin D. D. Evans, 2011 .

Why Order Flow Explains Exchange Rates

Martin D. D. Evans, R. Lyons, 2001 .

A New Micro Model of Exchange Rate Dynamics July 29 , 2005

Martin D. D. Evans, R. Lyons, 2005 .

A New Micro Model of Exchange Rate Dynamics

Laura L. Veldkamp, A. Pavlova, Martin D. D. Evans, 2022 .

Why Order Flow Explains Exchange Rates

Jon Faust, Martin D. D. Evans, R. Lyons, 2007 .