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Martin D.D. Evans · Study
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Author
Martin D.D. Evans
40 works
· latest 2024
· 3 institutions
cluster: provisional
ORCID 0000-0001-9366-3054
Works
40 shown
Nonstandard Errors
The Journal of Finance
·
2024
·
94 authors
·
Open access
111
citations
Exchange Rate Fundamentals and Order Flow
WORLD SCIENTIFIC eBooks
·
2017
·
2 authors
·
chapter
55
citations
International capital flows, returns and world financial integration
Journal of International Economics
·
2013
·
2 authors
78
citations
Exchange-Rate Dynamics
Princeton University Press eBooks
·
2011
·
1 author
·
book
72
citations
How is macro news transmitted to exchange rates?
Journal of Financial Economics
·
2008
·
2 authors
·
Open access
369
citations
Exchange Rate Fundamentals and Order Flow
National Bureau of Economic Research
·
2007
·
2 authors
·
report
·
Open access
108
citations
Understanding order flow
International Journal of Finance & Economics
·
2006
·
2 authors
89
citations
Inventory Information*
The Journal of Business
·
2006
·
3 authors
60
citations
International Capital Flows, Returns and World Financial Integration
National Bureau of Economic Research
·
2005
·
2 authors
·
report
·
Open access
70
citations
Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting
American Economic Review
·
2005
·
2 authors
211
citations
Do currency markets absorb news quickly?
Journal of International Money and Finance
·
2005
·
2 authors
147
citations
Where are We Now? Real-Time Estimates of the Macro Economy
SSRN Electronic Journal
·
2005
·
1 author
·
preprint
·
Open access
135
citations
Where Are We Now? Real-Time Estimates of the Macro Economy
National Bureau of Economic Research
·
2005
·
1 author
·
report
·
Open access
97
citations
Do Currency Markets Absorb News Quickly?
National Bureau of Economic Research
·
2005
·
2 authors
·
report
·
Open access
55
citations
International Capital Flows, Returns and World Financial Integration
SSRN Electronic Journal
·
2005
·
2 authors
·
preprint
·
Open access
48
citations
A New Micro Model of Exchange Rate Dynamics
National Bureau of Economic Research
·
2004
·
2 authors
·
report
·
Open access
56
citations
Real risk, inflation risk, and the term structure
The Economic Journal
·
2003
·
1 author
·
Open access
103
citations
How is Macro News Transmitted to Exchange Rates?
National Bureau of Economic Research
·
2003
·
2 authors
·
report
·
Open access
102
citations
FX Trading and Exchange Rate Dynamics
The Journal of Finance
·
2002
·
1 author
177
citations
Informational integration and FX trading
Journal of International Money and Finance
·
2002
·
2 authors
146
citations
Time-varying liquidity in foreign exchange
Journal of Monetary Economics
·
2002
·
2 authors
101
citations
Order Flow and Exchange Rate Dynamics
Journal of Political Economy
·
2002
·
2 authors
957
citations
Portfolio Balance, Price Impact, and Secret Intervention
National Bureau of Economic Research
·
2001
·
2 authors
·
report
·
Open access
43
citations
Portfolio Balance, Price Impact, and Secret Intervention
SSRN Electronic Journal
·
2001
·
2 authors
·
preprint
·
Open access
56
citations
Order Flow and Exchange Rate Dynamics
National Bureau of Economic Research
·
1999
·
2 authors
·
report
·
Open access
790
citations
Order Flow and Exchange Rate Dynamics
SSRN Electronic Journal
·
1999
·
2 authors
·
preprint
·
Open access
183
citations
Regime Shifts, Risk and the Term Structure
SSRN Electronic Journal
·
1999
·
1 author
·
preprint
·
Open access
27
citations
Real Rates, Expected Inflation, and Inflation Risk Premia
The Journal of Finance
·
1998
·
1 author
258
citations
21 Peso problems: Their theoretical and empirical implications
Handbook of statistics
·
1996
·
1 author
·
chapter
·
Open access
85
citations
Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?
Review of Financial Studies
·
1995
·
2 authors
194
citations
Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?
The Journal of Finance
·
1995
·
2 authors
290
citations
Expected Returns, Time-Varying Risk, and Risk Premia
The Journal of Finance
·
1994
·
1 author
109
citations
Do stationary risk premia explain it all?
Journal of Monetary Economics
·
1994
·
2 authors
145
citations
The response of exchange rates to permanent and transitory shocks under floating exchange rates
Journal of International Money and Finance
·
1993
·
2 authors
·
Open access
58
citations
Inflation Regimes and the Sources of Inflation Uncertainty
Journal of money credit and banking
·
1993
·
2 authors
219
citations
Were price changes during the Great Depression anticipated?
Journal of Monetary Economics
·
1993
·
2 authors
·
Open access
50
citations
Inflation regimes and the sources of inflation uncertainty
RePEc: Research Papers in Economics
·
1993
·
2 authors
·
preprint
197
citations
Were Price Changes during the Great Depression Anticipated? Evidence from Nominal Interest Rates
RePEc: Research Papers in Economics
·
1992
·
2 authors
·
preprint
28
citations
Interpreting the Movements in Short-Term Interest Rates
The Journal of Business
·
1992
·
2 authors
30
citations
Discovering the Link Between Inflation Rates and Inflation Uncertainty
Journal of money credit and banking
·
1991
·
1 author
176
citations