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Information about:
Martin Evans

Personal Details | Affiliation | Works
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Personal Details

First Name: Martin
Middle Name:
Last Name: Evans
Suffix:

RePEc Short-ID: pev5

Email:
Homepage: http://www.georgetown.edu/evansmd/
Postal Address: Department of Economics Georgetown University 37 th and O Sts. NW Washington DC 20057
Phone: (202) 687 1570

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works, Weighted by Simple Impact Factor
  4. Number of Distinct Works, Weighted by Recursive Impact Factor
  5. Number of Distinct Works, Weighted by Number of Authors
  6. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  7. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  8. Number of Citations
  9. Number of Citations, Discounted by Citation Age
  10. Number of Citations, Weighted by Simple Impact Factor
  11. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Recursive Impact Factor
  13. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors
  15. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  18. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  19. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  20. h, where author has written h papers that have each been cited at least h times.
  21. Number of Registered Citing Authors
  22. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  23. Number of Journal Pages, Weighted by Simple Impact Factor
  24. Number of Journal Pages, Weighted by Recursive Impact Factor
  25. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  26. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  27. Number of Downloads through RePEc Services over the past 12 months
  28. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Martin D. D. Evans & Richard K. Lyons, 2007. "Exchange Rate Fundamentals and Order Flow," NBER Working Papers 13151, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  2. Viktoria Hnatkovska & Martin Evans, 2005. "International Capital Flows in a World of Greater Financial Integration," Computing in Economics and Finance 2005 419, Society for Computational Economics. [Downloadable!]

  3. Martin D.D. Evans & Richard K. Lyons, 2005. "Do Currency Markets Absorb News Quickly?," NBER Working Papers 11041, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  4. Rich Lyons & Martin Evans, 2004. "A New Micro Model of Exchange Rate Dynamics," Econometric Society 2004 North American Winter Meetings 622, Econometric Society. [Downloadable!]
    Other versions:

  5. Martin D. D. Evans & Richard K. Lyons, 2003. "Are Different-Currency Assets Imperfect Substitutes?," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]

  6. Martin D. D. Evans & Richard K. Lyons, 2003. "How is Macro News Transmitted to Exchange Rates?," NBER Working Papers 9433, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  7. H. Henry Cao & Richard K. Lyons & Martin D.D. Evans, 2003. "Inventory Information," NBER Working Papers 9893, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  8. Martin D. D. Evans & Richard K. Lyons, 2001. "Portfolio Balance, Price Impact, and Secret Intervention," NBER Working Papers 8356, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  9. Martin Evans, 2000. "FX trading and Exchange Rate Dynamics," Working Papers gueconwpa~00-00-04, Georgetown University, Department of Economics. [Downloadable!]
    Other versions:

  10. Martin D.D. Evans & Richard K. Lyons, 1999. "Order Flow and Exchange Rate Dynamics," NBER Working Papers 7317, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    Published as:

  11. Martin Evans, 1998. "Looking Behind the U. K.Term Structure: Were there Peso Problems in Inflation?," Finance 9809001, EconWPA. [Downloadable!]

  12. Evans, M.D.D., 1996. "Index-Linked Debt and the Real term Styructure: New Estimates and Implications from the U.K. Bond Market," Working Papers 96-09, New York University, Leonard N. Stern School of Business, Department of Economics.

  13. Martin D.D. Evans, 1995. "Dividend Variability and Stock Market Swings," Working Papers 95-13, New York University, Leonard N. Stern School of Business, Department of Economics.
    Published as:

  14. Martin D.D. Evans, 1995. "Peso Problems: Their Theoretical and Empirical Implications," Working Papers 95-05, New York University, Leonard N. Stern School of Business, Department of Economics.

  15. Robert E. Cumby & Martin D.D. Evans, 1993. "Measuring Current and Anticipated Future Credit Estimates for Brady Bonds," Working Papers 93-13, New York University, Leonard N. Stern School of Business, Department of Economics.

  16. Martin D.D. Evans, 1993. "Estimating General Markov Switching Models," Working Papers 93-02, New York University, Leonard N. Stern School of Business, Department of Economics.

  17. Lewis, K. & Evans, M.D.D., 1993. "Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?," Weiss Center Working Papers 93-12, Wharton School - Weiss Center for International Financial Research.
    Other versions:
    Published as:

  18. Evans, M.D.D. & Lewis, K.K., 1993. "Trends in Expected Returns in Currency and Bond Markets," Weiss Center Working Papers 93-4, Wharton School - Weiss Center for International Financial Research.
    Other versions:

  19. Martin D.D. Evans & Karen K. Lewis, 1993. "Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?," Working Papers 93-06, New York University, Leonard N. Stern School of Business, Department of Economics.
    Published as:

  20. Martin D. Evans, 1992. "The Changing Nature of the Output-Inflation Trade-off," Working Papers 92-17, New York University, Leonard N. Stern School of Business, Department of Economics.

  21. Martin D. Evans & James R. Lothian, 1992. "The Response of Exchange Rates to Permanent and Transitory Shocks under Floating Exchange Rates," Working Papers 92-16, New York University, Leonard N. Stern School of Business, Department of Economics.
    Published as:

  22. Martin Evans & Paul Wachtel, 1992. "Were Price Changes during the Great Depression Anticipated? Evidence from Nominal Interest Rates," Working Papers 92-12, New York University, Leonard N. Stern School of Business, Department of Economics.
    Published as:

  23. Martin D. Evans & Karen K. Lewis, 1992. "Do Stationary Risk Premia Explain It All? Evidence from the Term Structure," Working Papers 92-11, New York University, Leonard N. Stern School of Business, Department of Economics.
    Published as:

  24. Martin D. Evans & Karen K. Lewis, 1992. "Peso Problems and Heterogeneous Trading: Evidence From Excess Returns in Foreign Exchange and Euromarkets," NBER Working Papers 4003, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:

  25. Karen K. Lewis & Martin D. Evans, 1992. "Do Expected Shifts in Inflation Policy Affect Real Rates?," NBER Working Papers 4134, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:

  26. Martin D. Evans, 1992. "Expected Returns, Time-Varying Risk and Risk Premia," Working Papers 92-14, New York University, Leonard N. Stern School of Business, Department of Economics.
    Published as:

  27. Martin D. Evans & Paul Wachtel, 1990. "A Modern Look At Asset Pricing and Short-Term Interest Rates," NBER Working Papers 3245, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  28. Martin D. Evans & Karen K. Lewis, 1990. "Do Stationary Risk Premia Explain It All? Evidence from the Term Struct," NBER Working Papers 3451, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  29. Martin D. D. Evans(Georgetown University and NBER), . "What are the Origins of Foreign Exchange Movements?," Working Papers gueconwpa~05-05-06, Georgetown University, Department of Economics. [Downloadable!]

  30. Martin D. D. Evans(Georgetown University and NBER) and Richard K. Lyons(U.C. Berkeley and NBER, Haas School of Business), . "A New Micro Model of Exchange Rate Dynamics (March 2004)," Working Papers gueconwpa~05-05-04, Georgetown University, Department of Economics. [Downloadable!]

  31. Martin D. D. Evans(Georgetown University and NBER) and Richard K. Lyons(U.C. Berkeley and NBER, Haas School of Business), . "How is Macro News Transmitted to Exchange Rates? (December 2003)," Working Papers gueconwpa~05-05-05, Georgetown University, Department of Economics. [Downloadable!]

  32. Martin D. D. Evans (Georgetown University), . "Understanding Order Flow," Working Papers gueconwpa~05-05-19, Georgetown University, Department of Economics. [Downloadable!]
    Other versions:

  33. Martin D. D. Evans(Georgetown University and NBER) and Richard K. Lyons(U.C. Berkeley and NBER, Haas School of Business), . "Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting," Working Papers gueconwpa~05-05-01, Georgetown University, Department of Economics. [Downloadable!]
    Other versions:
    Published as:

  34. Martin D. D. Evans (Georgetown University), . "Foreign Exchange Market Microstructure," Working Papers gueconwpa~05-05-20, Georgetown University, Department of Economics. [Downloadable!]

  35. Martin D. D. Evans(Georgetown University and NBER), . "Where Are We Now? Real-time Estimates of the Macro Economy," Working Papers gueconwpa~05-05-02, Georgetown University, Department of Economics. [Downloadable!]
    Other versions:

  36. Martin D. D. Evans(Georgetown University and NBER) and Richard K. Lyons(U.C. Berkeley and NBER, Haas School of Business), . "Exchange Rate Fundamentals and Order Flow (July 2004)," Working Papers gueconwpa~05-05-03, Georgetown University, Department of Economics. [Downloadable!]

  37. Martin D. D. Evans (Georgetown University) and Viktoria Hnatkovska (Georgetown University), . "Solving General Equilibrium Models with Incomplete Markets and Many Assets," Working Papers gueconwpa~05-05-18, Georgetown University, Department of Economics. [Downloadable!]
    Other versions:

  38. Martin D. D. Evans (Georgetown University) and Viktoria Hnatkovska (Georgetown University), . "International Capital Flows, Returns and World Financial Integration," Working Papers gueconwpa~05-05-17, Georgetown University, Department of Economics. [Downloadable!]
    Other versions:

Articles

  1. 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. [Downloadable!] (restricted)
    Other versions:

  2. Martin Evans, 2004. "The term structure of real rates and expected inflation, comments," Proceedings, Federal Reserve Bank of San Francisco, issue Mar. [Downloadable!]

  3. Martin D. D. Evans, 2003. "Real risk, inflation risk, and the term structure," Economic Journal, Royal Economic Society, vol. 113(487), pages 345-389, 04. [Downloadable!] (restricted)

  4. Evans, Martin D. D. & Lyons, Richard K., 2002. "Time-varying liquidity in foreign exchange," Journal of Monetary Economics, Elsevier, vol. 49(5), pages 1025-1051, July. [Downloadable!] (restricted)

  5. Evans, Martin D. D. & Lyons, Richard K., 2002. "Informational integration and FX trading," Journal of International Money and Finance, Elsevier, vol. 21(6), pages 807-831, November. [Downloadable!] (restricted)

  6. Martin D. D. Evans & Richard K. Lyons, 2002. "Order Flow and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 110(1), pages 170-180, February. [Downloadable!] (restricted)
    Other versions:

  7. Evans, Martin D D, 1998. "Dividend Variability and Stock Market Swings," Review of Economic Studies, Blackwell Publishing, vol. 65(4), pages 711-40, October. [Downloadable!] (restricted)
    Other versions:

  8. Evans, Martin D D & Lewis, Karen K, 1995. "Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 8(3), pages 709-42. [Downloadable!] (restricted)
    Other versions:

  9. Evans, Martin D D & Lewis, Karen K, 1995. " Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?," Journal of Finance, American Finance Association, vol. 50(1), pages 225-53, March. [Downloadable!] (restricted)
    Other versions:

  10. Evans, Martin D D, 1994. " Expected Returns, Time-Varying Risk, and Risk Premia," Journal of Finance, American Finance Association, vol. 49(2), pages 655-79, June. [Downloadable!] (restricted)
    Other versions:

  11. Evans, Martin D. D. & Lewis, Karen K., 1994. "Do stationary risk premia explain it all?: Evidence from the term structure," Journal of Monetary Economics, Elsevier, vol. 33(2), pages 285-318, April. [Downloadable!] (restricted)
    Other versions:

  12. Martin Evans & Paul Wachtel, 1993. "Inflation regimes and the sources of inflation uncertainty," Proceedings, Federal Reserve Bank of Cleveland, pages 475-520.

  13. Evans, Martin & Wachtel, Paul, 1993. "Inflation Regimes and the," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 25(3), pages 475-511, August. [Downloadable!] (restricted)

  14. Evans, Martin D. D. & Lewis, Karen K., 1993. "Trends in excess returns in currency and bond markets," European Economic Review, Elsevier, vol. 37(5), pages 1005-1019, June. [Downloadable!] (restricted)

  15. Evans, Martin D. D. & Lothian, James R., 1993. "The response of exchange rates to permanent and transitory shocks under floating exchange rates," Journal of International Money and Finance, Elsevier, vol. 12(6), pages 563-586, December. [Downloadable!] (restricted)
    Other versions:

  16. Evans, Martin & Wachtel, Paul, 1993. "Were price changes during the Great Depression anticipated? : Evidence from nominal interest rates," Journal of Monetary Economics, Elsevier, vol. 32(1), pages 3-34, August. [Downloadable!] (restricted)
    Other versions:

  17. Evans, Martin & Wachtel, Paul, 1992. "Interpreting the Movements in Short-Term Interest Rates," Journal of Business, University of Chicago Press, vol. 65(3), pages 395-429, July. [Downloadable!] (restricted)

  18. Evans, Martin, 1991. "Discovering the Link between Inflation Rates and Inflation Uncertainty," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 23(2), pages 169-84, May. [Downloadable!] (restricted)

  19. Evans, Martin D D, 1991. "Erratum: Optimal Pre-commitment in Macroeconomic Policy: A Game Theoretic Analysis of Fiscal Policy," Oxford Economic Papers, Oxford University Press, vol. 43(4), pages 702-05, October. [Downloadable!] (restricted)

  20. Evans, Martin D D, 1990. "Optimal Pre-commitment in Macro-economic Policy: A Game Theoretic Analysis of Fiscal Policy," Oxford Economic Papers, Oxford University Press, vol. 42(4), pages 695-714, October. [Downloadable!] (restricted)

NEP Fields

28 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2004-06-02
  2. NEP-BEC: Business Economics (6) 2005-01-23 2005-10-22 2005-10-22 2005-11-12 2005-11-19 2005-12-09 Author is listed
  3. NEP-CBA: Central Banking (2) 2006-11-25 2007-06-11
  4. NEP-CFN: Corporate Finance (3) 2003-08-17 2005-10-22 2005-10-22
  5. NEP-CMP: Computational Economics (1) 2005-10-22
  6. NEP-DGE: Dynamic General Equilibrium (4) 2005-10-22 2005-10-22 2005-11-05 2005-11-19
  7. NEP-ECM: Econometrics (3) 2005-01-16 2005-02-01 2005-12-09
  8. NEP-ETS: Econometric Time Series (6) 1998-10-02 2005-01-16 2005-01-16 2005-01-23 2005-12-09 2006-11-25 Author is listed
  9. NEP-FIN: Finance (12) 2004-08-31 2005-01-23 2005-01-23 2005-01-23 2005-10-22 2005-10-22 2005-10-22 2005-10-22 2005-11-05 2005-11-12 2005-11-12 2005-11-19 Author is listed
  10. NEP-FMK: Financial Markets (13) 1998-10-08 2001-02-14 2001-07-13 2005-01-23 2005-01-23 2005-01-23 2005-10-22 2005-10-22 2005-10-22 2005-11-05 2005-11-12 2005-11-12 2005-11-19 Author is listed
  11. NEP-FOR: Forecasting (4) 2005-10-22 2005-11-12 2005-11-12 2007-06-11
  12. NEP-IFN: International Finance (16) 1998-10-02 1999-09-17 2001-02-14 2001-07-13 2003-01-12 2003-08-17 2004-08-09 2004-08-31 2005-01-16 2005-01-23 2005-01-23 2005-01-23 2005-01-23 2005-01-23 2005-11-12 2007-06-11 Author is listed
  13. NEP-MAC: Macroeconomics (4) 2005-01-16 2005-02-01 2005-12-09 2006-11-25
  14. NEP-MON: Monetary Economics (1) 2007-06-11
  15. NEP-MST: Market Microstructure (1) 2007-06-11
  16. NEP-PKE: Post Keynesian Economics (1) 1998-10-05
  17. NEP-RMG: Risk Management (2) 2003-01-12 2005-01-23
  18. NEP-SEA: South East Asia (1) 2005-11-05
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This page was last updated on 2008-7-19.

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