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Martin Evans

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Personal Details

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

RePEc Short-ID: pev5

Email:
Homepage: http://www9.georgetown.edu/faculty/evansm1/
Postal Address: Department of Economics Georgetown University 37 th and O Sts. NW Washington DC 20057
Phone: (202) 687 1570

Affiliation

Economics Department
Georgetown University
Location: Washington, District of Columbia (United States)
Homepage: http://econ.georgetown.edu/
Email:
Phone: 202-687-5601
Fax: 202-687-6102
Postal: ICC 580, Georgetown University, Washington, D.C. 20057-1036
Handle: RePEc:edi:edgeous (more details at EDIRC)

Works

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Working papers

  1. Evans, Martin, 2014. "External Balances, Trade Flows and Financial Conditions," MPRA Paper 55644, University Library of Munich, Germany.
  2. Evans, Martin, 2013. "Global Imbalances, Risk, and the Great Recession," MPRA Paper 52363, University Library of Munich, Germany.
  3. Martin D. D. Evans, 2012. "International Capital Flows and Debt Dynamics," IMF Working Papers 12/175, International Monetary Fund.
  4. Martin D. D. Evans, 2012. "Exchange-Rate Dark Matter," Working Papers gueconwpa~12-12-01, Georgetown University, Department of Economics.
  5. Martin D. D. Evans & Dagfinn Rime, 2011. "Micro approaches to foreign exchange determination," Working Paper 2011/05, Norges Bank.
  6. Martin Evans, 2010. "The Microstructure of Currency Markets," Working Papers gueconwpa~10-10-03, Georgetown University, Department of Economics.
  7. Martin Evans and Alberto Fuertes, 2010. "Understanding the Dynamics of the US External Position," Working Papers gueconwpa~10-10-05, Georgetown University, Department of Economics.
  8. Martin Evans, 2008. "Order Flows and The Exchange Rate Disconnect Puzzle," Working Papers gueconwpa~08-08-05, Georgetown University, Department of Economics.
  9. Martin D. D. Evans & Richard K. Lyons, 2007. "Exchange Rate Fundamentals and Order Flow," NBER Working Papers 13151, National Bureau of Economic Research, Inc.
  10. Martin Evans and Viktoria Hnatkovska, 2006. "Financial Integration, Macroeconomic Volatility and Welfare," Working Papers gueconwpa~06-06-13, Georgetown University, Department of Economics.
  11. Martin D. D. Evans (Georgetown University) and Viktoria Hnatkovska (Georgetown University), 2005. "Solving General Equilibrium Models with Incomplete Markets and Many Assets," Working Papers gueconwpa~05-05-18, Georgetown University, Department of Economics.
  12. Martin D. D. Evans (Georgetown University) and Viktoria Hnatkovska (Georgetown University), 2005. "International Capital Flows, Returns and World Financial Integration," Working Papers gueconwpa~05-05-17, Georgetown University, Department of Economics.
  13. Martin D.D. Evans & Richard K. Lyons, 2005. "Do Currency Markets Absorb News Quickly?," NBER Working Papers 11041, National Bureau of Economic Research, Inc.
  14. Martin D. D. Evans (Georgetown University), 2005. "Foreign Exchange Market Microstructure," Working Papers gueconwpa~05-05-20, Georgetown University, Department of Economics.
  15. Martin D. D. Evans(Georgetown University and NBER), 2005. "What are the Origins of Foreign Exchange Movements?," Working Papers gueconwpa~05-05-06, Georgetown University, Department of Economics.
  16. Martin D. D. Evans(Georgetown University and NBER), 2005. "Where Are We Now? Real-time Estimates of the Macro Economy," Working Papers gueconwpa~05-05-02, Georgetown University, Department of Economics.
  17. Martin D. D. Evans(Georgetown University and NBER) and Richard K. Lyons(U.C. Berkeley and NBER, Haas School of Business), 2005. "How is Macro News Transmitted to Exchange Rates? (December 2003)," Working Papers gueconwpa~05-05-05, Georgetown University, Department of Economics.
  18. 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.
  19. Martin D. D. Evans (Georgetown University), 2005. "Understanding Order Flow," Working Papers gueconwpa~05-05-19, Georgetown University, Department of Economics.
  20. Martin D. D. Evans(Georgetown University and NBER) and Richard K. Lyons(U.C. Berkeley and NBER, Haas School of Business), 2005. "Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting," Working Papers gueconwpa~05-05-01, Georgetown University, Department of Economics.
  21. Martin D. D. Evans(Georgetown University and NBER) and Richard K. Lyons(U.C. Berkeley and NBER, Haas School of Business), 2005. "A New Micro Model of Exchange Rate Dynamics (March 2004)," Working Papers gueconwpa~05-05-04, Georgetown University, Department of Economics.
  22. Martin D. D. Evans(Georgetown University and NBER) and Richard K. Lyons(U.C. Berkeley and NBER, Haas School of Business), 2005. "Exchange Rate Fundamentals and Order Flow (July 2004)," Working Papers gueconwpa~05-05-03, Georgetown University, Department of Economics.
  23. Rich Lyons & Martin Evans, 2004. "A New Micro Model of Exchange Rate Dynamics," Econometric Society 2004 North American Winter Meetings 622, Econometric Society.
  24. Martin D. D. Evans & Richard K. Lyons, 2003. "Are Different-Currency Assets Imperfect Substitutes?," CESifo Working Paper Series 978, CESifo Group Munich.
  25. 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.
  26. H. Henry Cao & Richard K. Lyons & Martin D.D. Evans, 2003. "Inventory Information," NBER Working Papers 9893, National Bureau of Economic Research, Inc.
  27. Martin Evans and Richard K. Lyons, 2002. "Informational Integration and FX Trading," Working Papers gueconwpa~02-02-11, Georgetown University, Department of Economics.
  28. Martin Evans, 2002. "Real Risk, Inflation Risk, and the Term Structure," Working Papers gueconwpa~02-02-10, Georgetown University, Department of Economics.
  29. Martin Evans and David Lyons, 2001. "Time-Varying Liquidity in Foreign Exchange," Working Papers gueconwpa~01-01-11, Georgetown University, Department of Economics.
  30. 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.
  31. Martin Evans, 2000. "FX trading and Exchange Rate Dynamics," Working Papers gueconwpa~00-00-04, Georgetown University, Department of Economics.
  32. Martin D.D. Evans & Richard K. Lyons, 1999. "Order Flow and Exchange Rate Dynamics," NBER Working Papers 7317, National Bureau of Economic Research, Inc.
  33. Martin Evans, 1998. "Looking Behind the U. K.Term Structure: Were there Peso Problems in Inflation?," Finance 9809001, EconWPA.
  34. 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.
  35. 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.
  36. Robert E. Cumby & Martin D.D. Evans, 1995. "The Term Structure of Credit Risk: Estimates and Specification Tests," Working Papers 95-14, New York University, Leonard N. Stern School of Business, Department of Economics.
  37. 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.
  38. 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.
  39. 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.
  40. 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.
  41. 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.
  42. 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.
  43. 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.
  44. 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.
  45. 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.
  46. 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.
  47. 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.
  48. Martin D. Evans & Karen K. Lewis, 1992. "Trends in Excess Returns in Currency and Bond Markets," Working Papers 92-32, New York University, Leonard N. Stern School of Business, Department of Economics.
  49. 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.
  50. 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.
  51. 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.
  52. 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.

Articles

  1. 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.
  2. Evans, Martin D.D. & Hnatkovska, Viktoria, 2012. "A method for solving general equilibrium models with incomplete markets and many financial assets," Journal of Economic Dynamics and Control, Elsevier, vol. 36(12), pages 1909-1930.
  3. Evans, Martin D.D., 2010. "Order flows and the exchange rate disconnect puzzle," Journal of International Economics, Elsevier, vol. 80(1), pages 58-71, January.
  4. Evans, Martin D.D. & Lyons, Richard K., 2008. "How is macro news transmitted to exchange rates?," Journal of Financial Economics, Elsevier, vol. 88(1), pages 26-50, April.
  5. Martin D D Evans & Viktoria V Hnatkovska, 2007. "International Financial Integration and the Real Economy," IMF Staff Papers, Palgrave Macmillan, vol. 54(2), pages 220-269, June.
  6. Martin D. Evans & Viktoria V. Hnatkovska, 2007. "Financial Integration, Macroeconomic Volatility, and Welfare," Journal of the European Economic Association, MIT Press, vol. 5(2-3), pages 500-508, 04-05.
  7. Martin D. D. Evans & Richard K. Lyons, 2006. "Understanding order flow," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(1), pages 3-23.
  8. H. Henry Cao & Martin D. Evans & Richard K. Lyons, 2006. "Inventory Information," The Journal of Business, University of Chicago Press, vol. 79(1), pages 325-364, January.
  9. 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.
  10. 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.
  11. Martin D. D. Evans & Richard K. Lyons, 2005. "Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting," American Economic Review, American Economic Association, vol. 95(2), pages 405-414, May.
  12. Martin Evans, 2004. "The term structure of real rates and expected inflation, comments," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  13. 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.
  14. 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.
  15. Martin D. D. Evans, 2002. "FX Trading and Exchange Rate Dynamics," Journal of Finance, American Finance Association, vol. 57(6), pages 2405-2447, December.
  16. 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.
  17. 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.
  18. Martin D. D. Evans, 1998. "Real Rates, Expected Inflation, and Inflation Risk Premia," Journal of Finance, American Finance Association, vol. 53(1), pages 187-218, 02.
  19. Evans, Martin D D, 1998. "Dividend Variability and Stock Market Swings," Review of Economic Studies, Wiley Blackwell, vol. 65(4), pages 711-40, October.
  20. 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, Society for Financial Studies, vol. 8(3), pages 709-42.
  21. 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.
  22. 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.
  23. 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.
  24. Evans, Martin & Wachtel, Paul, 1993. "Inflation Regimes and the," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 25(3), pages 475-511, August.
  25. 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.
  26. Martin Evans & Paul Wachtel, 1993. "Inflation regimes and the sources of inflation uncertainty," Proceedings, Federal Reserve Bank of Cleveland, pages 475-520.
  27. 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.
  28. 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.
  29. Evans, Martin & Wachtel, Paul, 1992. "Interpreting the Movements in Short-Term Interest Rates," The Journal of Business, University of Chicago Press, vol. 65(3), pages 395-429, July.
  30. 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.
  31. 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.
  32. 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.

Chapters

  1. Martin D. D. Evans, 2013. "Risk, External Adjustment, and Capital Flows," NBER Chapters, in: NBER International Seminar on Macroeconomics 2013, pages 68-93 National Bureau of Economic Research, Inc.
  2. Martin D. D. Evans, 2011. "Macro Models without Frictions
    [Exchange-Rate Dynamics]
    ," Introductory Chapters, Princeton University Press.

Books

  1. Martin D. D. Evans, 2011. "Exchange-Rate Dynamics," Economics Books, Princeton University Press, edition 1, volume 1, number 9475.

NEP Fields

38 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 (5) 2006-11-25 2007-06-11 2011-05-24 2011-07-13 2011-07-13. Author is listed
  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 (6) 2005-10-22 2005-10-22 2005-11-05 2005-11-19 2007-01-13 2012-03-28. Author is listed
  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 (5) 2005-10-22 2005-11-12 2005-11-12 2007-06-11 2014-05-04. Author is listed
  12. NEP-IFN: International Finance (20) 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 2011-07-13 2011-07-13 2013-05-05 2014-05-04. Author is listed
  13. NEP-INT: International Trade (1) 2014-05-04
  14. NEP-MAC: Macroeconomics (4) 2005-01-16 2005-02-01 2005-12-09 2006-11-25
  15. NEP-MON: Monetary Economics (4) 2007-06-11 2011-05-24 2011-07-13 2012-03-28
  16. NEP-MST: Market Microstructure (4) 2007-06-11 2011-05-24 2011-07-13 2011-07-13
  17. NEP-OPM: Open Economy Macroeconomics (5) 2012-03-28 2012-08-23 2013-05-05 2014-01-10 2014-05-04. Author is listed
  18. NEP-PKE: Post Keynesian Economics (1) 1998-10-05
  19. NEP-RMG: Risk Management (2) 2003-01-12 2005-01-23
  20. NEP-SEA: South East Asia (3) 2005-11-05 2014-01-10 2014-05-04

Statistics

This author is among the top 5% authors according to these criteria:
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  8. Number of Citations
  9. Number of Citations, Discounted by Citation Age
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  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
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  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-index
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  25. Number of Journal Pages, Weighted by Recursive Impact Factor
  26. Number of Journal Pages, Weighted by Number of Authors
  27. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  28. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
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