Martin D.D. Evans

Georgetown University - Department of Economics

Professor

Washington, DC 20057

United States

SCHOLARLY PAPERS

44

DOWNLOADS
Rank 4,224

SSRN RANKINGS

Top 4,224

in Total Papers Downloads

7,489

CITATIONS
Rank 306

SSRN RANKINGS

Top 306

in Total Papers Citations

1,295

Scholarly Papers (44)

1.
Downloads 906 ( 18,856)
Citation 279

Order Flow and Exchange Rate Dynamics

Eleventh Annual Utah Winter Conference
Number of pages: 46 Posted: 23 Sep 1999
Richard K. Lyons and Martin D.D. Evans
University of California, Berkeley and Georgetown University - Department of Economics
Downloads 857 (20,050)
Citation 279

Abstract:

Order Flow and Exchange Rate Dynamics

NBER Working Paper No. w7317
Number of pages: 46 Posted: 19 Jul 2000
Martin D.D. Evans and Richard K. Lyons
Georgetown University - Department of Economics and University of California, Berkeley
Downloads 49 (320,829)
Citation 279

Abstract:

Order Flow and Exchange Rate Dynamics

Journal of Political Economy, Vol. 110, February 2002
Posted: 25 Jan 2002
Martin D.D. Evans and Richard K. Lyons
Georgetown University - Department of Economics and University of California, Berkeley

Abstract:

2.
Downloads 681 ( 28,404)
Citation 47

FX Trading and Exchange Rate Dynamics

Georgetown University Dept. of Economics Working Paper
Number of pages: 57 Posted: 11 Dec 2000
Martin D.D. Evans
Georgetown University - Department of Economics
Downloads 630 (31,113)
Citation 47

Abstract:

Exchange rates, trading, FX, microstructure

FX Trading and Exchange Rate Dynamics

NBER Working Paper No. w8116
Number of pages: 70 Posted: 09 Feb 2001
Martin D.D. Evans
Georgetown University - Department of Economics
Downloads 51 (314,890)
Citation 47

Abstract:

FX Trading and Exchange Rate Dynamics

Journal of Finance, Vol. 57, pp. 2405-2447, 2002
Posted: 03 Sep 2003
Martin D.D. Evans
Georgetown University - Department of Economics

Abstract:

3.

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

Number of pages: 48 Posted: 11 Dec 1996
Martin D.D. Evans
Georgetown University - Department of Economics
Downloads 590 (34,318)
Citation 3

Abstract:

Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting

Number of pages: 16 Posted: 10 Jan 2005
Martin D.D. Evans and Richard K. Lyons
Georgetown University - Department of Economics and University of California, Berkeley
Downloads 427 (51,641)
Citation 44

Abstract:

Exchange rates, forecasting, Meese and Rogoff, microstructure, order flow

Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting

NBER Working Paper No. w11042
Number of pages: 23 Posted: 09 Feb 2005
Martin D.D. Evans and Richard K. Lyons
Georgetown University - Department of Economics and University of California, Berkeley
Downloads 70 (267,335)
Citation 44

Abstract:

5.

Regime Shifts, Risk and the Term Structure

Number of pages: 36 Posted: 28 Jan 1999
Martin D.D. Evans
Georgetown University - Department of Economics
Downloads 492 (42,069)
Citation 12

Abstract:

6.
Downloads 464 ( 47,077)
Citation 28

A New Micro Model of Exchange Rate Dynamics

AFA 2005 Philadelphia Meetings
Number of pages: 63 Posted: 05 Mar 2004
Martin D.D. Evans and Richard K. Lyons
Georgetown University - Department of Economics and University of California, Berkeley
Downloads 411 (54,107)
Citation 28

Abstract:

Exchange rates, dispersed information, general equilibrium, microstructure

A New Micro Model of Exchange Rate Dynamics

NBER Working Paper No. w10379
Number of pages: 64 Posted: 31 Mar 2004
Martin D.D. Evans and Richard K. Lyons
Georgetown University - Department of Economics and University of California, Berkeley
Downloads 53 (309,138)
Citation 28

Abstract:

7.

Dividend Variability and Stock Market Swings

S-95-22
Number of pages: 37 Posted: 01 Feb 1996
Martin D.D. Evans
Georgetown University - Department of Economics
Downloads 332 (69,145)
Citation 6

Abstract:

8.
Downloads 310 ( 75,925)
Citation 27

Do Currency Markets Absorb News Quickly?

Journal of International Money and Finance, Forthcoming
Number of pages: 24 Posted: 10 Jan 2005
Martin D.D. Evans and Richard K. Lyons
Georgetown University - Department of Economics and University of California, Berkeley
Downloads 248 (96,460)
Citation 27

Abstract:

exchange rates, news, macroeconomic announcements

Do Currency Markets Absorb News Quickly?

NBER Working Paper No. w11041
Number of pages: 25 Posted: 04 Feb 2005
Martin D.D. Evans and Richard K. Lyons
Georgetown University - Department of Economics and University of California, Berkeley
Downloads 62 (285,813)
Citation 27

Abstract:

9.

Forex Trading and the WMR Fix

Number of pages: 79 Posted: 31 Aug 2014 Last Revised: 25 Nov 2014
Martin D.D. Evans
Georgetown University - Department of Economics
Downloads 291 (43,165)

Abstract:

Forex Trading, Order Flows, Forex Price Fixes, Microstructure Trading Models

Portfolio Balance, Price Impact, and Secret Intervention

Georgetown University Economics Working Paper
Number of pages: 37 Posted: 19 Jun 2001
Martin D.D. Evans and Richard K. Lyons
Georgetown University - Department of Economics and University of California, Berkeley
Downloads 233 (102,947)
Citation 28

Abstract:

Exchange rates, portfolio balance models, microstructure, intervention

Portfolio Balance, Price Impact, and Secret Intervention

NBER Working Paper No. w8356
Number of pages: 38 Posted: 28 Jun 2001
Martin D.D. Evans and Richard K. Lyons
Georgetown University - Department of Economics and University of California, Berkeley
Downloads 32 (379,795)
Citation 28

Abstract:

11.
Downloads 228 (105,697)
Citation 1

Micro Approaches to Foreign Exchange Determination

Number of pages: 37 Posted: 26 Jan 2011
Martin D.D. Evans and Dagfinn Rime
Georgetown University - Department of Economics and BI Norwegian Business School
Downloads 130 (175,295)
Citation 1

Abstract:

Exchange Rate Dynamics, Microstructure, Order Flow

Micro Approaches to Foreign Exchange Determination

Norges Bank Working Paper No. 2011/05
Number of pages: 45 Posted: 30 Sep 2011
Martin D.D. Evans and Dagfinn Rime
Georgetown University - Department of Economics and BI Norwegian Business School
Downloads 98 (216,359)
Citation 1

Abstract:

Exchange Rate Dynamics, Microstructure, Order Flow

International Capital Flows, Returns and World Financial Integration

Number of pages: 42 Posted: 13 Oct 2005 Last Revised: 07 Aug 2012
Martin D.D. Evans and Viktoria V. Hnatkovska
Georgetown University - Department of Economics and University of British Columbia (UBC) - Department of Economics
Downloads 162 (145,694)
Citation 28

Abstract:

Globalization, Portfolio Choice, Financial Integration, Incomplete Markets, Asset Prices

International Capital Flows, Returns and World Financial Integration

NBER Working Paper No. w11701
Number of pages: 50 Posted: 21 Dec 2005
Martin D.D. Evans and Viktoria V. Hnatkovska
Georgetown University - Department of Economics and University of British Columbia (UBC) - Department of Economics
Downloads 57 (298,310)
Citation 28

Abstract:

13.

The Microstructure of Currency Markets

ENCYCLOPEDIA OF FINANCIAL GLOBALIZATION, Forthcoming
Number of pages: 19 Posted: 26 Jan 2011
Martin D.D. Evans
Georgetown University - Department of Economics
Downloads 187 (124,780)

Abstract:

Currency Trading, Exchange Rates, Exchange Rate Puzzles, Exchange Rate Fundamentals, Foreign Ex- change Market, Microstructure, Order Flow, Risk Premium

14.

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

Number of pages: 45 Posted: 04 Oct 2005 Last Revised: 12 Sep 2008
Martin D.D. Evans and Viktoria V. Hnatkovska
Georgetown University - Department of Economics and University of British Columbia (UBC) - Department of Economics
Downloads 180 (129,860)
Citation 18

Abstract:

Portfolio Choice, Incomplete Markets, Time-Varying Risk Premia, Perturbation Methods, Projection Methods

Where Are We Now? Real-Time Estimates of the Macro Economy

Number of pages: 39 Posted: 10 Jan 2005
Martin D.D. Evans
Georgetown University - Department of Economics
Downloads 94 (222,628)
Citation 18

Abstract:

Real-time data, Kalman Filtering, Forecasting GDP

Where are We Now? Real-Time Estimates of the Macro Economy

NBER Working Paper No. w11064
Number of pages: 40 Posted: 15 Feb 2005
Martin D.D. Evans
Georgetown University - Department of Economics
Downloads 39 (353,021)
Citation 18

Abstract:

Where Are We Now? Real-Time Estimates of the Macro Economy

CEPR Discussion Paper No. 5270
Number of pages: 38 Posted: 07 Nov 2005
Martin D.D. Evans
Georgetown University - Department of Economics
Downloads 24 (417,963)
Citation 18

Abstract:

Forecasting GDP, Kalman filtering, real-time data

16.
Downloads 151 (154,695)
Citation 2

Exchange-Rate Dark Matter

Number of pages: 59 Posted: 20 Jan 2012 Last Revised: 02 Feb 2012
Martin D.D. Evans
Georgetown University - Department of Economics
Downloads 103 (208,999)
Citation 2

Abstract:

Exchange Rate Dynamics, Open-Economy Macro Models, Habits, Incomplete Markets, Collateral Constraints

Exchange-Rate Dark Matter

IMF Working Paper No. 12/66
Number of pages: 63 Posted: 25 Mar 2012
Martin D.D. Evans
Georgetown University - Department of Economics
Downloads 48 (323,927)
Citation 2

Abstract:

Economic models, Exchange rate depreciation, Exchange rates, Group of seven, Interest rates

17.

Bubbles, Crashes, and Sterilized Central Bank Intervention

Number of pages: 39 Posted: 20 Mar 2005
Martin D.D. Evans and Marcos Souto
Georgetown University - Department of Economics and George Washington University - School of Business
Downloads 119 (185,933)

Abstract:

18.

Understanding Order Flow

NBER Working Paper No. w11748
Number of pages: 36 Posted: 01 Feb 2006
Martin D.D. Evans and Richard K. Lyons
Georgetown University - Department of Economics and University of California, Berkeley
Downloads 115 (191,985)
Citation 18

Abstract:

19.

Are Different-Currency Assets Imperfect Substitutes?

CESifo Working Paper Series No. 978
Number of pages: 44 Posted: 31 Jul 2003
Martin D.D. Evans and Richard K. Lyons
Georgetown University - Department of Economics and University of California, Berkeley
Downloads 101 (196,978)
Citation 9

Abstract:

20.

Exchange Rate Fundamentals and Order Flow

NBER Working Paper No. w13151
Number of pages: 69 Posted: 27 Jun 2007
Martin D.D. Evans and Richard K. Lyons
Georgetown University - Department of Economics and University of California, Berkeley
Downloads 100 (196,978)
Citation 255

Abstract:

21.

Order Flows and the Exchange Rate Disconnect Puzzle

Journal of International Economics, Vol. 80, No. 1, 2010
Number of pages: 31 Posted: 26 Jan 2011
Martin D.D. Evans
Georgetown University - Department of Economics
Downloads 96 (216,619)
Citation 9

Abstract:

Exchange rate dynamics, The exchange rate disconnect puzzle, Microstructure, Order Flow

22.

Solving General Equilibrium Models with Incomplete Markets and Many Financial Assets

Number of pages: 40 Posted: 27 Jan 2011
Martin D.D. Evans and Viktoria V. Hnatkovska
Georgetown University - Department of Economics and University of British Columbia (UBC) - Department of Economics
Downloads 94 (215,061)
Citation 25

Abstract:

Portfolio Choice, Dynamic Stochastic General Equilibrium Models, Incomplete Markets, Numerical Solution Methods

23.

Understanding the Dynamics of the US External Position

Number of pages: 31 Posted: 26 Jan 2011
Martin D.D. Evans and Alberto Fuertes Mendoza
Georgetown University - Department of Economics and Georgetown University
Downloads 82 (232,376)
Citation 1

Abstract:

Capital Flows, External Imbalances, International Debt, International Solvency

24.

Real Risk, Inflation Risk, and the Term Structure

The Economic Journal, Vol. 113, No. 487, April 2003
Number of pages: 46 Posted: 26 Jan 2011
Martin D.D. Evans
Georgetown University - Department of Economics
Downloads 69 (264,487)
Citation 34

Abstract:

Term Structure, Risk Premia, Inflation Risk, Markov-Switching

25.

Financial Integration, Macroeconomic Volatility, and Welfare

Journal of the European Economic Association, Vol. 5, No, 2, May 2007
Number of pages: 10 Posted: 26 Jan 2011
Martin D.D. Evans and Viktoria V. Hnatkovska
Georgetown University - Department of Economics and University of British Columbia (UBC) - Department of Economics
Downloads 63 (268,687)
Citation 5

Abstract:

Globalization, Incomplete Markets, Volatility, Welfare

26.
Downloads 59 (289,287)
Citation 1

International Capital Flows and Debt Dynamics

IMF Working Paper No. 12/175
Number of pages: 60 Posted: 01 Nov 2012
Martin D.D. Evans
Georgetown University - Department of Economics
Downloads 37 (360,409)
Citation 1

Abstract:

Capital Flows, External Imbalances, International Debt, International Solvency, Exorbitant Privilege, Economic Models, External Debt, Foreign Direct Investment

International Capital Flows and Debt Dynamics

Number of pages: 56 Posted: 27 Jun 2012
Martin D.D. Evans
Georgetown University - Department of Economics
Downloads 22 (428,987)
Citation 1

Abstract:

Capital Flows, External Imbalances, International Debt, International Solvency, Exorbitant Privilege

27.

How is Macro News Transmitted to Exchange Rates?

NBER Working Paper No. w9433
Number of pages: 53 Posted: 10 Jan 2003
Martin D.D. Evans and Richard K. Lyons
Georgetown University - Department of Economics and University of California, Berkeley
Downloads 44 (309,983)
Citation 81

Abstract:

28.

Global Imbalances, Risk and the Great Recession

Number of pages: 51 Posted: 04 Nov 2013
Martin D.D. Evans
Georgetown University - Department of Economics
Downloads 37 (330,210)

Abstract:

Global Imbalances, Foreign Asset Positions, Current Accounts, International Debt, International Solvency, Great Recession

29.

Inventory Information

NBER Working Paper No. w9893
Number of pages: 45 Posted: 17 Aug 2003
H. Henry Cao, Richard K. Lyons and Martin D.D. Evans
University of North Carolina (UNC) at Chapel Hill - Finance Area, University of California, Berkeley and Georgetown University - Department of Economics
Downloads 34 (349,288)
Citation 38

Abstract:

30.

Order Flow Information and Spot Rate Dynamics

Number of pages: 34 Posted: 23 Apr 2015
Martin D.D. Evans and Dagfinn Rime
Georgetown University - Department of Economics and BI Norwegian Business School
Downloads 33 (221,123)
Citation 223

Abstract:

Exchange Rate Dynamics, Microstructure, Order Flow

31.

Trends in Expected Returns in Currency and Bond Markets

NBER Working Paper No. w4116
Number of pages: 47 Posted: 01 Aug 2000
Martin D.D. Evans and Karen K. Lewis
Georgetown University - Department of Economics and University of Pennsylvania - Finance Department
Downloads 33 (349,288)
Citation 3

Abstract:

32.

Hot Money and External Adjustment

Number of pages: 71 Posted: 05 Jul 2013
Martin D.D. Evans
Georgetown University - Department of Economics
Downloads 30 (359,697)

Abstract:

Hot Money, International Capital Flows, External Adjustment, Open-Economy Macro Models, Habits, Incomplete Markets, Collateral Constraints

33.

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

NBER Working Paper No. w3451
Number of pages: 41 Posted: 27 Apr 2000
Martin D.D. Evans and Karen K. Lewis
Georgetown University - Department of Economics and University of Pennsylvania - Finance Department
Downloads 24 (387,064)
Citation 25

Abstract:

34.

Do Expected Shifts in Inflation Policy Affect Real Rates?

NBER Working Paper No. w4134
Number of pages: 50 Posted: 12 Apr 2004
Martin D.D. Evans and Karen K. Lewis
Georgetown University - Department of Economics and University of Pennsylvania - Finance Department
Downloads 18 (420,602)
Citation 2

Abstract:

35.

External Balances, Trade Flows and Financial Conditions

Number of pages: 45 Posted: 21 Aug 2015
Martin D.D. Evans
Georgetown University - Department of Economics
Downloads 5 (476,598)

Abstract:

Global Imbalances, External Positions, Current Accounts, Trade Flows, Valuation Effects, Stochastic Discount Factors, International Asset Pricing

36.

Solving General Equilibrium Models with Incomplete Markets and Many Assets

NBER Working Paper No. t0318
Number of pages: 35 Posted: 17 May 2011
Martin D.D. Evans and Viktoria V. Hnatkovska
Georgetown University - Department of Economics and University of British Columbia (UBC) - Department of Economics
Downloads 2 (500,248)
Citation 21

Abstract:

37.

International Financial Integration and the Real Economy

IMF Staff Papers, Vol. 54, Issue 2, pp. 220-269, 2007
Number of pages: 50 Posted: 13 Oct 2010
Martin D.D. Evans and Viktoria V. Hnatkovska
Georgetown University - Department of Economics and University of British Columbia (UBC) - Department of Economics
Downloads 1 (522,606)
Citation 3

Abstract:

38.

Informational Integration and Fx Trading

Journal of International Money and Finance, Vol. 21, No. 6, 2002
Posted: 26 Jan 2011
Martin D.D. Evans and Richard K. Lyons
Georgetown University - Department of Economics and University of California, Berkeley

Abstract:

Exchange rates, Order flow, Financial Integration

39.

Time-Varying Liquidity in Foreign Exchange

Journal of Monetary Economics, Vol. 49, No. 5, 2002
Posted: 26 Jan 2011
Martin D.D. Evans and Richard K. Lyons
Georgetown University - Department of Economics and University of California, Berkeley

Abstract:

Foreign Exchange

40.

Do Expected Shifts in Inflation Affect Estimates of the Long Run Fisher Relation?

JOURNAL OF FINANCE, Vol 50, No 1, March 1995
Posted: 26 Oct 1999
Martin D.D. Evans and Karen K. Lewis
Georgetown University - Department of Economics and University of Pennsylvania - Finance Department

Abstract:

41.

Peso Problems: Their Theoretical and Empirical Implications

Working Paper Series S-95-11
Posted: 24 Aug 1998
Martin D.D. Evans
Georgetown University - Department of Economics

Abstract:

42.

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

THE REVIEW OF FINANCIAL STUDIES, Vol. 8 No. 3
Posted: 23 Aug 1998
Martin D.D. Evans and Karen K. Lewis
Georgetown University - Department of Economics and University of Pennsylvania - Finance Department

Abstract:

43.

The Term Structure of Credit Risk: Estimates and Specification Tests

S-95-21
Posted: 09 Jul 1998
Robert E. Cumby and Martin D.D. Evans
Georgetown University - Department of Economics and Georgetown University - Department of Economics

Abstract:

44.

The Microstructure of Foreign Exchange Dynamics

Posted: 16 Jan 1998
Martin D.D. Evans
Georgetown University - Department of Economics

Abstract: