Martin D.D. Evans

Georgetown University - Department of Economics

Professor

Washington, DC 20057

United States

SCHOLARLY PAPERS

48

DOWNLOADS
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8,671

CITATIONS
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SSRN RANKINGS

Top 8,167

in Total Papers Citations

68

Scholarly Papers (48)

1.
Downloads 975 ( 22,124)
Citation 168

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 914 (23,926)
Citation 1

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Order Flow and Exchange Rate Dynamics

NBER Working Paper No. w7317
Number of pages: 46 Posted: 19 Jul 2000 Last Revised: 13 Oct 2010
Martin D.D. Evans and Richard K. Lyons
Georgetown University - Department of Economics and University of California, Berkeley
Downloads 61 (354,309)
Citation 325

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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

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2.

Forex Trading and the WMR Fix

Number of pages: 81 Posted: 31 Aug 2014 Last Revised: 25 Sep 2017
Martin D.D. Evans
Georgetown University - Department of Economics
Downloads 738 (32,839)
Citation 8

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

3.
Downloads 712 ( 34,417)
Citation 27

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 658 (37,712)

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Exchange rates, trading, FX, microstructure

FX Trading and Exchange Rate Dynamics

NBER Working Paper No. w8116
Number of pages: 70 Posted: 09 Feb 2001 Last Revised: 21 Oct 2010
Martin D.D. Evans
Georgetown University - Department of Economics
Downloads 54 (376,577)
Citation 52

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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

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4.

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 601 (43,239)
Citation 3

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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 519 (52,173)
Citation 17

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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 434 (64,494)

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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 Last Revised: 04 Sep 2010
Martin D.D. Evans and Richard K. Lyons
Georgetown University - Department of Economics and University of California, Berkeley
Downloads 71 (326,508)
Citation 58

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7.
Downloads 478 ( 57,882)
Citation 9

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 424 (66,381)

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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 Last Revised: 01 Apr 2004
Martin D.D. Evans and Richard K. Lyons
Georgetown University - Department of Economics and University of California, Berkeley
Downloads 54 (376,577)
Citation 9

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8.

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 353 (83,138)
Citation 5

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9.
Downloads 327 ( 90,641)
Citation 12

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 260 (115,385)

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exchange rates, news, macroeconomic announcements

Do Currency Markets Absorb News Quickly?

NBER Working Paper No. w11041
Number of pages: 25 Posted: 04 Feb 2005 Last Revised: 03 Sep 2010
Martin D.D. Evans and Richard K. Lyons
Georgetown University - Department of Economics and University of California, Berkeley
Downloads 67 (337,228)
Citation 34

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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 240 (125,330)
Citation 11

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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 Last Revised: 24 Jul 2001
Martin D.D. Evans and Richard K. Lyons
Georgetown University - Department of Economics and University of California, Berkeley
Downloads 34 (454,186)

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11.
Downloads 243 (124,248)
Citation 7

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 131 (216,259)
Citation 2

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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 112 (243,416)
Citation 6

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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 178 (166,858)

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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 Last Revised: 22 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 58 (363,513)
Citation 19

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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 212 (142,005)

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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 191 (156,509)
Citation 7

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

15.

Fixing the Fix? Assessing the Effectiveness of the 4pm Fix Benchmark

FCA Occasional Paper
Number of pages: 98 Posted: 25 Oct 2018
Martin D.D. Evans, Peter O'Neill, Dagfinn Rime and Jo Saakvitne
Georgetown University - Department of Economics, Financial Conduct Authority, BI Norwegian Business School and BI Norwegian Business School
Downloads 182 (163,525)
Citation 1

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benchmark, foreign exchange markets, 4pm fix, market microstructure, transactions-based fixing

16.

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 174 (170,231)
Citation 2

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Exchange Rate Dynamics, Microstructure, Order Flow

Exchange Rates, Interest Rates and the Global Carry Trade

Number of pages: 67 Posted: 17 Jul 2017
Martin D.D. Evans and Dagfinn Rime
Georgetown University - Department of Economics and BI Norwegian Business School
Downloads 94 (274,757)

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Exchange Rate Dynamics, Microstructure, Order Flow

Exchange Rates, Interest Rates and the Global Carry Trade

Norges Bank Working Paper 14/17; ISBN 978-82-7553-994-4
Number of pages: 70 Posted: 24 Oct 2017
Martin D.D. Evans and Dagfinn Rime
Georgetown University - Department of Economics and BI Norwegian Business School
Downloads 72 (323,919)

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Exchange Rate Dynamics, Microstructure, Order Flow

18.
Downloads 162 (181,002)
Citation 1

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 104 (256,685)

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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 58 (363,513)
Citation 1

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

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 99 (265,518)

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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 Last Revised: 26 Sep 2010
Martin D.D. Evans
Georgetown University - Department of Economics
Downloads 39 (432,218)

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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 (507,854)
Citation 60
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Forecasting GDP, Kalman filtering, real-time data

20.

Understanding Order Flow

NBER Working Paper No. w11748
Number of pages: 36 Posted: 01 Feb 2006 Last Revised: 09 Aug 2010
Martin D.D. Evans and Richard K. Lyons
Georgetown University - Department of Economics and University of California, Berkeley
Downloads 128 (219,406)
Citation 20

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21.

Exchange Rate Fundamentals and Order Flow

NBER Working Paper No. w13151
Number of pages: 69 Posted: 27 Jun 2007 Last Revised: 27 Aug 2007
Martin D.D. Evans and Richard K. Lyons
Georgetown University - Department of Economics and University of California, Berkeley
Downloads 123 (226,065)
Citation 9

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22.

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 121 (228,939)

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23.

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 113 (240,663)

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24.

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 107 (250,104)

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

25.

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 107 (250,104)
Citation 20

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

26.

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 92 (276,531)
Citation 4

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Capital Flows, External Imbalances, International Debt, International Solvency

27.

Microstructure of Foreign Exchange Markets

Number of pages: 31 Posted: 13 Mar 2019
Martin D.D. Evans and Dagfinn Rime
Georgetown University - Department of Economics and BI Norwegian Business School
Downloads 91 (278,460)
Citation 2

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Exchange-Rate Dynamics, Microstructure, Order Flows, Liquidity, Electronic trading

28.

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 75 (313,107)
Citation 44

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

29.

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 72 (320,379)
Citation 9

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Globalization, Incomplete Markets, Volatility, Welfare

30.
Downloads 66 (335,791)
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 40 (428,046)
Citation 1

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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 26 (495,783)

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

31.

How is Macro News Transmitted to Exchange Rates?

NBER Working Paper No. w9433
Number of pages: 53 Posted: 10 Jan 2003 Last Revised: 20 Jun 2009
Martin D.D. Evans and Richard K. Lyons
Georgetown University - Department of Economics and University of California, Berkeley
Downloads 57 (361,343)
Citation 78

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32.

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 49 (386,945)

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

33.

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 43 (408,184)
Citation 6

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34.

Inventory Information

NBER Working Paper No. w9893
Number of pages: 45 Posted: 17 Aug 2003 Last Revised: 04 Nov 2010
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 41 (415,463)
Citation 19

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35.

Hot Money and External Adjustment

Number of pages: 71 Posted: 05 Jul 2013
Martin D.D. Evans
Georgetown University - Department of Economics
Downloads 39 (423,166)
Citation 2

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

36.

FX Trading and the Exchange Rate Disconnect Puzzle

Number of pages: 44 Posted: 13 Nov 2018
Martin D.D. Evans
Georgetown University - Department of Economics
Downloads 35 (439,540)
Citation 1

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37.

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 Last Revised: 03 Jan 2002
Martin D.D. Evans and Karen K. Lewis
Georgetown University - Department of Economics and University of Pennsylvania - Finance Department
Downloads 31 (457,014)
Citation 33

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38.

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 24 (492,705)
Citation 1

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39.

Front-Running and Collusion in Forex Trading

Number of pages: 67 Posted: 11 Jun 2019
Martin D.D. Evans
Georgetown University - Department of Economics
Downloads 23 (498,233)

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

40.

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 18 (527,027)
Citation 1

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

41.

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 6 (599,901)
Citation 4

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42.

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

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Exchange rates, Order flow, Financial Integration

43.

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

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Foreign Exchange

44.

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

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45.

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

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46.

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

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47.

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

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48.

The Microstructure of Foreign Exchange Dynamics

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

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