Professor Martin D. D. Evans
Professor of Economics Department of Economics Georgetown University E-mail address: evansm1@georgetown.edu Office phone: (202)-687-1570	Research Economist National Bureau of Economic Research   Associate Editor The Journal of International Money and Finance The Journal of Money, Credit and Banking The Journal of International Economics
Research Interests   International Finance, Foreign Exchange Microstructure, International Financial Markets, Capital Flows, Financial Integration, Asset Pricing, and Time Series Econometrics.

New Working Papers:

Global Imbalances, Risk, and the Great Recession, October, 2013.

Hot Money and External Adjustment, July, 2013.

International Capital Flows and Debt Dynamics, June, 2012.

Exchange-Rate Dark Matter, February, 2012.

 

Book

Exchange-Rate Dynamics   Princeton University Press 2011   Table of Contents   To Purchase goto PUP Website   Resources for Instructors and Students   Short Course Outline J.I.E. Review

 

 

Published and Forthcoming Articles

International Capital Flows Returns and World Financial Integration   (with V. Hnatkovska) Journal of International Economics, forthcoming.

Exchange Rate Fundamentals and Order Flow   (with R. Lyons) Quarterly Journal of Finance, May 2013.

Solving General Equilibrium Models with Incomplete Markets and Many Financial Assets  (with V. Hnatkovska) The Journal of Economics, Dynamics and Control, 2012. 

Micro Approaches to Foreign Exchange Determination (with Dagfinn Rime), The Handbook of Exchange Rate Economics, 2012.

The Microstructure of Currency Markets in The Encyclopedia of Financial Globalization, March 2011.

Order Flows and The Exchange Rate Disconnect Puzzle  Journal of International Economics, February, 2010.

How Is Macro News Transmitted to Exchange Rates? (with R. Lyons) Journal of Financial Economics, April 2008.

International Financial Integration and the Real Economy (with V. Hnatkovska) IMF Staff Papers, September, 2007.

Financial Integration, Macroeconomic Volatility and Welfare , (with V. Hnatkovska) Journal of the European Economic Association, 2007.

Understanding Order Flow  (with R. Lyons) The International Journal of Finance and Economics, March, 2006.

Inventory Information (with H. Cao and R. Lyons) The Journal Of Business, January, 2006.

Where Are We Now?: Real-Time Estimates of the Macro Economy The International Journal of Central Banking, September, 2005.

Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting (with R. Lyons), American Economic Review P&P, May, 2005.

Do Currency Markets Absorb News Quickly?  (with R. Lyons) The Journal of International Money and Finance, March, 2005. 

Real Risk, Inflation Risk and the Term Structure The Economic Journal, June 2003.

Informational Integration and FX Trading  (with R. Lyons) The Journal of International Money and Finance, December 2002.

FX Trading and Exchange Rate Dynamics   Journal of Finance, December 2002.

Time-Varying Liquidity in Foreign Exchange (with R. Lyons) Journal of Monetary Economics, 2002.

Order Flow and Exchange Rate Dynamics (with R. Lyons) Journal of Political Economy, 2002.

 

Older Working Papers

Understanding the Dynamics of the US External Position (with A. Fuertes) July 2010.

A New Micro Model of Exchange Rate Dynamics   (with R. Lyons)