Martin Evans : Citation Profile


Are you Martin Evans?

Georgetown University

26

H index

36

i10 index

2510

Citations

RESEARCH PRODUCTION:

41

Articles

85

Papers

2

Books

21

Chapters

RESEARCH ACTIVITY:

   31 years (1987 - 2018). See details.
   Cites by year: 80
   Journals where Martin Evans has often published
   Relations with other researchers
   Recent citing documents: 140.    Total self citations: 57 (2.22 %)

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   Permalink: http://citec.repec.org/pev5
   Updated: 2019-02-13    RAS profile: 2019-01-19    
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Relations with other researchers


Works with:

Rime, Dagfinn (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Martin Evans.

Is cited by:

Rime, Dagfinn (85)

Menkhoff, Lukas (71)

Sarno, Lucio (49)

Schmeling, Maik (38)

Taylor, Mark (37)

Reitz, Stefan (37)

Dominguez, Kathryn (33)

van Wincoop, Eric (27)

Osler, Carol (24)

Gradojevic, Nikola (24)

King, Michael (23)

Cites to:

Lyons, Richard (105)

Campbell, John (41)

Rogoff, Kenneth (26)

Engel, Charles (24)

Shiller, Robert (23)

Lane, Philip (23)

van Wincoop, Eric (22)

Kollmann, Robert (19)

West, Kenneth (19)

Milesi-Ferretti, Gian Maria (18)

Rey, Helene (18)

Main data


Where Martin Evans has published?


Journals with more than one article published# docs
Journal of International Money and Finance5
Journal of Finance4
Journal of Monetary Economics3
Journal of International Economics3
The Journal of Business2
Journal of Money, Credit and Banking2
Oxford Economic Papers2

Working Papers Series with more than one paper published# docs
Working Papers / Georgetown University, Department of Economics27
MPRA Paper / University Library of Munich, Germany6
LIS Working papers / LIS Cross-National Data Center in Luxembourg3
IMF Working Papers / International Monetary Fund2

Recent works citing Martin Evans (2018 and 2017)


YearTitle of citing document
2017The TIPS Liquidity Premium. (2017). Andreasen, Martin M ; Riddell, Simon . In: CREATES Research Papers. RePEc:aah:create:2017-27.

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2018INFLATION AND INFLATION UNCERTAINTY IN LATIN AMERICA: A TIME-VARYING STOCHASTIC VOLATILITY IN MEAN APPROACH. (2018). Ferreira, Diego ; Palma, Andreza Aparecida. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:125.

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2017High-Frequency Jump Analysis of the Bitcoin Market. (2017). Scaillet, Olivier ; Trevisan, Christopher ; Treccani, Adrien . In: Papers. RePEc:arx:papers:1704.08175.

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2018Covariance Risk and the Ripple Effect in the UK Regional Housing Market. (2018). Morley, Bruce ; Thomas, Dennis . In: Review of Economics & Finance. RePEc:bap:journl:180301.

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2017The Effect of Central Bank Transparency on Exchange Rate Volatility. (2017). Weber, Christoph S. In: Working Papers. RePEc:bav:wpaper:174_weber.

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2017A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth. (2017). Chernis, Tony ; Velasco, Gabriella ; Cheung, Calista . In: Discussion Papers. RePEc:bca:bocadp:17-8.

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2018Nowcasting Canadian Economic Activity in an Uncertain Environment. (2018). Chernis, Tony ; Sekkel, Rodrigo. In: Discussion Papers. RePEc:bca:bocadp:18-9.

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2017Exchange rate regime and external adjustment: an empirical investigation for the U.S.. (2017). Fuertes, Alberto. In: Working Papers. RePEc:bde:wpaper:1717.

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2018An Auction-Based Test of Private Information in an Interdealer FX Market. (2018). Villamizar-Villegas, mauricio ; Bonaldi, Pietro. In: Borradores de Economia. RePEc:bdr:borrec:1049.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2017Oil and the Naira: A Markov Switching Perspective. (2017). Ayodeji, Idowu. In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:4:p:562-574.

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2017LIQUIDITY RISK AND TIME-VARYING CORRELATION BETWEEN EQUITY AND CURRENCY RETURNS. (2017). Jung, Kuk Mo ; Mo, Kuk. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:898-919.

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2018DO TERRORIST ATTACKS IMPACT EXCHANGE RATE BEHAVIOR? NEW INTERNATIONAL EVIDENCE. (2018). Narayan, Paresh Kumar ; Bach, Dinh Hoang ; Khademalomoom, Siroos. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:547-561.

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2017Cold Case File? Inventory Risk and Information Sharing during the pre†1997 NASDAQ. (2017). Lescourret, Laurence . In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:4:p:761-806.

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2017Dissecting Exchange Rates and Fundamentals in the Modern Floating Era: The Role of Permanent and Transitory Shocks. (2017). Chou, Yu-Hsi. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:1:p:165-194.

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2017Impact of Macroeconomic Announcements on Foreign Exchange Volatility: Evidence from South Africa. (2017). ALAGIDEDE, PAUL ; Maserumule, Tseke. In: South African Journal of Economics. RePEc:bla:sajeco:v:85:y:2017:i:3:p:405-429.

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2018Do Monetary Policy Announcements Affect Exchange Rate Returns and Volatility of Returns? Some Evidence from High‐Frequency Intra‐Day South African Data. (2018). Farrell, Greg ; Rossouw, Jannie ; May, Cyril. In: South African Journal of Economics. RePEc:bla:sajeco:v:86:y:2018:i:3:p:308-338.

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2017The Role of Unobservable Fundamentals in Korea Exchange Rate Fluctuations: Bayesian Approach. (2017). Kim, Youngmin ; Lee, Seojin. In: Economic Analysis (Quarterly). RePEc:bok:journl:v:23:y:2017:i:3:p:1-22.

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2017Dealer Trading at the Fix. (2017). Osler, Carol ; Turnbull, Alasdair . In: Working Papers. RePEc:brd:wpaper:101r.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2018Exchange rates, sunspots and cycles. (2018). Eugeni, Sara ; Bambi, Mauro. In: Working Papers. RePEc:dur:durham:2018_05.

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2017Large net foreign liabilities of euro area countries. (2017). Zorell, Nico. In: Occasional Paper Series. RePEc:ecb:ecbops:2017198.

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2017Order Flow and Exchange Rate Dynamics in Continuous Time: New Evidence from Martingale Regression. (2017). Guo, Zi-Yi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-66.

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2018A hybrid spline-based parametric model for the yield curve. (2018). Almeida, Caio ; Faria, Adriano . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:86:y:2018:i:c:p:72-94.

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2018Stochastic volatility implies fourth-degree risk dominance: Applications to asset pricing. (2018). Gollier, Christian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:95:y:2018:i:c:p:155-171.

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2018The effect of wind energy production on cross-border electricity pricing: The case of western Denmark in the Nord Pool market. (2018). Unger, Elizabeth A ; Matthiasson, Thorolfur ; Gardarsson, Sigurdur M ; Ulfarsson, Gudmundur F. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:58:y:2018:i:c:p:121-130.

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2018Does investor attention matter? The attention-return relationships in FX markets. (2018). Yin, Libo ; Xu, Yang ; Han, Liyan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:644-660.

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2017The expected real yield and inflation components of the nominal yield curve. (2017). Lange, Ronald H. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:1-18.

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2017Liquidity Commonality in Foreign Exchange Markets During the Global Financial Crisis and the Sovereign Debt Crisis: Effects of Macroeconomic and Quantitative Easing Announcements. (2017). Gau, Yin-Feng ; Hsu, Chih-Chiang ; Chang, Ya-Ting. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:172-192.

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2017Informativeness of trade size in foreign exchange markets. (2017). Gradojevic, Nikola ; Erdemlioglu, Deniz ; Genay, Ramazan. In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:27-33.

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2017On high frequency estimation of the frictionless price: The use of observed liquidity variables. (2017). Chaker, Selma . In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:127-143.

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2017Impact of pension system structure on international financial capital allocation. (2017). Staveley-O'Carroll, James ; Staveley-Ocarroll, Olena M. In: European Economic Review. RePEc:eee:eecrev:v:95:y:2017:i:c:p:1-22.

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2017Is information assimilated at announcements in the European carbon market?. (2017). Bredin, Don ; Muckley, Cal B ; Chen, Jiayuan . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:234-247.

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2018A greener gas grid: What are the options. (2018). Speirs, Jamie ; Hawkes, Adam ; Brandon, Nigel ; Martin, Jeanne ; Johnson, Erin ; Balcombe, Paul. In: Energy Policy. RePEc:eee:enepol:v:118:y:2018:i:c:p:291-297.

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2018Impact of the phase out of French nuclear reactors on the Italian power sector. (2018). Bianco, Vincenzo ; Scarpa, Federico. In: Energy. RePEc:eee:energy:v:150:y:2018:i:c:p:722-734.

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2017Exchange rate volatility response to macroeconomic news during the global financial crisis. (2017). Savaser, Tanseli ; Savaer, Tanseli ; ben Omrane, Walid. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:130-143.

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2017The forex fixing reform and its impact on cost and risk of forex trading banks. (2017). Yamada, Masahiro ; Ito, Takatoshi. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:157-162.

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2018Intraday momentum in FX markets: Disentangling informed trading from liquidity provision. (2018). Frömmel, Michael ; Lampaert, Kevin ; Frommel, Michael ; Elaut, Gert. In: Journal of Financial Markets. RePEc:eee:finmar:v:37:y:2018:i:c:p:35-51.

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2018The curious case of changes in trading dynamics: When firms switch from NYSE to NASDAQ. (2018). Dang, Viet Anh ; Pham, Thu Phuong ; Michayluk, David . In: Journal of Financial Markets. RePEc:eee:finmar:v:41:y:2018:i:c:p:17-35.

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2017The world price of sentiment risk. (2017). Keiber, Karl Ludwig ; Samyschew, Helene . In: Global Finance Journal. RePEc:eee:glofin:v:32:y:2017:i:c:p:62-82.

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2017International asset allocations and capital flows: The benchmark effect. (2017). Williams, Tomas ; Schmukler, Sergio ; Raddatz, Claudio . In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:c:p:413-430.

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2017Puzzles in the Tokyo fixing in the forex market: Order imbalances and Bank pricing. (2017). Ito, Takatoshi ; Yamada, Masahiro . In: Journal of International Economics. RePEc:eee:inecon:v:109:y:2017:i:c:p:214-234.

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2018Effective sterilized foreign exchange intervention? Evidence from a rule-based policy. (2018). Villamizar-Villegas, mauricio ; Phillips, David ; Kuersteiner, Guido. In: Journal of International Economics. RePEc:eee:inecon:v:113:y:2018:i:c:p:118-138.

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2018Financial globalization, domestic financial freedom and risk sharing across countries. (2018). Li, Zhongda ; Liu, LU. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:151-169.

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2018Decomposition of the uncovered equity parity correlation. (2018). Kunkler, Michael ; MacDonald, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:44-58.

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2017Now-casting the Japanese economy. (2017). Bragoli, Daniela. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:390-402.

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2017Simple measures of market efficiency: A study in foreign exchange markets. (2017). Kitamura, Yoshihiro. In: Japan and the World Economy. RePEc:eee:japwor:v:41:y:2017:i:c:p:1-16.

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2017Flight-to-quality, economic fundamentals, and stock returns. (2017). Kaul, Aditya ; Kayacetin, Nuri Volkan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:162-175.

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2017Understanding the impact of monetary policy announcements: The importance of language and surprises. (2017). Smales, Lee ; Apergis, Nicholas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:33-50.

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2018Forex trading and the WMR Fix. (2018). Martin, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:233-247.

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2018Jumps, cojumps, and efficiency in the spot foreign exchange market. (2018). Piccotti, Louis R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:49-67.

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2018Learning about noise. (2018). Marmora, Paul ; Rytchkov, Oleg. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:209-224.

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2018Volatile capital flows and financial integration: The role of moral hazard. (2018). Kikuchi, Tomoo ; Vachadze, George ; Stachurski, John. In: Journal of Economic Theory. RePEc:eee:jetheo:v:176:y:2018:i:c:p:170-192.

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2018Belief-free price formation. (2018). Horner, Johannes ; Tomala, Tristan ; Lovo, Stefano. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:2:p:342-365.

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2018Changes in cropland area in the United States and the role of CRP. (2018). Hendricks, Nathan P ; Er, Emrah. In: Food Policy. RePEc:eee:jfpoli:v:75:y:2018:i:c:p:15-23.

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2017An exchange market pressure measure for cross country analysis. (2017). Shah, Ajay ; Patnaik, Ila ; Felman, Joshua . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pa:p:62-77.

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2017The effects of oil price shocks on U.S. stock order flow imbalances and stock returns. (2017). Tsouknidis, Dimitris ; Savva, Christos ; Lambertides, Neophytos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:137-146.

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2017Order flow and exchange rate comovement. (2017). Li, Xiao-Ming ; Kleinbrod, Vincent M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:77:y:2017:i:c:p:199-215.

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2018Did the reform fix the London fix problem?. (2018). Ito, Takatoshi ; Yamada, Masahiro . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:80:y:2018:i:c:p:75-95.

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2018Private information, capital flows, and exchange rates. (2018). Loretan, Mico ; Gyntelberg, Jacob ; Subhanij, Tientip . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:40-55.

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2018Conditioning carry trades: Less risk, more return. (2018). Mulder, Arjen ; Tims, Ben . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:85:y:2018:i:c:p:1-19.

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2018The eurozone (expected) inflation: An options eyes view. (2018). Ibáñez, Alfredo ; Gimeno, Ricardo ; Ibaez, Alfredo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:70-92.

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2018Designing retail spaces for inclusion. (2018). Edwards, Karen ; Hughes, Patrick ; Brosdahl, Deborah ; Rosenbaum, Mark S. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:44:y:2018:i:c:p:182-190.

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2017Measuring uncertainty based on rounding: New method and application to inflation expectations. (2017). Binder, Carola. In: Journal of Monetary Economics. RePEc:eee:moneco:v:90:y:2017:i:c:p:1-12.

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2017Is the intrinsic value of a macroeconomic news announcement related to its asset price impact?. (2017). Strasser, Georg ; Vega, Clara ; Scotti, Chiara ; Gilbert, Thomas. In: Journal of Monetary Economics. RePEc:eee:moneco:v:92:y:2017:i:c:p:78-95.

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2018Global price discovery in the Australian dollar market and its determinants. (2018). Su, Fei ; Zhang, Jingjing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:48:y:2018:i:c:p:35-55.

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2018Forecasting the CNY-CNH pricing differential: The role of investor attention. (2018). Yin, Libo ; Han, Liyan ; Xu, Yang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:49:y:2018:i:c:p:232-247.

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2017Exchange rate expectations and economic policy uncertainty. (2017). Czudaj, Robert ; Beckmann, Joscha. In: European Journal of Political Economy. RePEc:eee:poleco:v:47:y:2017:i:c:p:148-162.

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2017Volatility Spillovers from Australias major trading partners across the GFC. (2017). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K. In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:159-175.

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2017Financial integration in small Islands: The case of Cyprus. (2017). YAYA, MEHMET ; Kutan, Ali ; Balcilar, Mehmet. In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:201-219.

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2017The impact of macroeconomic variables on exchange rate volatility in Ghana: The Partial Least Squares Structural Equation Modelling approach. (2017). Adusei, Michael ; Gyapong, Eddie Yaw. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1428-1444.

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2017Scheduled macro-news effects on a Euro/US dollar limit order book around the 2008 financial crisis. (2017). Welch, Robert ; Tao, Yusi ; ben Omrane, Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:9-30.

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2018Exchange rates and macro news in emerging markets. (2018). Spagnolo, Nicola ; Caporale, Guglielmo Maria. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:516-527.

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2017When high pressure, system constraints, and a social justice mission collide: A socio-structural analysis of emergency department social work services. (2017). Moore, Megan ; Fouts, Susan ; Conley, Bonnie ; Forrester, Mollie ; Vogel, Mia ; Ho, Leyna ; Lahdya, Alexandra ; Torres, Nicole ; Dotolo, Danae ; Cristofalo, Margaret . In: Social Science & Medicine. RePEc:eee:socmed:v:178:y:2017:i:c:p:104-114.

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2018Can inflation expectations be measured using commodity futures prices?. (2018). Saleuddin, Rasheed ; Coffman, Dmaris. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:45:y:2018:i:c:p:37-48.

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2017Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CAMA Working Papers. RePEc:een:camaaa:2017-76.

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2018Real Time Data. (2018). Rama, Arlind ; Vika, Ilir. In: European Journal of Economics and Business Studies Articles. RePEc:eur:ejesjr:275.

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2017The Exchange Rate Effects of Macro News after the Global Financial Crisis. (2017). Yamamoto, Yohei ; Fatum, Rasmus ; Cheung, Yin-Wong. In: Globalization Institute Working Papers. RePEc:fip:feddgw:305.

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2017Macro Risks and the Term Structure of Interest Rates. (2017). Bekaert, Geert ; Ermolov, Andrey ; Engstrom, Eric. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-58.

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2017Structural Breaks, Inflation and Interest Rates: Evidence from the G7 Countries. (2017). Montañés, Antonio ; Gadea, María ; Clemente Lopez, Jesus ; Reyes, Marcelo ; Montaes, Antonio. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:11-:d:90640.

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2018Foreign Exchange Speculation: An Event Study. (2018). Hayward, Rob. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:1:p:22-:d:132329.

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2018FX Trading and Exchange Rate Disconnect Puzzle. (2018). Martin, . In: Working Papers. RePEc:geo:guwopa:gueconwpa~18-18-21.

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2018The Causal Relationships between Inflation and Inflation Uncertainty. (2018). JAWADI, Fredj ; Barnett, William ; Ftiti, Zied. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201803.

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2017The stationarity of inflation in Croatia: anti-inflation stabilization program and the change in persistence. (2017). Payne, James ; Mervar, Andrea ; Gil-Alana, Luis. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:50:y:2017:i:1:d:10.1007_s10644-016-9181-2.

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2018Real financial market exchange rate volatility and portfolio flows. (2018). Ozimkovska, Valentyna . In: International Economics and Economic Policy. RePEc:kap:iecepo:v:15:y:2018:i:2:d:10.1007_s10368-017-0405-3.

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2017Surprises, sentiments, and the expectations hypothesis of the term structure of interest rates. (2017). Chen, Cathy Yi-Hsuan ; Chiang, Thomas C. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:1:d:10.1007_s11156-016-0584-y.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1718.

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2017A likviditás és a permanens árhatás szerepe a portfólióértékelésben. (2017). Hever, Judit. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1702.

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2018US Inflation and Inflation Uncertainty Over 200 Years. (2018). Fountas, Stilianos ; Bredin, Don. In: Discussion Paper Series. RePEc:mcd:mcddps:2018_04.

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2017What can we Learn from Euro-Dollar Tweets?. (2017). van Wincoop, Eric ; Gholampour, Vahid . In: NBER Working Papers. RePEc:nbr:nberwo:23293.

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2017Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns. (2017). van Wincoop, Eric ; Bacchetta, Philippe. In: NBER Working Papers. RePEc:nbr:nberwo:23363.

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2017Exchange Rate Disconnect in General Equilibrium. (2017). Itskhoki, Oleg ; Mukhin, Dmitry . In: NBER Working Papers. RePEc:nbr:nberwo:23401.

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2017Does It Matter If Statistical Agencies Frame the Month’s CPI Reporton a 1-Month or 12-month Basis?. (2017). Saiki, Ayako ; Frankel, Jeffrey. In: NBER Working Papers. RePEc:nbr:nberwo:23754.

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2017GREEK FOREIGN DIRECT INVESTMENTS IN SOUTH-EASTERN EUROPE. (2017). Koniari, Eleftheria. In: Economics and Management. RePEc:neo:journl:v:13:y:2017:i:1:p:67-83.

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2017An exchange market pressure measure for cross-country analysis.. (2017). Shah, Ajay ; Felman, Joshua ; Patnaik, Ila. In: Working Papers. RePEc:npf:wpaper:17/189.

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2018Big Data & Macroeconomic Nowcasting: Methodological Review. (2018). Kapetanios, George ; Papailias, Fotis. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2018-12.

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2018The Effectiveness of Foreign Exchange Interventions in the Republic of Croatia: The Event Study. (2018). Koki, Draen. In: Occasional Publications. RePEc:osi:chaptr:18-10.

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2018On the Effectiveness of Central Bank Intervention in the Foreign Exchange Market: The Case of Slovakia, 1999–2007. (2018). Odor, Ludovit ; Riiska, William O ; Zeman, Juraj ; Banerjee, Biswajit . In: Comparative Economic Studies. RePEc:pal:compes:v:60:y:2018:i:3:d:10.1057_s41294-017-0039-z.

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2017Algorithmic Trading Behaviour and High-Frequency Liquidity Withdrawal in the FX Spot Market. (2017). Stenfors, Alexis ; Susai, Masayuki. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2017-04.

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2017Liquidity Withdrawal in the FX Spot Market: A Cross-Country Study Using High-Frequency Data. (2017). Stenfors, Alexis ; Susai, Masayuki. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2017-06.

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More than 100 citations found, this list is not complete...

Works by Martin Evans:


YearTitleTypeCited
2005Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting In: American Economic Review.
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2005Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting.(2005) In: Working Papers.
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2005Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting.(2005) In: NBER Working Papers.
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2017Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting.(2017) In: World Scientific Book Chapters.
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2017Hometown Transnationalism: Long Distance Villageness among Indian Punjabis and North African Berbers . By Thomas Lacroix . Basingstoke : Palgrave Macmillan , 2016 . x, 217 pages. £68.00 / $109.00. In: International Migration Review.
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1994 Expected Returns, Time-Varying Risk, and Risk Premia. In: Journal of Finance.
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1992Expected Returns, Time-Varying Risk and Risk Premia.(1992) In: Working Papers.
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paper
1995 Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation? In: Journal of Finance.
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article116
1993Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?.(1993) In: Working Papers.
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paper
1998Real Rates, Expected Inflation, and Inflation Risk Premia In: Journal of Finance.
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article89
2002FX Trading and Exchange Rate Dynamics In: Journal of Finance.
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article91
2000FX trading and Exchange Rate Dynamics.(2000) In: Working Papers.
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2001FX Trading and Exchange Rate Dynamics.(2001) In: NBER Working Papers.
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2017FX Trading and Exchange Rate Dynamics.(2017) In: World Scientific Book Chapters.
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chapter
2011Micro approaches to foreign exchange determination In: Working Paper.
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2010Micro Approaches to foreign Exchange Determination.(2010) In: Working Papers.
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2017Exchange rates, interest rates and the global carry trade In: Working Paper.
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1999Order Flow and Exchange Rate Dynamics In: Research Program in Finance, Working Paper Series.
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paper544
1999Order Flow and Exchange Rate Dynamics.(1999) In: NBER Working Papers.
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1999Order Flow and Exchange Rate Dynamics..(1999) In: Research Program in Finance Working Papers.
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2002Order Flow and Exchange Rate Dynamics.(2002) In: Journal of Political Economy.
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2017Order Flow and Exchange Rate Dynamics.(2017) In: World Scientific Book Chapters.
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2003Are Different-Currency Assets Imperfect Substitutes? In: CESifo Working Paper Series.
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2000Are Different-Currency Assets Imperfect Substitutes?.(2000) In: Working Papers.
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2017Are Different-Currency Assets Imperfect Substitutes?.(2017) In: World Scientific Book Chapters.
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2005Where Are We Now? Real-Time Estimates of the Macro Economy In: CEPR Discussion Papers.
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2005Where Are We Now? Real-time Estimates of the Macro Economy.(2005) In: Working Papers.
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2005Where Are We Now? Real-Time Estimates of the Macroeconomy.(2005) In: International Journal of Central Banking.
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2005Where Are We Now? Real-Time Estimates of the Macro Economy.(2005) In: NBER Working Papers.
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2005Where Are We Now? Real-Time Estimates of the Macroeconomy.(2005) In: MPRA Paper.
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2003Real risk, inflation risk, and the term structure In: Economic Journal.
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2002Real Risk, Inflation Risk, and the Term Structure.(2002) In: Working Papers.
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2004A New Micro Model of Exchange Rate Dynamics In: Econometric Society 2004 North American Winter Meetings.
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paper29
2004A New Micro Model of Exchange Rate Dynamics.(2004) In: NBER Working Papers.
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2012A method for solving general equilibrium models with incomplete markets and many financial assets In: Journal of Economic Dynamics and Control.
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2017New global estimates of child poverty and their sensitivity to alternative equivalence scales In: Economics Letters.
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1993Trends in excess returns in currency and bond markets In: European Economic Review.
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1992Trends in Excess Returns in Currency and Bond Markets.(1992) In: Working Papers.
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2017Trends in Excess Returns in Currency and Bond Markets.(2017) In: World Scientific Book Chapters.
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2017External balances, trade and financial conditions In: Journal of International Economics.
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2015External Balances, Trade and Financial Conditions.(2015) In: Working Papers.
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2015External Balances, Trade and Financial Conditions.(2015) In: MPRA Paper.
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2010Order flows and the exchange rate disconnect puzzle In: Journal of International Economics.
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2008Order Flows and The Exchange Rate Disconnect Puzzle.(2008) In: Working Papers.
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2017Order Flows and the Exchange Rate Disconnect Puzzle.(2017) In: World Scientific Book Chapters.
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chapter
2014International capital flows, returns and world financial integration In: Journal of International Economics.
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2005International Capital Flows, Returns and World Financial Integration.(2005) In: Working Papers.
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2005International Capital Flows, Returns and World Financial Integration.(2005) In: NBER Working Papers.
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2006International Capital Flows Returns and World Financial Integration.(2006) In: 2006 Meeting Papers.
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2008How is macro news transmitted to exchange rates? In: Journal of Financial Economics.
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2003How is Macro News Transmitted to Exchange Rates?.(2003) In: NBER Working Papers.
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2017How is Macro News Transmitted to Exchange Rates?.(2017) In: World Scientific Book Chapters.
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1993The response of exchange rates to permanent and transitory shocks under floating exchange rates In: Journal of International Money and Finance.
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1992The Response of Exchange Rates to Permanent and Transitory Shocks under Floating Exchange Rates.(1992) In: Working Papers.
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2017The Response of Exchange Rates to Permanent and Transitory Shocks under Floating Exchange Rates.(2017) In: World Scientific Book Chapters.
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2002Informational integration and FX trading In: Journal of International Money and Finance.
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article47
2002Informational Integration and FX Trading.(2002) In: Working Papers.
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2017Informational Integration and FX Trading.(2017) In: World Scientific Book Chapters.
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2005Do currency markets absorb news quickly? In: Journal of International Money and Finance.
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2005Do Currency Markets Absorb News Quickly?.(2005) In: NBER Working Papers.
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2017Do Currency Markets Absorb News Quickly?.(2017) In: World Scientific Book Chapters.
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2014External balances, trade flows and financial conditions In: Journal of International Money and Finance.
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article4
2014External Balances, Trade Flows and Financial Conditions.(2014) In: MPRA Paper.
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2016Order flow information and spot rate dynamics In: Journal of International Money and Finance.
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2015Order Flow Information and Spot Rate Dynamics.(2015) In: Working Papers.
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2017Order Flow Information and Spot Rate Dynamics.(2017) In: World Scientific Book Chapters.
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1993Were price changes during the Great Depression anticipated? : Evidence from nominal interest rates In: Journal of Monetary Economics.
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1992Were Price Changes during the Great Depression Anticipated? Evidence from Nominal Interest Rates.(1992) In: Working Papers.
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1994Do stationary risk premia explain it all?: Evidence from the term structure In: Journal of Monetary Economics.
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1992Do Stationary Risk Premia Explain It All? Evidence from the Term Structure.(1992) In: Working Papers.
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2002Time-varying liquidity in foreign exchange In: Journal of Monetary Economics.
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2001Time-Varying Liquidity in Foreign Exchange.(2001) In: Working Papers.
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2017Time-Varying Liquidity in Foreign Exchange.(2017) In: World Scientific Book Chapters.
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2008Understanding Exchange Rates: A Micro-based Perspective on the Importance of Fundamentals In: Chapters.
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1993Inflation regimes and the sources of inflation uncertainty In: Proceedings.
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2004The term structure of real rates and expected inflation, comments In: Proceedings.
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1993Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia? In: Weiss Center Working Papers.
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1995Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?.(1995) In: Review of Financial Studies.
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1993Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?.(1993) In: Working Papers.
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2017Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?.(2017) In: World Scientific Book Chapters.
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1993Trends in Expected Returns in Currency and Bond Markets. In: Weiss Center Working Papers.
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1992Trends in Expected Returns in Currency and Bond Markets.(1992) In: NBER Working Papers.
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1992Trends in Expected Returns in Currency and Bond Markets.(1992) In: Working Papers.
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2003Inventory Information In: Working Papers.
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2003Inventory Information.(2003) In: NBER Working Papers.
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2006Inventory Information.(2006) In: The Journal of Business.
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2017Inventory Information.(2017) In: World Scientific Book Chapters.
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2005Exchange Rate Fundamentals and Order Flow (July 2004) In: Working Papers.
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2005A New Micro Model of Exchange Rate Dynamics (March 2004) In: Working Papers.
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2005How is Macro News Transmitted to Exchange Rates? (December 2003) In: Working Papers.
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2005What are the Origins of Foreign Exchange Movements? In: Working Papers.
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2005Solving General Equilibrium Models with Incomplete Markets and Many Assets In: Working Papers.
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2005Solving General Equilibrium Models with Incomplete Markets and Many Assets.(2005) In: NBER Technical Working Papers.
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2005Understanding Order Flow In: Working Papers.
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2005Understanding Order Flow.(2005) In: NBER Working Papers.
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2017Understanding Order Flow.(2017) In: World Scientific Book Chapters.
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2006Understanding order flow.(2006) In: International Journal of Finance & Economics.
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2005Foreign Exchange Market Microstructure In: Working Papers.
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2006Financial Integration, Macroeconomic Volatility and Welfare In: Working Papers.
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2007Financial Integration, Macroeconomic Volatility, and Welfare.(2007) In: Journal of the European Economic Association.
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2010Understanding the Dynamics of the US External Position In: Working Papers.
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2012Exchange-Rate Dark Matter In: Working Papers.
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2012Exchange-Rate Dark Matter.(2012) In: IMF Working Papers.
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2013Global Imbalances, Risk, and the Great Recession.(2013) In: MPRA Paper.
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1990A Modern Look At Asset Pricing and Short-Term Interest Rates In: NBER Working Papers.
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1990Do Stationary Risk Premia Explain It All? Evidence from the Term Struct In: NBER Working Papers.
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1992Peso Problems and Heterogeneous Trading: Evidence From Excess Returns in Foreign Exchange and Euromarkets In: NBER Working Papers.
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1992Peso Problems and Heterogeneous Trading: Evidence from Excess Returns in Foreign Exchange and Euromarkets.(1992) In: Working Papers.
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1992Do Expected Shifts in Inflation Policy Affect Real Rates? In: NBER Working Papers.
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2001Portfolio Balance, Price Impact, and Secret Intervention In: NBER Working Papers.
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1990Optimal Pre-commitment in Macro-economic Policy: A Game Theoretic Analysis of Fiscal Policy. In: Oxford Economic Papers.
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1991Erratum: Optimal Pre-commitment in Macroeconomic Policy: A Game Theoretic Analysis of Fiscal Policy. In: Oxford Economic Papers.
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1997Interpretive Group Psychotherapy and Dependent Day Hospital Patients: a Preliminary Investigation In: International Journal of Social Psychiatry.
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1995Peso Problems: Their Theoretical and Empirical Implications In: Working Papers.
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1995The Term Structure of Credit Risk: Estimates and Specification Tests In: Working Papers.
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1996Index-Linked Debt and the Real term Styructure: New Estimates and Implications from the U.K. Bond Market. In: Working Papers.
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1987Estimates of circular error probabilities In: Naval Research Logistics (NRL).
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