Martin Evans : Citation Profile


Georgetown University

29

H index

39

i10 index

3610

Citations

RESEARCH PRODUCTION:

56

Articles

89

Papers

2

Books

21

Chapters

RESEARCH ACTIVITY:

   33 years (1987 - 2020). See details.
   Cites by year: 109
   Journals where Martin Evans has often published
   Relations with other researchers
   Recent citing documents: 64.    Total self citations: 65 (1.77 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pev5
   Updated: 2025-11-08    RAS profile: 2023-03-16    
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Relations with other researchers


Works with:

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 (93)

Menkhoff, Lukas (73)

Sarno, Lucio (56)

Taylor, Mark (47)

Reitz, Stefan (42)

Rey, Helene (38)

Schmeling, Maik (37)

Dominguez, Kathryn (35)

Ranaldo, Angelo (34)

Vitale, Paolo (32)

Coeurdacier, Nicolas (30)

Cites to:

Lyons, Richard (120)

Campbell, John (53)

Rogoff, Kenneth (51)

Engel, Charles (34)

Obstfeld, Maurice (34)

Kollmann, Robert (31)

van Wincoop, Eric (27)

Shiller, Robert (27)

Lane, Philip (26)

Rey, Helene (25)

West, Kenneth (22)

Main data


Where Martin Evans has published?


Journals with more than one article published# docs
PLOS Genetics10
PLOS ONE5
Journal of International Money and Finance5
Journal of Monetary Economics3
Journal of International Economics3
Journal of Money, Credit and Banking2
The Journal of Business2
Oxford Economic Papers2
Journal of Finance2

Working Papers Series with more than one paper published# docs
Working Papers / Georgetown University, Department of Economics29
NBER Working Papers / National Bureau of Economic Research, Inc17
MPRA Paper / University Library of Munich, Germany9
LIS Working papers / LIS Cross-National Data Center in Luxembourg3

Recent works citing Martin Evans (2025 and 2024)


YearTitle of citing document
2025The pass-through effect of the nominal exchange rate to prices in Costa Rica. (2025). Gómez-Rodríguez, Fabio ; Sandoval-Alvarado, Catalina ; Gmez-Rodrguez, Fabio. In: Documentos de Trabajo. RePEc:apk:doctra:2503.

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2024Monthly GDP nowcasting with Machine Learning and Unstructured Data. (2024). TENORIO, JUAN ; Perez, Wilder. In: Papers. RePEc:arx:papers:2402.04165.

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2024Nowcasting R&D Expenditures: A Machine Learning Approach. (2024). de Rassenfosse, Ga'Etan ; Aboutorabi, Atin. In: Papers. RePEc:arx:papers:2407.11765.

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2025Nowcasting Russian GDP in a Mixed-Frequency DSGE Model with a Panel of Non-Modelled Variables. (2025). Eliseev, Alexander. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:3:p:63-93.

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2024Exchange rates and political uncertainty: the Brexit case. (2024). Moramarco, Graziano ; Manasse, Paolo ; Trigilia, Giulio. In: Economica. RePEc:bla:econom:v:91:y:2024:i:362:p:621-652.

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202430 years of exchange rate analysis and forecasting: A bibliometric review. (2024). Wang, Shouyang ; Wei, Yunjie ; Fang, Siran. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:973-1007.

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2024Foreign Exchange Fixings and Returns around the Clock. (2024). Mueller, Philippe ; Whelan, Paul ; Krohn, Ingomar. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:541-578.

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2024Spending Less after (Seemingly) Bad News. (2024). Levi, Yaron ; Garmaise, Mark J ; Lustig, Hanno. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2429-2471.

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2024Piecing the puzzle: real exchange rates and long-run fundamentals. (2024). Bjørnland, Hilde ; Maffei-Faccioli, Nicolao ; Brubakk, Leif ; Eliassen, Peder ; Bjaornland, Hilde C ; Aag, Ruben. In: Working Papers. RePEc:bny:wpaper:0134.

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2024Exorbitant Privilege: A Safe-Asset View. (2024). Jiang, Zhengyang. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11279.

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2024Improving the robustness of Markov-switching dynamic factor models with time-varying volatility. (2024). Aumond, Romain ; Royer, Julien. In: Working Papers. RePEc:crs:wpaper:2024-04.

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2025On boom-bust stock market dynamics, animal spirits, and the destabilizing nature of temporarily attracting virtual fixed points. (2025). Westerhoff, Frank ; Gardini, Laura ; Sushko, Iryna ; Schmitt, Noemi ; Radi, Davide. In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:29:y:2025:i::p:-_35.

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2024Unravelling the complex interactions between sentiment of uncertainty and foreign capital flows: Evidence from Brazil and South Korea. (2024). Sahut, Jean-Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002700.

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2025Covered interest parity: A forecasting approach to estimate the neutral band. (2025). Hernandez, Juan ; Hernndez, Juan R. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000719.

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2025Reaction of the U.S. Treasury market to economic news when intrapersonal uncertainty and interpersonal disagreement are high. (2025). Ozocak, Onem. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002821.

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2025The cost of raising a child: Equivalence scales in the United States. (2025). Sawadgo, Wendiam ; Li, Wenying ; Huseynov, Samir ; Sun, Falin ; Hou, Peibin. In: Economics Letters. RePEc:eee:ecolet:v:252:y:2025:i:c:s016517652500196x.

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2024Macroeconomic news, senior officials speeches, and emerging currency markets: An intraday analysis of price jump reaction. (2024). ben Omrane, Walid ; Ayadi, Mohamed A ; Das, Deepan Kumar. In: Emerging Markets Review. RePEc:eee:ememar:v:60:y:2024:i:c:s1566014124000426.

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2025Foreign exchange intervention and capital flow measures under external tail risks. (2025). Pienknagura, Samuel ; Magud, Nicolas. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014124001407.

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2024Financial market integration: A complex and controversial journey. (2024). Donadelli, Michael ; Gufler, I ; Paradiso, A. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000322.

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2024A bibliometric review of Market Microstructure literature: Current status, development, and future directions. (2024). Thomas, Sony ; Chalissery, Meera Davi ; Krishnan, Anand. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011164.

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2024Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001187.

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2024Credit market conditions, expected return proxies, and bank stock returns. (2024). Huang, Lin ; Cai, Jun ; Yang, Huan ; Marcus, Alan J. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000930.

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2025News and intraday retail investor order flow in foreign exchange markets. (2025). Kaourma, Theofilia ; Milidonis, Andreas ; Nishiotis, George ; Panayides, Marios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000368.

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2024Exploring the relative efficacy of ‘within-logic contrasting’ and ‘cross-logic analogizing’ framing tactics for adopting new entrepreneurial practices in contexts of poverty. (2024). Cruz, Luciano Barin ; Kistruck, Geoffrey M ; Zietsma, Charlene ; Shantz, Angelique Slade. In: Journal of Business Venturing. RePEc:eee:jbvent:v:39:y:2024:i:1:s0883902623000551.

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2025Segmentation and beliefs: A theory of self-fulfilling idiosyncratic risk. (2025). Zentefis, Alexander K ; Khorrami, Paymon. In: Journal of Economic Theory. RePEc:eee:jetheo:v:223:y:2025:i:c:s0022053124001601.

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2024How do Treasury dealers manage their positions?. (2024). Fleming, Michael ; Rosenberg, Joshua ; Nguyen, Giang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:158:y:2024:i:c:s0304405x24001089.

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2024Importance of transaction costs for asset allocation in foreign exchange markets. (2024). Taylor, Mark ; Maurer, Thomas A ; Pezzo, Luca ; Filippou, Ilias. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24001090.

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2025Constrained liquidity provision in currency markets. (2025). Schrimpf, Andreas ; Ranaldo, Angelo ; Somogyi, Fabricius ; Huang, Wenqian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:167:y:2025:i:c:s0304405x25000364.

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2025Understanding the strength of the dollar. (2025). Jiang, Zhengyang ; Richmond, Robert J ; Zhang, Tony. In: Journal of Financial Economics. RePEc:eee:jfinec:v:168:y:2025:i:c:s0304405x25000601.

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2024Dealer networks, client sophistication and pricing in OTC derivatives. (2024). Kamate, Vidya ; Kumar, Abhishek. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001870.

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2024Blowing against the Wind? a narrative approach to central Bank foreign exchange intervention. (2024). Naef, Alain. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s0261560624001165.

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2025The effects of inflation uncertainty on firms and the macroeconomy. (2025). Binder, Carola ; Ozturk, Ezgi ; Sheng, Xuguang Simon. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s0261560624002262.

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2025Geopolitical risk and U.S. foreign portfolio investment: A tale of advanced and emerging markets. (2025). Choi, Sangyup ; Havel, Jiri. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s0261560624002407.

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2025The role of hedge funds in the Swiss franc foreign exchange market. (2025). Gentner, Jessica. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000464.

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2024Digital finance and capital mobility: Evidence from cross-regional investment of listed companies in China. (2024). Wang, Yuqin ; Li, Renke ; Liu, Qiongzhi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002671.

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2024Comparative analysis of the exchange rates-stock returns nexus in commodity-exporters and -importers before and during the war in Ukraine. (2024). Hammoudeh, Shawkat ; Iftiolu, Serhan ; Sokhanvar, Amin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002787.

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2025Natural disaster-induced dementia and cognitive decline: A meta-analysis and systematic review. (2025). Vasefi, Maryam ; Thompson, Jacob. In: Social Science & Medicine. RePEc:eee:socmed:v:371:y:2025:i:c:s0277953625002278.

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2024Identifying the poor – Accounting for household economies of scale in global poverty estimates. (2024). Jolliffe, Dean ; Tetteh, Samuel Kofi. In: World Development. RePEc:eee:wdevel:v:179:y:2024:i:c:s0305750x24000639.

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2024The interplay between real and exchange rate market: an agent-based model approach. (2024). Roventini, Andrea ; Ricchiuti, Giorgio ; Delli Gatti, Domenico ; Ferraresi, Tommaso ; Popoyan, Lilit ; Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2024_10.rdf.

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2025How Large is Excess Volatility of the EUR/USD Exchange Rate? Evidence from a GAS Approach. (2025). Bargigli, Leonardo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2025_13.rdf.

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2024MODELING AND ANALYSIS OF YIELD CURVE AND EXCHANGE RATE FORMATION IN PRO-MARKET MONETARY OPERATIONS. (2024). Mustika, Kusfisiami Wima ; Fista, Geyana Ledy ; Harun, Cicilia Anggadewi ; Sasongko, Aryo ; Safitri, Dila ; Kurniati, Puput ; Larasati, Karanissa ; Dinianyadharani, Aninditha Kemala. In: Working Papers. RePEc:idn:wpaper:wp092024.

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2025Which Macroeconomic News Matters for Price-Setting?. (2025). Rostam-Afschar, Davud ; Hack, Lukas. In: IZA Discussion Papers. RePEc:iza:izadps:dp17935.

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2025Explaining the Stylized Facts of Foreign Exchange Markets with a Simple Agent-based Version of Paul de Grauwe’s Chaotic Exchange Rate Model. (2025). Westerhoff, Frank ; Mignot, Sarah. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-024-10546-z.

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2025Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning. (2025). Basar, Ayse ; M. I. M. Wahab, ; Cevik, Mucahit ; Neghab, Davood Pirayesh. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:4:d:10.1007_s10614-024-10617-1.

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2025Asymmetric Shocks and the Role of Exchange Rate in Emerging Markets: Evidence from India. (2025). De, Kuhelika. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:2:d:10.1007_s11079-024-09773-6.

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2025Inequality, Poverty and Child Benefits: Evidence from a Natural Experiment. (2025). Wolszczak-Derlacz, Joanna ; Sierminska, Eva ; Paradowski, Piotr. In: LIS Working papers. RePEc:lis:liswps:799.

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2024Making Growth Inclusive? Do Government Transfers Moderate the Effect of Economic Growth on Absolute and Relative Child Poverty?. (2024). Sir, Sebastian. In: LIS Working papers. RePEc:lis:liswps:879.

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2025What Drives the Exchange Rate?. (2025). Mukhin, Dmitry ; Itskhoki, Oleg. In: IMF Economic Review. RePEc:pal:imfecr:v:73:y:2025:i:1:d:10.1057_s41308-024-00251-0.

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2025An artificial market model for the forex market. (2025). Yokouchi, Daisuke ; Sasaki, Kimihiko. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04605-5.

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2025The Inflation Uncertainty-Inflation Relationship: Time Variation Across Latin America and the G7. (2025). Rodríguez, Gabriel ; Alvarado, Mauricio. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00544.

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2024Impact of social network composition on cognitive decline: Digital Dementia Registry Bavaria (digiDEM Bayern). (2024). Dietzel, Nikolas ; Laininger, Lisa ; Kolominsky-Rabas, Peter L ; Prokosch, Hans-Ulrich ; Graessel, Elmar. In: PLOS ONE. RePEc:plo:pone00:0306447.

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2025Solving DSGE models with incomplete markets by perturbation. (2025). Hausmann Guil, Guillermo ; Hausmann-Guil, Guillermo. In: Review of Economic Dynamics. RePEc:red:issued:24-34.txt.

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2024Short-term Forecasting Ability of Hybrid Models for BRIC Currencies. (2024). Sayed, Samie Ahmed ; Sreeram, Latha. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:3:p:585-605.

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2025Analyzing a New Portfolio Balance Model with Micro and Macro Determinants of Exchange Rate when Expectations are Rational. (2025). Deb, Kaveri ; Bhattacharyya, Karnikaa. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:23:y:2025:i:1:d:10.1007_s40953-024-00427-5.

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2025Macroeconomic Nowcasting: What can Central Banks Learn from a Structured Literature Review?. (2025). Kathuria, Vinish ; Sharma, Manu. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:23:y:2025:i:2:d:10.1007_s40953-024-00421-x.

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2024Influence of psychological exchange rates (PER) on forex price formation: theory, empirical, and experimental evidence. (2024). Brice, Mbakob Gilles ; Ma, Mandeng. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:9:d:10.1007_s43546-024-00698-3.

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2025Empirical analysis of the mixed results of the Phillips curve in Tunisia: ARDL nexus NARDL. (2025). Masmoudi, Lotfi ; Helali, Kamel ; Aloulou, Rima. In: SN Business & Economics. RePEc:spr:snbeco:v:5:y:2025:i:6:d:10.1007_s43546-025-00829-4.

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2024The effect of IMF communication on government bond markets: insights from sentiment analysis. (2024). COUHARDE, Cécile ; Bennani, Hamza ; Wallois, Yoan. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:160:y:2024:i:2:d:10.1007_s10290-023-00509-1.

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2024Stochastic Inflation and the Term Structure of Interest Rates: a Simple Diffusion Model. (2024). Nascenzi, Paola ; Meschini, Massimiliano ; Baldassari, Cristiano. In: Journal of Finance and Investment Analysis. RePEc:spt:fininv:v:13:y:2024:i:4:f:13_4_2.

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2024The complex interplay between exchange rate and real markets: an agent-based model exploration. (2024). Roventini, Andrea ; Ricchiuti, Giorgio ; Delli Gatti, Domenico ; Gusella, Filippo ; Ferraresi, Tommaso ; Popoyan, Lilit. In: LEM Papers Series. RePEc:ssa:lemwps:2024/24.

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2024Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0148.

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2024Nowcasting Norwegian household consumption with debit card transaction data. (2024). Aastveit, Knut Are ; Fastb, Tuva Marie ; Granziera, Eleonora ; Paulsen, Kenneth Sterhagen ; Torstensen, Kjersti Nss. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1220-1244.

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2024Negative Interest Rate Policy and the Influence of Macro‐Economic News on Yields. (2024). Yamamoto, Yohei ; Hara, Naoko ; Fatum, Rasmus. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:5:p:1261-1285.

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2025Real‐time detection of local no‐arbitrage violations. (2025). Zhou, BO ; Todorov, Viktor ; Andersen, Torben G. In: Quantitative Economics. RePEc:wly:quante:v:16:y:2025:i:2:p:459-495.

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Works by Martin Evans:


YearTitleTypeCited
2005Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting In: American Economic Review.
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article131
2005Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting.(2005) In: Working Papers.
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This paper has nother version. Agregated cites: 131
paper
2005Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting.(2005) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 131
paper
2017Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting.(2017) In: World Scientific Book Chapters.
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This paper has nother version. Agregated cites: 131
chapter
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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article0
1994 Expected Returns, Time-Varying Risk, and Risk Premia. In: Journal of Finance.
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article36
1992Expected Returns, Time-Varying Risk and Risk Premia.(1992) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 36
paper
1995 Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation? In: Journal of Finance.
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article189
1993Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?.(1993) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 189
paper
2011Micro approaches to foreign exchange determination In: Working Paper.
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paper9
2010Micro Approaches to foreign Exchange Determination.(2010) In: Working Papers.
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This paper has nother version. Agregated cites: 9
paper
2017Exchange rates, interest rates and the global carry trade In: Working Paper.
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paper2
1999Order Flow and Exchange Rate Dynamics In: Research Program in Finance, Working Paper Series.
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paper67
2003Are Different-Currency Assets Imperfect Substitutes? In: CESifo Working Paper Series.
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paper20
2000Are Different-Currency Assets Imperfect Substitutes?.(2000) In: Working Papers.
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This paper has nother version. Agregated cites: 20
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2017Are Different-Currency Assets Imperfect Substitutes?.(2017) In: World Scientific Book Chapters.
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This paper has nother version. Agregated cites: 20
chapter
2005Where Are We Now? Real-Time Estimates of the Macro Economy In: CEPR Discussion Papers.
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paper149
2005Where Are We Now? Real-time Estimates of the Macro Economy.(2005) In: Working Papers.
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This paper has nother version. Agregated cites: 149
paper
2005Where Are We Now? Real-Time Estimates of the Macroeconomy.(2005) In: International Journal of Central Banking.
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This paper has nother version. Agregated cites: 149
article
2005Where Are We Now? Real-Time Estimates of the Macro Economy.(2005) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 149
paper
2005Where Are We Now? Real-Time Estimates of the Macroeconomy.(2005) In: MPRA Paper.
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This paper has nother version. Agregated cites: 149
paper
2003Real risk, inflation risk, and the term structure In: Economic Journal.
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article52
2002Real Risk, Inflation Risk, and the Term Structure.(2002) In: Working Papers.
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This paper has nother version. Agregated cites: 52
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2004A New Micro Model of Exchange Rate Dynamics In: Econometric Society 2004 North American Winter Meetings.
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2004A New Micro Model of Exchange Rate Dynamics.(2004) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 36
paper
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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article27
2017New global estimates of child poverty and their sensitivity to alternative equivalence scales In: Economics Letters.
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article17
1993Trends in excess returns in currency and bond markets In: European Economic Review.
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article19
1992Trends in Excess Returns in Currency and Bond Markets.(1992) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 19
paper
2017Trends in Excess Returns in Currency and Bond Markets.(2017) In: World Scientific Book Chapters.
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This paper has nother version. Agregated cites: 19
chapter
2017External balances, trade and financial conditions In: Journal of International Economics.
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article1
2015External Balances, Trade and Financial Conditions.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 1
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2015External Balances, Trade and Financial Conditions.(2015) In: MPRA Paper.
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This paper has nother version. Agregated cites: 1
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2010Order flows and the exchange rate disconnect puzzle In: Journal of International Economics.
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article50
2008Order Flows and The Exchange Rate Disconnect Puzzle.(2008) In: Working Papers.
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This paper has nother version. Agregated cites: 50
paper
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