Search Results - "Evans, D.D."

How is macro news transmitted to exchange rates? by Evans, Martin D.D., Lyons, Richard K.

“…Macro news can affect currency prices directly and indirectly via order flow. Past research shows that the direct effects of scheduled macro news account for…”
Get full text

International capital flows, returns and world financial integration by Evans, Martin D.D., Hnatkovska, Viktoria V.

“…International capital flows have increased dramatically since the 1980s, with much of the increase being due to trade in equity and bond markets. Such…”
Get full text

External balances, trade and financial conditions by D.D. Evans, Martin

“…I present a new model for the U.S. external position that accounts for the accumulation of international debt over the past 60years. The model is based on the…”
Get full text

Forex trading and the WMR Fix by Evans, Martin D.D.

“…I examine the behavior of forex prices around the setting of the 4:00 pm WMR Fix. Numerous banks have been fined by regulators for their trading activities…”
Get full text

Order Flow and Exchange Rate Dynamics by Evans, Martin D. D., Lyons, Richard K.

“…This paper presents an exchange rate model of a new kind. Instead of relying exclusively on macroeconomic determinants, the model includes a determinant from…”
Get full text

Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting by Martin D. D. Evans, Lyons, Richard K.

“…This paper compares the true, ex ante forecasting performance of a micro-based model against both a standard macro model and a random walk. In contrast to…”
Get full text

Order flow information and spot rate dynamics by Evans, Martin D.D., Rime, Dagfinn

“…This paper examines why order flows are empirically important drivers of spot exchange rate dynamics. We consider a decomposition for the depreciation rate…”
Get full text

Risk, external adjustment and capital flows by Evans, Martin D.D.

“…This paper studies the process of external adjustment. I develop an open economy model with endowment and preference shocks that can account for the empirical…”
Get full text

External balances, trade flows and financial conditions by Evans, Martin D.D.

“…This paper studies how changing expectations concerning future trade and financial conditions are reflected in international external positions. In the absence…”
Get full text

A method for solving general equilibrium models with incomplete markets and many financial assets by Evans, Martin D.D., Hnatkovska, Viktoria

“…This paper presents a numerical method for solving stochastic general equilibrium models with dynamic portfolio choice. The method can be applied to models…”
Get full text

Order flows and the exchange rate disconnect puzzle by Evans, Martin D.D.

“…The aim of this paper is to establish the link between the high frequency dynamics of spot exchange rates and developments in the macroeconomy. To do so, I…”
Get full text

In Situ Burning of Oil Spills by Evans, D D, Mulholland, G W, Baum, H R, Walton, W D, McGrattan, K B

“…For more than a decade NIST conducted research to understand, measure and predict the important features of burning oil on water. Results of that research have…”
Get full text

Do currency markets absorb news quickly? by Evans, Martin D.D., Lyons, Richard K.

“…This paper addresses whether macro news arrivals affect currency markets over time. The null from macro exchange rate theory is that they do not: macro news is…”
Get full text

Relationships between organizational climates and safety-related events at four wood manufacturers by Evans, D.D, Michael, J.H, Wiedenbeck, J.K, Ray, C.D

“…Most segments of the wood manufacturing industry place a great deal of emphasis on production in order to meet daily or weekly productivity quotas…”
Get full text

FX Trading and Exchange Rate Dynamics by Evans, Martin D. D.

“…I examine the sources of exchange rate dynamics by focusing on the information structure of FX trading. This structure permits the existence of an equilibrium…”
Get full text

International Financial Integration and the Real Economy by Evans, Martin D. D., Hnatkovska, Viktoria V.

“…What are the consequences offinancial integration for the real economy? This paper develops a set of theoretical benchmarks for the link between integration…”
Get full text

High brightness matrix LED assembly challenges and solutions by Evans, D.D.

“…Solid State Lighting is pervasive and will continue to grow in popularity as performance and costs mature. Products include camera phone flashes, televisions,…”
Get full text

Informational integration and FX trading by Evans, Martin D.D., Lyons, Richard K.

“…This paper addresses international financial integration in a new way. We focus on informational integration, specifically, the importance of information…”
Get full text

Real Rates, Expected Inflation, and Inflation Risk Premia by Evans, Martin D. D.

“…This paper studies the term structure of real rates, expected inflation, and inflation risk premia. The analysis is based on new estimates of the real term…”
Get full text

Time-varying liquidity in foreign exchange by Evans, Martin D.D., Lyons, Richard K.

“…This paper addresses whether currency trades have greater price impact when public information is flowing rapidly. We develop an optimizing model to account…”
Get full text