The response of exchange rates to permanent and transitory shocks under floating exchange rates / Martin D.D. Evans and James R. Lothian -- Trends in excess returns in currency and bond markets / Martin D.D. Evans and Karen K. Lewis -- Do long-term swings in the dollar affect estimates of the risk premia? / Martin D.D. Evans and Karen K. Lewis -- Exchange-rate dark matter / Martin D.D. Evans -- Fx trading and exchange rate dynamics / Martin D.D. Evans -- Order flow and exchange rate dynamics / Martin D.D. Evans and Richard K. Lyons -- Informational integration and fx trading / Martin D.D. Evans and Richard K. Lyons -- Time-varying liquidity in foreign exchange / Martin D.D. Evans and Richard K. Lyons -- Inventory information / H. Henry Cao, Martin D.D. Evans and Richard K. Lyons -- Are different-currency assets imperfect substitutes? / Martin D.D. Evans and Richard K. Lyons -- Meese-rogoff redux: micro-based exchange-rate forecasting / Martin D.D. Evans and Richard K. Lyons -- Do currency markets absorb news quickly? / Martin D.D. Evans and Richard K. Lyons -- Understanding order flow / Martin D.D. Evans and Richard K. Lyons -- How is macro news transmitted to exchange rates? / Martin D.D. Evans and Richard K. Lyons -- Order flows and the exchange rate disconnect puzzle / Martin D.D. Evans -- Exchange rate fundamentals and order flow / Martin D.D. Evans and Richard K. Lyons -- Order flow information and spot rate dynamics / Martin D.D. Evans and Dagfinn Rime
| ISBN-13: | 9789813147560 |
| ISBN-10: | 9813147563 |
| Publisher: | World Scientific |
| Publication date: | 2017 |
| Pages: | 792 |
| Product dimensions: | Height: 9 Inches, Length: 6 Inches, Weight: 2.68 Pounds, Width: 1.63 Inches |
| Author: | Martin D. Evans |
| Language: | en |
| Binding: | Hardcover |
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