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Time-varying liquidity in foreign exchange

Evans, Martin D. D.; Lyons, Richard K. - In: Journal of monetary economics 49 (2002) 5, pp. 1025-1051

Persistent link: https://www.econbiz.de/10001700831

Comment on: Time-varying liquidity in foreign exchange

Hodrick, Robert J. - In: Journal of monetary economics 49 (2002) 5, pp. 1053-1055

Persistent link: https://www.econbiz.de/10001700833

The microstructure of currency markets

Evans, Martin D. D. - 2010

Persistent link: https://www.econbiz.de/10009010304

FX trading and exchange rate dynamics

Evans, Martin D. D. (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001592933

FX trading and exchange rate dynamics

Evans, Martin D. D. - In: The journal of finance : the journal of the American … 57 (2002) 6, pp. 2405-2447

Persistent link: https://www.econbiz.de/10001721527

FX trading and exchange rate dynamics

Evans, Martin D. D. - 2001

Persistent link: https://www.econbiz.de/10001552374

Dividend variability and stock market swings

Evans, Martin D. D. - In: The review of economic studies 65 (1998) 4, pp. 711-740

Persistent link: https://www.econbiz.de/10001250538

FX Trading and Exchange Rate Dynamics

Evans, Martin D. D. - 2001

This paper provides new perspective on the poor performance of exchange rate models by focusing on the information structure of FX trading. I present a new theoretical model of FX trading that emphasizes the role of incomplete and heterogeneous information. The model shows how an equilibrium...

Persistent link: https://www.econbiz.de/10012470613

Foreign exchange : macro puzzles, micro tools

Lyons, Richard K. - In: Economic review : an annual report of the Economic … (2002), pp. 51-69

Persistent link: https://www.econbiz.de/10001694731

Foreign exchange : macro puzzles, micro tools

Lyons, Richard K. - 2001

Persistent link: https://www.econbiz.de/10001790854