Martin D. D. Evans

Economics and Econometrics · 2002–2012

A researcher in the Science corpus: 5 papers; trusts 17 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

Whom Martin D. D. Evans trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Richard K. Lyons
  2. John Y. Campbell
  3. Roberto Rigobon
  4. Torben G. Andersen
  5. Tim Bollerslev
  6. Luis M. Viceira
  7. Lars Peter Hansen
  8. Brian P. Sack
  9. Luca Dedola
  10. W. Härdle

Who trusts Martin D. D. Evans overall

  1. Richard K. Lyons
  2. Carol Osler
  3. Timothy C. Johnson
  4. Richard Payne
  5. Tarun Chordia
  6. Olivier Scaillet
  7. Harald Hau
  8. Paolo Pasquariello
  9. Dagfinn Rime
  10. Hélène Rey

Papers from Martin D. D. Evans's perspective

Ordered by how strongly the researchers Martin D. D. Evans trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Impact of Monetary Policy on Asset Prices
  2. The Distribution of Realized Exchange Rate Volatility
  3. Applied Nonparametric Regression
  4. The Microstructure Approach to Exchange Rates
  5. Strategic Asset Allocation: Portfolio Choice for Long-Term Investors
  6. International Risk-Sharing and the Transmission of Productivity Shocks (Social Science Research Network)
  7. Generalized autoregressive conditional heteroskedasticity
  8. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  9. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  10. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics

Their papers