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Items where City Author is "Schmeling, Maik"

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Number of items: 12.

Article

Rangvid, J., Santa-Clara, P. and Schmeling, M. (2016). Capital market integration and consumption risk sharing over the long run. Journal of International Economics, 103, pp. 27-43. doi: 10.1016/j.jinteco.2016.08.001

Sarno, L., Menkhoff, L., Schmeling, M. and Schrimpf, A. (2016). Currency Value. The Review of Financial Studies, doi: 10.1093/rfs/hhw067

Menkhoff, L., Sarno, L., Schmeling, M. and Schrimpf, A. (2016). Information flows in foreign exchange markets: Dissecting customer currency trades. Journal of Finance, 71(2), pp. 601-634. doi: 10.1111/jofi.12378

Rangvid, J., Schmeling, M. and Schrimpf, A. (2014). Dividend predictability around the world. Journal of Financial and Quantitative Analysis, 49(5-6), pp. 1255-1277. doi: 10.1017/S0022109014000477

Sarno, L. and Schmeling, M. (2014). Which fundamentals drive exchange rates? A cross-sectional perspective. Journal of Money, Credit and Banking, 46(2-3), pp. 267-292. doi: 10.1111/jmcb.12106

Dick, C. D., Schmeling, M. and Schrimpf, A. (2013). Macro-expectations, aggregate uncertainty, and expected term premia. European Economic Review, 58, pp. 58-80. doi: 10.1016/j.euroecorev.2012.11.005

Menkhoff, L., Sarno, L., Schmeling, M. and Schrimpf, A. (2012). Currency momentum strategies. Journal of Financial Economics, 106(3), pp. 660-684. doi: 10.1016/j.jfineco.2012.06.009

Menkhoff, L., Sarno, L., Schmeling, M. and Schrimpf, A. (2012). Carry trades and global foreign exchange volatility. The Journal Of Finance, 67(2), pp. 681-718. doi: 10.1111/j.1540-6261.2012.01728.x

Schmeling, M., Melvin, M. M. and Menkhoff, L. (2009). Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book. Journal of International Economics, 79(1), pp. 54-63. doi: 10.1016/j.jinteco.2009.06.008

Monograph

Schmeling, M. and Wagner, C. (2015). Does Central Bank Tone Move Asset Prices?. SSRN.

Kroencke, T.M., Schmeling, M. and Schrimpf, A. (2015). Global Asset Allocation Shifts (Report No. BIS Working Papers No 497). Bank for International Settlements.

Della Corte, P., Sarno, L., Schmeling, M. and Wagner, C. (2013). Exchange Rates and Sovereign Risk. SSRN.

This list was generated on Tue Sep 25 04:34:31 2018 UTC.