Items where City Author is "Schmeling, Maik"

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Number of items: 12.

Article

Rangvid, J., Santa-Clara, P. & 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. & Schrimpf, A. (2016). Currency Value. The Review of Financial Studies, doi: 10.1093/rfs/hhw067

Menkhoff, L., Sarno, L., Schmeling, M. & 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. & 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. & 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. & 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. & 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. & 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. & 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. & Wagner, C. (2015). Does Central Bank Tone Move Asset Prices?. SSRN.

Kroencke, T.M., Schmeling, M. & 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. & Wagner, C. (2013). Exchange Rates and Sovereign Risk. SSRN.

This list was generated on Mon Nov 20 06:12:40 2017 UTC.