Items where Author is "Menkhoff, L."
Article
Fratzscher, M., Heidland, T., Menkhoff, L. , Sarno, L. 
ORCID: 0000-0003-1279-9748 & Schmeling, M. ORCID: 0000-0002-4488-6750 (2022).
Foreign Exchange Intervention: A New Database.
IMF Economic Review, 71(4),
pp. 852-884.
doi: 10.1057/s41308-022-00190-8
Fratzscher, M., Gloede, O., Menkhoff, L. , Sarno, L. & Stoehr, T. (2018). When is Foreign Exchange Intervention Effective? Evidence from 33 Countries. American Economic Journal: Macroeconomics, 11(1), pp. 132-156. doi: 10.1257/mac.20150317
Menkhoff, L., Sarno, L., Schmeling, M. & Schrimpf, A. (2017). Currency Value. The Review of Financial Studies, 30(2), pp. 416-441. 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
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