Items where Author is "Schmeling, M."
Schmeling, M. 
ORCID: 0000-0002-4488-6750 & Wagner, C. (2025).
Does Central Bank Tone Move Asset Prices?.
Journal of Financial and Quantitative Analysis, 60(1),
pp. 36-67.
doi: 10.1017/s0022109024000073
Kerssenfischer, M. & Schmeling, M. ORCID: 0000-0002-4488-6750 (2024).
What moves markets?.
Journal of Monetary Economics, 145,
article number 103560.
doi: 10.1016/j.jmoneco.2024.103560
Fratzscher, M., Heidland, T., Menkhoff, L. , Sarno, L. ORCID: 0000-0003-1279-9748 & Schmeling, M. ORCID: 0000-0002-4488-6750 (2023).
Foreign Exchange Intervention: A New Database.
IMF Economic Review, 71(4),
pp. 852-884.
doi: 10.1057/s41308-022-00190-8
Schmeling, M. ORCID: 0000-0002-4488-6750, Schrimpf, A. & Steffensen, S. A. M. (2022).
Monetary policy expectation errors.
Journal of Financial Economics, 146(3),
pp. 841-858.
doi: 10.1016/j.jfineco.2022.09.005
Della Corte, P., Sarno, L., Schmeling, M. ORCID: 0000-0002-4488-6750 & Wagner, C. (2022).
Exchange Rates and Sovereign Risk.
Management Science, 68(8),
pp. 5591-5617.
doi: 10.1287/mnsc.2021.4115
Medhat, M. & Schmeling, M. ORCID: 0000-0002-4488-6750 (2022).
Short-term Momentum.
The Review of Financial Studies, 35(3),
pp. 1480-1526.
doi: 10.1093/rfs/hhab055
Kroencke, T. A., Schmeling, M. ORCID: 0000-0002-4488-6750 & Schrimpf, A. (2021).
The FOMC Risk Shift.
Journal of Monetary Economics, 120,
pp. 21-39.
doi: 10.1016/j.jmoneco.2021.02.003
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
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
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
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 (BIS Working Papers No 497). Bank for International Settlements.
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
Rangvid, J., Schmeling, M. & Schrimpf, A. (2014). Dividend predictability around the world. Journal of Financial and Quantitative Analysis, 46(4), pp. 1255-1277. doi: 10.1017/S0022109014000477
Della Corte, P., Sarno, L., Schmeling, M. & Wagner, C. (2013). Exchange Rates and Sovereign Risk. SSRN.
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