City Research Online

Article

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

Schmeling, M. ORCID: 0000-0002-4488-6750 & Wagner, C. (2024). Does Central Bank Tone Move Asset Prices?. Journal of Financial and Quantitative Analysis, 60(1), pp. 36-67. doi: 10.1017/s0022109024000073

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

Fratzscher, M., Heidland, T., Menkhoff, L. , Sarno, L. ORCID: 0000-0003-1279-9748 & Schmeling, M. ORCID: 0000-0002-4488-6750view all authors (2022). Foreign Exchange Intervention: A New Database. IMF Economic Review, 71(4), pp. 852-884. doi: 10.1057/s41308-022-00190-8

Della Corte, P., Sarno, L., Schmeling, M. ORCID: 0000-0002-4488-6750 & Wagner, C.view all authors (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.view all authors (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.view all authors (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, 46(4), 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.view all authors (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.view all authors (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

Working Paper

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.

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