| Date | Research papers |
|---|---|
| Mar 2012 | A Comprehensive Look at Financial Volatility Prediction by Economic VariablesWorking Papers No 374
Other authors: Charlotte Christiansen and Andreas Schrimpf |
| Dec 2011 | Currency Momentum StrategiesWorking Papers No 366
Other authors: Lukas Menkhoff, Lucio Sarno and Andreas Schrimpf |