M Schmeling

This author does not work for the BIS.

8 items

January 2021	The FOMC risk shift by Andreas Schrimpf, M Schmeling and T Kroencke in Journal of Monetary Economics
February 2017	Currency value by Andreas Schrimpf, L Menkhoff, L Sarno and M Schmeling in Review of Financial Studies
March 2016	Information flows in foreign exchange markets: dissecting customer currency trades by Andreas Schrimpf, L Menkhoff, L Sarno and M Schmeling in Journal of Finance
August 2014	Dividend predictability around the world by Andreas Schrimpf, J Rangvid and M Schmeling in Journal of Financial and Quantitative Analysis
2012	A comprehensive look at financial volatility prediction by economic variables by Andreas Schrimpf, C Christiansen and M Schmeling in Journal of Applied Econometrics
2012	Carry trades and global foreign exchange volatility by Andreas Schrimpf, L Menkhoff, L Sarno and M Schmeling in Journal of Finance
2012	Currency momentum strategies by Andreas Schrimpf, L Menkhoff, L Sarno and M Schmeling in Journal of Financial Economics
2011	Expected inflation, expected stock returns, and money illusion: what can we learn from survey expectations? by Andreas Schrimpf and M Schmeling in European Economic Review