Maik Schmeling : Citation Profile


Are you Maik Schmeling?

Centre for Economic Policy Research (CEPR) (1% share)
Goethe Universität Frankfurt am Main (99% share)

18

H index

21

i10 index

1625

Citations

RESEARCH PRODUCTION:

24

Articles

39

Papers

RESEARCH ACTIVITY:

   17 years (2006 - 2023). See details.
   Cites by year: 95
   Journals where Maik Schmeling has often published
   Relations with other researchers
   Recent citing documents: 107.    Total self citations: 24 (1.46 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psc117
   Updated: 2024-01-16    RAS profile: 2023-09-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Schrimpf, Andreas (6)

Sarno, Lucio (3)

Kroencke, Tim (3)

Menkhoff, Lukas (2)

Fratzscher, Marcel (2)

Heidland, Tobias (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Maik Schmeling.

Is cited by:

Menkhoff, Lukas (35)

Sarno, Lucio (31)

Kose, Ayhan (25)

Claessens, Stijn (20)

Sakemoto, Ryuta (19)

Claveria, Oscar (18)

Byrne, Joseph (17)

Rime, Dagfinn (16)

Ranaldo, Angelo (15)

Cenedese, Gino (12)

Hassan, Tarek (12)

Cites to:

Campbell, John (54)

Menkhoff, Lukas (32)

Sarno, Lucio (30)

Bekaert, Geert (29)

Pedersen, Lasse (25)

Shleifer, Andrei (24)

Rime, Dagfinn (23)

Lyons, Richard (22)

Rogoff, Kenneth (22)

Eichenbaum, Martin (20)

Shiller, Robert (19)

Main data


Where Maik Schmeling has published?


Journals with more than one article published# docs
Review of Financial Studies2
Journal of Finance2
International Journal of Forecasting2
Journal of Empirical Finance2
Journal of International Economics2
European Economic Review2
Journal of Financial Economics2
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
Hannover Economic Papers (HEP) / Leibniz Universitt Hannover, Wirtschaftswissenschaftliche Fakultt8
CEPR Discussion Papers / C.E.P.R. Discussion Papers7
BIS Working Papers / Bank for International Settlements6
CESifo Working Paper Series / CESifo3
ZEW Discussion Papers / ZEW - Leibniz Centre for European Economic Research2

Recent works citing Maik Schmeling (2024 and 2023)


YearTitle of citing document
2023An Alternative Explanation for the Fed Information Effect. (2023). Swanson, Eric T ; Bauer, Michael D. In: American Economic Review. RePEc:aea:aecrev:v:113:y:2023:i:3:p:664-700.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Trillion Dollar Words: A New Financial Dataset, Task & Market Analysis. (2023). Chava, Sudheer ; Paturi, Suvan ; Shah, Agam. In: Papers. RePEc:arx:papers:2305.07972.

Full description at Econpapers || Download paper

2023Stock Volatility Prediction Based on Transformer Model Using Mixed-Frequency Data. (2023). Liu, Yujiang ; Zhang, Xulong ; Leng, Wan ; Zhou, Lichun ; Tang, Lihua ; Jiang, Guilin ; Gui, Zhaozhong. In: Papers. RePEc:arx:papers:2309.16196.

Full description at Econpapers || Download paper

2023Time-Varying Risk Aversion and International Stock Returns. (2023). Guidolin, Massimo ; Cabrera, Gabriel ; Hansen, Erwin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23203.

Full description at Econpapers || Download paper

2023Macroeconomic Disasters and Consumption Smoothing: International Evidence from Historical Data. (2023). Sadaba, Barbara ; Pozzi, Lorenzo. In: Staff Working Papers. RePEc:bca:bocawp:23-4.

Full description at Econpapers || Download paper

2023The foreign exchange market. (2023). Sushko, Vladyslav ; Rime, Dagfinn ; Chaboud, Alain. In: BIS Working Papers. RePEc:bis:biswps:1094.

Full description at Econpapers || Download paper

2023The cumulant risk premium. (2023). Todorov, Karamfil. In: BIS Working Papers. RePEc:bis:biswps:1128.

Full description at Econpapers || Download paper

2023The trend premium around the world: Evidence from the stock market. (2023). Zhang, Cheng ; Liu, Pengfei ; Lin, Hai. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:317-358.

Full description at Econpapers || Download paper

2023Homemade international diversification under economic policy uncertainty. (2023). Zhou, YI ; Zhang, Chunqiu ; Fang, Junxiong ; Chen, Jing. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:31-62.

Full description at Econpapers || Download paper

2023Carry trades and US monetary policy. (2023). Falconio, Andrea. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:237-248.

Full description at Econpapers || Download paper

2023Exchange Rate Disconnect Redux. (2021). Valchev, Rosen ; Guerron, Pablo ; De Leo, Pierre ; Cormun, Vito ; Chahrour, Ryan ; Guerron-Quintana, Pablo. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1041.

Full description at Econpapers || Download paper

2023Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data. (2023). GUPTA, RANGAN ; Dimitrios, Vortelinos ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:1:p:25-47:n:8.

Full description at Econpapers || Download paper

2023Intervening against the Fed. (2023). Yago, N ; Timmer, Y ; Rodnyansky, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2357.

Full description at Econpapers || Download paper

2023Changing patterns of risk-sharing channels in the United States and the euro area. (2023). Cimadomo, Jacopo ; Mumtaz, Haroon ; Lengyel, Andras ; Giuliodori, Massimo. In: Working Paper Series. RePEc:ecb:ecbwps:20232849.

Full description at Econpapers || Download paper

2023The impact of natural disaster risk on the return of agricultural futures. (2023). Yu, Qin ; Tse, Yiuman ; Liu, Qingfu ; Hua, Renhai. In: Journal of Asian Economics. RePEc:eee:asieco:v:87:y:2023:i:c:s1049007823000520.

Full description at Econpapers || Download paper

2023Unveiling the sentiment behind central bank narratives: A novel deep learning index. (2023). Radu, Tefan-Constantin ; Pochea, Maria-Miruna ; Nioi, Mihai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000230.

Full description at Econpapers || Download paper

2023Stochastic resonance in the recovery of signal from agent price expectations. (2023). Bazarova, Alina ; Raseta, Marko ; Silver, Steven D. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:174:y:2023:i:c:s0960077923006197.

Full description at Econpapers || Download paper

2023The role of stickiness, extrapolation and past consensus forecasts in macroeconomic expectations. (2023). Lustenhouwer, Joep ; Hagenhoff, Tim. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000441.

Full description at Econpapers || Download paper

2023Currency portfolio behavior in seven major Asian markets. (2023). Lin, Chinho ; Chang, Hao-Wen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:540-559.

Full description at Econpapers || Download paper

2023The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219.

Full description at Econpapers || Download paper

2023Flexible inflation targeting and stock market volatility: Evidence from emerging market economies. (2023). Boughrara, Adel ; Dridi, Ichrak. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002328.

Full description at Econpapers || Download paper

2023Forecasting stock return volatility in data-rich environment: A new powerful predictor. (2023). Li, Tingyu ; Zhang, Xiaotong ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001802.

Full description at Econpapers || Download paper

2023Spillover shifts in the FX market: Implication for the behavior of a safe haven currency. (2023). Lee, Seojin ; Kim, Youngmin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000086.

Full description at Econpapers || Download paper

2023Information asymmetry, sentiment interactions, and asset price. (2023). Zhang, Weiguo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000438.

Full description at Econpapers || Download paper

2023Do analysts anchor on public signals in forecasting the target price of disruptive technology firms?. (2023). Qu, Hong ; Park, Hyungshin ; Hong, Duanping ; Caylor, Marcus. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523002082.

Full description at Econpapers || Download paper

2023Do the carry trades respond to geopolitical risks? Evidence from BRICS countries. (2023). Yilmaz, Muhammed Hasan ; Guney, Ibrahim Ethem ; Emirmahmutoglu, Furkan ; Cepni, Oguzhan. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000620.

Full description at Econpapers || Download paper

2023Turkey: From a thriving economic past towards a rugged future? - An empirical analysis on the Turkish financial markets. (2023). Kiohos, Apostolos ; Nikas, Christos ; Stoupos, Nikolaos. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001091.

Full description at Econpapers || Download paper

2023Machine learning and the cross-section of emerging market stock returns. (2023). Kalsbach, Tobias ; Hanauer, Matthias X. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000274.

Full description at Econpapers || Download paper

2023Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables. (2023). Nonejad, Nima. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:91-122.

Full description at Econpapers || Download paper

2023Overlapping momentum portfolios. (2023). Remesal, Alvaro ; de Jesus, Miguel ; Blanco, Ivan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:1-22.

Full description at Econpapers || Download paper

2023Forecasting realized volatility with machine learning: Panel data perspective. (2023). Liu, Zhi ; He, Lidan ; Bai, LU ; Zhu, Haibin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:251-271.

Full description at Econpapers || Download paper

2023Predicting energy futures high-frequency volatility using technical indicators: The role of interaction. (2023). Zhang, Yue ; Ye, Xin ; Gong, Xue. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000312.

Full description at Econpapers || Download paper

2023Do clean energy indices outperform using contrarian strategies based on contrarian trading rules?. (2023). Ni, Yensen ; Day, Min-Yuh. In: Energy. RePEc:eee:energy:v:272:y:2023:i:c:s0360544223005078.

Full description at Econpapers || Download paper

2023A bibliometric analysis of cultural finance. (2023). Pandey, Nitesh ; Lahmar, Oumaima ; Kumar, Satish ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003921.

Full description at Econpapers || Download paper

2023The calming effects of conflict: The impact of partisan conflict on market volatility. (2023). Fan, Zaifeng S ; Beyer, Deborah B. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004124.

Full description at Econpapers || Download paper

2023Factor investing and currency portfolio management. (2023). Cerrato, Mario ; Zhang, Zhekai ; Li, Danyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001424.

Full description at Econpapers || Download paper

2023Forecasting European stock volatility: The role of the UK. (2023). Gu, Chen ; Gao, Xiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002442.

Full description at Econpapers || Download paper

2023Does sentiment affect stock returns? A meta-analysis across survey-based measures. (2023). Badura, Ondej ; Bajzik, Josef ; Gric, Zuzana. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002892.

Full description at Econpapers || Download paper

2023Stock market reactions to monetary policy surprises under uncertainty. (2023). Saadon, Yossi ; Benchimol, Jonathan ; Segev, Nimrod. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002995.

Full description at Econpapers || Download paper

2023Predicting inflation expectations: A habit-based explanation under hedging. (2023). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003320.

Full description at Econpapers || Download paper

2023Less is more? New evidence from stock market volatility predictability. (2023). Guo, Qiang ; Ma, Feng ; Lu, Fei. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003356.

Full description at Econpapers || Download paper

2023Stock price reaction to ECB communication: Introductory Statements vs. Questions & Answers. (2023). Bennani, Hamza ; Dory, Wirginia ; Baranowski, Pawel. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007048.

Full description at Econpapers || Download paper

2023Another application of call options: Explaining the divergence between the housing market and the rental market. (2023). Tsai, I-Chun ; Lin, Che-Chun ; Lee, Hung-Wei. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s154461232300034x.

Full description at Econpapers || Download paper

2023Macro news effects on exchange rates: Difference between carry trade target and safe-haven currencies. (2023). Hu, Bing ; Lin, Zhitao ; Wang, Wenhao. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000533.

Full description at Econpapers || Download paper

2023Emotions in the crypto market: Do photos really speak?. (2023). Phan, Hoa ; Huynh, Nhan. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003173.

Full description at Econpapers || Download paper

2023The open-economy ELB: Contractionary monetary easing and the trilemma. (2023). Sandri, Damiano ; Cavallino, Paolo. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001234.

Full description at Econpapers || Download paper

2023Heterogenous responses of stock markets to covid related news and sentiments: Evidence from the 1st year of pandemic. (2023). Wohar, Mark ; Kamal, Javed Bin. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:68-85.

Full description at Econpapers || Download paper

2023Discovering the drivers of stock market volatility in a data-rich world. (2023). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001561.

Full description at Econpapers || Download paper

2023Carry and conditional value at risk trend: Capturing the short-, intermediate-, and long-term trends of left-tail risk forecasts. (2023). Hertrich, Daniel. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001822.

Full description at Econpapers || Download paper

2023Recency bias and the cross-section of international stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000069.

Full description at Econpapers || Download paper

2023Deviations from covered interest parity in the emerging markets after the global financial crisis. (2023). Geyikçi, Utku ; Ozyildirim, Suheyla ; Geyiki, Utku Bora. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000331.

Full description at Econpapers || Download paper

2023Forecasting crude oil market volatility using variable selection and common factor. (2023). Wang, Yudong ; Wahab, M. I. M., ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:486-502.

Full description at Econpapers || Download paper

2023Global economic policy uncertainty aligned: An informative predictor for crude oil market volatility. (2023). Liang, Chao ; Wang, Yudong ; He, Mengxi ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1318-1332.

Full description at Econpapers || Download paper

2023Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000043.

Full description at Econpapers || Download paper

2023Currency carry trades and global funding risk. (2023). Suominen, Matti ; Nissinen, Juuso ; Filipe, Sara Ferreira. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000158.

Full description at Econpapers || Download paper

2023Fed communication on financial stability concerns and monetary policy decisions: Revelations from speeches. (2023). Sestieri, Giulia ; Odendahl, Florens ; Istrefi, Klodiana. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000456.

Full description at Econpapers || Download paper

2023Cross-asset time-series momentum: Crude oil volatility and global stock markets. (2023). Xu, Yahua ; Tse, Yiuman ; Indriawan, Ivan ; Fernandez-Perez, Adrian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426622002849.

Full description at Econpapers || Download paper

2023A credit-based theory of the currency risk premium. (2023). , Ella ; Jeanneret, Alexandre ; della Corte, Pasquale. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:473-496.

Full description at Econpapers || Download paper

2023How economic uncertainty influences the performance of investor perceptions and behavior. (2023). Iatridis, George Emmanuel ; Persakis, Antonios. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:51:y:2023:i:c:s1061951823000204.

Full description at Econpapers || Download paper

2023Risk sharing channels in OECD countries: A heterogeneous panel VAR approach. (2023). Asdrubali, Pierfederico ; Poncela, Pilar ; Pericoli, Filippo Maria ; Kim, Soyoung. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000050.

Full description at Econpapers || Download paper

2023An investment-based explanation of currency excess returns. (2023). Smallwood, Aaron D ; Yamani, Ehab ; Jamali, Ibrahim. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000311.

Full description at Econpapers || Download paper

2023Stock market evidence on the international transmission channels of US monetary policy surprises. (2023). Nitschka, Thomas ; Maurer, Tim D. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000670.

Full description at Econpapers || Download paper

2023Monetary policy and Bitcoin. (2023). Karau, Soren. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000815.

Full description at Econpapers || Download paper

2023Gold risk premium estimation with machine learning methods. (2023). Cabrera, Gabriel ; Hansen, Erwin ; Diaz, Juan D. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000502.

Full description at Econpapers || Download paper

2023Are lay expectations of inflation based on recall of specific prices? If so, how and under what conditions?. (2023). Harvey, Nigel ; Niu, Xiaoxiao. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:98:y:2023:i:c:s0167487023000636.

Full description at Econpapers || Download paper

2023Does short-term momentum exist in China?. (2023). Ruan, Xinfeng ; Li, Tianjiao ; Yue, Tian. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002153.

Full description at Econpapers || Download paper

2023Elucidating Directed Statistical Dependencies: Investigating Global Financial Market Indices Influence on Korean Short Selling Activities. (2023). Kim, Woo Chang ; Lee, Myounggu ; Choi, Insu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000847.

Full description at Econpapers || Download paper

2023COVID caused a negative bubble. Who profited? Who lost? How stock markets changed?. (2023). Ülkü, Numan ; Kizlerli, Deniz ; Saydumarov, Saidgozi ; Ali, Fahad ; Ulku, Numan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23001105.

Full description at Econpapers || Download paper

2023Prospect theory and mutual fund flows: Evidence from China. (2023). Han, Jing ; Wang, Cheng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001336.

Full description at Econpapers || Download paper

2023The role of investor behavior in emerging stock markets: Evidence from Vietnam. (2023). Phan, Truc ; Vo, Xuan Vinh ; Bertrand, Philippe. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:367-376.

Full description at Econpapers || Download paper

2023Global risk and market conditions. (2023). Carrieri, Francesca ; Akbari, Amir. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:51-70.

Full description at Econpapers || Download paper

2023Does central bank communication on financial stability work? ——An empirical study based on Chinese stock market. (2023). Xing, Mengyue ; Zhu, Degao ; Cheng, Jinfeng ; Du, Xiuli. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:390-407.

Full description at Econpapers || Download paper

2023Evaluation of the operational quality of Chinas grain futures market based on the comprehensive information weighting method. (2023). Li, Sijie ; Guo, Wenjing ; Lin, Shengyao ; Xing, Mengyue. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:467-482.

Full description at Econpapers || Download paper

2023Trade matters except to war neighbors: The international stock market reaction to 2022 Russia’s invasion of Ukraine. (2023). Silva, Thiago ; Tabak, Benjamin Miranda ; Berri, Paulo Victor. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000612.

Full description at Econpapers || Download paper

2023Forecasting aggregate stock market volatility with industry volatilities: The role of spillover index. (2023). Zhang, Yaojie ; Zeng, Qing ; Wang, Yudong ; He, Mengxi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001095.

Full description at Econpapers || Download paper

2023Perceptions about Monetary Policy. (2023). Pflueger, Carolin ; Bauer, Michael D ; Sunderam, Adi. In: Working Paper Series. RePEc:fip:fedfwp:97242.

Full description at Econpapers || Download paper

2023Fed Transparency and Policy Expectation Errors: A Text Analysis Approach. (2023). Vandergon, Mark ; Prazad, Saketh ; McCaughrin, Rebecca ; Fischer, Eric. In: Staff Reports. RePEc:fip:fednsr:97356.

Full description at Econpapers || Download paper

2023Gender Differences in Inflation Expectations: Recent Evidence from India. (2023). Salve, Sangita ; Gite, Chaitanya ; Sharma, Nitin Mohanlal ; Joshi, Preeti Tushar ; Chalwadi, Swapnil Virendra. In: Administrative Sciences. RePEc:gam:jadmsc:v:13:y:2023:i:2:p:60-:d:1068215.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Foreign exchange order flow as a risk factor. (2023). Zhang, Zhekai ; Cerrato, Mario ; Burnside, Craig. In: Working Papers. RePEc:gla:glaewp:2023-03.

Full description at Econpapers || Download paper

2023Stock price reaction to ECB communication: Introductory Statements vs. Questions & Answers. (2023). Bennani, Hamza ; Dory, Wirginia ; Baranowski, Pawel. In: Post-Print. RePEc:hal:journl:hal-04145785.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023How Do Regulators Set the Countercyclical Capital Buffer?. (2023). Keller, Jochen ; Herz, Bernhard. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:3:a:3.

Full description at Econpapers || Download paper

2023Consumer Confidence and Stock Markets Returns. (2023). Jiaming, XU ; Gaspar, Raquel M. In: Working Papers REM. RePEc:ise:remwps:wp02922023.

Full description at Econpapers || Download paper

2023The ZEW Financial Market Survey Panel. (2023). Schröder, Michael ; Frank, Bruckbauer. In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:243:y:2023:i:3-4:p:451-469:n:8.

Full description at Econpapers || Download paper

2023A Sentiment Index of the Housing Market in China: Text Mining of Narratives on Social Media. (2023). Li, Keyang ; Liu, Hongyu ; Wu, Jing ; Zhu, Enwei. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:1:d:10.1007_s11146-022-09900-5.

Full description at Econpapers || Download paper

2023Trade-time clustering. (2023). Sun, Wei ; Jain, Pankaj K ; Black, Jeffrey R. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:3:d:10.1007_s11156-023-01125-8.

Full description at Econpapers || Download paper

2023ECB monetary policy communication: does it move euro area yields?. (2023). Kaminskas, Rokas ; Jurkas, Linas. In: Bank of Lithuania Discussion Paper Series. RePEc:lie:dpaper:29.

Full description at Econpapers || Download paper

2023Market Timing and Predictability in FX Markets. (2023). Tran, Ngoc-Khanh ; To, Thuy-Duong ; Maurer, Thomas A. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:1:p:223-246..

Full description at Econpapers || Download paper

2023Foreign Exchange Intervention: A New Database. (2023). Heidland, Tobias ; Fratzscher, Marcel ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas. In: IMF Economic Review. RePEc:pal:imfecr:v:71:y:2023:i:4:d:10.1057_s41308-022-00190-8.

Full description at Econpapers || Download paper

2023Observed and expected interest rate pass-through under remarkably high market rates. (2023). Divino, Jose Angelo ; Haraguchi, Carlos. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02335-0.

Full description at Econpapers || Download paper

2023Regime-dependent drivers of the EUR/CHF exchange rate. (2023). Stockl, Sebastian ; Hanke, Michael ; Kotlarz, Piotr. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:159:y:2023:i:1:d:10.1186_s41937-023-00107-w.

Full description at Econpapers || Download paper

2023Are Global Factors Useful for Forecasting the Exchange Rate?. (2023). Rossi, Marina ; Fontoura, Pedro. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:13:y:2023:i:6:f:13_6_14.

Full description at Econpapers || Download paper

2023Monetary policy and financial markets: evidence from Twitter traffic. (2023). Rubera, Gaia ; Romelli, Davide ; Masciandaro, Donato. In: Trinity Economics Papers. RePEc:tcd:tcduee:tep1023.

Full description at Econpapers || Download paper

2023Conventional and Islamic Equity Market Reaction Towards Terrorism: Evidence Based on Target Types, Location and Islamic Calendar Months. (2023). Yassir, Hussain Rana ; Haroon, Hussain ; Mohd, Taib Hasniza ; Hira, Irshad. In: Studia Universitatis „Vasile Goldis” Arad – Economics Series. RePEc:vrs:suvges:v:33:y:2023:i:4:p:70-116:n:2.

Full description at Econpapers || Download paper

2023News sentiment and foreign portfolio investment in Brazil. (2023). Meurer, Roberto ; de Freitas, Leilane. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:3332-3348.

Full description at Econpapers || Download paper

2023The ability of U.S. macroeconomic variables to predict Asian financial market returns. (2023). Tzeng, Kaeyih. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3529-3551.

Full description at Econpapers || Download paper

2023Uncertainty?driven oil volatility risk premium and international stock market volatility forecasting. (2023). Yin, Libo ; Su, Zhi ; Miao, Deyu ; Fang, Tong. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:872-904.

Full description at Econpapers || Download paper

2023Which factors drive Bitcoin volatility: Macroeconomic, technical, or both?. (2023). Guo, Yangli ; Bouri, Elie ; Ma, Feng ; Wang, Jiqian. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:970-988.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Maik Schmeling:


YearTitleTypeCited
2009Global Asset Pricing: Is There a Role for Long-run Consumption Risk? In: CREATES Research Papers.
[Full Text][Citation analysis]
paper2
2010Dividend predictability around the world In: CREATES Research Papers.
[Full Text][Citation analysis]
paper36
2014Dividend Predictability Around the World.(2014) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36
article
2010Macro Expectations, Aggregate Uncertainty, and Expected Term Premia In: CREATES Research Papers.
[Full Text][Citation analysis]
paper24
2013Macro-expectations, aggregate uncertainty, and expected term premia.(2013) In: European Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24
article
2010Macro expectations, aggregate uncertainty, and expected term premia.(2010) In: ZEW Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24
paper
2010A Comprehensive Look at Financial Volatility Prediction by Economic Variables In: CREATES Research Papers.
[Full Text][Citation analysis]
paper160
2012A Comprehensive Look at Financial Volatility Prediction by Economic Variables.(2012) In: BIS Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 160
paper
2012A comprehensive look at financial volatility prediction by economic variables.(2012) In: Journal of Applied Econometrics.
[Citation analysis]
This paper has nother version. Agregated cites: 160
article
2023Crypto carry In: BIS Working Papers.
[Full Text][Citation analysis]
paper0
2011Currency Momentum Strategies In: BIS Working Papers.
[Full Text][Citation analysis]
paper208
2012Currency Momentum Strategies.(2012) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 208
paper
2012Currency momentum strategies.(2012) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 208
article
2012Currency Momentum Strategies.(2012) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 208
paper
2013Information flows in foreign exchange markets: dissecting customer currency trades In: BIS Working Papers.
[Full Text][Citation analysis]
paper63
2016Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades.(2016) In: Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 63
article
2015Global Asset Allocation Shifts In: BIS Working Papers.
[Full Text][Citation analysis]
paper16
2022Monetary policy expectation errors In: BIS Working Papers.
[Full Text][Citation analysis]
paper6
2022Monetary policy expectation errors.(2022) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
article
2012Carry Trades and Global Foreign Exchange Volatility In: Journal of Finance.
[Full Text][Citation analysis]
article394
2011Carry Trades and Global Foreign Exchange Volatility.(2011) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 394
paper
2008Automating Exchange Rate Target Zones: Intervention via an Electronic Limit Order Book In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper2
2009Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper27
2009Exchange rate management in emerging markets: Intervention via an electronic limit order book.(2009) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27
article
2010Limit-Order Submission Strategies under Asymmetric Information In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper38
2010Limit-order submission strategies under asymmetric information.(2010) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38
article
2016Currency Value In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper6
2017Currency Value.(2017) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
article
2019Does Central Bank Tone Move Asset Prices? In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper46
2019The FOMC Risk Shift In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper22
2021The FOMC Risk Shift.(2021) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22
article
2021The FOMC risk shift.(2021) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22
paper
2021Short-term Momentum In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper3
2022Short-term Momentum.(2022) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2013Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper40
2014Which Fundamentals Drive Exchange Rates? A Cross?Sectional Perspective.(2014) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40
article
2020Foreign Exchange Intervention: A New Database In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
paper1
2020Foreign exchange intervention: A new database.(2020) In: Kiel Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2006A prospect-theoretical interpretation of momentum returns In: Economics Letters.
[Full Text][Citation analysis]
article6
2006A Prospect-Theoretical Interpretation of Momentum Returns.(2006) In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2011Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? In: European Economic Review.
[Full Text][Citation analysis]
article41
2008Expected Inflation, Expected Stock Returns, and Money Illusion: What can we learn from Survey Expectations?.(2008) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41
paper
2009Investor sentiment and stock returns: Some international evidence In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article298
2008Investor sentiment and stock returns: Some international evidence.(2008) In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 298
paper
2013What do professional forecasters stock market expectations tell us about herding, information extraction and beauty contests? In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article11
2010Whose trades convey information? Evidence from a cross-section of traders In: Journal of Financial Markets.
[Full Text][Citation analysis]
article29
2007Whose trades convey information? Evidence from a cross-section of traders.(2007) In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29
paper
2016Capital market integration and consumption risk sharing over the long run In: Journal of International Economics.
[Full Text][Citation analysis]
article27
2007Institutional and individual sentiment: Smart money and noise trader risk? In: International Journal of Forecasting.
[Full Text][Citation analysis]
article52
2006Institutional and Individual Sentiment: Smart Money and Noise Trader Risk.(2006) In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52
paper
2013Quantifying survey expectations: What’s wrong with the probability approach? In: International Journal of Forecasting.
[Full Text][Citation analysis]
article18
2011Quantifying survey expectations: Whats wrong with the probability approach?.(2011) In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18
paper
2008Local information in foreign exchange markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article18
2006Local Information in Foreign Exchange Markets.(2006) In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18
paper
2010Trader see, trader do: How do (small) FX traders react to large counterparties trades? In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article11
2009Trader see, trader do: How do (small) FX traders react to large counterparties trades?.(2009) In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2008Are all professional investors sophisticated? In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]
paper4
2022Exchange Rates and Sovereign Risk In: Management Science.
[Full Text][Citation analysis]
article2
2009Carry Trades and Global FX Volatility In: MPRA Paper.
[Full Text][Citation analysis]
paper4
2022What moves markets? In: Discussion Papers.
[Full Text][Citation analysis]
paper0
2019What is Libra? Understanding Facebooks currency In: SAFE Policy Letters.
[Full Text][Citation analysis]
paper3
2021Non-performing loans - new risks and policies? NPL resolution after COVID-19: Main differences to previous crises In: SAFE White Paper Series.
[Full Text][Citation analysis]
paper2
2009Higher-order beliefs among professional stock market forecasters: some first empirical tests In: ZEW Discussion Papers.
[Full Text][Citation analysis]
paper5

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team