18
H index
22
i10 index
1815
Citations
Centre for Economic Policy Research (CEPR) (1% share) | 18 H index 22 i10 index 1815 Citations RESEARCH PRODUCTION: 24 Articles 40 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Maik Schmeling. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2024 | Volatility Depends on Market Trades and Macro Theory. (2024). Olkhov, Victor. In: Papers. RePEc:arx:papers:2008.07907. Full description at Econpapers || Download paper | |
2024 | Sentiment Analysis of State Bank of Pakistans Monetary Policy Documents and its Impact on Stock Market. (2024). Lohano, Heman Das ; Karim, Aabid. In: Papers. RePEc:arx:papers:2408.03328. Full description at Econpapers || Download paper | |
2024 | Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence. (2024). Lis, Szymon. In: Papers. RePEc:arx:papers:2411.13180. Full description at Econpapers || Download paper | |
2024 | Reassessing the Effectiveness and Transmission of Monetary Policy: Review of the Jackson Hole Economic Policy Symposium. (2024). Ivanova, Nadezhda ; Sinyakov, Andrey ; Styrin, Konstantin. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:4:p:119-144. Full description at Econpapers || Download paper | |
2024 | Does Portfolio Momentum Beat Analyst Advice?. (2024). Batten, Jonathan A ; Lee, Jae Yong ; Ham, Hyuna ; Ryu, Doojin. In: Abacus. RePEc:bla:abacus:v:60:y:2024:i:2:p:338-364. Full description at Econpapers || Download paper | |
2024 | Exchange rates and political uncertainty: the Brexit case. (2024). Moramarco, Graziano ; Manasse, Paolo ; Trigilia, Giulio. In: Economica. RePEc:bla:econom:v:91:y:2024:i:362:p:621-652. Full description at Econpapers || Download paper | |
2024 | Economic and financial integration, capital controls, and risk sharing. (2024). Donadelli, Michael ; Gufler, Ivan. In: Economica. RePEc:bla:econom:v:91:y:2024:i:364:p:1482-1520. Full description at Econpapers || Download paper | |
2024 | Central bank communication and social media: From silence to Twitter. (2024). Romelli, Davide ; Peia, Oana ; Masciandaro, Donato. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:365-388. Full description at Econpapers || Download paper | |
2024 | 30 years of exchange rate analysis and forecasting: A bibliometric review. (2024). Wang, Shouyang ; Wei, Yunjie ; Fang, Siran. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:973-1007. Full description at Econpapers || Download paper | |
2024 | Interest Rate Skewness and Biased Beliefs. (2024). Chernov, Mikhail ; Bauer, Michael. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:173-217. Full description at Econpapers || Download paper | |
2024 | Currency Management by International Fixed‐Income Mutual Funds. (2024). Sialm, Clemens ; Zhu, Qifei. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4037-4081. Full description at Econpapers || Download paper | |
2024 | DO ECONOMIC POLICY UNCERTAINTY HAVE RAMIFICATIONS ON INFLATION AND STOCK MARKET PERFORMANCE? EVIDENCE FROM GLOBAL FRAMEWORK. (2024). Mishra, Amritkant. In: Studies in Business and Economics. RePEc:blg:journl:v:19:y:2024:i:3:p:172-190. Full description at Econpapers || Download paper | |
2024 | Asymmetric expectations of monetary policy. (2024). Busetto, Filippo. In: Bank of England working papers. RePEc:boe:boeewp:1058. Full description at Econpapers || Download paper | |
2025 | From Tweets to Trades: The Dynamic Dance of Investor Sentiment, Attention, and News Sentiment in ESG Stocks. (2025). Kok, Loang Ooi. In: China Finance and Economic Review. RePEc:bpj:cferev:v:14:y:2025:i:1:p:70-91:n:1004. Full description at Econpapers || Download paper | |
2024 | Exchange Rates and Sovereign Risk: A Nonlinear Approach Based on Local Gaussian Correlations. (2024). Mahadeo, Scott ; Heinlein, Reinhold ; Legrenzi, Gabriella D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11019. Full description at Econpapers || Download paper | |
2025 | Event-Driven Changes in Volatility Connectedness in Global Forex Markets. (2025). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11606. Full description at Econpapers || Download paper | |
2025 | The Dollar Channel of Monetary Policy Transmission. (2025). Niepmann, Friederike ; Meisenzahl, Ralf R ; Schmidt-Eisenlohr, Tim. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11777. Full description at Econpapers || Download paper | |
2024 | Term Spread Spillovers to Latin America and Emergence of the ‘Twin Ds’. (2024). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: Documentos de trabajo. RePEc:col:000566:021169. Full description at Econpapers || Download paper | |
2024 | US monetary policy is more powerful in low economic growth regimes. (2024). Tornese, Tommaso ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20242919. Full description at Econpapers || Download paper | |
2024 | Mutual funds and safe government bonds: do returns matter?. (2024). Graziano, Marco ; Habib, Maurizio Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20242931. Full description at Econpapers || Download paper | |
2024 | Outages in sovereign bond markets. (2024). Kerssenfischer, Mark ; Helmus, Caspar. In: Working Paper Series. RePEc:ecb:ecbwps:20242944. Full description at Econpapers || Download paper | |
2025 | Investment funds and euro disaster risk. (2025). Kaufmann, Christoph ; Georgiadis, Georgios ; Longaric, Pablo Anaya ; Cera, Katharina. In: Working Paper Series. RePEc:ecb:ecbwps:20253029. Full description at Econpapers || Download paper | |
2025 | Investor sentiment and dynamic connectedness in European markets: insights from the covid-19 and Russia-Ukraine conflict. (2025). Buchetti, Bruno ; Santon, Alessandro ; Harasheh, Murad ; Bouteska, Ahmed. In: Working Paper Series. RePEc:ecb:ecbwps:20253050. Full description at Econpapers || Download paper | |
2024 | Unveiling Interconnectedness and Volatility Transmission: A Novel GARCH Analysis of Leading Global Cryptocurrencies. (2024). Kushwah, Silky Vigg ; Hundal, Shab ; Goel, Payal. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-03-16. Full description at Econpapers || Download paper | |
2024 | Price clustering on cryptocurrency order books at a US-based exchange. (2024). Han, Seungoh. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s221463502400008x. Full description at Econpapers || Download paper | |
2024 | Does every cloud (bubble) have a silver lining? An investigation of ESG financial markets. (2024). Foglia, Matteo ; Miglietta, Federica. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000431. Full description at Econpapers || Download paper | |
2024 | Nominal exchange rates and heterogeneous beliefs. (2024). Lu, Lei ; Jiao, Feng ; Croitoru, Benjamin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924000964. Full description at Econpapers || Download paper | |
2024 | Replicating business cycles and asset returns with sentiment and low risk aversion. (2024). Lansing, Kevin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001131. Full description at Econpapers || Download paper | |
2024 | Multiple time scales investor sentiment impact the stock market index fluctuation: From margin trading business perspective. (2024). Song, Yingying ; Guo, Yanhong ; Chen, Xinxin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s106294082300150x. Full description at Econpapers || Download paper | |
2024 | Can real-time investor sentiment help predict the high-frequency stock returns? Evidence from a mixed-frequency-rolling decomposition forecasting method. (2024). Tang, Zhenpeng ; Chen, Ying ; Cai, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s106294082400072x. Full description at Econpapers || Download paper | |
2024 | Cross-regional connectedness of financial market: Measurement and determinants. (2024). Wang, Xuya ; Yang, Xin ; Zhao, Lili ; Cao, Jie ; Huang, Chuangxia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000822. Full description at Econpapers || Download paper | |
2024 | Can U.S. macroeconomic indicators forecast cryptocurrency volatility?. (2024). Su, Yi-Kai ; Tzeng, Kae-Yih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001499. Full description at Econpapers || Download paper | |
2024 | Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective. (2024). Zhu, Ziwei ; Wang, Weichen. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623003494. Full description at Econpapers || Download paper | |
2024 | The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy. (2024). Goodhead, Robert. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s001429212400045x. Full description at Econpapers || Download paper | |
2024 | Factor momentum in the Chinese stock market. (2024). Ma, Tian ; Jiang, Fuwei ; Liao, Cunfei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001251. Full description at Econpapers || Download paper | |
2024 | Is energy firms investment behavior more sensitive on corporate perception of monetary policy?. (2024). He, Yurun ; Lu, Meiting ; Zhang, Dongyang. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004572. Full description at Econpapers || Download paper | |
2024 | Political risks, excess and carry trade returns in global markets. (2024). Blenman, Lloyd P ; Kesse, Kwabena. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004222. Full description at Econpapers || Download paper | |
2024 | Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Palwishah, Rana ; Kashif, Muhammad ; Ur, Mobeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350. Full description at Econpapers || Download paper | |
2024 | Financial market integration: A complex and controversial journey. (2024). Donadelli, Michael ; Gufler, I ; Paradiso, A. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000322. Full description at Econpapers || Download paper | |
2024 | Donald Trumps tweets, political value judgment, and the Renminbi exchange rate. (2024). ZHANG, QISI ; Frömmel, Michael ; Frommel, Michael ; Baidoo, Edwin. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000917. Full description at Econpapers || Download paper | |
2024 | Numerological superstitions and market-wide herding: Evidence from China. (2024). Gebka, Bartosz ; Cui, Yueting ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001315. Full description at Econpapers || Download paper | |
2024 | Machine-learning stock market volatility: Predictability, drivers, and economic value. (2024). Hansen, Erwin ; Diaz, Juan D ; Cabrera, Gabriel. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002187. Full description at Econpapers || Download paper | |
2024 | The impact of macroeconomic news sentiment on interest rates. (2024). Audrino, Francesco ; Offner, Eric A. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002254. Full description at Econpapers || Download paper | |
2024 | The price discovery in the renminbi/USD market: Two spot, two swap, and three forward FX rates. (2024). Kitamura, Yoshihiro. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002941. Full description at Econpapers || Download paper | |
2024 | A universal exponent governing foreign exchange rate risks. (2024). Grobys, Klaus. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003545. Full description at Econpapers || Download paper | |
2024 | Commodity sectors and factor investment strategies. (2024). Sakemoto, Ryuta ; Nakagawa, Kei. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004253. Full description at Econpapers || Download paper | |
2024 | The macro driving factors of co-movement of RMB with other currencies in FX markets. (2024). Dai, Yixin ; Teng, Fengfan ; Zhou, Jindie ; Xu, Xiangyun ; Yu, Cong. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005131. Full description at Econpapers || Download paper | |
2024 | Sovereign momentum currency returns. (2024). Lin, Ming-Tsung ; Calice, Giovanni. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924004046. Full description at Econpapers || Download paper | |
2024 | Analyzing the green bond index: A novel quantile-based high-dimensional approach. (2024). Ren, Xiaohang ; Jiang, Wenting ; Tao, Lizhu. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s105752192400591x. Full description at Econpapers || Download paper | |
2024 | Forecasting U.S. Stock Returns Conditional on Geopolitical Risk and Business Cycles. (2024). Tammy, Minh Tam ; Karadas, Serkan ; Stivers, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006392. Full description at Econpapers || Download paper | |
2024 | Investor sentiment and M&A withdrawal: International evidence. (2024). Herve, Fabrice ; Thraya, Mohamed Firas ; Zouaoui, Mohamed ; Rouine, Ibtissem. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006604. Full description at Econpapers || Download paper | |
2024 | Climate uncertainty and green index volatility: Empirical insights from Chinese financial markets. (2024). Luo, NA ; Zhao, Huirong. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012291. Full description at Econpapers || Download paper | |
2024 | Informed trading and cryptocurrencies. New evidence using tick-by-tick data. (2024). Natashekara, Karthik ; Sampath, Aravind. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323012813. Full description at Econpapers || Download paper | |
2024 | Financial Reporting Complexity, Investor Sentiment, and Stock Prices. (2024). Chang, Ya-Kai ; Chung, Min-Hsi. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324000564. Full description at Econpapers || Download paper | |
2024 | Currency portfolios and global foreign exchange ambiguity. (2024). Sakemoto, Ryuta ; Cai, Xiaojing ; Asano, Takao. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005646. Full description at Econpapers || Download paper | |
2024 | Portfolio optimization by enhanced LinUCB. (2024). Guo, Xingjian ; Mirza, Sultan Sikandar ; Zhang, Qin ; Ni, HE. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324012959. Full description at Econpapers || Download paper | |
2024 | Diversification with globally integrated US stocks. (2024). Conlon, Thomas ; cotter, john ; Ropotos, Ioannis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001579. Full description at Econpapers || Download paper | |
2024 | National culture and banks stock volatility. (2024). Galil, Koresh ; Varon, Eva. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123002007. Full description at Econpapers || Download paper | |
2024 | Forecasting exchange rate volatility: An amalgamation approach. (2024). Souropanis, Ioannis ; Alexandridis, Antonios K ; Panopoulou, Ekaterini. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001331. Full description at Econpapers || Download paper | |
2024 | Are consensus FX forecasts valuable for investors?. (2024). Rubaszek, Michał ; Beckmann, Joscha ; Kwas, Marek. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:268-284. Full description at Econpapers || Download paper | |
2024 | On the role of fundamentals, private signals, and beauty contests to predict exchange rates. (2024). Raggi, Davide ; Pignataro, Giuseppe ; Pancotto, Francesca. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:687-705. Full description at Econpapers || Download paper | |
2024 | Forecasting crude oil market volatility: A comprehensive look at uncertainty variables. (2024). Zhang, Yaojie ; Wang, Yudong ; He, Mengxi ; Wen, Danyan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1022-1041. Full description at Econpapers || Download paper | |
2024 | Geopolitical risk and currency returns. (2024). Zhang, Xueyong ; Liu, XI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000177. Full description at Econpapers || Download paper | |
2024 | GMM weighting matrices in cross-sectional asset pricing tests. (2024). Laurinaityte, Nora ; Thimme, Julian ; Meinerding, Christoph ; Schlag, Christian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000438. Full description at Econpapers || Download paper | |
2024 | Discount rates and cash flows: A local projection approach. (2024). Lof, Matthijs ; Nyberg, Henri. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000475. Full description at Econpapers || Download paper | |
2024 | Timing sentiment with style: Evidence from mutual funds. (2024). Zheng, Yao ; Osmer, Eric ; Zu, Dingding. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:164:y:2024:i:c:s0378426624001146. Full description at Econpapers || Download paper | |
2024 | Cross-country determinants of market efficiency: A technical analysis perspective. (2024). Jacobsen, Ben ; Fang, Jiali. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002115. Full description at Econpapers || Download paper | |
2024 | Information spillover and cross-predictability of currency returns: An analysis via Machine Learning. (2024). Yan, Shu ; Wu, Yangru ; Liu, Yuzheng ; Jia, Yuecheng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002279. Full description at Econpapers || Download paper | |
2024 | State-dependent intertemporal risk-return tradeoff: Further evidence. (2024). Chelikani, Surya ; Nam, Kiseok ; Marks, Joseph M. In: Journal of Economics and Business. RePEc:eee:jebusi:v:130:y:2024:i:c:s0148619524000031. Full description at Econpapers || Download paper | |
2024 | ECB communication sentiments: How do they relate to the economic environment and financial markets?. (2024). Kaminskas, Rokas ; Jurkas, Linas. In: Journal of Economics and Business. RePEc:eee:jebusi:v:131:y:2024:i:c:s0148619524000407. Full description at Econpapers || Download paper | |
2024 | Importance of transaction costs for asset allocation in foreign exchange markets. (2024). Taylor, Mark ; Maurer, Thomas A ; Pezzo, Luca ; Filippou, Ilias. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24001090. Full description at Econpapers || Download paper | |
2024 | RMB exchange rate volatility and the cross-section of Chinese A-share returns. (2024). Ding, Wenjie ; Qiao, Tongshuai ; Han, Liyan ; Li, Donghui. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000111. Full description at Econpapers || Download paper | |
2024 | The out-of-sample performance of carry trades. (2024). Taylor, Mark ; HSU, Po-Hsuan ; Wang, Zigan ; Li, Yan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000299. Full description at Econpapers || Download paper | |
2024 | Prices and returns: Role of inflation. (2024). Sun, Yulong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001360. Full description at Econpapers || Download paper | |
2024 | Cross-momentum strategies in the equity futures and currency markets. (2024). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001578. Full description at Econpapers || Download paper | |
2025 | Embracing market dynamics in the post-COVID era: A data-driven analysis of investor sentiment and behavioral characteristics in stock index futures returns. (2025). Tan, Huimin ; Li, Wenyong ; Bai, Xiuran ; Liu, Ting ; Fan, Chunguo ; Gao, Jie. In: Omega. RePEc:eee:jomega:v:131:y:2025:i:c:s0305048324001580. Full description at Econpapers || Download paper | |
2024 | The ability of energy commodities to hedge the dynamic risk of epidemic black swans. (2024). Lin, Che-Chun ; Tsai, I-Chun ; Chen, Han-Bo. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013338. Full description at Econpapers || Download paper | |
2024 | Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393223001630. Full description at Econpapers || Download paper | |
2024 | What moves markets?. (2024). Kerssenfischer, Mark ; Schmeling, Maik. In: Journal of Monetary Economics. RePEc:eee:moneco:v:145:y:2024:i:c:s0304393224000138. Full description at Econpapers || Download paper | |
2024 | Noisy market, machine learning and fundamental momentum. (2024). Wang, Yuejie ; Ma, Tian ; Sheng, Haoyun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24002257. Full description at Econpapers || Download paper | |
2024 | The forward premium anomaly and the currency carry trade hypothesis. (2024). Tzavalis, Elias ; Smyrnakis, Dimitris ; Elias, Nikolaos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:203-218. Full description at Econpapers || Download paper | |
2024 | Estimating financial integration in Europe: How to separate structural trends from cyclical fluctuations. (2024). Maurin, Laurent ; Minnella, Enrico ; Lake, Alfred. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:85-97. Full description at Econpapers || Download paper | |
2024 | Mechanisms of overpricing: An investigation on momentum crashes. (2024). Huang, Alex. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:118-142. Full description at Econpapers || Download paper | |
2024 | How does oil market volatility impact mutual fund performance?. (2024). Calice, Giovanni ; Alsubaiei, Bader Jawid ; Vivian, Andrew. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1601-1621. Full description at Econpapers || Download paper | |
2024 | The effect of international media news on the global stock market. (2024). Jin, Xuejun ; Yang, Xiaolan ; Chen, Cheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:50-69. Full description at Econpapers || Download paper | |
2024 | Economic integration and consumption risk sharing: A comparison of Eurozone and OECD countries. (2024). Yersh, Valeryia ; Beck, Krzysztof. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:784-803. Full description at Econpapers || Download paper | |
2024 | Forecasting stock market realized volatility: The role of investor attention to the price of petroleum products. (2024). Li, Dakai. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:115-122. Full description at Econpapers || Download paper | |
2024 | Forecasting stock volatility using pseudo-out-of-sample information. (2024). Gong, Xue ; Li, Xiaodan ; Huang, Jingjing ; Ge, Futing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:123-135. Full description at Econpapers || Download paper | |
2024 | Time-variant safe haven currencies. (2024). Percy, Jay ; Nakata, Hayato ; Sato, Ayano. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:316-328. Full description at Econpapers || Download paper | |
2024 | Does haze-related sentiment affect income inequality in China?. (2024). Lei, Yongyu ; Zong, Xiangyu ; Guo, Minjia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003484. Full description at Econpapers || Download paper | |
2024 | Industry volatility concentration and the predictability of aggregate stock market volatility. (2024). Zhang, Yaojie ; He, Mengxi ; Xing, LU ; Wen, Danyan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004805. Full description at Econpapers || Download paper | |
2024 | Herding states and stock market returns. (2024). Fortuna, Natercia ; Lobo, Julio ; Costa, Filipe. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923002891. Full description at Econpapers || Download paper | |
2024 | Analyst optimism and market sentiment: Evidence from European corporate sustainability reporters. (2024). Lopez-Arceiz, Francisco J ; Ferrer, Elena ; del Rio, Cristina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s027553192400045x. Full description at Econpapers || Download paper | |
2024 | Monetary policy and currency variance risk premia. (2024). Dossani, Asad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000813. Full description at Econpapers || Download paper | |
2024 | Deciphering asymmetric spillovers in US industries: Insights from higher-order moments. (2024). Shafiullah, Muhammad ; lucey, brian ; Naeem, Muhammad Abubakr ; Senthilkumar, Arunachalam. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001065. Full description at Econpapers || Download paper | |
2024 | Recession fears and stock markets: An application of directional wavelet coherence and a machine learning-based economic agent-determined Google fear index. (2024). Brzeszczyski, Janusz ; Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924002411. Full description at Econpapers || Download paper | |
2024 | Co-variance in Action: Analyzing the Impact of EUR/USD Exchange Rate Changes on Polish Zloty (PLN) Valuation (2019–2022) as a Predictive Tool in Forex Markets. (2024). Klepacki, Jaroslaw. In: European Research Studies Journal. RePEc:ers:journl:v:xxvii:y:2024:i:2:p:952-966. Full description at Econpapers || Download paper | |
2024 | Interaction between Sovereign Quanto Credit Default Swap Spreads and Currency Options. (2024). Tsuruta, Masaru. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:2:p:85-:d:1341039. Full description at Econpapers || Download paper | |
2025 | An Investigation of Trades That Move the BBO Using Strings. (2025). Huang, Ying ; Hill, Matthew D ; Zeng, Hong Chao. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:1:p:15-:d:1558921. Full description at Econpapers || Download paper | |
2025 | An Examination of G10 Carry Trade and Covered Interest Arbitrage Before, During, and After Financial Crises. (2025). Refalo, James ; Danso, Charles Armah. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:4:p:190-:d:1626308. Full description at Econpapers || Download paper | |
2024 | Relationship between Financial Services Confidence Index and Stock Market Returns: Toda-Yamamoto and Asymmetric Causality Analysis. (2024). Turan, Yunus Emre ; Zubaidullina, Dinara. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:0:y:2024:i:41:p:97-108. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2009 | Global Asset Pricing: Is There a Role for Long-run Consumption Risk? In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
2010 | Dividend predictability around the world In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 39 |
2014 | Dividend Predictability Around the World.(2014) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | article | |
2010 | Macro Expectations, Aggregate Uncertainty, and Expected Term Premia In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 24 |
2013 | Macro-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 | |
2010 | Macro 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 | |
2010 | A Comprehensive Look at Financial Volatility Prediction by Economic Variables In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 185 |
2012 | A 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: 185 | paper | |
2012 | A comprehensive look at financial volatility prediction by economic variables.(2012) In: Journal of Applied Econometrics. [Citation analysis] This paper has nother version. Agregated cites: 185 | article | |
2023 | Crypto carry In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Currency Momentum Strategies In: BIS Working Papers. [Full Text][Citation analysis] | paper | 229 |
2012 | Currency Momentum Strategies.(2012) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 229 | paper | |
2012 | Currency momentum strategies.(2012) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 229 | article | |
2012 | Currency Momentum Strategies.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 229 | paper | |
2013 | Information flows in foreign exchange markets: dissecting customer currency trades In: BIS Working Papers. [Full Text][Citation analysis] | paper | 70 |
2016 | Information 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: 70 | article | |
2015 | Global Asset Allocation Shifts In: BIS Working Papers. [Full Text][Citation analysis] | paper | 17 |
2022 | Monetary policy expectation errors In: BIS Working Papers. [Full Text][Citation analysis] | paper | 13 |
2022 | Monetary policy expectation errors.(2022) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
2012 | Carry Trades and Global Foreign Exchange Volatility In: Journal of Finance. [Full Text][Citation analysis] | article | 423 |
2011 | Carry Trades and Global Foreign Exchange Volatility.(2011) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 423 | paper | |
2008 | Automating Exchange Rate Target Zones: Intervention via an Electronic Limit Order Book In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2009 | Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 28 |
2009 | Exchange 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: 28 | article | |
2010 | Limit-Order Submission Strategies under Asymmetric Information In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 40 |
2010 | Limit-order submission strategies under asymmetric information.(2010) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | article | |
2016 | Currency Value In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
2017 | Currency Value.(2017) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2019 | Does Central Bank Tone Move Asset Prices? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 55 |
2019 | The FOMC Risk Shift In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
2021 | The FOMC Risk Shift.(2021) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
2021 | The FOMC risk shift.(2021) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2021 | Short-term Momentum In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2022 | Short-term Momentum.(2022) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2013 | Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 43 |
2014 | Which 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: 43 | article | |
2020 | Foreign Exchange Intervention: A New Database In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 1 |
2020 | Foreign exchange intervention: A new database.(2020) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2006 | A prospect-theoretical interpretation of momentum returns In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
2006 | A Prospect-Theoretical Interpretation of Momentum Returns.(2006) In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2011 | Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? In: European Economic Review. [Full Text][Citation analysis] | article | 40 |
2008 | Expected 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: 40 | paper | |
2009 | Investor sentiment and stock returns: Some international evidence In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 349 |
2008 | Investor sentiment and stock returns: Some international evidence.(2008) In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 349 | paper | |
2013 | What do professional forecasters stock market expectations tell us about herding, information extraction and beauty contests? In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 12 |
2010 | Whose trades convey information? Evidence from a cross-section of traders In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 31 |
2007 | Whose 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: 31 | paper | |
2016 | Capital market integration and consumption risk sharing over the long run In: Journal of International Economics. [Full Text][Citation analysis] | article | 33 |
2007 | Institutional and individual sentiment: Smart money and noise trader risk? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 57 |
2006 | Institutional 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: 57 | paper | |
2013 | Quantifying survey expectations: What’s wrong with the probability approach? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 18 |
2011 | Quantifying 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 | |
2008 | Local information in foreign exchange markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 18 |
2006 | Local Information in Foreign Exchange Markets.(2006) In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2010 | Trader see, trader do: How do (small) FX traders react to large counterparties trades? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 11 |
2009 | Trader 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 | |
2008 | Are all professional investors sophisticated? In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] | paper | 5 |
2008 | Expected Inflation, Expected Stock Returns, and Money Illusion: What can we learn from Survey Expectations? In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2022 | Exchange Rates and Sovereign Risk In: Management Science. [Full Text][Citation analysis] | article | 9 |
2009 | Carry Trades and Global FX Volatility In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
2022 | What moves markets? In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2019 | What is Libra? Understanding Facebooks currency In: SAFE Policy Letters. [Full Text][Citation analysis] | paper | 3 |
2021 | Non-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] | paper | 2 |
2009 | Higher-order beliefs among professional stock market forecasters: some first empirical tests In: ZEW Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
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