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~person:"Lettau, Martin"
~person:"Levich, Richard M."
~person:"Payne, Richard"
~person:"Schmeling, Maik"
~subject:"Welt"
~type:"article"
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Foreign exchange market
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Lettau, Martin
Levich, Richard M.
Payne, Richard
Schmeling, Maik
Sarno, Lucio
6
McCauley, Robert N.
5
Melvin, Michael
5
Schrimpf, Andreas
5
Taylor, Mark P.
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Yamani, Ehab
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Orlov, Vitaly
4
Xuan Vinh Vo
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MacDonald, Ronald
3
Menkhoff, Lukas
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Ranaldo, Angelo
3
Riddiough, Steven J.
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Rime, Dagfinn
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Roussanov, Nikolai
3
Shin, Hyun Song
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2
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Journal of financial economics
2
Review of finance : journal of the European Finance Association
1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
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What do stock markets tell us about exchange rates?
Cenedese, Gino
;
Payne, Richard
;
Sarno, Lucio
;
Valente, …
- In:
Review of finance : journal of the European Finance …
20
(
2016
)
3
,
pp. 1045-1080
Persistent link: https://www.econbiz.de/10011590704
Saved in:
2
Conditional risk premia in currency markets and other asset classes
Lettau, Martin
;
Maggiori, Matteo
;
Weber, Michael
- In:
Journal of financial economics
114
(
2014
)
2
,
pp. 107-225
Persistent link: https://www.econbiz.de/10010532263
Saved in:
3
Carry trades and global foreign exchange volatility
Menkhoff, Lukas
;
Sarno, Lucio
;
Schmeling, Maik
; …
- In:
The journal of finance : the journal of the American …
67
(
2012
)
2
,
pp. 681-718
Persistent link: https://www.econbiz.de/10009533994
Saved in:
4
Currency momentum strategies
Menkhoff, Lukas
;
Sarno, Lucio
;
Schmeling, Maik
; …
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 660-684
Persistent link: https://www.econbiz.de/10009710153
Saved in:
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