| Carry trades and global foreign exchange volatility L Menkhoff, L Sarno, M Schmeling, A Schrimpf The Journal of Finance 67 (2), 681-718, 2012 | 1091 | 2012 |
| Currency momentum strategies L Menkhoff, L Sarno, M Schmeling, A Schrimpf Journal of Financial Economics, 2012 | 700 | 2012 |
| Non-monetary news in central bank communication A Cieslak, A Schrimpf Journal of International Economics 118, 293-315, 2019 | 418 | 2019 |
| A comprehensive look at financial volatility prediction by economic variables C Christiansen, M Schmeling, A Schrimpf Journal of Applied Econometrics 27 (6), 956-977, 2012 | 303 | 2012 |
| Currency value L Menkhoff, L Sarno, M Schmeling, A Schrimpf The Review of Financial Studies 30 (2), 416-441, 2017 | 177* | 2017 |
| Covered interest parity arbitrage D Rime, A Schrimpf, O Syrstad Review of Financial Studies, 2022 | 176* | 2022 |
| Common risk factors in international stock markets PS Schmidt, U von Arx, A Schrimpf, AF Wagner, A Ziegler Financial Markets and Portfolio Management 33, 213-241, 2019 | 174* | 2019 |
| DeFi risks and the decentralisation illusion S Aramonte, W Huang, A Schrimpf BIS Quarterly Review 21, 2021 | 168 | 2021 |
| Leverage and margin spirals in fixed income markets during the Covid-19 crisis A Schrimpf, HS Shin, V Sushko BIS Bulletins 2, 2020 | 162 | 2020 |
| The response of tail risk perceptions to unconventional monetary policy M Hattori, A Schrimpf, V Sushko American Economic Journal: Macroeconomics 8 (2), 111-136, 2016 | 152 | 2016 |
| Information flows in foreign exchange markets: Dissecting customer currency trades L Menkhoff, L Sarno, M Schmeling, A Schrimpf The Journal of Finance 71 (2), 601-634, 2016 | 129 | 2016 |
| Dividend predictability around the world J Rangvid, M Schmeling, A Schrimpf Journal of Financial and Quantitative Analysis 49 (5-6), 1255-1277, 2014 | 129 | 2014 |
| International diversification benefits with foreign exchange investment styles TA Kroencke, F Schindler, A Schrimpf Review of Finance 18 (5), 1847-1883, 2014 | 129* | 2014 |
| The anatomy of the global FX market through the lens of the 2013 Triennial Survey D Rime, A Schrimpf BIS Quarterly Review, December, 2013 | 124 | 2013 |
| Cross‐sectional tests of conditional asset pricing models: evidence from the German stock market A Schrimpf, M Schröder, R Stehle European Financial Management 13 (5), 880-907, 2007 | 113 | 2007 |
| Beyond LIBOR: a primer on the new benchmark rates A Schrimpf, V Sushko BIS Quarterly Review March, 2019 | 102 | 2019 |
| Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? M Schmeling, A Schrimpf European Economic Review 55 (5), 702-719, 2011 | 100 | 2011 |
| Monetary policy's rising FX impact in the era of ultra-low rates M Ferrari, J Kearns, A Schrimpf Journal of Banking and Finance, 2017 | 96* | 2017 |
| When the walk is not random: commodity prices and exchange rates E Kohlscheen, FH Avalos, A Schrimpf International Journal of Central Banking 13 (2), 121-158, 2017 | 88 | 2017 |
| Explaining monetary spillovers: The matrix reloaded J Kearns, A Schrimpf, FD Xia Journal of Money, Credit and Banking 55 (6), 1535-1568, 2023 | 85 | 2023 |
Maik SchmelingGoethe University FrankfurtEmail verificata su finance.uni-frankfurt.de
