VoxEU Column Limits to currency momentum trading Andreas Schrimpf Lucio Sarno Maik Schmeling Lukas Menkhoff 31 Mar 2012 International Finance International trade
Discussion paper DP8747 Currency Momentum Strategies Lukas Menkhoff Lucio Sarno Andreas Schrimpf Maik Schmeling 1 Jan 2012 Financial Economics International Macroeconomics F31 G12 G15
VoxEU Column The risk in carry trades Andreas Schrimpf Lucio Sarno Maik Schmeling Lukas Menkhoff 23 Mar 2011 Exchange Rates International Finance
Discussion paper DP8291 Carry Trades and Global Foreign Exchange Volatility Lukas Menkhoff Lucio Sarno Andreas Schrimpf Maik Schmeling 14 Mar 2011 Financial Economics International Macroeconomics F31 G12 G15