CESifo Research Network Fellow

Michael Melvin

University of California, San Diego
Rady School of Management
9500 Gilman Dr,, 92093, La Jolla, USA, CA

Affiliated Research Network Area

Macro, Money, and International Finance

Fields of Interest

  • International Finance

CESifo Working Papers

Trading with the Informed and against the Uninformed: Flows and Positioning in the Global Currency Market

Aldo Barrios, Rob Franolic, Davide Giovanardi, Michael Melvin
CESifo, Munich, 2022
CESifo Working Paper No. 9921

Chinese Exchange Rate Policy: Lessons for Global Investors

Michael Melvin, Frank Westermann
CESifo, Munich, 2020
CESifo Working Paper No. 8493

Retaining Alpha: The Effect of Trade Size and Rebalancing Frequency on FX Strategy Returns

Michael Melvin, Wenqiang Pan, Petra Wikstrom
CESifo, Munich, 2020
CESifo Working Paper No. 8143

When Carry Goes Bad: The Magnitude, Causes, and Duration of Currency Carry Unwinds

Michael Melvin, Duncan Shand
CESifo, Munich, 2016
CESifo Working Paper No. 6210

Forecasting Exchange Rates: An Investor Perspective

Michael Melvin, John Prins, Duncan Shand
CESifo, Munich, 2013
CESifo Working Paper No. 4238

Active Currency Investing and Performance Benchmarks

Michael Melvin, Duncan Shand
CESifo, Munich, 2010
CESifo Working Paper No. 3052

The Crisis in the Foreign Exchange Market

Michael Melvin, Mark P. Taylor
CESifo, Munich, 2009
CESifo Working Paper No. 2707

Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book

Michael Melvin, Lukas Menkhoff, Maik Schmeling
CESifo, Munich, 2009
CESifo Working Paper No. 2656

Bank of England Interest Rate Announcements and the Foreign Exchange Market

Michael Melvin, Christian Saborowski, Michael Sager, Mark P. Taylor
CESifo, Munich, 2009
CESifo Working Paper No. 2613

Automating Exchange Rate Target Zones: Intervention via an Electronic Limit Order Book

Michael Melvin, Lukas Menkhoff, Maik Schmeling
CESifo, Munich, 2008
CESifo Working Paper No. 2221

The Dark Side of International Cross-Listing: Effects on Rival Firms at Home

Michael Melvin, Magali Valero
CESifo, Munich, 2007
CESifo Working Paper No. 2174