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11 hits:
Working Paper

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
Working Paper

Chinese Exchange Rate Policy: Lessons for Global Investors

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

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
Working Paper

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

Working Paper

Forecasting Exchange Rates: An Investor Perspective

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

Working Paper

Active Currency Investing and Performance Benchmarks

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

Working Paper

The Crisis in the Foreign Exchange Market

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

Working Paper

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

Working Paper

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

Working Paper

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

Working Paper

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