Journal Publications
Global versus Local Asset Pricing: A New Test of Market Integration
Review of Financial Studies, Vol. 24(12) (2011), 3891-3940, Abstract
Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change
Review of Financial Studies, Vol. 23(4) (2010), 1681-1717.
with Massimo Massa and Joel Peress, Abstract
International Order Flows: Explaining Equity and Exchange Rate Returns
Journal of International Money and Finance, Vol 29(2) (2010), 358-386.
with Peter Dunne and Michael Moore, Abstract
Subprime Crisis and Board (in-)Competence: Private vs. Public Banks in Germany
Economic Policy, Vol. 24(60), 701-751, October 2009
with Marcel Thum, Abstract and Data
Awarded the 2010 Standard Life ECGI Price for Best Working Paper, European Corporate Governance Institute
Awarded the 2009 Special Prize for Best Journal Article on the Financial Crisis, Europlace
Home Bias at the Fund Level
American Economic Review, Vol.98(2), pp.333-38, May 2008
with Hélène Rey, Abstract
The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse
Journal of the European Economic Association, MIT Press, Vol. 4(4) (2006), 862-890
Exchange Rate, Equity Prices and Capital Flows,
Review of Financial Studies, Vol. 19 (2006), 273-317.
with Helene Rey, Abstract
Awarded the Best Paper in Finance and Economics 2007 Award, Europlace
Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?
American Economic Review P&P, Vol. 96(2) (2004), 126-133,
with Helene Rey, Abstract
How has the Euro changed the Foreign Exchange Market?
Economic Policy, Vol. 17 (2002), No. 1, 149-192,
with William Killeen and Michael Moore
The Euro as an International Currency: Explaining Puzzling First Evidence from the Foreign Exchange Markets
Journal of International Money and Finance, Vol. 21 (2002), No. 3, 351-383,
with William Killeen and Michael Moore
Real Exchange Rate Volatility and Economic Openness: Theory and Evidence
Journal of Money, Credit and Banking, Vol. 34 (2002), No. 3, 611-630
Abstract and Data
Geographic Patterns of Trading Profitability in Xetra
European Economic Review, Vol. 45 (2001), No. 4-6, 757-769.
Location Matters: An Examination of Trading Profits
Journal of Finance, Vol. 56 (2001), No. 5,1959-1983.
Awarded the Joseph de la Vega Prize 2000, Best Paper Award of the Federation of European Stock Exchanges
Exchange rate determination: The role of factor price rigidities and nontradeables
Journal of International Economics, Vol. 50 (2000), No. 2, 421-447
Lawyers, Legislation, and Social Welfare
European Journal of Law and Economics, 9 (2000), 231-254,
with Marcel Thum
Competitive Entry and Endogenous Risk in the Foreign Exchange Market
Review of Financial Studies, Vol. 11 (1998), No. 4, 757-787.
Privatization under Political Interference: Evidence from Eastern Germany
European Economic Review, 42 (1998), 1177-1201.
Discussions of Journal Articles
Comments on Fiscal Policy and Interest Rates in Europe
Economic Policy, Vol. 21, No. 47 (2006), 481-484.
Comments on Corporate Risk Management for Multinational Corporations: Financial and Operational Hedging Policies
European Finance Revue, 2 (1999), 247-249.
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