Access Statistics for Andreas Schrimpf

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comprehensive Look at Financial Volatility Prediction by Economic Variables 0 0 0 131 0 1 1 324
A Comprehensive Look at Financial Volatility Prediction by Economic Variables 0 2 5 102 1 4 12 282
Addressing the risks in crypto: laying out the options 0 3 13 127 3 7 39 354
An Intermediation-Based Model of Exchange Rates 0 0 2 17 0 0 7 22
An Intermediation-Based Model of Exchange Rates 0 0 0 23 0 0 5 59
An Intermediation-Based Model of Exchange Rates 0 0 0 30 0 0 2 38
An intermediation-based model of exchange rates 0 0 0 23 0 0 0 47
Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns 0 0 0 34 0 0 0 151
Asset ppricing with a reference level of consumption: New evidence from the cross-section of stock returns 0 0 0 4 0 0 3 82
Banking across borders: At the crossroads in the transition away from LIBOR - from overnight to term rates 0 1 3 30 0 1 6 83
Carry Trades and Global FX Volatility 0 0 1 424 0 3 11 1,008
Carry Trades and Global Foreign Exchange Volatility 0 1 1 254 1 5 7 571
Central clearing in government bond markets: keeping the "safe asset" safe? 0 0 9 9 0 1 24 24
Constrained Dealers and Market Efficiency 0 0 0 3 0 0 1 15
Constrained Liquidity Provision in Currency Markets 0 0 1 1 0 0 3 3
Constrained Liquidity Provision in Currency Markets 0 0 2 20 0 0 2 36
Constrained liquidity provision in currency markets 0 0 2 11 0 0 3 12
Consumption-Based Asset Pricing with a Reference Level: New Evidence from the Cross-Section of Stock Returns 0 0 0 74 0 0 0 277
Covered Interest Parity Arbitrage 1 1 2 47 1 2 9 122
Crypto carry 0 1 11 36 1 6 34 100
Currency Momentum Strategies 0 1 3 102 1 4 13 434
Currency Momentum Strategies 0 0 1 279 2 3 21 1,516
Currency Momentum Strategies 0 0 2 148 0 0 6 522
Currency Value 0 0 0 111 0 2 2 177
DeFi lending: intermediation without information? 1 4 18 130 12 20 62 323
Debt De-risking 0 0 0 15 1 2 4 55
Debt De-risking 0 0 0 8 1 1 2 30
Debt derisking 1 1 1 1 0 1 1 1
Decentralised finance (DeFi): a functional approach 0 0 7 18 1 3 25 41
Dividend predictability around the world 0 0 0 81 0 0 0 314
Evaluating conditional asset pricing models for the German stock market 0 0 0 160 0 0 1 523
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? 0 0 0 192 0 0 2 496
Explaining Monetary Spillovers: The Matrix Reloaded 0 0 0 18 1 1 3 53
Explaining Monetary Spillovers: The Matrix Reloaded 0 0 0 50 1 2 5 155
Explaining Monetary Spillovers: The Matrix Reloaded 0 0 0 36 0 0 5 100
Financial conditions and the macroeconomy: a two-factor view 5 6 6 6 5 6 6 6
Global Asset Allocation Shifts 0 0 1 41 0 0 4 153
Global Asset Pricing: Is There a Role for Long-run Consumption Risk? 0 0 0 59 0 0 0 166
Global Bank Lending and Exchange Rates 0 0 0 17 2 3 13 33
Global Production Linkages and Stock Market Comovement 0 0 2 16 1 1 9 51
Global Production Linkages and Stock Market Comovement 0 0 0 0 0 0 2 2
Global Production Linkages and Stock Market Comovement 0 0 0 10 0 0 3 15
Global portfolio investments and FX derivatives 10 10 10 10 7 8 8 8
Global production linkages and stock market co-movement 0 1 1 35 0 1 6 48
Has the Pricing of Stocks Become More Global? 0 0 0 79 0 0 3 51
Has the Pricing of Stocks Become More Global? 0 0 0 18 0 0 2 79
Has the pricing of stocks become more global? 0 0 0 42 0 0 2 95
Higher-order beliefs among professional stock market forecasters: some first empirical tests 0 0 0 105 0 0 0 342
Information flows in foreign exchange markets: dissecting customer currency trades 1 1 2 136 1 1 5 485
Intermediation Markups and Monetary Policy Passthrough 0 0 0 56 0 1 7 125
Intermediation Markups and Monetary Policy Passthrough 0 1 1 52 0 1 4 90
Intermediation markups and monetary policy pass-through 0 0 0 26 0 0 31 629
International Diversification Benefits with Foreign Exchange Investment Styles 0 0 0 56 0 0 0 259
International Stock Return Predictability Under Model Uncertainty 0 0 0 122 0 0 0 383
International diversification benefits with foreign exchange investment styles 0 0 0 66 1 1 9 294
Leverage and margin spirals in fixed income markets during the Covid-19 crisis 0 1 4 114 1 7 19 328
Liquidity management and asset sales by bond funds in the face of investor redemptions in March 2020 0 0 1 16 0 0 2 53
Long-horizon consumption risk and the cross-section of returns: New tests and international evidence 0 0 0 19 0 0 0 90
Macro Expectations, Aggregate Uncertainty, and Expected Term Premia 0 0 0 63 0 1 1 165
Macro expectations, aggregate uncertainty, and expected term premia 0 0 0 44 0 0 1 219
Margins, debt capacity, and systemic risk 0 0 0 0 0 0 2 2
Margins, debt capacity, and systemic risk 0 1 5 17 0 1 11 20
Monetary policy expectation errors 0 1 3 31 0 2 8 54
Monetary policy's rising FX impact in the era of ultra-low rates 0 0 1 59 0 1 6 83
Monetary policy's rising FX impact in the era of ultra-low rates 0 0 0 62 1 2 6 182
Non-Monetary News in Central Bank Communication 0 0 1 53 0 0 1 62
Non-bank Financial Intermediaries and Financial Stability 1 1 6 27 2 4 17 72
Non-bank financial intermediaries and financial stability 0 0 8 62 5 5 52 177
Non-monetary news in central bank communication 0 0 5 41 3 4 17 134
On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications 0 1 8 485 2 8 29 1,156
Optimal Transport of Information 0 1 1 17 0 1 2 32
Optimal Transport of Information 0 0 0 53 0 1 2 120
Optimal Transport of Information 0 0 0 16 0 0 0 29
Persuasion by Dimension Reduction 0 0 2 17 0 1 5 29
Persuasion by Dimension Reduction 0 0 0 13 1 2 7 24
Peso Problems in the Estimation of the C-CAPM 1 1 1 4 2 2 6 20
Policy Announcement Design 0 0 0 36 0 1 5 66
Predicting financial market stress with machine learning 0 0 1 1 2 9 11 11
Relationship Discounts in Corporate Bond Trading 0 0 0 0 0 0 1 1
Relationship discounts in corporate bond trading 0 0 0 7 0 0 1 4
Relationship discounts incorporate bond trading 0 0 0 6 0 0 1 7
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 2 23 0 0 2 75
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 0 41 0 1 1 91
Scarcity effects of QE: A transaction-level analysis in the Bund market 0 0 0 41 0 0 1 103
Scarcity effects of QE: A transaction-level analysis in the Bund market 0 0 0 46 0 1 3 126
Segmented money markets and covered interest parity arbitrage 0 0 0 33 0 0 2 82
Segmented money markets and covered interest parity arbitrage 0 0 0 70 1 2 9 156
Size and Momentum Profitability in International Stock Markets 1 1 1 40 1 1 2 60
Size and Momentum Profitability in International Stock Markets 0 0 0 35 1 1 1 54
The FOMC Risk Shift 0 0 0 58 1 1 4 113
The FOMC risk shift 0 0 1 27 1 1 4 35
The demand for government debt 0 0 0 19 2 4 15 44
The international dimension of repo: five new facts 5 5 5 5 2 2 2 2
The market turbulence and carry trade unwind of August 2024 2 3 18 18 6 10 66 66
The response of tail risk perceptions to unconventional monetary policy 0 0 0 61 0 0 5 190
US dollar funding markets during the Covid-19 crisis - the international dimension 0 0 1 55 0 1 5 97
US dollar funding markets during the Covid-19 crisis - the money market fund turmoil 0 1 4 223 2 7 23 672
When the walk is not random: commodity prices and exchange rates 0 1 2 59 0 1 5 136
Total Working Papers 29 52 188 5,818 80 177 798 16,906

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comprehensive look at financial volatility prediction by economic variables 0 0 0 0 2 3 5 232
A reappraisal of the leading indicator properties of the yield curve under structural instability 0 0 1 39 0 0 4 169
Asset pricing with a reference level of consumption: New evidence from the cross-section of stock returns 0 0 0 28 0 0 4 165
Asset pricing with a reference level of consumption: New evidence from the cross‐section of stock returns 0 0 0 4 0 0 2 13
Beyond LIBOR: a primer on the new benchmark rates 1 1 7 194 2 7 25 716
CP and CDs markets: a primer 0 0 3 8 7 9 35 68
Carry Trades and Global Foreign Exchange Volatility 0 1 3 210 1 6 22 639
Changes in monetary policy operating procedures over the last decade: insights from a new database 0 0 1 9 0 3 8 51
Common risk factors in international stock markets 0 0 3 46 0 0 11 164
Constrained liquidity provision in currency markets 0 0 0 0 1 2 2 2
Covered Interest Parity Arbitrage 1 1 2 6 1 4 12 45
Cross‐sectional Tests of Conditional Asset Pricing Models: Evidence from the German Stock Market 0 0 3 76 1 1 4 228
Currency Value 0 0 2 78 3 3 11 258
Currency momentum strategies 1 5 13 412 5 16 54 1,351
DeFi risks and the decentralisation illusion 1 6 20 115 13 44 122 492
Debt Derisking 0 0 0 0 0 0 3 3
Decentralized Finance (DeFi): A Functional Approach 1 1 8 9 2 5 29 32
Dividend Predictability Around the World 0 0 0 10 0 0 1 68
Downsized FX markets: causes and implications 0 0 0 19 0 3 7 93
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? 0 0 0 88 0 1 1 297
Explaining Monetary Spillovers: The Matrix Reloaded 1 1 4 5 1 4 17 27
FX strategies in periods of distress 0 0 0 28 0 0 0 161
FX trade execution: complex and highly fragmented 0 0 2 9 1 1 11 80
Foreword: OTC foreign exchange and interest rate derivatives markets through the prism of the Triennial Survey 0 0 2 3 2 3 12 20
Hanging up the phone - electronic trading in fixed income markets and its implications 0 0 3 44 0 3 9 145
Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades 0 0 0 16 0 1 2 137
International Diversification Benefits with Foreign Exchange Investment Styles 0 0 2 20 0 0 3 155
International stock return predictability under model uncertainty 0 1 2 56 0 3 7 233
Long-horizon consumption risk and the cross-section of returns: new tests and international evidence 0 0 0 24 0 1 1 84
Macro-expectations, aggregate uncertainty, and expected term premia 0 0 0 67 2 2 4 247
Methoden mittelfristiger gesamtwirtschaftlicher Projektionen 0 0 0 0 0 0 0 23
Monetary policy expectation errors 0 0 2 18 0 2 9 61
Monetary policy’s rising FX impact in the era of ultra-low rates 0 0 3 28 0 1 9 83
Non-monetary news in central bank communication 1 2 12 120 2 11 42 471
Peso problems in the estimation of the C‐CAPM 0 0 1 2 0 0 5 16
Rendite und Risiko von Carry Trade Strategien auf Devisenmärkten 0 0 0 21 0 0 0 63
Sizing up global foreign exchange markets 1 1 2 19 1 4 9 91
Tackling the risks in crypto: Choosing among bans, containment and regulation 0 1 10 17 2 3 18 31
The FOMC Risk Shift 0 1 3 23 1 4 24 103
The Market Microstructure of Central Bank Bond Purchases 0 1 8 70 2 5 25 176
The Response of Tail Risk Perceptions to Unconventional Monetary Policy 0 0 0 37 1 2 4 166
The anatomy of the global FX market through the lens of the 2013 Triennial Survey 0 0 0 53 0 0 1 204
What do professional forecasters' stock market expectations tell us about herding, information extraction and beauty contests? 0 0 0 21 1 3 5 108
When the Walk Is Not Random: Commodity Prices and Exchange Rates 0 0 1 20 1 3 6 136
Zinsstruktur als Konjunkturindikator: Wie variabel ist die Prognosekraft? 0 0 0 21 1 1 2 87
Total Journal Articles 8 23 123 2,093 56 164 587 8,194

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Non-Monetary News in Central Bank Communication 0 0 0 0 0 0 36 95
Non-bank financial intermediaries and financial stability 1 1 17 38 5 12 49 91
Total Chapters 1 1 17 38 5 12 85 186

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Statistics updated 2025-08-05