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 4 102 7 11 19 293
A Comprehensive Look at Financial Volatility Prediction by Economic Variables 0 0 0 131 3 7 8 331
Addressing the risks in crypto: laying out the options 1 1 11 130 1 3 32 362
An Intermediation-Based Model of Exchange Rates 0 0 0 30 2 4 9 45
An Intermediation-Based Model of Exchange Rates 0 0 0 23 4 6 10 65
An Intermediation-Based Model of Exchange Rates 0 0 1 17 1 1 6 24
An intermediation-based model of exchange rates 0 0 0 23 0 2 2 49
Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns 0 0 0 34 2 3 3 154
Asset ppricing with a reference level of consumption: New evidence from the cross-section of stock returns 0 0 0 4 0 1 5 85
Banking across borders: At the crossroads in the transition away from LIBOR - from overnight to term rates 0 0 1 30 3 4 7 87
Carry Trades and Global FX Volatility 0 0 2 425 2 7 17 1,018
Carry Trades and Global Foreign Exchange Volatility 0 0 1 254 2 4 11 575
Central clearing in government bond markets: keeping the "safe asset" safe? 0 0 0 9 4 4 7 29
Constrained Dealers and Market Efficiency 0 0 0 3 0 0 0 15
Constrained Liquidity Provision in Currency Markets 0 0 0 20 1 1 2 38
Constrained Liquidity Provision in Currency Markets 0 0 1 1 1 3 5 7
Constrained liquidity provision in currency markets 0 0 1 11 5 8 10 21
Consumption-Based Asset Pricing with a Reference Level: New Evidence from the Cross-Section of Stock Returns 0 0 0 74 1 3 3 280
Covered Interest Parity Arbitrage 0 0 1 47 0 5 12 128
Crypto carry 1 4 11 42 11 23 47 128
Currency Momentum Strategies 1 1 2 149 4 9 11 531
Currency Momentum Strategies 0 0 1 102 4 9 16 443
Currency Momentum Strategies 1 2 2 281 20 27 44 1,548
Currency Value 0 0 0 111 0 3 7 182
DeFi lending: intermediation without information? 6 10 28 144 13 30 94 369
Debt De-risking 0 0 0 15 1 3 6 58
Debt De-risking 0 0 0 8 2 4 5 34
Debt derisking 0 0 1 1 1 2 3 3
Decentralised finance (DeFi): a functional approach 2 3 6 21 7 9 22 53
Dividend predictability around the world 0 0 0 81 0 2 2 316
Evaluating conditional asset pricing models for the German stock market 0 0 0 160 2 2 3 525
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? 0 0 0 192 0 2 3 498
Explaining Monetary Spillovers: The Matrix Reloaded 0 0 0 36 8 8 11 108
Explaining Monetary Spillovers: The Matrix Reloaded 0 0 1 19 2 2 6 56
Explaining Monetary Spillovers: The Matrix Reloaded 0 0 0 50 3 5 9 162
Financial conditions and the macroeconomy: a two-factor view 0 1 11 11 6 15 29 29
Global Asset Allocation Shifts 0 0 1 41 0 7 13 163
Global Asset Pricing: Is There a Role for Long-run Consumption Risk? 0 0 0 59 0 2 2 168
Global Bank Lending and Exchange Rates 0 0 0 17 10 16 25 51
Global Production Linkages and Stock Market Comovement 0 0 0 10 1 5 7 20
Global Production Linkages and Stock Market Comovement 0 0 0 0 1 4 5 6
Global Production Linkages and Stock Market Comovement 0 0 2 16 3 6 11 57
Global portfolio investments and FX derivatives 0 2 15 15 8 14 29 29
Global production linkages and stock market co-movement 0 0 1 35 2 5 9 54
Has the Pricing of Stocks Become More Global? 0 0 0 79 2 2 5 54
Has the Pricing of Stocks Become More Global? 0 0 0 18 0 1 4 81
Has the pricing of stocks become more global? 0 0 0 42 6 6 7 102
Higher-order beliefs among professional stock market forecasters: some first empirical tests 0 0 0 105 0 1 1 343
Information flows in foreign exchange markets: dissecting customer currency trades 0 0 1 136 3 7 10 492
Intermediation Markups and Monetary Policy Passthrough 0 0 0 56 3 4 10 132
Intermediation Markups and Monetary Policy Passthrough 0 0 1 52 2 2 4 93
Intermediation markups and monetary policy pass-through 0 0 0 26 2 5 5 634
International Diversification Benefits with Foreign Exchange Investment Styles 0 0 0 56 0 4 4 263
International Stock Return Predictability Under Model Uncertainty 0 0 0 122 3 5 8 391
International diversification benefits with foreign exchange investment styles 0 0 1 67 4 8 12 304
Leverage and margin spirals in fixed income markets during the Covid-19 crisis 0 2 5 117 6 14 34 350
Liquidity management and asset sales by bond funds in the face of investor redemptions in March 2020 0 0 1 16 2 2 3 55
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 4 4 5 169
Macro expectations, aggregate uncertainty, and expected term premia 0 0 0 44 3 4 5 224
Margins, debt capacity, and systemic risk 0 0 0 0 2 2 3 5
Margins, debt capacity, and systemic risk 0 0 1 17 3 5 7 25
Monetary policy expectation errors 0 0 1 31 3 5 8 59
Monetary policy's rising FX impact in the era of ultra-low rates 0 0 0 59 2 8 11 91
Monetary policy's rising FX impact in the era of ultra-low rates 0 0 1 63 2 8 14 193
Non-Monetary News in Central Bank Communication 0 0 0 53 3 13 13 75
Non-bank Financial Intermediaries and Financial Stability 0 1 7 29 3 9 23 83
Non-bank financial intermediaries and financial stability 0 1 9 67 8 25 60 208
Non-monetary news in central bank communication 0 0 0 41 3 7 14 142
On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications 0 1 4 486 3 5 25 1,163
Optimal Transport of Information 0 1 1 54 2 4 5 124
Optimal Transport of Information 0 1 2 18 4 7 9 38
Optimal Transport of Information 0 0 1 17 1 4 5 36
Persuasion by Dimension Reduction 0 1 2 18 3 5 7 34
Persuasion by Dimension Reduction 0 0 0 13 2 3 7 27
Peso Problems in the Estimation of the C-CAPM 0 0 2 5 1 1 7 23
Policy Announcement Design 0 0 0 36 1 3 5 69
Predicting financial market stress with machine learning 1 2 6 6 13 25 47 47
Relationship Discounts in Corporate Bond Trading 0 0 0 0 1 2 2 3
Relationship discounts in corporate bond trading 0 0 1 8 2 5 6 10
Relationship discounts incorporate bond trading 0 0 0 6 1 4 5 11
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 0 41 2 3 4 94
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 1 23 5 6 7 81
Scarcity effects of QE: A transaction-level analysis in the Bund market 0 0 0 41 5 9 12 115
Scarcity effects of QE: A transaction-level analysis in the Bund market 0 0 0 46 0 2 6 129
Segmented money markets and covered interest parity arbitrage 0 0 0 70 3 13 23 173
Segmented money markets and covered interest parity arbitrage 0 0 0 33 3 5 6 88
Size and Momentum Profitability in International Stock Markets 0 0 1 40 1 1 3 61
Size and Momentum Profitability in International Stock Markets 0 0 0 35 1 3 5 58
The FOMC Risk Shift 0 0 0 58 4 5 8 118
The FOMC risk shift 0 0 0 27 4 6 10 43
The demand for government debt 0 1 1 20 1 8 18 53
The international dimension of repo: five new facts 0 0 10 10 10 20 35 35
The market turbulence and carry trade unwind of August 2024 3 4 11 24 49 61 93 135
The response of tail risk perceptions to unconventional monetary policy 0 0 0 61 2 6 10 197
US dollar funding markets during the Covid-19 crisis - the international dimension 0 0 2 57 4 9 15 110
US dollar funding markets during the Covid-19 crisis - the money market fund turmoil 0 2 8 229 10 19 42 699
When the walk is not random: commodity prices and exchange rates 0 0 1 59 2 8 14 146
Total Working Papers 16 41 187 5,903 357 694 1,298 17,775

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 7 235
A reappraisal of the leading indicator properties of the yield curve under structural instability 0 1 1 40 1 4 6 173
An Intermediation-Based Model of Exchange Rates 0 1 5 5 10 20 32 32
Asset pricing with a reference level of consumption: New evidence from the cross-section of stock returns 0 0 0 28 1 6 9 171
Asset pricing with a reference level of consumption: New evidence from the cross‐section of stock returns 0 0 0 4 1 1 2 14
Beyond LIBOR: a primer on the new benchmark rates 0 1 5 195 0 4 19 720
CP and CDs markets: a primer 0 0 1 8 1 3 21 72
Carry Trades and Global Foreign Exchange Volatility 0 2 4 212 2 8 23 649
Changes in monetary policy operating procedures over the last decade: insights from a new database 0 0 1 9 4 8 13 59
Common risk factors in international stock markets 0 0 2 46 2 5 10 169
Constrained liquidity provision in currency markets 1 2 3 3 11 17 20 20
Covered Interest Parity Arbitrage 1 2 4 8 7 12 23 59
Cross‐sectional Tests of Conditional Asset Pricing Models: Evidence from the German Stock Market 0 0 1 76 3 5 7 233
Currency Value 1 1 4 81 2 6 14 267
Currency momentum strategies 0 5 14 419 15 28 63 1,385
DeFi risks and the decentralisation illusion 0 10 24 128 27 61 175 584
Debt Derisking 0 0 1 1 2 4 8 8
Decentralized Finance (DeFi): A Functional Approach 1 4 10 15 6 18 38 54
Dividend Predictability Around the World 0 0 0 10 1 1 2 69
Downsized FX markets: causes and implications 0 0 0 19 1 7 14 102
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? 0 0 0 88 1 2 5 301
Explaining Monetary Spillovers: The Matrix Reloaded 2 2 5 8 4 8 25 40
FX strategies in periods of distress 0 0 0 28 5 6 6 167
FX trade execution: complex and highly fragmented 0 0 2 9 6 10 25 96
Foreword: OTC foreign exchange and interest rate derivatives markets through the prism of the Triennial Survey 0 0 1 3 3 5 11 25
Hanging up the phone - electronic trading in fixed income markets and its implications 0 0 1 44 2 3 9 149
Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades 0 0 0 16 1 2 6 141
International Diversification Benefits with Foreign Exchange Investment Styles 0 0 1 20 1 2 4 157
International stock return predictability under model uncertainty 1 1 3 57 2 9 13 242
Long-horizon consumption risk and the cross-section of returns: new tests and international evidence 0 0 0 24 1 3 4 87
Macro-expectations, aggregate uncertainty, and expected term premia 0 0 0 67 1 5 8 253
Methoden mittelfristiger gesamtwirtschaftlicher Projektionen 0 0 0 0 0 0 0 23
Monetary policy expectation errors 2 4 4 22 5 12 18 74
Monetary policy’s rising FX impact in the era of ultra-low rates 1 2 4 30 1 2 12 91
Non-monetary news in central bank communication 0 0 4 122 6 18 55 507
Peso problems in the estimation of the C‐CAPM 0 0 0 2 3 8 10 25
Rendite und Risiko von Carry Trade Strategien auf Devisenmärkten 0 0 0 21 1 1 1 64
Sizing up global foreign exchange markets 0 1 2 20 0 5 10 96
Tackling the risks in crypto: Choosing among bans, containment and regulation 1 1 11 21 3 6 25 45
The FOMC Risk Shift 1 2 4 25 2 3 19 108
The Market Microstructure of Central Bank Bond Purchases 0 0 5 70 1 4 25 182
The Response of Tail Risk Perceptions to Unconventional Monetary Policy 0 0 0 37 0 6 8 172
The anatomy of the global FX market through the lens of the 2013 Triennial Survey 0 2 3 56 4 11 19 222
What do professional forecasters' stock market expectations tell us about herding, information extraction and beauty contests? 0 0 0 21 1 3 7 111
When the Walk Is Not Random: Commodity Prices and Exchange Rates 0 0 1 20 3 8 19 149
Zinsstruktur als Konjunkturindikator: Wie variabel ist die Prognosekraft? 0 0 0 21 1 1 3 88
Total Journal Articles 12 44 131 2,159 157 364 853 8,690

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 1 5 7 101
Non-bank financial intermediaries and financial stability 0 4 16 45 7 25 61 125
Total Chapters 0 4 16 45 8 30 68 226

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Statistics updated 2026-01-09