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 1 5 102 0 2 12 282
A Comprehensive Look at Financial Volatility Prediction by Economic Variables 0 0 0 131 0 0 1 324
Addressing the risks in crypto: laying out the options 1 1 14 128 2 5 39 356
An Intermediation-Based Model of Exchange Rates 0 0 2 17 0 0 5 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 2 2 4 40
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 1 1 4 83
Banking across borders: At the crossroads in the transition away from LIBOR - from overnight to term rates 0 0 3 30 0 0 6 83
Carry Trades and Global FX Volatility 1 1 2 425 2 3 13 1,010
Carry Trades and Global Foreign Exchange Volatility 0 1 1 254 0 3 7 571
Central clearing in government bond markets: keeping the "safe asset" safe? 0 0 9 9 1 2 25 25
Constrained Dealers and Market Efficiency 0 0 0 3 0 0 1 15
Constrained Liquidity Provision in Currency Markets 0 0 2 20 1 1 3 37
Constrained Liquidity Provision in Currency Markets 0 0 1 1 1 1 4 4
Constrained liquidity provision in currency markets 0 0 2 11 1 1 4 13
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 0 1 2 47 1 3 9 123
Crypto carry 1 1 12 37 3 5 35 103
Currency Momentum Strategies 0 0 2 102 0 3 11 434
Currency Momentum Strategies 0 0 1 279 3 5 23 1,519
Currency Momentum Strategies 0 0 2 148 0 0 6 522
Currency Value 0 0 0 111 2 3 4 179
DeFi lending: intermediation without information? 2 4 20 132 6 22 65 329
Debt De-risking 0 0 0 8 0 1 2 30
Debt De-risking 0 0 0 15 0 1 4 55
Debt derisking 0 1 1 1 0 1 1 1
Decentralised finance (DeFi): a functional approach 0 0 6 18 2 4 23 43
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 50 1 3 6 156
Explaining Monetary Spillovers: The Matrix Reloaded 0 0 0 36 0 0 5 100
Explaining Monetary Spillovers: The Matrix Reloaded 1 1 1 19 1 2 4 54
Financial conditions and the macroeconomy: a two-factor view 2 8 8 8 2 8 8 8
Global Asset Allocation Shifts 0 0 1 41 3 3 7 156
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 1 3 14 34
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 Production Linkages and Stock Market Comovement 0 0 2 16 0 1 9 51
Global portfolio investments and FX derivatives 2 12 12 12 3 11 11 11
Global production linkages and stock market co-movement 0 0 1 35 1 1 7 49
Has the Pricing of Stocks Become More Global? 0 0 0 18 1 1 3 80
Has the Pricing of Stocks Become More Global? 0 0 0 79 1 1 4 52
Has the pricing of stocks become more global? 0 0 0 42 1 1 2 96
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 0 1 1 136 0 1 4 485
Intermediation Markups and Monetary Policy Passthrough 0 0 0 56 2 3 9 127
Intermediation Markups and Monetary Policy Passthrough 0 1 1 52 1 2 5 91
Intermediation markups and monetary policy pass-through 0 0 0 26 0 0 0 629
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 1 1 1 384
International diversification benefits with foreign exchange investment styles 1 1 1 67 1 2 9 295
Leverage and margin spirals in fixed income markets during the Covid-19 crisis 0 0 4 114 4 8 23 332
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 0 219
Margins, debt capacity, and systemic risk 0 1 4 17 0 1 9 20
Margins, debt capacity, and systemic risk 0 0 0 0 0 0 2 2
Monetary policy expectation errors 0 1 3 31 0 2 7 54
Monetary policy's rising FX impact in the era of ultra-low rates 0 0 1 59 0 0 6 83
Monetary policy's rising FX impact in the era of ultra-low rates 0 0 0 62 2 3 7 184
Non-Monetary News in Central Bank Communication 0 0 0 53 0 0 0 62
Non-bank Financial Intermediaries and Financial Stability 0 1 6 27 1 3 16 73
Non-bank financial intermediaries and financial stability 3 3 11 65 5 10 52 182
Non-monetary news in central bank communication 0 0 2 41 1 4 15 135
On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications 0 0 7 485 0 3 28 1,156
Optimal Transport of Information 0 0 0 53 0 1 1 120
Optimal Transport of Information 0 1 1 17 0 1 2 32
Optimal Transport of Information 1 1 1 17 2 2 2 31
Persuasion by Dimension Reduction 0 0 2 17 0 0 5 29
Persuasion by Dimension Reduction 0 0 0 13 0 1 7 24
Peso Problems in the Estimation of the C-CAPM 0 1 1 4 1 3 7 21
Policy Announcement Design 0 0 0 36 0 1 3 66
Predicting financial market stress with machine learning 0 0 1 1 5 10 16 16
Relationship Discounts in Corporate Bond Trading 0 0 0 0 0 0 1 1
Relationship discounts in corporate bond trading 1 1 1 8 1 1 2 5
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 2 2 3 105
Scarcity effects of QE: A transaction-level analysis in the Bund market 0 0 0 46 1 2 4 127
Segmented money markets and covered interest parity arbitrage 0 0 0 33 1 1 3 83
Segmented money markets and covered interest parity arbitrage 0 0 0 70 3 5 11 159
Size and Momentum Profitability in International Stock Markets 0 0 0 35 0 1 1 54
Size and Momentum Profitability in International Stock Markets 0 1 1 40 0 1 2 60
The FOMC Risk Shift 0 0 0 58 0 1 4 113
The FOMC risk shift 0 0 1 27 1 2 5 36
The demand for government debt 0 0 0 19 1 4 14 45
The international dimension of repo: five new facts 5 10 10 10 9 11 11 11
The market turbulence and carry trade unwind of August 2024 1 3 18 19 3 9 64 69
The response of tail risk perceptions to unconventional monetary policy 0 0 0 61 1 1 6 191
US dollar funding markets during the Covid-19 crisis - the international dimension 0 0 1 55 1 2 6 98
US dollar funding markets during the Covid-19 crisis - the money market fund turmoil 0 1 4 223 0 4 23 672
When the walk is not random: commodity prices and exchange rates 0 1 2 59 2 3 7 138
Total Working Papers 22 61 200 5,840 95 218 814 17,001

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 0 2 5 232
A reappraisal of the leading indicator properties of the yield curve under structural instability 0 0 0 39 0 0 3 169
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 0 1 7 194 0 4 25 716
CP and CDs markets: a primer 0 0 3 8 1 10 34 69
Carry Trades and Global Foreign Exchange Volatility 0 0 3 210 2 4 24 641
Changes in monetary policy operating procedures over the last decade: insights from a new database 0 0 1 9 0 0 7 51
Common risk factors in international stock markets 0 0 3 46 0 0 10 164
Constrained liquidity provision in currency markets 1 1 1 1 1 3 3 3
Covered Interest Parity Arbitrage 0 1 2 6 1 4 13 46
Cross‐sectional Tests of Conditional Asset Pricing Models: Evidence from the German Stock Market 0 0 3 76 0 1 4 228
Currency Value 0 0 2 78 1 4 11 259
Currency momentum strategies 2 6 13 414 4 15 53 1,355
DeFi risks and the decentralisation illusion 3 6 20 118 12 36 127 504
Debt Derisking 1 1 1 1 1 1 4 4
Decentralized Finance (DeFi): A Functional Approach 0 1 6 9 1 3 27 33
Dividend Predictability Around the World 0 0 0 10 0 0 1 68
Downsized FX markets: causes and implications 0 0 0 19 0 1 6 93
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? 0 0 0 88 1 2 2 298
Explaining Monetary Spillovers: The Matrix Reloaded 1 2 5 6 1 2 18 28
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 2 3 12 82
Foreword: OTC foreign exchange and interest rate derivatives markets through the prism of the Triennial Survey 0 0 2 3 0 2 12 20
Hanging up the phone - electronic trading in fixed income markets and its implications 0 0 3 44 1 3 10 146
Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades 0 0 0 16 1 2 3 138
International Diversification Benefits with Foreign Exchange Investment Styles 0 0 2 20 0 0 3 155
International stock return predictability under model uncertainty 0 0 2 56 0 1 6 233
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 0 2 3 247
Methoden mittelfristiger gesamtwirtschaftlicher Projektionen 0 0 0 0 0 0 0 23
Monetary policy expectation errors 0 0 2 18 0 0 9 61
Monetary policy’s rising FX impact in the era of ultra-low rates 0 0 3 28 2 3 10 85
Non-monetary news in central bank communication 0 2 6 120 5 15 40 476
Peso problems in the estimation of the C‐CAPM 0 0 1 2 1 1 5 17
Rendite und Risiko von Carry Trade Strategien auf Devisenmärkten 0 0 0 21 0 0 0 63
Sizing up global foreign exchange markets 0 1 2 19 0 2 7 91
Tackling the risks in crypto: Choosing among bans, containment and regulation 1 2 10 18 5 8 19 36
The FOMC Risk Shift 0 0 3 23 1 3 23 104
The Market Microstructure of Central Bank Bond Purchases 0 0 8 70 0 2 24 176
The Response of Tail Risk Perceptions to Unconventional Monetary Policy 0 0 0 37 0 2 4 166
The anatomy of the global FX market through the lens of the 2013 Triennial Survey 1 1 1 54 7 7 8 211
What do professional forecasters' stock market expectations tell us about herding, information extraction and beauty contests? 0 0 0 21 0 1 5 108
When the Walk Is Not Random: Commodity Prices and Exchange Rates 0 0 1 20 5 8 11 141
Zinsstruktur als Konjunkturindikator: Wie variabel ist die Prognosekraft? 0 0 0 21 0 1 2 87
Total Journal Articles 10 25 118 2,103 56 159 600 8,250

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 1 11 96
Non-bank financial intermediaries and financial stability 1 2 17 39 4 10 50 95
Total Chapters 1 2 17 39 5 11 61 191

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Statistics updated 2025-09-05