Access Statistics for Andreas Schrimpf

Author contact details at EconPapers.

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 2 15 26 301
A Comprehensive Look at Financial Volatility Prediction by Economic Variables 0 0 0 131 2 9 14 337
Addressing the risks in crypto: laying out the options 3 4 11 133 5 9 34 370
An Intermediation-Based Model of Exchange Rates 0 0 0 30 0 4 11 47
An Intermediation-Based Model of Exchange Rates 0 0 0 23 0 14 19 75
An Intermediation-Based Model of Exchange Rates 0 0 1 17 1 3 5 26
An intermediation-based model of exchange rates 0 0 0 23 1 7 9 56
Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns 0 0 0 34 1 9 10 161
Asset ppricing with a reference level of consumption: New evidence from the cross-section of stock returns 0 0 0 4 3 5 8 90
Banking across borders: At the crossroads in the transition away from LIBOR - from overnight to term rates 0 0 1 30 0 6 10 90
Carry Trades and Global FX Volatility 0 0 1 425 2 12 26 1,028
Carry Trades and Global Foreign Exchange Volatility 0 0 1 254 6 13 21 586
Central clearing in government bond markets: keeping the "safe asset" safe? 0 0 0 9 1 12 14 37
Constrained Dealers and Market Efficiency 0 0 0 3 7 9 9 24
Constrained Liquidity Provision in Currency Markets 0 0 1 1 0 2 6 8
Constrained Liquidity Provision in Currency Markets 0 0 0 20 2 5 6 42
Constrained liquidity provision in currency markets 0 0 1 11 3 17 22 33
Consumption-Based Asset Pricing with a Reference Level: New Evidence from the Cross-Section of Stock Returns 0 0 0 74 0 6 8 285
Covered Interest Parity Arbitrage 0 0 1 47 1 5 16 133
Crypto carry 1 2 9 43 15 38 67 155
Currency Momentum Strategies 0 0 1 102 2 12 21 451
Currency Momentum Strategies 1 2 2 150 1 11 16 538
Currency Momentum Strategies 0 1 2 281 2 26 45 1,554
Currency Value 1 1 1 112 3 6 13 188
DeFi lending: intermediation without information? 2 11 27 149 8 32 98 388
Debt De-risking 0 0 0 15 5 17 22 74
Debt De-risking 0 0 0 8 1 4 7 36
Debt derisking 0 0 1 1 1 5 7 7
Decentralised finance (DeFi): a functional approach 0 2 5 21 5 14 26 60
Dividend predictability around the world 0 0 0 81 0 3 5 319
Evaluating conditional asset pricing models for the German stock market 0 0 0 160 0 6 7 529
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? 0 0 0 192 2 19 21 517
Explaining Monetary Spillovers: The Matrix Reloaded 0 0 0 36 2 14 14 114
Explaining Monetary Spillovers: The Matrix Reloaded 0 0 0 50 0 7 13 166
Explaining Monetary Spillovers: The Matrix Reloaded 0 0 1 19 2 9 11 63
Financial conditions and the macroeconomy: a two-factor view 1 2 13 13 7 24 47 47
Global Asset Allocation Shifts 0 0 1 41 3 4 15 167
Global Asset Pricing: Is There a Role for Long-run Consumption Risk? 0 0 0 59 0 2 4 170
Global Bank Lending and Exchange Rates 0 0 0 17 1 14 27 55
Global Production Linkages and Stock Market Comovement 0 0 0 0 1 4 7 9
Global Production Linkages and Stock Market Comovement 0 0 0 10 0 4 8 23
Global Production Linkages and Stock Market Comovement 0 0 0 16 3 10 14 64
Global portfolio investments and FX derivatives 0 1 16 16 13 29 50 50
Global production linkages and stock market co-movement 0 0 1 35 2 8 13 60
Has the Pricing of Stocks Become More Global? 0 0 0 18 0 4 7 85
Has the Pricing of Stocks Become More Global? 0 0 0 79 0 3 4 55
Has the pricing of stocks become more global? 0 0 0 42 0 10 11 106
Higher-order beliefs among professional stock market forecasters: some first empirical tests 0 0 0 105 0 4 5 347
Information flows in foreign exchange markets: dissecting customer currency trades 0 0 1 136 1 5 10 494
Intermediation Markups and Monetary Policy Passthrough 0 1 1 57 3 11 18 140
Intermediation Markups and Monetary Policy Passthrough 0 0 1 52 0 6 8 97
Intermediation markups and monetary policy pass-through 0 0 0 26 0 6 9 638
International Diversification Benefits with Foreign Exchange Investment Styles 0 0 0 56 3 4 8 267
International Stock Return Predictability Under Model Uncertainty 0 0 0 122 2 9 14 397
International diversification benefits with foreign exchange investment styles 0 0 1 67 1 7 15 307
Leverage and margin spirals in fixed income markets during the Covid-19 crisis 1 2 7 119 6 23 50 367
Liquidity management and asset sales by bond funds in the face of investor redemptions in March 2020 0 0 0 16 16 20 20 73
Long-horizon consumption risk and the cross-section of returns: New tests and international evidence 0 0 0 19 2 4 4 94
Macro Expectations, Aggregate Uncertainty, and Expected Term Premia 0 0 0 63 1 7 8 172
Macro expectations, aggregate uncertainty, and expected term premia 0 0 0 44 0 5 7 226
Margins, debt capacity, and systemic risk 0 0 0 0 0 7 8 10
Margins, debt capacity, and systemic risk 0 0 1 17 3 8 12 30
Monetary policy expectation errors 2 2 3 33 2 6 11 62
Monetary policy's rising FX impact in the era of ultra-low rates 0 0 0 59 6 21 29 110
Monetary policy's rising FX impact in the era of ultra-low rates 0 0 1 63 0 4 15 195
Non-Monetary News in Central Bank Communication 0 0 0 53 15 27 37 99
Non-bank Financial Intermediaries and Financial Stability 0 1 4 30 0 8 20 88
Non-bank financial intermediaries and financial stability 1 1 8 68 4 16 56 216
Non-monetary news in central bank communication 0 0 0 41 18 48 57 187
On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications 0 0 3 486 3 12 28 1,172
Optimal Transport of Information 0 0 1 54 2 6 9 128
Optimal Transport of Information 0 0 2 18 2 11 16 45
Optimal Transport of Information 0 0 1 17 1 4 8 39
Persuasion by Dimension Reduction 0 0 1 18 3 9 12 40
Persuasion by Dimension Reduction 0 0 0 13 0 3 7 28
Peso Problems in the Estimation of the C-CAPM 0 0 2 5 2 4 8 26
Policy Announcement Design 0 0 0 36 0 3 6 71
Predicting financial market stress with machine learning 3 5 10 10 9 32 66 66
Relationship Discounts in Corporate Bond Trading 0 0 0 0 2 7 8 9
Relationship discounts in corporate bond trading 0 0 1 8 1 8 12 16
Relationship discounts incorporate bond trading 0 1 1 7 2 11 15 21
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 0 23 1 10 11 86
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 0 41 0 7 9 99
Scarcity effects of QE: A transaction-level analysis in the Bund market 0 0 0 46 0 1 6 130
Scarcity effects of QE: A transaction-level analysis in the Bund market 0 0 0 41 1 9 16 119
Segmented money markets and covered interest parity arbitrage 1 2 2 72 4 12 30 182
Segmented money markets and covered interest parity arbitrage 1 1 1 34 4 12 15 97
Size and Momentum Profitability in International Stock Markets 0 0 0 35 0 6 10 63
Size and Momentum Profitability in International Stock Markets 0 0 1 40 1 3 4 63
The FOMC Risk Shift 0 0 0 58 0 6 8 120
The FOMC risk shift 0 0 0 27 1 14 20 53
The demand for government debt 0 0 1 20 5 10 25 62
The international dimension of repo: five new facts 0 0 10 10 7 25 50 50
The market turbulence and carry trade unwind of August 2024 1 7 13 28 6 67 103 153
The response of tail risk perceptions to unconventional monetary policy 0 0 0 61 2 14 19 209
US dollar funding markets during the Covid-19 crisis - the international dimension 0 0 2 57 3 13 24 119
US dollar funding markets during the Covid-19 crisis - the money market fund turmoil 1 1 9 230 9 30 60 719
Unpacking repo haircuts and their implications for leverage 4 11 11 11 7 33 33 33
When the walk is not random: commodity prices and exchange rates 0 0 1 59 3 13 23 157
Total Working Papers 24 61 203 5,948 280 1,152 1,956 18,570

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 11 16 244
A reappraisal of the leading indicator properties of the yield curve under structural instability 0 0 1 40 1 5 8 177
An Intermediation-Based Model of Exchange Rates 0 0 5 5 3 25 47 47
Asset pricing with a reference level of consumption: New evidence from the cross-section of stock returns 0 0 0 28 1 4 9 174
Asset pricing with a reference level of consumption: New evidence from the cross‐section of stock returns 0 0 0 4 1 6 6 19
Beyond LIBOR: a primer on the new benchmark rates 0 2 5 197 7 14 28 734
CP and CDs markets: a primer 0 0 0 8 5 18 33 89
Carry Trades and Global Foreign Exchange Volatility 1 1 4 213 4 12 28 659
Changes in monetary policy operating procedures over the last decade: insights from a new database 0 0 0 9 1 11 18 66
Common risk factors in international stock markets 0 0 0 46 0 7 10 174
Constrained liquidity provision in currency markets 0 1 3 3 5 19 28 28
Covered Interest Parity Arbitrage 0 1 3 8 8 23 36 75
Cross‐sectional Tests of Conditional Asset Pricing Models: Evidence from the German Stock Market 0 0 0 76 0 6 9 236
Currency Value 0 2 5 82 2 12 24 277
Currency momentum strategies 1 1 14 420 5 28 70 1,398
DeFi risks and the decentralisation illusion 3 5 27 133 11 71 206 628
Debt Derisking 0 0 1 1 0 4 8 10
Decentralized Finance (DeFi): A Functional Approach 1 4 11 18 9 24 50 72
Dividend Predictability Around the World 0 0 0 10 0 4 5 72
Downsized FX markets: causes and implications 0 0 0 19 2 6 17 107
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? 0 0 0 88 0 6 10 306
Explaining Monetary Spillovers: The Matrix Reloaded 1 4 6 10 2 11 26 47
FX strategies in periods of distress 0 0 0 28 0 6 7 168
FX trade execution: complex and highly fragmented 0 0 2 9 9 28 43 118
Foreword: OTC foreign exchange and interest rate derivatives markets through the prism of the Triennial Survey 0 0 0 3 0 8 13 30
Hanging up the phone - electronic trading in fixed income markets and its implications 0 0 1 44 0 5 11 152
Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades 0 0 0 16 0 4 8 144
International Diversification Benefits with Foreign Exchange Investment Styles 0 0 1 20 0 3 6 159
International stock return predictability under model uncertainty 0 1 2 57 0 3 13 243
Long-horizon consumption risk and the cross-section of returns: new tests and international evidence 0 0 0 24 2 5 8 91
Macro-expectations, aggregate uncertainty, and expected term premia 0 0 0 67 1 6 13 258
Methoden mittelfristiger gesamtwirtschaftlicher Projektionen 0 0 0 0 0 3 3 26
Monetary policy expectation errors 0 3 5 23 1 9 20 78
Monetary policy’s rising FX impact in the era of ultra-low rates 1 2 5 31 1 4 15 94
Non-monetary news in central bank communication 0 0 4 122 1 12 56 513
Peso problems in the estimation of the C‐CAPM 0 0 0 2 0 11 17 33
Rendite und Risiko von Carry Trade Strategien auf Devisenmärkten 0 0 0 21 0 1 1 64
Sizing up global foreign exchange markets 0 0 2 20 5 8 17 104
Tackling the risks in crypto: Choosing among bans, containment and regulation 0 1 8 21 1 9 27 51
The FOMC Risk Shift 0 2 4 26 5 32 47 138
The Market Microstructure of Central Bank Bond Purchases 1 1 2 71 1 3 16 184
The Response of Tail Risk Perceptions to Unconventional Monetary Policy 0 0 0 37 0 3 11 175
The anatomy of the global FX market through the lens of the 2013 Triennial Survey 0 0 3 56 3 9 23 227
What do professional forecasters' stock market expectations tell us about herding, information extraction and beauty contests? 0 0 0 21 0 4 10 114
When the Walk Is Not Random: Commodity Prices and Exchange Rates 0 1 2 21 1 8 23 154
Zinsstruktur als Konjunkturindikator: Wie variabel ist die Prognosekraft? 0 0 0 21 0 2 3 89
Total Journal Articles 9 32 126 2,179 100 513 1,103 9,046

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 5 11 105
Non-bank financial intermediaries and financial stability 0 0 10 45 14 37 81 155
Total Chapters 0 0 10 45 14 42 92 260

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Statistics updated 2026-03-04