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 1 131 0 0 2 323
A Comprehensive Look at Financial Volatility Prediction by Economic Variables 0 2 3 100 0 3 9 278
Addressing the risks in crypto: laying out the options 1 2 14 124 6 11 48 347
An Intermediation-Based Model of Exchange Rates 1 1 3 17 1 4 8 22
An Intermediation-Based Model of Exchange Rates 0 0 0 30 2 2 2 38
An Intermediation-Based Model of Exchange Rates 0 0 0 23 3 4 5 59
An intermediation-based model of exchange rates 0 0 0 23 0 0 1 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 2 3 82
Banking across borders: At the crossroads in the transition away from LIBOR - from overnight to term rates 0 0 2 29 0 2 7 82
Carry Trades and Global FX Volatility 0 1 1 424 3 4 9 1,005
Carry Trades and Global Foreign Exchange Volatility 0 0 1 253 0 2 4 566
Central clearing in government bond markets: keeping the "safe asset" safe? 0 0 9 9 0 1 23 23
Constrained Dealers and Market Efficiency 0 0 0 3 0 0 4 15
Constrained Liquidity Provision in Currency Markets 1 1 1 1 1 1 3 3
Constrained Liquidity Provision in Currency Markets 0 0 3 20 0 0 3 36
Constrained liquidity provision in currency markets 1 1 2 11 1 1 5 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 0 0 1 46 1 3 7 120
Crypto carry 0 3 11 35 0 9 34 94
Currency Momentum Strategies 0 0 2 279 2 6 26 1,513
Currency Momentum Strategies 0 0 3 101 0 1 14 430
Currency Momentum Strategies 0 0 4 148 0 1 9 522
Currency Value 0 0 2 111 0 0 2 175
DeFi lending: intermediation without information? 2 6 18 126 4 18 50 303
Debt De-risking 0 0 0 15 1 1 3 53
Debt De-risking 0 0 0 8 0 0 1 29
Decentralised finance (DeFi): a functional approach 2 3 11 18 3 5 26 38
Dividend predictability around the world 0 0 0 81 0 0 1 314
Evaluating conditional asset pricing models for the German stock market 0 0 0 160 0 1 1 523
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? 0 0 0 192 0 1 2 496
Explaining Monetary Spillovers: The Matrix Reloaded 0 0 0 50 0 0 4 153
Explaining Monetary Spillovers: The Matrix Reloaded 0 0 0 18 0 0 2 52
Explaining Monetary Spillovers: The Matrix Reloaded 0 0 0 36 0 1 6 100
Global Asset Allocation Shifts 1 1 1 41 1 1 5 153
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 12 30
Global Production Linkages and Stock Market Comovement 0 0 0 0 0 1 2 2
Global Production Linkages and Stock Market Comovement 0 0 2 16 0 2 10 50
Global Production Linkages and Stock Market Comovement 0 0 0 10 0 1 3 15
Global production linkages and stock market co-movement 0 0 0 34 0 2 5 47
Has the Pricing of Stocks Become More Global? 0 0 0 79 0 2 4 51
Has the Pricing of Stocks Become More Global? 0 0 0 18 0 2 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 0 0 1 135 0 1 5 484
Intermediation Markups and Monetary Policy Passthrough 0 0 0 51 0 0 3 89
Intermediation Markups and Monetary Policy Passthrough 0 0 0 56 0 2 6 124
Intermediation markups and monetary policy pass-through 0 0 0 26 0 0 190 629
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 1 66 1 1 9 293
Leverage and margin spirals in fixed income markets during the Covid-19 crisis 1 1 5 113 4 5 20 321
Liquidity management and asset sales by bond funds in the face of investor redemptions in March 2020 0 1 1 16 0 1 3 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 0 0 164
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 0 4 16 0 1 12 19
Monetary policy expectation errors 0 0 2 30 0 1 9 52
Monetary policy's rising FX impact in the era of ultra-low rates 0 0 0 62 0 1 5 180
Monetary policy's rising FX impact in the era of ultra-low rates 0 0 1 59 1 2 6 82
Non-Monetary News in Central Bank Communication 0 0 1 53 0 0 3 62
Non-bank Financial Intermediaries and Financial Stability 0 4 5 26 0 5 21 68
Non-bank financial intermediaries and financial stability 2 3 13 62 6 18 66 172
Non-monetary news in central bank communication 0 0 5 41 0 2 15 130
On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications 1 1 16 484 1 7 36 1,148
Optimal Transport of Information 0 0 0 16 0 0 0 29
Optimal Transport of Information 0 0 0 16 0 0 1 31
Optimal Transport of Information 0 0 0 53 0 0 1 119
Persuasion by Dimension Reduction 0 1 3 17 0 1 5 28
Persuasion by Dimension Reduction 0 0 0 13 0 2 6 22
Peso Problems in the Estimation of the C-CAPM 0 0 0 3 0 0 4 18
Policy Announcement Design 0 0 0 36 0 1 4 65
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 1 1 1 7
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 0 41 0 0 1 90
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 2 23 0 0 2 75
Scarcity effects of QE: A transaction-level analysis in the Bund market 0 0 0 46 1 2 2 125
Scarcity effects of QE: A transaction-level analysis in the Bund market 0 0 0 41 0 0 2 103
Segmented money markets and covered interest parity arbitrage 0 0 1 70 1 2 11 154
Segmented money markets and covered interest parity arbitrage 0 0 0 33 0 0 2 82
Size and Momentum Profitability in International Stock Markets 0 0 0 35 0 0 1 53
Size and Momentum Profitability in International Stock Markets 0 0 0 39 0 1 1 59
The FOMC Risk Shift 0 0 0 58 0 1 3 112
The FOMC risk shift 0 0 1 27 0 1 3 34
The demand for government debt 0 0 0 19 1 4 12 40
The market turbulence and carry trade unwind of August 2024 0 1 15 15 1 11 56 56
The response of tail risk perceptions to unconventional monetary policy 0 0 2 61 0 1 10 190
US dollar funding markets during the Covid-19 crisis - the international dimension 0 0 1 55 0 1 5 96
US dollar funding markets during the Covid-19 crisis - the money market fund turmoil 1 1 5 222 5 7 22 665
When the walk is not random: commodity prices and exchange rates 0 0 1 58 0 1 5 135
Total Working Papers 14 34 181 5,765 54 182 943 16,727

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 1 2 229
A reappraisal of the leading indicator properties of the yield curve under structural instability 0 0 1 39 0 2 4 169
Asset pricing with a reference level of consumption: New evidence from the cross-section of stock returns 0 0 0 28 0 1 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 2 8 193 3 5 28 709
CP and CDs markets: a primer 0 0 5 8 1 7 34 59
Carry Trades and Global Foreign Exchange Volatility 0 1 4 209 1 6 19 633
Changes in monetary policy operating procedures over the last decade: insights from a new database 0 0 1 9 0 0 7 48
Common risk factors in international stock markets 0 2 3 46 0 4 11 164
Covered Interest Parity Arbitrage 0 1 1 5 0 4 15 41
Cross‐sectional Tests of Conditional Asset Pricing Models: Evidence from the German Stock Market 0 0 4 76 0 0 5 227
Currency Value 1 1 3 78 1 2 14 255
Currency momentum strategies 0 2 15 407 2 10 58 1,335
DeFi risks and the decentralisation illusion 2 3 16 109 15 34 96 448
Decentralized Finance (DeFi): A Functional Approach 1 2 8 8 4 7 27 27
Dividend Predictability Around the World 0 0 0 10 0 1 1 68
Downsized FX markets: causes and implications 0 0 0 19 0 1 6 90
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? 0 0 1 88 0 0 1 296
Explaining Monetary Spillovers: The Matrix Reloaded 0 0 4 4 1 6 16 23
FX strategies in periods of distress 0 0 0 28 0 0 0 161
FX trade execution: complex and highly fragmented 1 2 2 9 2 5 11 79
Foreword: OTC foreign exchange and interest rate derivatives markets through the prism of the Triennial Survey 0 1 2 3 0 3 9 17
Hanging up the phone - electronic trading in fixed income markets and its implications 1 1 4 44 1 2 9 142
Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades 0 0 0 16 0 0 1 136
International Diversification Benefits with Foreign Exchange Investment Styles 1 1 3 20 1 2 7 155
International stock return predictability under model uncertainty 0 0 1 55 0 0 4 230
Long-horizon consumption risk and the cross-section of returns: new tests and international evidence 0 0 0 24 0 0 0 83
Macro-expectations, aggregate uncertainty, and expected term premia 0 0 0 67 0 0 3 245
Methoden mittelfristiger gesamtwirtschaftlicher Projektionen 0 0 0 0 0 0 0 23
Monetary policy expectation errors 0 0 3 18 0 2 11 59
Monetary policy’s rising FX impact in the era of ultra-low rates 1 2 4 28 1 3 12 82
Non-monetary news in central bank communication 0 0 14 118 2 5 40 460
Peso problems in the estimation of the C‐CAPM 0 0 1 2 0 0 6 16
Rendite und Risiko von Carry Trade Strategien auf Devisenmärkten 0 0 0 21 0 0 0 63
Sizing up global foreign exchange markets 0 0 1 18 0 1 7 87
Tackling the risks in crypto: Choosing among bans, containment and regulation 0 5 15 16 0 7 22 28
The FOMC Risk Shift 0 0 5 22 3 9 25 99
The Market Microstructure of Central Bank Bond Purchases 0 2 9 69 1 8 27 171
The Response of Tail Risk Perceptions to Unconventional Monetary Policy 0 0 1 37 0 0 5 164
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 0 1 2 105
When the Walk Is Not Random: Commodity Prices and Exchange Rates 0 1 1 20 1 3 7 133
Zinsstruktur als Konjunkturindikator: Wie variabel ist die Prognosekraft? 0 0 0 21 0 0 1 86
Total Journal Articles 9 29 140 2,070 40 142 560 8,027

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 1 37 95
Non-bank financial intermediaries and financial stability 1 6 21 37 3 11 49 79
Total Chapters 1 6 21 37 3 12 86 174

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Statistics updated 2025-05-12