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 1 128 0 2 17 306
A Comprehensive Look at Financial Volatility Prediction by Economic Variables 1 2 11 78 1 6 28 205
An Intermediation-Based Model of Exchange Rates 0 1 3 20 1 3 13 38
An Intermediation-Based Model of Exchange Rates 0 0 0 28 0 1 9 23
An intermediation-based model of exchange rates 0 1 1 18 1 4 15 26
Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns 0 0 1 31 3 4 7 143
Asset ppricing with a reference level of consumption: New evidence from the cross-section of stock returns 0 0 0 4 3 4 7 70
Carry Trades and Global FX Volatility 0 0 1 416 2 4 10 968
Carry Trades and Global Foreign Exchange Volatility 2 2 6 233 5 9 27 487
Consumption-Based Asset Pricing with a Reference Level: New Evidence from the Cross-Section of Stock Returns 0 0 0 73 0 2 5 270
Covered Interest Parity Arbitrage 1 2 12 34 6 9 33 54
Currency Momentum Strategies 0 3 11 73 4 17 74 325
Currency Momentum Strategies 0 1 11 254 4 17 70 1,286
Currency Momentum Strategies 0 0 3 135 3 12 35 450
Currency Value 0 2 8 103 0 5 26 152
Debt De-risking 0 11 11 11 2 6 6 6
Dividend predictability around the world 0 0 0 77 0 2 3 295
Evaluating conditional asset pricing models for the German stock market 0 1 4 155 2 6 18 510
Expected Inflation, Expected Stock Returns, and Money Illusion: What can we learn from Survey Expectations? 0 0 0 190 1 2 10 486
Explaining Monetary Spillovers: The Matrix Reloaded 0 2 4 27 4 7 24 40
Explaining Monetary Spillovers: The Matrix Reloaded 0 1 8 33 3 6 40 54
Global Asset Allocation Shifts 0 1 3 36 6 10 14 113
Global Asset Pricing: Is There a Role for Long-run Consumption Risk? 0 0 0 57 0 1 6 154
Has the Pricing of Stocks Become More Global? 0 0 0 17 1 3 12 45
Has the Pricing of Stocks Become More Global? 0 0 0 76 2 4 8 30
Has the pricing of stocks become more global? 0 0 0 41 2 3 11 55
Higher-order beliefs among professional stock market forecasters: some first empirical tests 0 0 1 104 1 1 11 331
Information flows in foreign exchange markets: dissecting customer currency trades 0 0 6 130 6 11 47 437
Intermediation Markups and Monetary Policy Passthrough 0 1 2 47 4 8 20 49
Intermediation Markups and Monetary Policy Passthrough 0 0 0 49 3 8 31 71
Intermediation markups and monetary policy pass-through 0 0 0 22 3 8 25 57
International Diversification Benefits with Foreign Exchange Investment Styles 0 0 0 55 0 3 9 245
International Stock Return Predictability Under Model Uncertainty 0 1 2 121 0 3 16 371
International diversification benefits with foreign exchange investment styles 0 0 0 64 0 4 8 267
Leverage and margin spirals in fixed income markets during the Covid-19 crisis 5 27 34 34 13 61 83 83
Long-horizon consumption risk and the cross-section of returns: New tests and international evidence 0 0 0 19 2 4 5 86
Macro Expectations, Aggregate Uncertainty, and Expected Term Premia 0 0 0 62 2 4 13 157
Macro expectations, aggregate uncertainty, and expected term premia 0 0 0 41 1 1 5 207
Monetary policy's rising FX impact in the era of ultra-low rates 0 0 2 57 2 2 13 62
Monetary policy's rising FX impact in the era of ultra-low rates 0 0 7 53 1 5 43 104
Non-Monetary News in Central Bank Communication 0 0 3 44 3 4 14 35
Non-monetary news in central bank communication 0 0 4 22 1 4 32 56
On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications 5 17 57 303 15 44 143 757
Policy Announcement Design 1 6 30 30 5 14 32 32
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 0 40 1 1 4 81
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 0 19 0 2 11 65
Scarcity effects of QE: A transaction-level analysis in the Bund market 0 1 3 38 1 2 23 84
Scarcity effects of QE: A transaction-level analysis in the Bund market 1 1 5 32 3 5 24 53
Segmented money markets and covered interest parity arbitrage 0 0 1 30 3 4 13 58
Segmented money markets and covered interest parity arbitrage 0 1 6 55 1 6 27 86
Size and Momentum Profitability in International Stock Markets 0 0 1 32 1 1 11 42
Size and Momentum Profitability in International Stock Markets 0 0 1 30 0 1 6 32
The FOMC Risk Shift 2 5 42 42 6 16 65 65
The response of tail risk perceptions to unconventional monetary policy 0 0 1 52 0 1 8 159
US dollar funding markets during the Covid-19 crisis - the international dimension 2 19 39 39 6 34 40 40
US dollar funding markets during the Covid-19 crisis - the money market fund turmoil 2 23 45 45 4 33 41 41
When the walk is not random: commodity prices and exchange rates 0 0 1 51 2 5 13 103
Total Working Papers 22 132 392 4,110 146 449 1,364 10,907

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 4 29 190
A reappraisal of the leading indicator properties of the yield curve under structural instability 0 0 6 28 0 1 15 142
Asset pricing with a reference level of consumption: New evidence from the cross-section of stock returns 0 1 2 28 0 3 9 150
Beyond LIBOR: a primer on the new benchmark rates 6 14 71 83 21 56 251 303
Carry Trades and Global Foreign Exchange Volatility 1 1 6 179 6 10 39 542
Common risk factors in international stock markets 1 5 14 14 1 10 41 41
Cross‐sectional Tests of Conditional Asset Pricing Models: Evidence from the German Stock Market 0 0 2 58 0 0 8 191
Currency Value 1 4 11 45 3 13 44 147
Currency momentum strategies 2 9 58 274 7 36 203 887
Dividend Predictability Around the World 0 0 1 8 0 1 8 51
Downsized FX markets: causes and implications 0 0 2 14 1 2 17 58
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? 0 1 2 82 1 4 15 272
FX strategies in periods of distress 0 1 1 26 2 3 12 139
FX trade execution: complex and highly fragmented 1 1 1 1 3 7 15 15
Hanging up the phone - electronic trading in fixed income markets and its implications 1 1 1 27 2 4 13 84
Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades 0 0 0 13 2 3 16 102
International Diversification Benefits with Foreign Exchange Investment Styles 0 1 3 11 0 6 27 81
International stock return predictability under model uncertainty 1 2 3 49 1 6 22 200
Long-horizon consumption risk and the cross-section of returns: new tests and international evidence 0 0 0 23 0 2 5 77
Macro-expectations, aggregate uncertainty, and expected term premia 0 1 4 51 3 7 20 189
Methoden mittelfristiger gesamtwirtschaftlicher Projektionen 0 0 0 0 1 1 8 19
Non-monetary news in central bank communication 0 1 16 19 4 11 99 107
Rendite und Risiko von Carry Trade Strategien auf Devisenmärkten 0 2 4 17 0 3 9 47
Sizing up global foreign exchange markets 0 1 6 6 1 5 20 20
The Market Microstructure of Central Bank Bond Purchases 2 3 10 10 2 6 21 21
The Response of Tail Risk Perceptions to Unconventional Monetary Policy 2 3 4 23 2 5 21 120
The anatomy of the global FX market through the lens of the 2013 Triennial Survey 0 0 1 45 4 10 19 166
What do professional forecasters' stock market expectations tell us about herding, information extraction and beauty contests? 0 0 1 15 0 0 9 82
When the Walk Is Not Random: Commodity Prices and Exchange Rates 0 2 6 14 1 11 31 78
Zinsstruktur als Konjunkturindikator: Wie variabel ist die Prognosekraft? 0 0 0 17 0 1 10 58
Total Journal Articles 18 54 236 1,180 68 231 1,056 4,579

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 3 13 19
Total Chapters 0 0 0 0 0 3 13 19

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Statistics updated 2020-09-04