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 98 0 2 8 275
A Comprehensive Look at Financial Volatility Prediction by Economic Variables 0 0 1 131 0 0 2 323
Addressing the risks in crypto: laying out the options 0 4 21 122 0 10 61 336
An Intermediation-Based Model of Exchange Rates 0 0 0 23 1 2 2 56
An Intermediation-Based Model of Exchange Rates 0 0 0 30 0 0 0 36
An Intermediation-Based Model of Exchange Rates 0 0 13 16 3 3 19 21
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 2 2 3 82
Banking across borders: At the crossroads in the transition away from LIBOR - from overnight to term rates 0 0 3 29 0 1 6 80
Carry Trades and Global FX Volatility 1 1 1 424 1 2 6 1,002
Carry Trades and Global Foreign Exchange Volatility 0 0 1 253 1 1 4 565
Central clearing in government bond markets: keeping the "safe asset" safe? 0 0 9 9 1 1 23 23
Constrained Dealers and Market Efficiency 0 0 0 3 0 0 5 15
Constrained Liquidity Provision in Currency Markets 0 1 3 20 0 1 3 36
Constrained Liquidity Provision in Currency Markets 0 0 0 0 0 1 2 2
Constrained liquidity provision in currency markets 0 0 1 10 0 0 5 11
Consumption-Based Asset Pricing with a Reference Level: New Evidence from the Cross-Section of Stock Returns 0 0 0 74 0 0 1 277
Covered Interest Parity Arbitrage 0 1 1 46 0 2 5 117
Crypto carry 2 4 13 34 3 10 36 88
Currency Momentum Strategies 0 0 5 101 1 3 17 430
Currency Momentum Strategies 0 0 2 279 2 6 28 1,509
Currency Momentum Strategies 0 1 4 148 1 3 12 522
Currency Value 0 0 2 111 0 0 3 175
DeFi lending: intermediation without information? 2 6 16 122 5 17 45 290
Debt De-risking 0 0 0 15 0 0 2 52
Debt De-risking 0 0 0 8 0 0 1 29
Decentralised finance (DeFi): a functional approach 1 2 11 16 1 8 24 34
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 0 0 522
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? 0 0 0 192 1 1 3 496
Explaining Monetary Spillovers: The Matrix Reloaded 0 0 2 36 1 3 8 100
Explaining Monetary Spillovers: The Matrix Reloaded 0 0 1 50 0 0 7 153
Explaining Monetary Spillovers: The Matrix Reloaded 0 0 1 18 0 2 4 52
Global Asset Allocation Shifts 0 0 0 40 0 2 5 152
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 1 17 1 3 18 28
Global Production Linkages and Stock Market Comovement 0 2 2 16 2 5 11 50
Global Production Linkages and Stock Market Comovement 0 0 0 0 1 1 2 2
Global Production Linkages and Stock Market Comovement 0 0 0 10 1 2 3 15
Global production linkages and stock market co-movement 0 0 0 34 2 2 5 47
Has the Pricing of Stocks Become More Global? 0 0 0 18 1 1 1 78
Has the Pricing of Stocks Become More Global? 0 0 0 79 2 2 4 51
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 1 3 5 484
Intermediation Markups and Monetary Policy Passthrough 0 0 0 51 0 1 3 89
Intermediation Markups and Monetary Policy Passthrough 0 0 0 56 0 3 5 122
Intermediation markups and monetary policy pass-through 0 0 0 26 0 0 309 629
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 0 5 8 292
Leverage and margin spirals in fixed income markets during the Covid-19 crisis 0 1 5 112 1 3 24 317
Liquidity management and asset sales by bond funds in the face of investor redemptions in March 2020 1 1 1 16 1 1 4 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 1 2 2
Margins, debt capacity, and systemic risk 0 0 4 16 0 1 12 18
Monetary policy expectation errors 0 0 2 30 0 1 11 51
Monetary policy's rising FX impact in the era of ultra-low rates 0 0 1 59 1 1 5 81
Monetary policy's rising FX impact in the era of ultra-low rates 0 0 0 62 1 1 5 180
Non-Monetary News in Central Bank Communication 0 0 2 53 0 0 4 62
Non-bank Financial Intermediaries and Financial Stability 4 5 7 26 5 9 29 68
Non-bank financial intermediaries and financial stability 1 3 12 60 6 18 57 160
Non-monetary news in central bank communication 0 0 5 41 2 2 17 130
On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications 0 3 22 483 3 11 44 1,144
Optimal Transport of Information 0 0 0 53 0 0 1 119
Optimal Transport of Information 0 0 0 16 0 1 1 31
Optimal Transport of Information 0 0 0 16 0 0 0 29
Persuasion by Dimension Reduction 0 0 0 13 1 3 5 21
Persuasion by Dimension Reduction 1 1 3 17 1 1 6 28
Peso Problems in the Estimation of the C-CAPM 0 0 0 3 0 4 4 18
Policy Announcement Design 0 0 0 36 1 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 3 7 0 0 2 4
Relationship discounts incorporate bond trading 0 0 0 6 0 0 1 6
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 0 41 0 0 2 90
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 1 2 23 0 1 2 75
Scarcity effects of QE: A transaction-level analysis in the Bund market 0 0 1 46 1 1 3 124
Scarcity effects of QE: A transaction-level analysis in the Bund market 0 0 0 41 0 0 3 103
Segmented money markets and covered interest parity arbitrage 0 0 0 33 0 1 2 82
Segmented money markets and covered interest parity arbitrage 0 0 3 70 0 3 12 152
Size and Momentum Profitability in International Stock Markets 0 0 0 35 0 0 3 53
Size and Momentum Profitability in International Stock Markets 0 0 0 39 1 1 1 59
The FOMC Risk Shift 0 0 0 58 1 3 3 112
The FOMC risk shift 0 0 1 27 0 1 2 33
The demand for government debt 0 0 2 19 1 3 13 37
The market turbulence and carry trade unwind of August 2024 1 5 15 15 5 16 50 50
The response of tail risk perceptions to unconventional monetary policy 0 0 3 61 1 3 12 190
US dollar funding markets during the Covid-19 crisis - the international dimension 0 0 1 55 0 1 4 95
US dollar funding markets during the Covid-19 crisis - the money market fund turmoil 0 2 6 221 1 5 24 659
When the walk is not random: commodity prices and exchange rates 0 0 1 58 0 2 5 134
Total Working Papers 14 44 219 5,745 69 211 1,109 16,614

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 0 1 228
A reappraisal of the leading indicator properties of the yield curve under structural instability 0 0 1 39 2 2 4 169
Asset pricing with a reference level of consumption: New evidence from the cross-section of stock returns 0 0 0 28 1 4 4 165
Asset pricing with a reference level of consumption: New evidence from the cross‐section of stock returns 0 0 0 4 0 1 2 13
Beyond LIBOR: a primer on the new benchmark rates 1 2 8 192 2 6 30 706
CP and CDs markets: a primer 0 3 5 8 4 9 39 56
Carry Trades and Global Foreign Exchange Volatility 1 1 4 209 4 7 21 631
Changes in monetary policy operating procedures over the last decade: insights from a new database 0 1 1 9 0 2 7 48
Common risk factors in international stock markets 2 2 3 46 4 8 11 164
Covered Interest Parity Arbitrage 1 1 2 5 2 4 16 39
Cross‐sectional Tests of Conditional Asset Pricing Models: Evidence from the German Stock Market 0 1 6 76 0 1 7 227
Currency Value 0 0 3 77 0 3 15 253
Currency momentum strategies 1 2 20 406 3 10 70 1,328
DeFi risks and the decentralisation illusion 0 2 15 106 8 20 84 422
Decentralized Finance (DeFi): A Functional Approach 1 2 7 7 2 10 22 22
Dividend Predictability Around the World 0 0 0 10 0 0 0 67
Downsized FX markets: causes and implications 0 0 0 19 1 2 7 90
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? 0 0 1 88 0 0 3 296
Explaining Monetary Spillovers: The Matrix Reloaded 0 2 4 4 4 8 15 21
FX strategies in periods of distress 0 0 0 28 0 0 1 161
FX trade execution: complex and highly fragmented 0 0 2 7 1 4 9 75
Foreword: OTC foreign exchange and interest rate derivatives markets through the prism of the Triennial Survey 1 2 2 3 3 6 12 17
Hanging up the phone - electronic trading in fixed income markets and its implications 0 0 3 43 1 1 8 141
Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades 0 0 0 16 0 1 2 136
International Diversification Benefits with Foreign Exchange Investment Styles 0 0 2 19 0 0 7 153
International stock return predictability under model uncertainty 0 1 1 55 0 1 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 1 67 0 1 5 245
Methoden mittelfristiger gesamtwirtschaftlicher Projektionen 0 0 0 0 0 0 0 23
Monetary policy expectation errors 0 1 3 18 1 3 12 58
Monetary policy’s rising FX impact in the era of ultra-low rates 0 0 3 26 0 0 11 79
Non-monetary news in central bank communication 0 0 17 118 2 7 45 457
Peso problems in the estimation of the C‐CAPM 0 1 1 2 0 2 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 1 1 8 87
Tackling the risks in crypto: Choosing among bans, containment and regulation 2 3 13 13 3 4 24 24
The FOMC Risk Shift 0 1 6 22 1 4 19 91
The Market Microstructure of Central Bank Bond Purchases 2 6 10 69 5 13 26 168
The Response of Tail Risk Perceptions to Unconventional Monetary Policy 0 0 2 37 0 0 8 164
The anatomy of the global FX market through the lens of the 2013 Triennial Survey 0 0 1 53 0 1 4 204
What do professional forecasters' stock market expectations tell us about herding, information extraction and beauty contests? 0 0 0 21 0 0 1 104
When the Walk Is Not Random: Commodity Prices and Exchange Rates 0 0 0 19 1 1 8 131
Zinsstruktur als Konjunkturindikator: Wie variabel ist die Prognosekraft? 0 0 0 21 0 1 1 86
Total Journal Articles 12 34 148 2,053 56 148 579 7,941

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 40 94
Non-bank financial intermediaries and financial stability 4 7 24 35 6 14 53 74
Total Chapters 4 7 24 35 6 15 93 168

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Statistics updated 2025-03-03