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 4 102 0 0 10 282
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 0 2 12 129 2 7 37 361
An Intermediation-Based Model of Exchange Rates 0 0 0 30 2 5 7 43
An Intermediation-Based Model of Exchange Rates 0 0 0 23 0 0 5 59
An Intermediation-Based Model of Exchange Rates 0 0 1 17 0 1 5 23
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 0 2 4 84
Banking across borders: At the crossroads in the transition away from LIBOR - from overnight to term rates 0 0 2 30 0 0 5 83
Carry Trades and Global FX Volatility 0 1 2 425 4 7 15 1,015
Carry Trades and Global Foreign Exchange Volatility 0 0 1 254 2 2 9 573
Central clearing in government bond markets: keeping the "safe asset" safe? 0 0 0 9 0 1 4 25
Constrained Dealers and Market Efficiency 0 0 0 3 0 0 0 15
Constrained Liquidity Provision in Currency Markets 0 0 1 20 0 1 2 37
Constrained Liquidity Provision in Currency Markets 0 0 1 1 1 2 5 5
Constrained liquidity provision in currency markets 0 0 1 11 0 1 2 13
Consumption-Based Asset Pricing with a Reference Level: New Evidence from the Cross-Section of Stock Returns 0 0 0 74 1 1 1 278
Covered Interest Parity Arbitrage 0 0 2 47 2 3 10 125
Crypto carry 1 3 10 39 6 11 35 111
Currency Momentum Strategies 0 0 1 148 4 4 9 526
Currency Momentum Strategies 0 0 0 279 2 7 22 1,523
Currency Momentum Strategies 0 0 1 102 1 1 9 435
Currency Value 0 0 0 111 3 5 7 182
DeFi lending: intermediation without information? 2 6 21 136 5 21 73 344
Debt De-risking 0 0 0 15 0 0 4 55
Debt De-risking 0 0 0 8 0 0 2 30
Debt derisking 0 0 1 1 1 1 2 2
Decentralised finance (DeFi): a functional approach 0 0 6 18 1 4 23 45
Dividend predictability around the world 0 0 0 81 1 1 1 315
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 1 1 3 497
Explaining Monetary Spillovers: The Matrix Reloaded 0 0 0 50 0 2 5 157
Explaining Monetary Spillovers: The Matrix Reloaded 0 0 0 36 0 0 3 100
Explaining Monetary Spillovers: The Matrix Reloaded 0 1 1 19 0 1 4 54
Financial conditions and the macroeconomy: a two-factor view 1 5 11 11 5 13 19 19
Global Asset Allocation Shifts 0 0 1 41 0 3 6 156
Global Asset Pricing: Is There a Role for Long-run Consumption Risk? 0 0 0 59 1 1 1 167
Global Bank Lending and Exchange Rates 0 0 0 17 2 4 16 37
Global Production Linkages and Stock Market Comovement 0 0 2 16 1 1 8 52
Global Production Linkages and Stock Market Comovement 0 0 0 0 2 2 3 4
Global Production Linkages and Stock Market Comovement 0 0 0 10 1 1 3 16
Global portfolio investments and FX derivatives 2 5 15 15 5 12 20 20
Global production linkages and stock market co-movement 0 0 1 35 3 4 8 52
Has the Pricing of Stocks Become More Global? 0 0 0 79 0 1 3 52
Has the Pricing of Stocks Become More Global? 0 0 0 18 0 1 3 80
Has the pricing of stocks become more global? 0 0 0 42 0 1 1 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 0 1 136 1 1 5 486
Intermediation Markups and Monetary Policy Passthrough 0 0 0 56 0 3 10 128
Intermediation Markups and Monetary Policy Passthrough 0 0 1 52 0 1 4 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 1 1 1 260
International Stock Return Predictability Under Model Uncertainty 0 0 0 122 0 3 3 386
International diversification benefits with foreign exchange investment styles 0 1 1 67 2 4 12 298
Leverage and margin spirals in fixed income markets during the Covid-19 crisis 1 2 5 116 2 10 24 338
Liquidity management and asset sales by bond funds in the face of investor redemptions in March 2020 0 0 1 16 0 0 1 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 1 165
Macro expectations, aggregate uncertainty, and expected term premia 0 0 0 44 0 1 1 220
Margins, debt capacity, and systemic risk 0 0 0 0 0 1 3 3
Margins, debt capacity, and systemic risk 0 0 2 17 1 1 5 21
Monetary policy expectation errors 0 0 2 31 0 0 6 54
Monetary policy's rising FX impact in the era of ultra-low rates 0 1 1 63 1 4 7 186
Monetary policy's rising FX impact in the era of ultra-low rates 0 0 1 59 2 2 7 85
Non-Monetary News in Central Bank Communication 0 0 0 53 1 1 1 63
Non-bank Financial Intermediaries and Financial Stability 0 1 7 28 0 2 15 74
Non-bank financial intermediaries and financial stability 1 5 12 67 8 14 55 191
Non-monetary news in central bank communication 0 0 0 41 1 2 9 136
On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications 1 1 6 486 1 3 28 1,159
Optimal Transport of Information 0 0 0 53 0 0 1 120
Optimal Transport of Information 0 0 1 17 1 1 3 33
Optimal Transport of Information 0 1 1 17 1 3 3 32
Persuasion by Dimension Reduction 0 0 0 13 0 0 6 24
Persuasion by Dimension Reduction 0 0 1 17 0 0 3 29
Peso Problems in the Estimation of the C-CAPM 0 1 2 5 0 2 8 22
Policy Announcement Design 0 0 0 36 2 2 5 68
Predicting financial market stress with machine learning 0 3 4 4 6 17 28 28
Relationship Discounts in Corporate Bond Trading 0 0 0 0 0 0 0 1
Relationship discounts in corporate bond trading 0 1 1 8 0 1 1 5
Relationship discounts incorporate bond trading 0 0 0 6 1 1 2 8
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 0 41 0 0 1 91
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 1 23 1 1 2 76
Scarcity effects of QE: A transaction-level analysis in the Bund market 0 0 0 41 2 5 5 108
Scarcity effects of QE: A transaction-level analysis in the Bund market 0 0 0 46 1 2 5 128
Segmented money markets and covered interest parity arbitrage 0 0 0 70 2 6 13 162
Segmented money markets and covered interest parity arbitrage 0 0 0 33 0 1 3 83
Size and Momentum Profitability in International Stock Markets 0 0 0 35 0 1 2 55
Size and Momentum Profitability in International Stock Markets 0 0 1 40 0 0 2 60
The FOMC Risk Shift 0 0 0 58 0 0 4 113
The FOMC risk shift 0 0 0 27 0 2 5 37
The demand for government debt 1 1 1 20 6 7 19 51
The international dimension of repo: five new facts 0 5 10 10 4 17 19 19
The market turbulence and carry trade unwind of August 2024 1 3 12 21 3 11 48 77
The response of tail risk perceptions to unconventional monetary policy 0 0 0 61 1 2 5 192
US dollar funding markets during the Covid-19 crisis - the international dimension 0 2 2 57 2 6 9 103
US dollar funding markets during the Covid-19 crisis - the money market fund turmoil 1 5 9 228 4 12 30 684
When the walk is not random: commodity prices and exchange rates 0 0 1 59 3 5 9 141
Total Working Papers 12 56 185 5,874 120 295 855 17,201

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 4 232
A reappraisal of the leading indicator properties of the yield curve under structural instability 0 0 0 39 0 0 2 169
An Intermediation-Based Model of Exchange Rates 0 4 4 4 5 17 17 17
Asset pricing with a reference level of consumption: New evidence from the cross-section of stock returns 0 0 0 28 3 3 7 168
Asset pricing with a reference level of consumption: New evidence from the cross‐section of stock returns 0 0 0 4 0 0 1 13
Beyond LIBOR: a primer on the new benchmark rates 0 0 5 194 1 1 22 717
CP and CDs markets: a primer 0 0 3 8 0 1 26 69
Carry Trades and Global Foreign Exchange Volatility 2 2 5 212 5 7 23 646
Changes in monetary policy operating procedures over the last decade: insights from a new database 0 0 1 9 2 2 8 53
Common risk factors in international stock markets 0 0 2 46 0 0 8 164
Constrained liquidity provision in currency markets 0 1 1 1 2 3 5 5
Covered Interest Parity Arbitrage 0 0 2 6 0 2 12 47
Cross‐sectional Tests of Conditional Asset Pricing Models: Evidence from the German Stock Market 0 0 1 76 1 1 3 229
Currency Value 0 2 3 80 2 5 13 263
Currency momentum strategies 2 4 12 416 7 13 51 1,364
DeFi risks and the decentralisation illusion 3 6 20 121 8 39 139 531
Debt Derisking 0 1 1 1 2 3 6 6
Decentralized Finance (DeFi): A Functional Approach 1 3 7 12 6 10 31 42
Dividend Predictability Around the World 0 0 0 10 0 0 1 68
Downsized FX markets: causes and implications 0 0 0 19 2 4 9 97
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? 0 0 0 88 1 3 4 300
Explaining Monetary Spillovers: The Matrix Reloaded 0 1 4 6 2 7 21 34
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 8 18 88
Foreword: OTC foreign exchange and interest rate derivatives markets through the prism of the Triennial Survey 0 0 2 3 1 1 12 21
Hanging up the phone - electronic trading in fixed income markets and its implications 0 0 1 44 1 2 8 147
Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades 0 0 0 16 0 2 4 139
International Diversification Benefits with Foreign Exchange Investment Styles 0 0 1 20 1 1 3 156
International stock return predictability under model uncertainty 0 0 2 56 5 5 10 238
Long-horizon consumption risk and the cross-section of returns: new tests and international evidence 0 0 0 24 0 0 1 84
Macro-expectations, aggregate uncertainty, and expected term premia 0 0 0 67 1 2 5 249
Methoden mittelfristiger gesamtwirtschaftlicher Projektionen 0 0 0 0 0 0 0 23
Monetary policy expectation errors 1 1 3 19 1 2 9 63
Monetary policy’s rising FX impact in the era of ultra-low rates 0 0 2 28 0 6 10 89
Non-monetary news in central bank communication 0 2 5 122 8 26 49 497
Peso problems in the estimation of the C‐CAPM 0 0 1 2 2 3 7 19
Rendite und Risiko von Carry Trade Strategien auf Devisenmärkten 0 0 0 21 0 0 0 63
Sizing up global foreign exchange markets 1 1 3 20 2 2 9 93
Tackling the risks in crypto: Choosing among bans, containment and regulation 0 3 10 20 1 9 21 40
The FOMC Risk Shift 0 0 3 23 0 2 21 105
The Market Microstructure of Central Bank Bond Purchases 0 0 7 70 3 5 27 181
The Response of Tail Risk Perceptions to Unconventional Monetary Policy 0 0 0 37 0 0 3 166
The anatomy of the global FX market through the lens of the 2013 Triennial Survey 1 2 2 55 4 11 12 215
What do professional forecasters' stock market expectations tell us about herding, information extraction and beauty contests? 0 0 0 21 1 1 5 109
When the Walk Is Not Random: Commodity Prices and Exchange Rates 0 0 1 20 3 8 14 144
Zinsstruktur als Konjunkturindikator: Wie variabel ist die Prognosekraft? 0 0 0 21 0 0 2 87
Total Journal Articles 11 33 116 2,126 85 217 663 8,411

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 2 9 97
Non-bank financial intermediaries and financial stability 1 4 15 42 6 15 50 106
Total Chapters 1 4 15 42 7 17 59 203

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Statistics updated 2025-11-08