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 2 102 3 11 26 304
A Comprehensive Look at Financial Volatility Prediction by Economic Variables 0 0 0 131 3 9 17 340
Addressing the risks in crypto: laying out the options 0 3 10 133 1 9 30 371
An Intermediation-Based Model of Exchange Rates 0 0 0 30 0 2 11 47
An Intermediation-Based Model of Exchange Rates 0 0 1 17 0 2 5 26
An Intermediation-Based Model of Exchange Rates 0 0 0 23 0 10 19 75
An intermediation-based model of exchange rates 0 0 0 23 2 9 11 58
Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns 0 0 0 34 0 7 10 161
Asset ppricing with a reference level of consumption: New evidence from the cross-section of stock returns 0 0 0 4 1 6 9 91
Banking across borders: At the crossroads in the transition away from LIBOR - from overnight to term rates 0 0 1 30 0 3 8 90
Carry Trades and Global FX Volatility 0 0 1 425 3 13 29 1,031
Carry Trades and Global Foreign Exchange Volatility 0 0 1 254 2 13 22 588
Central clearing in government bond markets: keeping the "safe asset" safe? 0 0 0 9 0 8 14 37
Constrained Dealers and Market Efficiency 0 0 0 3 2 11 11 26
Constrained Liquidity Provision in Currency Markets 0 0 0 20 3 7 9 45
Constrained Liquidity Provision in Currency Markets 0 0 1 1 1 2 7 9
Constrained liquidity provision in currency markets 0 0 1 11 3 15 25 36
Consumption-Based Asset Pricing with a Reference Level: New Evidence from the Cross-Section of Stock Returns 0 0 0 74 1 6 9 286
Covered Interest Parity Arbitrage 1 1 2 48 2 7 16 135
Crypto carry 2 3 10 45 20 47 81 175
Currency Momentum Strategies 0 0 1 102 1 9 22 452
Currency Momentum Strategies 0 1 2 150 2 9 18 540
Currency Momentum Strategies 0 0 2 281 11 17 54 1,565
Currency Value 0 1 1 112 1 7 14 189
DeFi lending: intermediation without information? 1 6 26 150 6 25 95 394
Debt De-risking 0 0 0 8 1 3 8 37
Debt De-risking 0 0 0 15 1 17 23 75
Debt derisking 0 0 1 1 0 4 7 7
Decentralised finance (DeFi): a functional approach 1 1 6 22 2 9 27 62
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 1 5 7 530
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? 0 0 0 192 1 20 22 518
Explaining Monetary Spillovers: The Matrix Reloaded 0 0 1 19 1 8 12 64
Explaining Monetary Spillovers: The Matrix Reloaded 0 0 0 36 3 9 17 117
Explaining Monetary Spillovers: The Matrix Reloaded 0 0 0 50 0 4 13 166
Financial conditions and the macroeconomy: a two-factor view 0 2 13 13 6 24 53 53
Global Asset Allocation Shifts 0 0 1 41 5 9 20 172
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 1 1 1 18 3 7 30 58
Global Production Linkages and Stock Market Comovement 0 0 0 10 2 5 10 25
Global Production Linkages and Stock Market Comovement 0 0 0 0 2 5 9 11
Global Production Linkages and Stock Market Comovement 0 0 0 16 1 8 15 65
Global portfolio investments and FX derivatives 1 2 17 17 5 26 55 55
Global production linkages and stock market co-movement 0 0 1 35 2 8 15 62
Has the Pricing of Stocks Become More Global? 0 0 0 79 2 3 6 57
Has the Pricing of Stocks Become More Global? 0 0 0 18 1 5 7 86
Has the pricing of stocks become more global? 0 0 0 42 0 4 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 5 7 15 499
Intermediation Markups and Monetary Policy Passthrough 0 1 1 57 4 12 20 144
Intermediation Markups and Monetary Policy Passthrough 0 0 1 52 0 4 8 97
Intermediation markups and monetary policy pass-through 0 0 0 26 0 4 9 638
International Diversification Benefits with Foreign Exchange Investment Styles 1 1 1 57 1 5 9 268
International Stock Return Predictability Under Model Uncertainty 0 0 0 122 3 9 17 400
International diversification benefits with foreign exchange investment styles 0 0 1 67 2 5 17 309
Leverage and margin spirals in fixed income markets during the Covid-19 crisis 0 2 7 119 11 28 61 378
Liquidity management and asset sales by bond funds in the face of investor redemptions in March 2020 0 0 0 16 0 18 20 73
Long-horizon consumption risk and the cross-section of returns: New tests and international evidence 0 0 0 19 1 5 5 95
Macro Expectations, Aggregate Uncertainty, and Expected Term Premia 0 0 0 63 0 3 8 172
Macro expectations, aggregate uncertainty, and expected term premia 0 0 0 44 0 2 7 226
Margins, debt capacity, and systemic risk 0 0 1 17 2 7 13 32
Margins, debt capacity, and systemic risk 0 0 0 0 0 5 8 10
Monetary policy expectation errors 0 2 3 33 0 3 10 62
Monetary policy's rising FX impact in the era of ultra-low rates 0 0 0 59 1 20 30 111
Monetary policy's rising FX impact in the era of ultra-low rates 0 0 1 63 0 2 15 195
Non-Monetary News in Central Bank Communication 0 0 0 53 6 30 43 105
Non-bank Financial Intermediaries and Financial Stability 1 2 5 31 3 8 23 91
Non-bank financial intermediaries and financial stability 0 1 8 68 5 13 55 221
Non-monetary news in central bank communication 0 0 0 41 9 54 66 196
On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications 1 1 4 487 3 12 28 1,175
Optimal Transport of Information 0 0 1 54 1 5 10 129
Optimal Transport of Information 0 0 1 17 2 5 10 41
Optimal Transport of Information 0 0 2 18 1 8 17 46
Persuasion by Dimension Reduction 0 0 1 18 0 6 12 40
Persuasion by Dimension Reduction 0 0 0 13 1 2 7 29
Peso Problems in the Estimation of the C-CAPM 0 0 2 5 1 4 9 27
Policy Announcement Design 0 0 0 36 2 4 8 73
Predicting financial market stress with machine learning 0 4 10 10 2 21 67 68
Relationship Discounts in Corporate Bond Trading 0 0 0 0 1 7 9 10
Relationship discounts in corporate bond trading 0 0 1 8 0 6 12 16
Relationship discounts incorporate bond trading 0 1 1 7 0 10 15 21
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 0 23 3 8 14 89
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 0 41 1 6 10 100
Scarcity effects of QE: A transaction-level analysis in the Bund market 0 0 0 41 1 5 17 120
Scarcity effects of QE: A transaction-level analysis in the Bund market 0 0 0 46 0 1 6 130
Segmented money markets and covered interest parity arbitrage 0 1 1 34 1 10 16 98
Segmented money markets and covered interest parity arbitrage 0 2 2 72 1 10 30 183
Size and Momentum Profitability in International Stock Markets 0 0 0 35 0 5 10 63
Size and Momentum Profitability in International Stock Markets 0 0 1 40 0 2 4 63
The FOMC Risk Shift 0 0 0 58 2 4 10 122
The FOMC risk shift 0 0 0 27 0 10 19 53
The demand for government debt 1 1 2 21 4 13 27 66
The international dimension of repo: five new facts 0 0 10 10 3 18 53 53
The market turbulence and carry trade unwind of August 2024 1 5 14 29 7 25 105 160
The response of tail risk perceptions to unconventional monetary policy 0 0 0 61 5 17 24 214
US dollar funding markets during the Covid-19 crisis - the international dimension 1 1 3 58 4 13 27 123
US dollar funding markets during the Covid-19 crisis - the money market fund turmoil 1 2 10 231 7 27 66 726
Unpacking repo haircuts and their implications for leverage 1 5 12 12 4 12 37 37
When the walk is not random: commodity prices and exchange rates 0 0 1 59 4 15 26 161
Total Working Papers 15 53 212 5,963 221 991 2,117 18,791

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 17 246
A reappraisal of the leading indicator properties of the yield curve under structural instability 0 0 1 40 0 4 8 177
An Intermediation-Based Model of Exchange Rates 0 0 5 5 0 15 47 47
Asset pricing with a reference level of consumption: New evidence from the cross-section of stock returns 0 0 0 28 0 3 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 7 20
Beyond LIBOR: a primer on the new benchmark rates 1 3 6 198 5 19 33 739
CP and CDs markets: a primer 1 1 1 9 6 23 37 95
Carry Trades and Global Foreign Exchange Volatility 0 1 4 213 5 15 32 664
Changes in monetary policy operating procedures over the last decade: insights from a new database 0 0 0 9 0 7 18 66
Common risk factors in international stock markets 1 1 1 47 2 7 12 176
Constrained liquidity provision in currency markets 0 0 3 3 6 14 34 34
Covered Interest Parity Arbitrage 0 0 3 8 5 21 39 80
Cross‐sectional Tests of Conditional Asset Pricing Models: Evidence from the German Stock Market 0 0 0 76 2 5 11 238
Currency Value 0 1 5 82 1 11 24 278
Currency momentum strategies 3 4 16 423 22 35 87 1,420
DeFi risks and the decentralisation illusion 3 8 29 136 17 61 212 645
Debt Derisking 0 0 1 1 0 2 7 10
Decentralized Finance (DeFi): A Functional Approach 2 5 13 20 6 24 55 78
Dividend Predictability Around the World 0 0 0 10 1 4 5 73
Downsized FX markets: causes and implications 0 0 0 19 0 5 17 107
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? 0 0 0 88 3 8 13 309
Explaining Monetary Spillovers: The Matrix Reloaded 1 3 7 11 6 13 31 53
FX strategies in periods of distress 0 0 0 28 1 2 8 169
FX trade execution: complex and highly fragmented 0 0 1 9 4 26 45 122
Foreword: OTC foreign exchange and interest rate derivatives markets through the prism of the Triennial Survey 0 0 0 3 4 9 17 34
Hanging up the phone - electronic trading in fixed income markets and its implications 1 1 2 45 1 4 12 153
Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades 0 0 0 16 2 5 10 146
International Diversification Benefits with Foreign Exchange Investment Styles 1 1 2 21 1 3 6 160
International stock return predictability under model uncertainty 0 0 2 57 0 1 13 243
Long-horizon consumption risk and the cross-section of returns: new tests and international evidence 0 0 0 24 0 4 8 91
Macro-expectations, aggregate uncertainty, and expected term premia 0 0 0 67 1 6 14 259
Methoden mittelfristiger gesamtwirtschaftlicher Projektionen 0 0 0 0 0 3 3 26
Monetary policy expectation errors 0 1 5 23 0 4 19 78
Monetary policy’s rising FX impact in the era of ultra-low rates 1 2 5 32 2 5 15 96
Non-monetary news in central bank communication 0 0 4 122 2 8 57 515
Peso problems in the estimation of the C‐CAPM 0 0 0 2 2 10 19 35
Rendite und Risiko von Carry Trade Strategien auf Devisenmärkten 0 0 0 21 0 0 1 64
Sizing up global foreign exchange markets 0 0 2 20 3 11 20 107
Tackling the risks in crypto: Choosing among bans, containment and regulation 1 1 6 22 2 8 25 53
The FOMC Risk Shift 0 1 4 26 2 32 44 140
The Market Microstructure of Central Bank Bond Purchases 0 1 2 71 0 2 14 184
The Response of Tail Risk Perceptions to Unconventional Monetary Policy 0 0 0 37 1 4 12 176
The anatomy of the global FX market through the lens of the 2013 Triennial Survey 0 0 3 56 0 5 23 227
What do professional forecasters' stock market expectations tell us about herding, information extraction and beauty contests? 0 0 0 21 0 3 9 114
When the Walk Is Not Random: Commodity Prices and Exchange Rates 0 1 1 21 1 6 23 155
Zinsstruktur als Konjunkturindikator: Wie variabel ist die Prognosekraft? 0 0 0 21 2 3 5 91
Total Journal Articles 16 36 134 2,195 121 477 1,177 9,167

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 3 7 13 108
Non-bank financial intermediaries and financial stability 2 2 11 47 10 40 89 165
Total Chapters 2 2 11 47 13 47 102 273

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Statistics updated 2026-04-09