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 0 131 4 4 5 328
A Comprehensive Look at Financial Volatility Prediction by Economic Variables 0 0 4 102 4 4 13 286
Addressing the risks in crypto: laying out the options 0 1 11 129 0 5 35 361
An Intermediation-Based Model of Exchange Rates 0 0 0 30 0 3 7 43
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 2 2 7 61
An intermediation-based model of exchange rates 0 0 0 23 2 2 2 49
Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns 0 0 0 34 1 1 1 152
Asset ppricing with a reference level of consumption: New evidence from the cross-section of stock returns 0 0 0 4 1 2 5 85
Banking across borders: At the crossroads in the transition away from LIBOR - from overnight to term rates 0 0 1 30 1 1 5 84
Carry Trades and Global FX Volatility 0 0 2 425 1 6 16 1,016
Carry Trades and Global Foreign Exchange Volatility 0 0 1 254 0 2 9 573
Central clearing in government bond markets: keeping the "safe asset" safe? 0 0 0 9 0 0 3 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 0 2 37
Constrained Liquidity Provision in Currency Markets 0 0 1 1 1 2 5 6
Constrained liquidity provision in currency markets 0 0 1 11 3 3 5 16
Consumption-Based Asset Pricing with a Reference Level: New Evidence from the Cross-Section of Stock Returns 0 0 0 74 1 2 2 279
Covered Interest Parity Arbitrage 0 0 2 47 3 5 13 128
Crypto carry 2 4 11 41 6 14 39 117
Currency Momentum Strategies 0 0 1 148 1 5 8 527
Currency Momentum Strategies 0 0 1 102 4 5 12 439
Currency Momentum Strategies 1 1 1 280 5 9 25 1,528
Currency Value 0 0 0 111 0 3 7 182
DeFi lending: intermediation without information? 2 6 22 138 12 27 83 356
Debt De-risking 0 0 0 8 2 2 3 32
Debt De-risking 0 0 0 15 2 2 5 57
Debt derisking 0 0 1 1 0 1 2 2
Decentralised finance (DeFi): a functional approach 1 1 5 19 1 3 20 46
Dividend predictability around the world 0 0 0 81 1 2 2 316
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 2 3 498
Explaining Monetary Spillovers: The Matrix Reloaded 0 0 0 50 2 3 6 159
Explaining Monetary Spillovers: The Matrix Reloaded 0 0 1 19 0 0 4 54
Explaining Monetary Spillovers: The Matrix Reloaded 0 0 0 36 0 0 3 100
Financial conditions and the macroeconomy: a two-factor view 0 3 11 11 4 15 23 23
Global Asset Allocation Shifts 0 0 1 41 7 7 13 163
Global Asset Pricing: Is There a Role for Long-run Consumption Risk? 0 0 0 59 1 2 2 168
Global Bank Lending and Exchange Rates 0 0 0 17 4 7 16 41
Global Production Linkages and Stock Market Comovement 0 0 0 10 3 4 6 19
Global Production Linkages and Stock Market Comovement 0 0 0 0 1 3 4 5
Global Production Linkages and Stock Market Comovement 0 0 2 16 2 3 9 54
Global portfolio investments and FX derivatives 0 3 15 15 1 10 21 21
Global production linkages and stock market co-movement 0 0 1 35 0 3 7 52
Has the Pricing of Stocks Become More Global? 0 0 0 18 1 1 4 81
Has the Pricing of Stocks Become More Global? 0 0 0 79 0 0 3 52
Has the pricing of stocks become more global? 0 0 0 42 0 0 1 96
Higher-order beliefs among professional stock market forecasters: some first empirical tests 0 0 0 105 1 1 1 343
Information flows in foreign exchange markets: dissecting customer currency trades 0 0 1 136 3 4 8 489
Intermediation Markups and Monetary Policy Passthrough 0 0 0 56 1 2 10 129
Intermediation Markups and Monetary Policy Passthrough 0 0 1 52 0 0 3 91
Intermediation markups and monetary policy pass-through 0 0 0 26 3 3 3 632
International Diversification Benefits with Foreign Exchange Investment Styles 0 0 0 56 3 4 4 263
International Stock Return Predictability Under Model Uncertainty 0 0 0 122 2 4 5 388
International diversification benefits with foreign exchange investment styles 0 0 1 67 2 5 13 300
Leverage and margin spirals in fixed income markets during the Covid-19 crisis 1 3 6 117 6 12 30 344
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 1 2 2 221
Margins, debt capacity, and systemic risk 0 0 0 0 0 1 2 3
Margins, debt capacity, and systemic risk 0 0 1 17 1 2 5 22
Monetary policy expectation errors 0 0 1 31 2 2 6 56
Monetary policy's rising FX impact in the era of ultra-low rates 0 1 1 63 5 7 12 191
Monetary policy's rising FX impact in the era of ultra-low rates 0 0 0 59 4 6 9 89
Non-Monetary News in Central Bank Communication 0 0 0 53 9 10 10 72
Non-bank Financial Intermediaries and Financial Stability 1 2 8 29 6 7 21 80
Non-bank financial intermediaries and financial stability 0 2 10 67 9 18 58 200
Non-monetary news in central bank communication 0 0 0 41 3 4 11 139
On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications 0 1 6 486 1 4 27 1,160
Optimal Transport of Information 1 1 2 18 2 3 5 34
Optimal Transport of Information 0 0 1 17 2 3 5 35
Optimal Transport of Information 1 1 1 54 2 2 3 122
Persuasion by Dimension Reduction 0 0 0 13 1 1 7 25
Persuasion by Dimension Reduction 1 1 2 18 2 2 4 31
Peso Problems in the Estimation of the C-CAPM 0 1 2 5 0 1 8 22
Policy Announcement Design 0 0 0 36 0 2 4 68
Predicting financial market stress with machine learning 1 4 5 5 6 18 34 34
Relationship Discounts in Corporate Bond Trading 0 0 0 0 1 1 1 2
Relationship discounts in corporate bond trading 0 0 1 8 3 3 4 8
Relationship discounts incorporate bond trading 0 0 0 6 2 3 4 10
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 1 23 0 1 2 76
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 0 41 1 1 2 92
Scarcity effects of QE: A transaction-level analysis in the Bund market 0 0 0 46 1 2 6 129
Scarcity effects of QE: A transaction-level analysis in the Bund market 0 0 0 41 2 5 7 110
Segmented money markets and covered interest parity arbitrage 0 0 0 33 2 2 4 85
Segmented money markets and covered interest parity arbitrage 0 0 0 70 8 11 21 170
Size and Momentum Profitability in International Stock Markets 0 0 1 40 0 0 2 60
Size and Momentum Profitability in International Stock Markets 0 0 0 35 2 3 4 57
The FOMC Risk Shift 0 0 0 58 1 1 5 114
The FOMC risk shift 0 0 0 27 2 3 7 39
The demand for government debt 0 1 1 20 1 7 18 52
The international dimension of repo: five new facts 0 0 10 10 6 14 25 25
The market turbulence and carry trade unwind of August 2024 0 2 11 21 9 17 52 86
The response of tail risk perceptions to unconventional monetary policy 0 0 0 61 3 4 8 195
US dollar funding markets during the Covid-19 crisis - the international dimension 0 2 2 57 3 8 12 106
US dollar funding markets during the Covid-19 crisis - the money market fund turmoil 1 6 10 229 5 17 35 689
When the walk is not random: commodity prices and exchange rates 0 0 1 59 3 6 12 144
Total Working Papers 13 47 186 5,887 217 417 1,015 17,418

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 1 1 5 233
A reappraisal of the leading indicator properties of the yield curve under structural instability 1 1 1 40 3 3 5 172
An Intermediation-Based Model of Exchange Rates 1 4 5 5 5 18 22 22
Asset pricing with a reference level of consumption: New evidence from the cross-section of stock returns 0 0 0 28 2 5 9 170
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 1 1 5 195 3 4 20 720
CP and CDs markets: a primer 0 0 3 8 2 2 24 71
Carry Trades and Global Foreign Exchange Volatility 0 2 4 212 1 6 23 647
Changes in monetary policy operating procedures over the last decade: insights from a new database 0 0 1 9 2 4 9 55
Common risk factors in international stock markets 0 0 2 46 3 3 11 167
Constrained liquidity provision in currency markets 1 1 2 2 4 6 9 9
Covered Interest Parity Arbitrage 1 1 3 7 5 6 17 52
Cross‐sectional Tests of Conditional Asset Pricing Models: Evidence from the German Stock Market 0 0 1 76 1 2 4 230
Currency Value 0 2 3 80 2 6 15 265
Currency momentum strategies 3 5 15 419 6 15 52 1,370
DeFi risks and the decentralisation illusion 7 10 24 128 26 53 155 557
Debt Derisking 0 0 1 1 0 2 6 6
Decentralized Finance (DeFi): A Functional Approach 2 5 9 14 6 15 36 48
Dividend Predictability Around the World 0 0 0 10 0 0 1 68
Downsized FX markets: causes and implications 0 0 0 19 4 8 13 101
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? 0 0 0 88 0 2 4 300
Explaining Monetary Spillovers: The Matrix Reloaded 0 0 4 6 2 8 23 36
FX strategies in periods of distress 0 0 0 28 1 1 1 162
FX trade execution: complex and highly fragmented 0 0 2 9 2 8 19 90
Foreword: OTC foreign exchange and interest rate derivatives markets through the prism of the Triennial Survey 0 0 2 3 1 2 11 22
Hanging up the phone - electronic trading in fixed income markets and its implications 0 0 1 44 0 1 7 147
Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades 0 0 0 16 1 2 5 140
International Diversification Benefits with Foreign Exchange Investment Styles 0 0 1 20 0 1 3 156
International stock return predictability under model uncertainty 0 0 2 56 2 7 11 240
Long-horizon consumption risk and the cross-section of returns: new tests and international evidence 0 0 0 24 2 2 3 86
Macro-expectations, aggregate uncertainty, and expected term premia 0 0 0 67 3 5 8 252
Methoden mittelfristiger gesamtwirtschaftlicher Projektionen 0 0 0 0 0 0 0 23
Monetary policy expectation errors 1 2 3 20 6 8 14 69
Monetary policy’s rising FX impact in the era of ultra-low rates 1 1 3 29 1 5 11 90
Non-monetary news in central bank communication 0 2 4 122 4 25 51 501
Peso problems in the estimation of the C‐CAPM 0 0 1 2 3 5 8 22
Rendite und Risiko von Carry Trade Strategien auf Devisenmärkten 0 0 0 21 0 0 0 63
Sizing up global foreign exchange markets 0 1 2 20 3 5 10 96
Tackling the risks in crypto: Choosing among bans, containment and regulation 0 2 10 20 2 6 22 42
The FOMC Risk Shift 1 1 3 24 1 2 19 106
The Market Microstructure of Central Bank Bond Purchases 0 0 7 70 0 5 26 181
The Response of Tail Risk Perceptions to Unconventional Monetary Policy 0 0 0 37 6 6 8 172
The anatomy of the global FX market through the lens of the 2013 Triennial Survey 1 2 3 56 3 7 15 218
What do professional forecasters' stock market expectations tell us about herding, information extraction and beauty contests? 0 0 0 21 1 2 6 110
When the Walk Is Not Random: Commodity Prices and Exchange Rates 0 0 1 20 2 5 16 146
Zinsstruktur als Konjunkturindikator: Wie variabel ist die Prognosekraft? 0 0 0 21 0 0 2 87
Total Journal Articles 21 43 128 2,147 122 279 740 8,533

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 4 7 100
Non-bank financial intermediaries and financial stability 3 6 17 45 12 23 58 118
Total Chapters 3 6 17 45 15 27 65 218

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Statistics updated 2025-12-06