Andreas Schrimpf
Andreas Schrimpf
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Cited by
Carry trades and global foreign exchange volatility
L Menkhoff, L Sarno, M Schmeling, A Schrimpf
The Journal of Finance 67 (2), 681-718, 2012
Currency momentum strategies
L Menkhoff, L Sarno, M Schmeling, A Schrimpf
Journal of Financial Economics, 2012
Non-monetary news in central bank communication
A Cieslak, A Schrimpf
Journal of International Economics 118, 293-315, 2019
A comprehensive look at financial volatility prediction by economic variables
C Christiansen, M Schmeling, A Schrimpf
Journal of Applied Econometrics 27 (6), 956-977, 2012
Currency value
L Menkhoff, L Sarno, M Schmeling, A Schrimpf
The Review of Financial Studies 30 (2), 416-441, 2017
Covered interest parity arbitrage
D Rime, A Schrimpf, O Syrstad
Review of Financial Studies, 2022
Common risk factors in international stock markets
PS Schmidt, U von Arx, A Schrimpf, AF Wagner, A Ziegler
Financial Markets and Portfolio Management 33, 213-241, 2019
DeFi risks and the decentralisation illusion
S Aramonte, W Huang, A Schrimpf
BIS Quarterly Review 21, 2021
Leverage and margin spirals in fixed income markets during the Covid-19 crisis
A Schrimpf, HS Shin, V Sushko
BIS Bulletins 2, 2020
The response of tail risk perceptions to unconventional monetary policy
M Hattori, A Schrimpf, V Sushko
American Economic Journal: Macroeconomics 8 (2), 111-136, 2016
Information flows in foreign exchange markets: Dissecting customer currency trades
L Menkhoff, L Sarno, M Schmeling, A Schrimpf
The Journal of Finance 71 (2), 601-634, 2016
Dividend predictability around the world
J Rangvid, M Schmeling, A Schrimpf
Journal of Financial and Quantitative Analysis 49 (5-6), 1255-1277, 2014
International diversification benefits with foreign exchange investment styles
TA Kroencke, F Schindler, A Schrimpf
Review of Finance 18 (5), 1847-1883, 2014
The anatomy of the global FX market through the lens of the 2013 Triennial Survey
D Rime, A Schrimpf
BIS Quarterly Review, December, 2013
Cross‐sectional tests of conditional asset pricing models: evidence from the German stock market
A Schrimpf, M Schröder, R Stehle
European Financial Management 13 (5), 880-907, 2007
Beyond LIBOR: a primer on the new benchmark rates
A Schrimpf, V Sushko
BIS Quarterly Review March, 2019
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations?
M Schmeling, A Schrimpf
European Economic Review 55 (5), 702-719, 2011
Monetary policy's rising FX impact in the era of ultra-low rates
M Ferrari, J Kearns, A Schrimpf
Journal of Banking and Finance, 2017
When the walk is not random: commodity prices and exchange rates
E Kohlscheen, FH Avalos, A Schrimpf
International Journal of Central Banking 13 (2), 121-158, 2017
Explaining monetary spillovers: The matrix reloaded
J Kearns, A Schrimpf, FD Xia
Journal of Money, Credit and Banking 55 (6), 1535-1568, 2023
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