Andreas Schrimpf : Citation Profile

Are you Andreas Schrimpf?

Bank for International Settlements (BIS)

23

H index

31

i10 index

2059

Citations

RESEARCH PRODUCTION:

40

Articles

80

Papers

2

Chapters

RESEARCH ACTIVITY:

   18 years (2006 - 2024). See details.
   Cites by year: 114
   Journals where Andreas Schrimpf has often published
   Relations with other researchers
   Recent citing documents: 324.    Total self citations: 43 (2.05 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psc349
   Updated: 2024-12-03    RAS profile: 2024-09-05    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Schmeling, Maik (6)

Sushko, Vladyslav (6)

Todorov, Karamfil (4)

Wagner, Alexander (4)

Xia, Fan Dora (3)

Auer, Raphael (3)

Kroencke, Tim (3)

Shin, Hyun Song (3)

Frost, Jon (2)

Jurkatis, Simon (2)

Aramonte, Sirio (2)

Eren, Egemen (2)

Huang, Wenqian (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Andreas Schrimpf.

Is cited by:

Sarno, Lucio (30)

Kose, Ayhan (24)

Sakemoto, Ryuta (23)

Ranaldo, Angelo (21)

Claessens, Stijn (21)

Cenedese, Gino (17)

Byrne, Joseph (17)

Menkhoff, Lukas (16)

Wang, Yudong (16)

Nitschka, Thomas (15)

MacDonald, Ronald (14)

Cites to:

Campbell, John (77)

Bekaert, Geert (44)

Cochrane, John (35)

Shin, Hyun Song (27)

Pedersen, Lasse (26)

Swanson, Eric (24)

Sarno, Lucio (24)

Verdelhan, Adrien (24)

Sushko, Vladyslav (23)

French, Kenneth (23)

McCauley, Robert (23)

Main data

Where Andreas Schrimpf has published?

Journals with more than one article published# docs
BIS Quarterly Review11
ZEW Wachstums- und Konjunkturanalysen3
Journal of Financial Economics2
Journal of Finance2
European Economic Review2
The Review of Financial Studies2
Journal of Financial and Quantitative Analysis2

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements23
CEPR Discussion Papers / C.E.P.R. Discussion Papers13
Swiss Finance Institute Research Paper Series / Swiss Finance Institute10
ZEW Discussion Papers / ZEW - Leibniz Centre for European Economic Research7
BIS Bulletins / Bank for International Settlements3
Papers / arXiv.org2
CFR Working Papers / University of Cologne, Centre for Financial Research (CFR)2

Recent works citing Andreas Schrimpf (2024 and 2023)

YearTitle of citing document
2023The Voice of Monetary Policy. (2023). Talavera, Oleksandr ; Pham, Tho ; Gorodnichenko, Yuriy. In: American Economic Review. RePEc:aea:aecrev:v:113:y:2023:i:2:p:548-84.

Full description at Econpapers || Download paper

2023An Alternative Explanation for the Fed Information Effect. (2023). Swanson, Eric T ; Bauer, Michael D. In: American Economic Review. RePEc:aea:aecrev:v:113:y:2023:i:3:p:664-700.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2024Volatility Depend on Market Trades and Macro Theory. (2020). Olkhov, Victor. In: Papers. RePEc:arx:papers:2008.07907.

Full description at Econpapers || Download paper

2023Market making by an FX dealer: tiers, pricing ladders and hedging rates for optimal risk control. (2021). Gu, Olivier ; Bergault, Philippe ; Barzykin, Alexander. In: Papers. RePEc:arx:papers:2112.02269.

Full description at Econpapers || Download paper

2023MicroVelocity: rethinking the Velocity of Money for digital currencies. (2022). Tessone, Claudio J ; D'Errico, Marco ; Campajola, Carlo. In: Papers. RePEc:arx:papers:2201.13416.

Full description at Econpapers || Download paper

2023Information Design in Concave Games. (2022). Yamashita, Takuro ; Smolin, Alex. In: Papers. RePEc:arx:papers:2202.10883.

Full description at Econpapers || Download paper

2023The Evolution Of Centralisation on Cryptocurrency Platforms. (2022). Tessone, Claudio J ; Nicolo' Vallarano, ; Yan, Tao ; de Collibus, Francesco Maria ; Cristodaro, Raffaele ; Campajola, Carlo. In: Papers. RePEc:arx:papers:2206.05081.

Full description at Econpapers || Download paper

2023Dealing with multi-currency inventory risk in FX cash markets. (2022). Gu, Olivier ; Bergault, Philippe ; Barzykin, Alexander. In: Papers. RePEc:arx:papers:2207.04100.

Full description at Econpapers || Download paper

2023Automated Market Makers: Mean-Variance Analysis of LPs Payoffs and Design of Pricing Functions. (2022). Gu, Olivier ; Bouba, David ; Bertucci, Louis ; Bergault, Philippe. In: Papers. RePEc:arx:papers:2212.00336.

Full description at Econpapers || Download paper

2023FTXs downfall and Binances consolidation: the fragility of Centralized Digital Finance. (2023). Aste, Tomaso ; Briola, Antonio ; Vidal-Tom, David. In: Papers. RePEc:arx:papers:2302.11371.

Full description at Econpapers || Download paper

2023Government Guarantees and Banks Income Smoothing. (2023). , Felipe ; Merkley, Kenneth J ; Dantas, Manuela M. In: Papers. RePEc:arx:papers:2303.03661.

Full description at Econpapers || Download paper

2023Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning. (2023). M. I. M. Wahab, ; Cevik, Mucahit ; Neghab, Davood Pirayesh. In: Papers. RePEc:arx:papers:2303.16149.

Full description at Econpapers || Download paper

2023Volatility jumps and the classification of monetary policy announcements. (2023). Gallo, Giampiero ; Otranto, Edoardo ; Lacava, Demetrio. In: Papers. RePEc:arx:papers:2305.12192.

Full description at Econpapers || Download paper

2023Persuasion as Transportation. (2023). Sandomirskiy, Fedor ; Babichenko, Yakov ; Arieli, Itai. In: Papers. RePEc:arx:papers:2307.07672.

Full description at Econpapers || Download paper

2023Stock Volatility Prediction Based on Transformer Model Using Mixed-Frequency Data. (2023). Liu, Yujiang ; Zhang, Xulong ; Leng, Wan ; Zhou, Lichun ; Tang, Lihua ; Jiang, Guilin ; Gui, Zhaozhong. In: Papers. RePEc:arx:papers:2309.16196.

Full description at Econpapers || Download paper

2024Assessing the Solvency of Virtual Asset Service Providers: Are Current Standards Sufficient?. (2023). Segalla, Esther ; Saggese, Pietro ; Raunig, Burkhard ; Haslhofer, Bernhard ; Zangerl, Felix ; Sigmund, Michael. In: Papers. RePEc:arx:papers:2309.16408.

Full description at Econpapers || Download paper

2024A Taxmans guide to taxation of crypto assets. (2024). Misra, Arindam. In: Papers. RePEc:arx:papers:2403.15074.

Full description at Econpapers || Download paper

2023Fiscal Dominance, Monetary Policy and Exchange Rates: Lessons from Early-Modern Venice. (2023). masciandaro, donato ; Ugolini, Stefano ; Romelli, Davide. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23205.

Full description at Econpapers || Download paper

2023The drivers of market-based inflation expectations in the euro area and in the US. (2023). Rossi, Luca ; Hoynck, Christian. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_779_23.

Full description at Econpapers || Download paper

2023Crypto-asset markets: structure, stress episodes in 2022 and policy considerations. (2023). Gallo, Raffaele ; Branzoli, Nicola ; Abate, Giorgio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_783_23.

Full description at Econpapers || Download paper

2023Investor behavior under market stress:evidence from the Italian sovereign bond market. (2023). Panzarino, Onofrio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:misp_033_23.

Full description at Econpapers || Download paper

2023Investigating the determinants of corporate bond credit spreads in the euro area. (2023). Mirante, Pasquale ; Letta, Simone. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:misp_036_23.

Full description at Econpapers || Download paper

2023Currency risk premiums redux?. (2023). Sarno, Lucio ; Nucera, Federico C ; Zinna, Gabriele. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1415_23.

Full description at Econpapers || Download paper

2023Effects of the Extraordinary Measures Implemented by Banco de México during the COVID-19 Pandemic on Financial Conditions. (2023). Ibarra, Raul ; Cuadra, Gabriel ; Alba, Carlos ; Gabriel, Cuadra. In: Working Papers. RePEc:bdm:wpaper:2023-03.

Full description at Econpapers || Download paper

2023Stablecoins and the Financing of the Real Economy. (2023). Nguyen, Benoit ; Gardin, Paul ; Barthelemy, Jean. In: Working papers. RePEc:bfr:banfra:908.

Full description at Econpapers || Download paper

2023Monetary Policy and Labor Income Inequality: the Role of Extensive and Intensive Margins. (2023). Savignac, Frederique ; Hubert, Paul. In: Working papers. RePEc:bfr:banfra:913.

Full description at Econpapers || Download paper

2023US Monetary Policy Spillovers to Emerging Markets: the Trade Credit Channel. (2023). London, Mélina ; Silvestrini, Maeva. In: Working papers. RePEc:bfr:banfra:915.

Full description at Econpapers || Download paper

2023Can Central Banks Be Heard Over the Sound of Gunfire?. (2023). Talavera, Oleksandr ; Nikolsko-Rzhevskyy, Alex ; Gao, GE. In: Discussion Papers. RePEc:bir:birmec:23-09.

Full description at Econpapers || Download paper

2023Bank positions in FX swaps: insights from CLS. (2023). Sushko, Vladyslav ; Ranaldo, Angelo ; McGuire, Patrick ; Kloks, Pteris. In: BIS Quarterly Review. RePEc:bis:bisqtr:2309b.

Full description at Econpapers || Download paper

2023Monetary policy and credit card spending. (2023). Sandri, Damiano ; Grigoli, Francesco. In: BIS Working Papers. RePEc:bis:biswps:1064.

Full description at Econpapers || Download paper

2023The Technology of Decentralized Finance (DeFi). (2023). Auer, Raphael ; Victor, Friedhelm ; Saggese, Pietro ; Kitzler, Stefan ; Haslhofer, Bernhard. In: BIS Working Papers. RePEc:bis:biswps:1066.

Full description at Econpapers || Download paper

2023The foreign exchange market. (2023). Sushko, Vladyslav ; Rime, Dagfinn ; Chaboud, Alain. In: BIS Working Papers. RePEc:bis:biswps:1094.

Full description at Econpapers || Download paper

2023Money market funds and the pricing of near-money assets. (2023). Doerr, Sebastian ; Malamud, Semyon ; Eren, Sebastian Egemen. In: BIS Working Papers. RePEc:bis:biswps:1096.

Full description at Econpapers || Download paper

2023The cumulant risk premium. (2023). Todorov, Karamfil. In: BIS Working Papers. RePEc:bis:biswps:1128.

Full description at Econpapers || Download paper

2023Dollar and government bond liquidity: evidence from Korea. (2023). Lee, Jieun. In: BIS Working Papers. RePEc:bis:biswps:1145.

Full description at Econpapers || Download paper

2024DeFi leverage. (2024). Huang, Wenqian ; Heimbach, Lioba. In: BIS Working Papers. RePEc:bis:biswps:1171.

Full description at Econpapers || Download paper

2024Why DeFi lending? Evidence from Aave V2. (2024). Reghezza, Alessio ; Gambacorta, Leonardo ; Cornelli, Giulio ; Garratt, Rodney. In: BIS Working Papers. RePEc:bis:biswps:1183.

Full description at Econpapers || Download paper

2024Exchange rates and political uncertainty: the Brexit case. (2024). Moramarco, Graziano ; Manasse, Paolo ; Trigilia, Giulio. In: Economica. RePEc:bla:econom:v:91:y:2024:i:362:p:621-652.

Full description at Econpapers || Download paper

2023Average skewness in global equity markets. (2023). Kirli, Imra ; Gunaydin, Doruk A ; Demirtas, Ozgur K ; Atilgan, Yigit. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:245-271.

Full description at Econpapers || Download paper

2023The trend premium around the world: Evidence from the stock market. (2023). Zhang, Cheng ; Liu, Pengfei ; Lin, Hai. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:317-358.

Full description at Econpapers || Download paper

2023Homemade international diversification under economic policy uncertainty. (2023). Zhou, YI ; Zhang, Chunqiu ; Fang, Junxiong ; Chen, Jing. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:31-62.

Full description at Econpapers || Download paper

2023Algorithmic market making in dealer markets with hedging and market impact. (2023). Gueant, Olivier ; Bergault, Philippe ; Barzykin, Alexander. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:1:p:41-79.

Full description at Econpapers || Download paper

2024COVID?19, asset markets and capital flows. (2021). Volz, Ulrich ; Beirne, John ; Renzhi, Nuobu ; Sugandi, Eric. In: Pacific Economic Review. RePEc:bla:pacecr:v:26:y:2021:i:4:p:498-538.

Full description at Econpapers || Download paper

2023Carry trades and US monetary policy. (2023). Falconio, Andrea. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:237-248.

Full description at Econpapers || Download paper

2023ECB monetary policy and commodity prices. (2023). Kočenda, Evžen ; Koenda, Even ; Aliyev, Shahriyar. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:274-304.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023The liquidity state-dependence of monetary policy transmission. (2023). Wijnandts, Jean-Charles ; Pinter, Gabor ; Guimaraes, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1045.

Full description at Econpapers || Download paper

2023Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data. (2023). GUPTA, RANGAN ; Dimitrios, Vortelinos ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:1:p:25-47:n:8.

Full description at Econpapers || Download paper

2023Breaking Monetary Policy News: The Role of Mass Media Coverage of ECB Announcements for Public Inflation Expectations. (2023). Feld, Lars ; Kohler, Ekkehard A ; Hirsch, Patrick. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10285.

Full description at Econpapers || Download paper

2023Dash for Dollars. (2023). Czech, Robert ; Eguren-Martin, Fernando ; Cesa-Bianchi, Ambrogio. In: Discussion Papers. RePEc:cfm:wpaper:2314.

Full description at Econpapers || Download paper

2023Global monetary policy surprises and their transmission to emerging market economies: an external VAR analysis. (2023). Beltran, Felipe. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:975.

Full description at Econpapers || Download paper

2023HFTs and Dealer Banks: Liquidity and Price Discovery in FX Trading. (2023). Ranaldo, Angelo ; Huang, Wenqian ; Yu, Shihao ; O'Neill, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2348.

Full description at Econpapers || Download paper

2023Foreign Exchange Implications of CBDCs and Their Integration via Bridge Coins. (2023). Derviz, Alexis. In: Working Papers. RePEc:cnb:wpaper:2023/7.

Full description at Econpapers || Download paper

2023Volatility jumps and the classification of monetary policy announcements. (2023). Gallo, Giampiero ; Otranto, E ; Lacava, D. In: Working Paper CRENoS. RePEc:cns:cnscwp:202306.

Full description at Econpapers || Download paper

2023Safe Asset Scarcity and Re-use in the European Repo Market. (2023). van Lelyveld, Iman ; Inhoffen, Justus. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2050.

Full description at Econpapers || Download paper

2023Safe Asset Scarcity and Re-use in the European Repo Market. (2023). Lelyveld, Iman ; van Lelyveld, Iman ; Inhoffen, Justus. In: Working Papers. RePEc:dnb:dnbwpp:787.

Full description at Econpapers || Download paper

2023Information Shocks in the U.S. and Asset Mispricing in Emerging Economies. (2023). Pourroy, Marc ; Villavicencio, Antonia Lopez. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-19.

Full description at Econpapers || Download paper

2023Central bank communication by ??? The economics of public policy leaks. (2023). Ehrmann, Michael ; Rieder, Kilian ; Gnan, Phillipp. In: Working Paper Series. RePEc:ecb:ecbwps:20232846.

Full description at Econpapers || Download paper

2023Risk, monetary policy and asset prices in a global world. (2023). Bekaert, Geert ; Hoerova, Marie ; Xu, Nancy R. In: Working Paper Series. RePEc:ecb:ecbwps:20232879.

Full description at Econpapers || Download paper

2023Global spillovers from multi-dimensional US monetary policy. (2023). Georgiadis, Georgios ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20232881.

Full description at Econpapers || Download paper

2024US monetary policy is more powerful in low economic growth regimes. (2024). Tornese, Tommaso ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20242919.

Full description at Econpapers || Download paper

2024Central bank asset purchases and auction cycles revisited: new evidence from the euro area. (2024). Ferrara, Federico Maria. In: Working Paper Series. RePEc:ecb:ecbwps:20242927.

Full description at Econpapers || Download paper

2024Mutual funds and safe government bonds: do returns matter?. (2024). Graziano, Marco ; Habib, Maurizio Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20242931.

Full description at Econpapers || Download paper

2023Wavelet Coherence and Continuous Wavelet Transform - Implementation and Application to the Relationship between Exchange Rate and Oil Price for Importing and Exporting Countries. (2023). Aladwani, Jassim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-54.

Full description at Econpapers || Download paper

2023Unveiling the sentiment behind central bank narratives: A novel deep learning index. (2023). Radu, Tefan-Constantin ; Pochea, Maria-Miruna ; Nioi, Mihai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000230.

Full description at Econpapers || Download paper

2023The relative importance of overnight sentiment versus trading-hour sentiment in volatility forecasting. (2023). Qiu, Jianying ; Wan, Xinmin ; Chu, Xiaojun. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000400.

Full description at Econpapers || Download paper

2023Does DeFi remove the need for trust? Evidence from a natural experiment in stablecoin lending. (2023). Samphantharak, Krislert ; Putni, Talis ; Saengchote, Kanis. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:40:y:2023:i:c:s2214635023000722.

Full description at Econpapers || Download paper

2024Auditing decentralized finance. (2024). Huang, Allen H ; Bhambhwani, Siddharth M. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:2:s0890838923001270.

Full description at Econpapers || Download paper

2023Is the Peoples Bank of China consistent in words and deeds?. (2023). Zhu, Chuanqi ; Chen, Liangyuan ; Mei, Ziwei ; Lin, Jianhao. In: China Economic Review. RePEc:eee:chieco:v:78:y:2023:i:c:s1043951x23000044.

Full description at Econpapers || Download paper

2023Stochastic resonance in the recovery of signal from agent price expectations. (2023). Bazarova, Alina ; Raseta, Marko ; Silver, Steven D. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:174:y:2023:i:c:s0960077923006197.

Full description at Econpapers || Download paper

2023The role of stickiness, extrapolation and past consensus forecasts in macroeconomic expectations. (2023). Lustenhouwer, Joep ; Hagenhoff, Tim. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000441.

Full description at Econpapers || Download paper

2024Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Zinna, Gabriele ; Li, Junye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x.

Full description at Econpapers || Download paper

2023Currency portfolio behavior in seven major Asian markets. (2023). Lin, Chinho ; Chang, Hao-Wen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:540-559.

Full description at Econpapers || Download paper

2023The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219.

Full description at Econpapers || Download paper

2023The cross-border interconnectedness of shadow banking. (2023). Ozgur, Gokcer. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001980.

Full description at Econpapers || Download paper

2023Transition risk of a petroleum currency. (2023). Hammersland, Roger ; Benedictow, Andreas. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003085.

Full description at Econpapers || Download paper

2023On the role of interest rate differentials in the dynamic asymmetry of exchange rates. (2023). Ulm, M ; Hambuckers, J. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003668.

Full description at Econpapers || Download paper

2023Forecasting stock return volatility in data-rich environment: A new powerful predictor. (2023). Li, Tingyu ; Zhang, Xiaotong ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001802.

Full description at Econpapers || Download paper

2023US structural drivers of international portfolio returns. (2023). Tong, Eric ; So, Inhwan ; Jang, Bosung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002078.

Full description at Econpapers || Download paper

2023Spillover shifts in the FX market: Implication for the behavior of a safe haven currency. (2023). Lee, Seojin ; Kim, Youngmin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000086.

Full description at Econpapers || Download paper

2024Monetary policy spillovers among five systemic economies: Evidence from the time and frequency domains. (2024). Li, Youshu ; Zhang, Weiran ; Guo, Junjie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000019.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Andreas Schrimpf:

YearTitleTypeCited
2009Global Asset Pricing: Is There a Role for Long-run Consumption Risk? In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2010Dividend predictability around the world In: CREATES Research Papers.
[Full Text][Citation analysis]		paper38
2014Dividend Predictability Around the World.(2014) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		article
2010Macro Expectations, Aggregate Uncertainty, and Expected Term Premia In: CREATES Research Papers.
[Full Text][Citation analysis]		paper24
2013Macro-expectations, aggregate uncertainty, and expected term premia.(2013) In: European Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		article
2010Macro expectations, aggregate uncertainty, and expected term premia.(2010) In: ZEW Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2010A Comprehensive Look at Financial Volatility Prediction by Economic Variables In: CREATES Research Papers.
[Full Text][Citation analysis]		paper178
2012A Comprehensive Look at Financial Volatility Prediction by Economic Variables.(2012) In: BIS Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 178		paper
2012A comprehensive look at financial volatility prediction by economic variables.(2012) In: Journal of Applied Econometrics.
[Citation analysis]
This paper has nother version. Agregated cites: 178		article
2011International Diversification Benefits with Foreign Exchange Investment Styles In: CREATES Research Papers.
[Full Text][Citation analysis]		paper39
2014International Diversification Benefits with Foreign Exchange Investment Styles.(2014) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		article
2011International diversification benefits with foreign exchange investment styles.(2011) In: ZEW Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		paper
2012Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM In: CREATES Research Papers.
[Full Text][Citation analysis]		paper3
2013Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM.(2013) In: VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2016The Response of Tail Risk Perceptions to Unconventional Monetary Policy In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article67
2013The response of tail risk perceptions to unconventional monetary policy.(2013) In: BIS Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67		paper
2021Optimal Transport of Information In: Papers.
[Full Text][Citation analysis]		paper1
2021Optimal Transport of Information.(2021) In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2021Optimal Transport of Information.(2021) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2022Persuasion by Dimension Reduction In: Papers.
[Full Text][Citation analysis]		paper3
2021Persuasion by Dimension Reduction.(2021) In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2020US dollar funding markets during the Covid-19 crisis - the money market fund turmoil In: BIS Bulletins.
[Full Text][Citation analysis]		paper22
2020US dollar funding markets during the Covid-19 crisis - the international dimension In: BIS Bulletins.
[Full Text][Citation analysis]		paper23
2020Leverage and margin spirals in fixed income markets during the Covid-19 crisis In: BIS Bulletins.
[Full Text][Citation analysis]		paper78
2011FX strategies in periods of distress In: BIS Quarterly Review.
[Full Text][Citation analysis]		article9
2013The anatomy of the global FX market through the lens of the 2013 Triennial Survey In: BIS Quarterly Review.
[Full Text][Citation analysis]		article36
2016Hanging up the phone - electronic trading in fixed income markets and its implications In: BIS Quarterly Review.
[Full Text][Citation analysis]		article6
2016Downsized FX markets: causes and implications In: BIS Quarterly Review.
[Full Text][Citation analysis]		article19
2019Beyond LIBOR: a primer on the new benchmark rates In: BIS Quarterly Review.
[Full Text][Citation analysis]		article22
2019Sizing up global foreign exchange markets In: BIS Quarterly Review.
[Full Text][Citation analysis]		article21
2019FX trade execution: complex and highly fragmented In: BIS Quarterly Review.
[Full Text][Citation analysis]		article9
2020Changes in monetary policy operating procedures over the last decade: insights from a new database In: BIS Quarterly Review.
[Full Text][Citation analysis]		article4
2021DeFi risks and the decentralisation illusion In: BIS Quarterly Review.
[Full Text][Citation analysis]		article36
2022Foreword: OTC foreign exchange and interest rate derivatives markets through the prism of the Triennial Survey In: BIS Quarterly Review.
[Full Text][Citation analysis]		article0
2023CP and CDs markets: a primer In: BIS Quarterly Review.
[Full Text][Citation analysis]		article0
2022Global production linkages and stock market co-movement In: BIS Working Papers.
[Full Text][Citation analysis]		paper0
2023Global Production Linkages and Stock Market Comovement.(2023) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2022Global Production Linkages and Stock Market Comovement.(2022) In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2023Crypto carry In: BIS Working Papers.
[Full Text][Citation analysis]		paper0
2023The demand for government debt In: BIS Working Papers.
[Full Text][Citation analysis]		paper1
2023Margins, debt capacity, and systemic risk In: BIS Working Papers.
[Full Text][Citation analysis]		paper1
2023Relationship discounts incorporate bond trading In: BIS Working Papers.
[Full Text][Citation analysis]		paper0
2023Relationship discounts in corporate bond trading.(2023) In: Bank of England working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2024Global Bank Lending and Exchange Rates In: BIS Working Papers.
[Full Text][Citation analysis]		paper0
2011Currency Momentum Strategies In: BIS Working Papers.
[Full Text][Citation analysis]		paper218
2012Currency Momentum Strategies.(2012) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 218		paper
2012Currency momentum strategies.(2012) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 218		article
2012Currency Momentum Strategies.(2012) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 218		paper
2013Information flows in foreign exchange markets: dissecting customer currency trades In: BIS Working Papers.
[Full Text][Citation analysis]		paper66
2016Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades.(2016) In: Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 66		article
2015Global Asset Allocation Shifts In: BIS Working Papers.
[Full Text][Citation analysis]		paper17
2016When the walk is not random: commodity prices and exchange rates In: BIS Working Papers.
[Full Text][Citation analysis]		paper59
2017When the Walk Is Not Random: Commodity Prices and Exchange Rates.(2017) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 59		article
2016Has the pricing of stocks become more global? In: BIS Working Papers.
[Full Text][Citation analysis]		paper2
2016Has the Pricing of Stocks Become More Global?.(2016) In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2015Has the Pricing of Stocks Become More Global?.(2015) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2017Scarcity effects of QE: A transaction-level analysis in the Bund market In: BIS Working Papers.
[Full Text][Citation analysis]		paper31
2017Scarcity effects of QE: A transaction-level analysis in the Bund market.(2017) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2017Monetary policys rising FX impact in the era of ultra-low rates In: BIS Working Papers.
[Full Text][Citation analysis]		paper54
2017Monetary policys rising FX impact in the era of ultra-low rates.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 54		paper
2021Monetary policy’s rising FX impact in the era of ultra-low rates.(2021) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 54		article
2017Segmented money markets and covered interest parity arbitrage In: BIS Working Papers.
[Full Text][Citation analysis]		paper53
2017Segmented money markets and covered interest parity arbitrage.(2017) In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53		paper
2018An intermediation-based model of exchange rates In: BIS Working Papers.
[Full Text][Citation analysis]		paper7
2018An Intermediation-Based Model of Exchange Rates.(2018) In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2024An Intermediation-Based Model of Exchange Rates.(2024) In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2018An Intermediation-Based Model of Exchange Rates.(2018) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2018Explaining Monetary Spillovers: The Matrix Reloaded In: BIS Working Papers.
[Full Text][Citation analysis]		paper28
2020Explaining Monetary Spillovers: The Matrix Reloaded.(2020) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2023Explaining Monetary Spillovers: The Matrix Reloaded.(2023) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		article
2018Non-monetary news in central bank communication In: BIS Working Papers.
[Full Text][Citation analysis]		paper220
2019Non-monetary news in central bank communication.(2019) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 220		article
2018Non-Monetary News in Central Bank Communication.(2018) In: NBER Chapters.
[Citation analysis]
This paper has nother version. Agregated cites: 220		chapter
2018Non-Monetary News in Central Bank Communication.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 220		paper
2020Debt De-risking In: BIS Working Papers.
[Full Text][Citation analysis]		paper0
2020Debt De-risking.(2020) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2020Banking across borders: At the crossroads in the transition away from LIBOR - from overnight to term rates In: BIS Working Papers.
[Full Text][Citation analysis]		paper0
2021Non-bank financial intermediaries and financial stability In: BIS Working Papers.
[Full Text][Citation analysis]		paper8
2023Non-bank financial intermediaries and financial stability.(2023) In: Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		chapter
2022Monetary policy expectation errors In: BIS Working Papers.
[Full Text][Citation analysis]		paper8
2022Monetary policy expectation errors.(2022) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2012Carry Trades and Global Foreign Exchange Volatility In: Journal of Finance.
[Full Text][Citation analysis]		article411
2011Carry Trades and Global Foreign Exchange Volatility.(2011) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 411		paper
2015Size and Momentum Profitability in International Stock Markets In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper3
2015Size and Momentum Profitability in International Stock Markets.(2015) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2016Intermediation Markups and Monetary Policy Passthrough In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper6
2018Intermediation markups and monetary policy pass-through.(2018) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2017Intermediation Markups and Monetary Policy Passthrough.(2017) In: 2017 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2020Policy Announcement Design In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2022Constrained Liquidity Provision in Currency Markets In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2016Currency Value In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper6
2017Currency Value.(2017) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2019Covered Interest Parity Arbitrage In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper23
2022Covered Interest Parity Arbitrage.(2022) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		article
2019The FOMC Risk Shift In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper23
2021The FOMC Risk Shift.(2021) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		article
2021The FOMC risk shift.(2021) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2020The Market Microstructure of Central Bank Bond Purchases In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article9
2011Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? In: European Economic Review.
[Full Text][Citation analysis]		article40
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		paper
2013What do professional forecasters stock market expectations tell us about herding, information extraction and beauty contests? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article12
2010A reappraisal of the leading indicator properties of the yield curve under structural instability In: International Journal of Forecasting.
[Full Text][Citation analysis]		article30
2010International stock return predictability under model uncertainty In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article20
2008International Stock Return Predictability Under Model Uncertainty.(2008) In: ZEW Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2024Tackling the risks in crypto: Choosing among bans, containment and regulation In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]		article0
2009Asset pricing with a reference level of consumption: New evidence from the cross-section of stock returns In: Review of Financial Economics.
[Full Text][Citation analysis]		article2
2009Asset ppricing with a reference level of consumption: New evidence from the cross-section of stock returns.(2009) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2007Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns.(2007) In: ZEW Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2011On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications In: CER-ETH Economics working paper series.
[Full Text][Citation analysis]		paper25
2008Expected Inflation, Expected Stock Returns, and Money Illusion: What can we learn from Survey Expectations? In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper2
2019Common risk factors in international stock markets In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article18
2024Decentralized Finance (DeFi): A Functional Approach In: Journal of Financial Regulation.
[Full Text][Citation analysis]		article0
2009Carry Trades and Global FX Volatility In: MPRA Paper.
[Full Text][Citation analysis]		paper4
2009Long-horizon consumption risk and the cross-section of returns: new tests and international evidence In: The European Journal of Finance.
[Full Text][Citation analysis]		article2
2009Long-horizon consumption risk and the cross-section of returns: New tests and international evidence.(2009) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
In: .
[Full Text][Citation analysis]		paper1
2009Higher-order beliefs among professional stock market forecasters: some first empirical tests In: ZEW Discussion Papers.
[Full Text][Citation analysis]		paper6
2006Consumption-Based Asset Pricing with a Reference Level: New Evidence from the Cross-Section of Stock Returns In: ZEW Discussion Papers.
[Full Text][Citation analysis]		paper0
2006Evaluating conditional asset pricing models for the German stock market In: ZEW Discussion Papers.
[Full Text][Citation analysis]		paper3
2006Methoden mittelfristiger gesamtwirtschaftlicher Projektionen In: ZEW Wachstums- und Konjunkturanalysen.
[Full Text][Citation analysis]		article0
2007Zinsstruktur als Konjunkturindikator: Wie variabel ist die Prognosekraft? In: ZEW Wachstums- und Konjunkturanalysen.
[Full Text][Citation analysis]		article0
2009Rendite und Risiko von Carry Trade Strategien auf Devisenmärkten In: ZEW Wachstums- und Konjunkturanalysen.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team