Andreas Schrimpf : Citation Profile

Bank for International Settlements (BIS)

25

H index

36

i10 index

2352

Citations

RESEARCH PRODUCTION:

46

Articles

85

Papers

2

Chapters

RESEARCH ACTIVITY:

   19 years (2006 - 2025). See details.
   Cites by year: 123
   Journals where Andreas Schrimpf has often published
   Relations with other researchers
   Recent citing documents: 304.    Total self citations: 46 (1.92 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psc349
   Updated: 2025-12-20    RAS profile: 2025-09-08    
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Relations with other researchers

Works with:

Schmeling, Maik (5)

Todorov, Karamfil (4)

Ranaldo, Angelo (3)

Huang, Wenqian (3)

Auer, Raphael (3)

Aquilina, Matteo (3)

Shin, Hyun Song (3)

Sushko, Vladyslav (3)

Wagner, Alexander (3)

Xia, Fan Dora (3)

Frost, Jon (2)

Vause, Nicholas (2)

Jurkatis, Simon (2)

Kroencke, Tim (2)

Aramonte, Sirio (2)

Eren, Egemen (2)

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

Is cited by:

Sakemoto, Ryuta (33)

Sarno, Lucio (30)

Kose, Ayhan (24)

Ranaldo, Angelo (21)

Claessens, Stijn (21)

Niepmann, Friederike (17)

Cenedese, Gino (17)

Byrne, Joseph (17)

Wang, Yudong (16)

Menkhoff, Lukas (16)

Nitschka, Thomas (16)

Cites to:

Campbell, John (81)

Bekaert, Geert (44)

Cochrane, John (37)

Shin, Hyun Song (29)

Verdelhan, Adrien (28)

French, Kenneth (27)

Pedersen, Lasse (26)

Sushko, Vladyslav (26)

Swanson, Eric (24)

McCauley, Robert (24)

Sarno, Lucio (24)

Main data

Where Andreas Schrimpf has published?

Journals with more than one article published# docs
BIS Quarterly Review11
The Review of Financial Studies3
ZEW Wachstums- und Konjunkturanalysen3
Journal of Financial Economics3
Journal of Finance2
Journal of Financial and Quantitative Analysis2
European Economic Review2

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements26
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 (2025 and 2024)

YearTitle of citing document
2025Global Financial Spillovers of ChineseMacroeconomic Surprises. (2025). Turen, Javier ; Gutierrez, Camila ; Vicondoa, Alejandro. In: Working Papers. RePEc:aoz:wpaper:366.

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

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2025Information Design in Smooth Games. (2023). Yamashita, Takuro ; Smolin, Alex. In: Papers. RePEc:arx:papers:2202.10883.

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2024Feasible Conditional Belief Distributions. (2024). Babichenko, Yakov ; Arieli, Itai ; Sandomirskiy, Fedor. In: Papers. RePEc:arx:papers:2307.07672.

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

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2024A Mean Field Game between Informed Traders and a Broker. (2024). Bergault, Philippe. In: Papers. RePEc:arx:papers:2401.05257.

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2024Tax Policy Handbook for Crypto Assets. (2024). Misra, Arindam. In: Papers. RePEc:arx:papers:2403.15074.

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2024Compound V3 Economic Audit Report. (2024). Sinha, Sudipan ; Nag, Abhimanyu ; Datta, Arka ; Gupta, Samrat ; Ghosh, Rik. In: Papers. RePEc:arx:papers:2410.04085.

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2025Financial instability transition under heterogeneous investments and portfolio diversification. (2025). Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina ; Vivo, Pierpaolo ; Budnick, Barak ; Forer, Preben. In: Papers. RePEc:arx:papers:2501.19260.

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2025Tensor dynamic conditional correlation model: A new way to pursuit Holy Grail of investing. (2025). Zhu, KE ; Yu, Cheng. In: Papers. RePEc:arx:papers:2502.13461.

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2025To Hedge or Not to Hedge: Optimal Strategies for Stochastic Trade Flow Management. (2025). Gu, Olivier ; Bergault, Philippe ; Bodor, Hamza. In: Papers. RePEc:arx:papers:2503.02496.

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2025Hierarchical Representations for Evolving Acyclic Vector Autoregressions (HEAVe). (2025). Cornell, Cameron ; Roughan, Matthew ; Mitchell, Lewis. In: Papers. RePEc:arx:papers:2505.12806.

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2025Optimal hedging of an informed broker facing many traders. (2025). Bergault, Philippe ; Cardaliaguet, Pierre ; Yan, Wenbin. In: Papers. RePEc:arx:papers:2506.08992.

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2025100-Day Analysis of USD/IDR Exchange Rate Dynamics Around the 2025 U.S. Presidential Inauguration. (2025). , Sandy ; Kaban, Siti N ; Nugraha, Cahya. In: Papers. RePEc:arx:papers:2506.18738.

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2025Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review. (2025). Vivo, Pierpaolo ; Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina. In: Papers. RePEc:arx:papers:2508.12007.

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2025A Case for AXI. (2025). Tsyrennikov, Viktor. In: Papers. RePEc:arx:papers:2509.03035.

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2025Does FOMC Tone Really Matter? Statistical Evidence from Spectral Graph Network Analysis. (2025). Choi, Jaeho ; Chung, Seyoung ; Kim, Jaewon ; Lee, Yoonsoo. In: Papers. RePEc:arx:papers:2510.02705.

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2025Re(Visiting) Time Series Foundation Models in Finance. (2025). Rahimikia, Eghbal ; Ni, Hao ; Wang, Weiguan. In: Papers. RePEc:arx:papers:2511.18578.

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2025Monetary Policy Shocks: A New Hope. Large Language Models and Central Bank Communication.. (2025). Fernndez-Fuertes, Rubn. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25257.

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2025España | Los cortos retardos de la política monetaria. (2025). Ortiz, Alvaro ; Duarte, Joao ; Corsetti, Giancarlo ; Carvalho, Vasco ; Buda, Gergely ; Hansen, Stephen ; da Silva, Afonso Pereira ; Rodrguez, Jos V ; Rodrigo, Tomasa. In: Working Papers. RePEc:bbv:wpaper:2502.

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2025España | Los breves desfases de la Política Monetaria. (2025). Research, Bbva. In: Working Papers. RePEc:bbv:wpaper:2508.

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2025On-the-run Premia, Settlement Fails, and Central Bank Access. (2025). Schneider, Fabienne. In: Staff Working Papers. RePEc:bca:bocawp:25-19.

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2025Demand-Driven Risk Premia in Foreign Exchange and Bond Markets. (2025). Yang, Jun ; Uthemann, Andreas ; Vala, Rishi ; Krohn, Ingomar. In: Staff Working Papers. RePEc:bca:bocawp:25-29.

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2025Money Talks: How Foreign and Domestic Monetary Policy Communications Move Financial Markets. (2025). Zhang, Xu ; Sekkel, Rodrigo ; Stern, Henry. In: Staff Working Papers. RePEc:bca:bocawp:25-33.

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2025When Low Rates Speak Loud: exchange rate dynamics under different interest rate regimes. (2025). Gaglianone, Wagner ; Moura, Jaqueline Terra ; Machado, Jos Valentim. In: Working Papers Series. RePEc:bcb:wpaper:630.

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2024The fundamental role of the repo market and central clearing. (2024). di Luigi, Cristina ; Perrella, Antonio ; Ruggieri, Alessio. In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_048_24.

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2024The global transmission of U.S. monetary policy. (2024). Ricco, Giovanni ; Degasperi, Riccardo ; Hong, Seokki Simon. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1466_24.

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2025Dissent in Monetary Policy Decisions: Effects, Channels and Implications. (2025). Hubert, Paul ; Blot, Christophe ; Labondance, Fabien. In: Working papers. RePEc:bfr:banfra:1001.

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2025When does Monetary Policy Matter? Policy Stance vs. Term Premium News. (2025). Herbert, Sylvrie ; Hubert, Paul. In: Working papers. RePEc:bfr:banfra:1017.

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2025The Signaling Effects of Tightening and Easing Monetary Policy. (2025). Hubert, Paul ; Portier, Rose. In: Working papers. RePEc:bfr:banfra:999.

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2025US dollars slide in April 2025: the role of FX hedging. (2025). Wooldridge, Philip ; Shin, Hyun Song ; Xia, Dora. In: BIS Bulletins. RePEc:bis:bisblt:105.

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2025Stablecoin growth - policy challenges and approaches. (2025). Aldasoro, Iaki ; Lewrick, Ulf ; Aquilina, Matteo ; Lim, Sang Hyuk. In: BIS Bulletins. RePEc:bis:bisblt:108.

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2025Cryptocurrencies and decentralised finance: functions and financial stability implications. (2025). Gambacorta, Leonardo ; Frost, Jon ; Cornelli, Giulio ; Aquilina, Matteo. In: BIS Papers. RePEc:bis:bisbps:156.

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2025Commonality under pressure: banks and funds. (2025). Cornelli, Giulio ; Aquilina, Matteo ; Tarashev, Nikola. In: BIS Quarterly Review. RePEc:bis:bisqtr:2503e.

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

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

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2024House price responses to monetary policy surprises: evidence from US listings data. (2024). Kudlyak, Marianna ; Kryvtsov, Oleksiy ; Gorea, Denis. In: BIS Working Papers. RePEc:bis:biswps:1212.

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2025Integrating balance sheet policy into monetary policy conditions. (2025). Rungcharoenkitkul, Phurichai ; Mojon, Benoit ; Xia, Dora. In: BIS Working Papers. RePEc:bis:biswps:1281.

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2025How do quantitative easing and tightening affect firms?. (2025). Gorea, Denis ; Eren, Egemen ; Zhai, Daojing. In: BIS Working Papers. RePEc:bis:biswps:1286.

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2025Harnessing artificial intelligence for monitoring financial markets. (2025). Gelos, R. Gaston ; Perez-Cruz, Fernando ; Park, Taejin ; Godoy, Douglas Kiarelly ; Aquilina, Matteo. In: BIS Working Papers. RePEc:bis:biswps:1291.

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2025When is less more? Bank arrangements for liquidity vs central bank support. (2025). Acharya, Viral V ; Shu, Zhi Quan ; Rajan, Raghuram. In: BIS Working Papers. RePEc:bis:biswps:1307.

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2024Reassessing the Effectiveness and Transmission of Monetary Policy: Review of the Jackson Hole Economic Policy Symposium. (2024). Ivanova, Nadezhda ; Sinyakov, Andrey ; Styrin, Konstantin. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:4:p:119-144.

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2024Does Portfolio Momentum Beat Analyst Advice?. (2024). Batten, Jonathan A ; Lee, Jae Yong ; Ham, Hyuna ; Ryu, Doojin. In: Abacus. RePEc:bla:abacus:v:60:y:2024:i:2:p:338-364.

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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.

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2024Alternative Monetary Policy Commitments and the Yield Curve. (2024). Haworth, Cameron ; Gai, Prasanna. In: The Economic Record. RePEc:bla:ecorec:v:100:y:2024:i:329:p:137-159.

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2024Central bank communication and social media: From silence to Twitter. (2024). Romelli, Davide ; Peia, Oana ; Masciandaro, Donato. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:365-388.

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202430 years of exchange rate analysis and forecasting: A bibliometric review. (2024). Wang, Shouyang ; Wei, Yunjie ; Fang, Siran. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:973-1007.

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2024Interest Rate Skewness and Biased Beliefs. (2024). Chernov, Mikhail ; Bauer, Michael. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:173-217.

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2024The Term Structure of Covered Interest Rate Parity Violations. (2024). Song, Dongho ; Chernov, Mikhail ; Schmid, Lukas ; Augustin, Patrick. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2077-2114.

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2024Currency Management by International Fixed‐Income Mutual Funds. (2024). Sialm, Clemens ; Zhu, Qifei. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4037-4081.

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2024Asymmetric expectations of monetary policy. (2024). Busetto, Filippo. In: Bank of England working papers. RePEc:boe:boeewp:1058.

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2024Whose asset sales matter?. (2024). Bidder, Rhys ; Silvestri, Laura ; Coen, Jamie ; Lepore, Caterina. In: Bank of England working papers. RePEc:boe:boeewp:1088.

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2024Exchanges for government bonds? Evidence during COVID-19. (2024). Nathan, Daniel ; Kutai, Ari ; Wittwer, Milena. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2024.03.

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2024The Impact of Quantitative and Qualitative Easing and Yield Curve Control on the Functioning of the Japanese Government Bond Market. (2024). Kitamura, Tomiyuki ; Fukuma, Noritaka ; Matsuda, Naoki ; Watanabe, Kota ; Maehashi, Kohei ; Takemura, Keita. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e09.

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2025Exploratory Scenario Analysis Considering the Growing Presence of Domestic and Foreign Investment Funds. (2025). Nakamura, Fumitaka ; Maruyama, Toshitaka ; Konaka, Yuki. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp25e11.

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2025The Short Lags of Monetary Policy. (2025). Ortiz, Alvaro ; Duarte, Joao ; Hansen, S ; Corsetti, G ; Carvalho, V M ; Buda, G ; Rodrigo, T ; da Silva, Alves G ; Rodraiguez, J V ; Moura, A S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2509.

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2025The Short Lags of Monetary Policy. (2025). Ortiz, Alvaro ; Duarte, Joao ; Moura, A S ; Hansen, S ; Corsetti, G ; Carvalho, V M ; Buda, G ; da Silva, Alves G ; Rodraiguez, J V ; Rodrigo, T. In: Janeway Institute Working Papers. RePEc:cam:camjip:2504.

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2024The Signaling Effects of Fiscal Announcements. (2024). Zanetti, Francesco ; Melosi, Leonardo ; Picco, Anna Rogantini ; Morita, Hiroshi. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11312.

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2024The Transmission of Monetary Policy to the Cost of Hedging. (2024). Koeniger, Winfried ; Fengler, Matthias ; Minger, Stephan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11556.

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2025The Dollar Channel of Monetary Policy Transmission. (2025). Meisenzahl, Ralf R ; Schmidt-Eisenlohr, Tim ; Niepmann, Friederike. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11777.

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2024The Signaling Effects of Fiscal Announcements. (2024). Zanetti, Francesco ; Rogantini Picco, Anna ; Melosi, Leonardo ; Morita, Hiroshi. In: Discussion Papers. RePEc:cfm:wpaper:2436.

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2025A Model of Interacting Banks and Money Market Funds. (2025). Suarez, Javier ; Farias, Martin. In: Working Papers. RePEc:cmf:wpaper:wp2025_2508.

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2024The Signaling Effects of Fiscal Announcements. (2024). Zanetti, Francesco ; Melosi, Leonardo ; Morita, Hiroshi ; Picco, Anna Rogantini. In: CIGS Working Paper Series. RePEc:cnn:wpaper:24-017e.

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2025Dissent in Monetary Policy Decisions: Effects, Channels and Implications. (2025). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: Working Papers. RePEc:crb:wpaper:2025-07.

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2024Is There an Information Channel of Monetary Policy?. (2024). Kriwoluzky, Alexander ; Holtemöller, Oliver ; Holtemoller, Oliver ; Kwak, Boreum. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2084.

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2025The local supply effect of asset purchases: evidence from the Eurosystems CSPP. (2025). Kakes, Jan ; de Haes, Casper ; Hudepohl, Tom. In: Working Papers. RePEc:dnb:dnbwpp:837.

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2025Measuring the Spillovers of US Unconventional Surprises across Monetary Conditions with Local Projections. (2025). Chantaraboontha, Arisa. In: ISER Discussion Paper. RePEc:dpr:wpaper:1276.

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2025Dissent in Monetary Policy Decisions: Effects, Channels and Implications. (2025). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-31.

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2025Report on monetary policy tools, strategy and communication. (2025). Suda, Jacek ; Skotida, Ifigeneia ; Notarpietro, Alessandro ; Meyler, Aidan ; Mazelis, Falk ; Mavromatis, Kostas(Konstantinos) ; Lozej, Matija ; Lieberknecht, Philipp ; Krustev, Georgi ; Kamps, Christophe ; Heikkinen, Joni ; Grimaud, Alex ; Gnocato, Nicolò ; Ferrero, Giuseppe ; Ehrmann, Michael ; Coenen, Günter ; Burlon, Lorenzo ; Buss, Ginters ; Bussiere, Matthieu ; Benatti, Nicola ; Bernardini, Marco ; Basten, Christoph ; Argiri, Eleni ; Altavilla, Carlo ; Offermans, Christian ; Hagenhoff, Tim ; Italianer, Jip ; Bussire, Matthieu ; Wacks, Johannes ; Rannenberg, Ansgar ; Kilponen, Juha ; Jose, Gallegos Dago ; Bonfim, Diana ; Strauss, Tal ; Tischer, Johannes ; Lnnemann, Patrick ; Ferrando, Annalisa ; Aguilar, Pablo ; Grasso, Adriana ; Hempell, Hannah S ; Paloviita, Maritta ; Greco, Antonio ; de Souza, Toms Carrera ; Gomes, Sandra ; Westermann, Thomas ; Reichenbachas, Tomas ; Kienzler, Daniel ; Jrgensen, Kasper ; Bobeica, Elena ; de Jonghe, Olivier Georg ; Tosato, Andrea Giorgio ; Hernndez, Catalina Martnez ; Vitorino, Rita Fernandes ; Vladu, Andreea Liliana ; Goy, Gavin ; Hammermann, Felix ; Fonseca, Lus ; Papadopoulou, Niki ; Gori, Sofia ; Brand, Claus ; da Costa, Jos Cardoso ; Holm-Hadulla, Fdric ; Wintr, Ladislav ; Rttger, Joost ; Kerssenfischer, Mark ; Jalasjoki, Pirkka ; Baumann, Ursel ; Ungarelli, Flavia ; Covarrubias, Matias ; van der Ghote, Alejandro ; Marx, Magali ; Elfsbacka-Schmller, Michaela ; Saporito, Elisa ; Ilieva, Boryana ; Haavio, Markus ; Irastorza, Katti ; Papoutsi, Melina ; Goodhead, Robert ; Bitter, Lea ; Carboni, Giacomo ; Zimic, Sreko ; Scheer, Alexander ; Kedan, Danielle ; Bates, Colm ; de Almeida, Ins Fernandes ; Vrhelyi, Georges ; Martnez-Martin, Jaime ; Dupraz, Stphane ; Guilhem, Arthur Saint ; Kostka, Thomas ; Gross, Johannes ; Chahad, Mohammed ; Patriek, Matic ; Gonzles, Beatriz ; Auer, Simone ; Cantelmo, Alessandro ; Zutis, Klavs ; Scheithauer, Jan ; Kase, Hanno ; Bartocci, Anna ; Grazzini, Caterina Forti ; Thaler, Dominik ; Luikmel, Peeter ; Velasco, Sofia ; Momtsia, Angeliki ; Diaz, Rubn Dominguez ; Rigato, Rodolfo Dinis ; Lisack, Nomie ; Ciccarelli, Matteo ; Cinquin, Julian-Baptiste ; Penalver, Adrian ; Hoerova, Marie ; Akkaya, Yildiz ; Budnik, Katarzyna ; Zlobins, Andrejs ; Schrder, Maximilian ; Karadi, Peter ; Barkhausen, David ; Glckler, Gabriel ; Stevens, Arnoud ; Lemke, Wolfgang ; Ventula-Veghazy, Alexia ; Deskar-Krbi, Milan ; McGregor, Thomas ; Bottero, Margherita ; Lhuissier, Stphane ; Penciu, Alexandru ; Helmus, Casper ; Adalid, Ramn ; Broeders, Dirk ; Gallegos, Jos-Elas ; Dupin, Elise ; Schumacher, Julian ; Kaminskas, Rokas ; Bakowska, Katarzyna ; Speck, Christian ; Lechtaler, Wolfgang ; Nakov, Anton ; de Santis, Roberto A ; Nguyen, Benot ; Bletzinger, Tilman ; Istrefi, Klodiana ; Vetlov, Igor ; Pintari, Martin ; Kortelainen, Mika ; Barrau, Galo Nuo ; Boucinha, Miguel ; Casalis, Andr ; Hennigan, Cian ; Schupp, Fabian ; Consolo, Agostino ; Gilbert, Niels ; Avgousti, Aris ; Carrier, Alexandre ; Schwaab, Bernd ; Nikolov, Kalin ; Gti, Laura ; Gerke, Rafael ; Volk, Matjaz ; Pool, Sebastiaan ; Kornprobst, Antoine ; Motto, Roberto ; Bonomolo, Paolo ; Imbierowicz, Bjrn ; Ebener, Luca ; Linzert, Tobias ; Kapadia, Sujit ; Pareja, Ana Arencibia ; di Casola, Paola ; Scalone, Valerio ; Kwapil, Claudia ; Obstbaum, Meri ; Gareis, Johannes ; Ristiniemi, Annukka ; Tristani, Oreste ; von Landesberger, Julian ; Priftis, Romanos ; Kockerols, Thore ; Vlassopoulos, Thomas ; Bninghausen, Benjamin ; Sammarini, Anita ; Strukat, Martin ; Lund-Thomsen, Frederik ; Christoffel, Kai ; Angelini, Elena ; Dobrew, Michael ; Lang, Jan Hannes ; Kunzmann, Vanessa ; Odendahl, Florens ; Georgarakos, Dimitris ; Ruhkamp, Stefan ; Niessner, Birgit ; von Thadden, Leopold ; Quint, Dominic ; Klaver, Inge ; Boeckx, Jef ; Pilla, Edoardo ; Szablewksa, Marta ; Malacrino, Davide ; Allayioti, Anastasia ; Ferrari, Alessandro ; Kocharkov, Georgi. In: Occasional Paper Series. RePEc:ecb:ecbops:2025372.

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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.

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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.

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

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2024A statistical approach to identifying ECB monetary policy. (2024). Fonseca, Luís ; Brand, Claus ; Bitter, Lea ; Akkaya, Yildiz. In: Working Paper Series. RePEc:ecb:ecbwps:20242994.

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2025Flexible asset purchases and repo market functioning. (2025). Poinelli, Andrea ; Grasso, Adriana. In: Working Paper Series. RePEc:ecb:ecbwps:20253013.

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2025The implications of CIP deviations for international capital flows. (2025). Kubitza, Christian ; Vandeweyer, Quentin ; Sigaux, Jean-David. In: Working Paper Series. RePEc:ecb:ecbwps:20253017.

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2025Investment funds and euro disaster risk. (2025). Kaufmann, Christoph ; Georgiadis, Georgios ; Longaric, Pablo Anaya ; Cera, Katharina. In: Working Paper Series. RePEc:ecb:ecbwps:20253029.

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2025The signaling effects of fiscal announcements. (2025). Morita, Hiroshi ; Picco, Anna Rogantini ; Melosi, Leonardo ; Zanetti, Francesco. In: Working Paper Series. RePEc:ecb:ecbwps:20253110.

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2024Unveiling Interconnectedness and Volatility Transmission: A Novel GARCH Analysis of Leading Global Cryptocurrencies. (2024). Kushwah, Silky Vigg ; Hundal, Shab ; Goel, Payal. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-03-16.

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2024Religion and household saving behavior. (2024). Lee, Junyong ; Hong, Seiwoong ; Shin, Donglim ; Oh, Frederick Dongchuhl. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s221463502400114x.

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

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2024The determinants of corporate cost of debt during a financial crisis. (2024). Batten, Jonathan ; Hammoudeh, Shawkat ; Sarker, Ashutosh ; Tanin, Tauhidul Islam. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s0890838924001392.

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2025The fed information shocks and the market for corporate control: Predictive and causal effects. (2025). Barbopoulos, Leonidas G ; Saunders, Anthony ; Adra, Samer. In: Journal of Corporate Finance. RePEc:eee:corfin:v:90:y:2025:i:c:s0929119924001433.

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

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2024Measuring the effects of unconventional monetary policy tools under adaptive learning. (2024). Huh, Sungjun ; Cole, Stephen J. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:164:y:2024:i:c:s016518892400068x.

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2024Unconventional monetary policy and policy foresight. (2024). Laumer, Sebastian ; Violaris, Andreas-Entony. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:164:y:2024:i:c:s0165188924000745.

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2024Nominal exchange rates and heterogeneous beliefs. (2024). Lu, Lei ; Jiao, Feng ; Croitoru, Benjamin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924000964.

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2025Monetary policy and credit flows: A tale of two effective lower bounds. (2025). Bianco, Timothy ; Herrera, Ana Mara. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:175:y:2025:i:c:s0165188925000508.

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2025Optimal N-state endogenous Markov-switching model for currency liquidity timing. (2025). Wang, Luqi ; Urga, Giovanni. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:177:y:2025:i:c:s0165188925001034.

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2025Financial market responses to the policy language of forward guidance: Evidence from China. (2025). Wang, Yulong ; Nie, LI ; Shi, Kai. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:317-335.

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2025Playing by the Taylor rules or sticking to Friedman’s policy: A new approach to monetary policy identification. (2025). Arefyev, Nikolay ; Arefeva, Alina. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s0264999324003237.

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2025Covered interest parity: A forecasting approach to estimate the neutral band. (2025). Hernandez, Juan ; Hernndez, Juan R. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000719.

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2025Explaining the causality between trading volume and stock returns: What drives its cross-quantile patterns?. (2025). Gebka, Bartosz. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000720.

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2025Monetary policy analysis using natural language processing: Evaluating the Peoples Bank of Chinas minutes and report summary with the Taylor Rule. (2025). Jia, Songbo ; Wood, Justine ; Ahmad, Ahmad Hassan ; Su, Shiwei. In: Economic Modelling. RePEc:eee:ecmode:v:149:y:2025:i:c:s0264999325001166.

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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.

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2024Cross-regional connectedness of financial market: Measurement and determinants. (2024). Wang, Xuya ; Yang, Xin ; Zhao, Lili ; Cao, Jie ; Huang, Chuangxia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000822.

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2024Unlocking portfolio resilient and persistent risk: A holistic approach to unveiling potential grounds. (2024). Reis, Pedro Nogueira ; Soares, Antonio Pedro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001232.

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2024The liquidity timing ability of mutual funds. (2024). Yin, Zhengnan ; Osullivan, Niall ; Sherman, Meadhbh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001268.

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2024Can U.S. macroeconomic indicators forecast cryptocurrency volatility?. (2024). Su, Yi-Kai ; Tzeng, Kae-Yih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001499.

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2025Monetary policy expectations and financial Markets: A Quantile-on-Quantile connectedness approach. (2025). Naifar, Nader. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000294.

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2025Liquidity in the euro area sovereign bond market during the “dash for cash” driven by the COVID-19 crisis. (2025). Xia, Fan Dora ; Papavassiliou, Vassilios. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006359.

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2024Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective. (2024). Zhu, Ziwei ; Wang, Weichen. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623003494.

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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]		paper40
2014Dividend Predictability Around the World.(2014) In: Journal of Financial and Quantitative Analysis.
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2010Macro Expectations, Aggregate Uncertainty, and Expected Term Premia In: CREATES Research Papers.
[Full Text][Citation analysis]		paper25
2013Macro-expectations, aggregate uncertainty, and expected term premia.(2013) In: European Economic Review.
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This paper has nother version. Agregated cites: 25		article
2010Macro expectations, aggregate uncertainty, and expected term premia.(2010) In: ZEW Discussion Papers.
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This paper has nother version. Agregated cites: 25		paper
2010A Comprehensive Look at Financial Volatility Prediction by Economic Variables In: CREATES Research Papers.
[Full Text][Citation analysis]		paper196
2012A Comprehensive Look at Financial Volatility Prediction by Economic Variables.(2012) In: BIS Working Papers.
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This paper has nother version. Agregated cites: 196		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: 196		article
2011International Diversification Benefits with Foreign Exchange Investment Styles In: CREATES Research Papers.
[Full Text][Citation analysis]		paper45
2014International Diversification Benefits with Foreign Exchange Investment Styles.(2014) In: Review of Finance.
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This paper has nother version. Agregated cites: 45		article
2011International diversification benefits with foreign exchange investment styles.(2011) In: ZEW Discussion Papers.
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This paper has nother version. Agregated cites: 45		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]
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2016The Response of Tail Risk Perceptions to Unconventional Monetary Policy In: American Economic Journal: Macroeconomics.
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2013The response of tail risk perceptions to unconventional monetary policy.(2013) In: BIS Working Papers.
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2021Optimal Transport of Information In: Papers.
[Full Text][Citation analysis]		paper1
2021Optimal Transport of Information.(2021) In: Swiss Finance Institute Research Paper Series.
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2021Optimal Transport of Information.(2021) In: CEPR Discussion Papers.
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2022Persuasion by Dimension Reduction In: Papers.
[Full Text][Citation analysis]		paper3
2021Persuasion by Dimension Reduction.(2021) In: Swiss Finance Institute Research Paper Series.
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2020US dollar funding markets during the Covid-19 crisis - the money market fund turmoil In: BIS Bulletins.
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2020US dollar funding markets during the Covid-19 crisis - the international dimension In: BIS Bulletins.
[Full Text][Citation analysis]		paper31
2020Leverage and margin spirals in fixed income markets during the Covid-19 crisis In: BIS Bulletins.
[Full Text][Citation analysis]		paper95
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]		article37
2016Hanging up the phone - electronic trading in fixed income markets and its implications In: BIS Quarterly Review.
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2016Downsized FX markets: causes and implications In: BIS Quarterly Review.
[Full Text][Citation analysis]		article20
2019Beyond LIBOR: a primer on the new benchmark rates In: BIS Quarterly Review.
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2019Sizing up global foreign exchange markets In: BIS Quarterly Review.
[Full Text][Citation analysis]		article24
2019FX trade execution: complex and highly fragmented In: BIS Quarterly Review.
[Full Text][Citation analysis]		article12
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]		article43
2022Foreword: OTC foreign exchange and interest rate derivatives markets through the prism of the Triennial Survey In: BIS Quarterly Review.
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2023CP and CDs markets: a primer In: BIS Quarterly Review.
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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.
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2022Global Production Linkages and Stock Market Comovement.(2022) In: Swiss Finance Institute Research Paper Series.
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2023Crypto carry In: BIS Working Papers.
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2023The demand for government debt In: BIS Working Papers.
[Full Text][Citation analysis]		paper6
2023Margins, debt capacity, and systemic risk In: BIS Working Papers.
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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.
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2024Global Bank Lending and Exchange Rates In: BIS Working Papers.
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2025Predicting financial market stress with machine learning In: BIS Working Papers.
[Full Text][Citation analysis]		paper1
2025Financial conditions and the macroeconomy: a two-factor view In: BIS Working Papers.
[Full Text][Citation analysis]		paper0
2025Global portfolio investments and FX derivatives In: BIS Working Papers.
[Full Text][Citation analysis]		paper1
2011Currency Momentum Strategies In: BIS Working Papers.
[Full Text][Citation analysis]		paper233
2012Currency Momentum Strategies.(2012) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 233		paper
2012Currency momentum strategies.(2012) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 233		article
2012Currency Momentum Strategies.(2012) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 233		paper
2013Information flows in foreign exchange markets: dissecting customer currency trades In: BIS Working Papers.
[Full Text][Citation analysis]		paper72
2016Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades.(2016) In: Journal of Finance.
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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]		paper61
2017When the Walk Is Not Random: Commodity Prices and Exchange Rates.(2017) In: International Journal of Central Banking.
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This paper has nother version. Agregated cites: 61		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]
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2017Scarcity effects of QE: A transaction-level analysis in the Bund market In: BIS Working Papers.
[Full Text][Citation analysis]		paper32
2017Scarcity effects of QE: A transaction-level analysis in the Bund market.(2017) In: Discussion Papers.
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This paper has nother version. Agregated cites: 32		paper
2017Monetary policys rising FX impact in the era of ultra-low rates In: BIS Working Papers.
[Full Text][Citation analysis]		paper63
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: 63		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: 63		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.
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This paper has nother version. Agregated cites: 7		paper
2025An Intermediation-Based Model of Exchange Rates.(2025) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 7		article
2018Explaining Monetary Spillovers: The Matrix Reloaded In: BIS Working Papers.
[Full Text][Citation analysis]		paper41
2020Explaining Monetary Spillovers: The Matrix Reloaded.(2020) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 41		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: 41		article
2018Non-monetary news in central bank communication In: BIS Working Papers.
[Full Text][Citation analysis]		paper266
2019Non-monetary news in central bank communication.(2019) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 266		article
2018Non-Monetary News in Central Bank Communication.(2018) In: NBER Chapters.
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This paper has nother version. Agregated cites: 266		chapter
2018Non-Monetary News in Central Bank Communication.(2018) In: NBER Working Papers.
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2020Debt De-risking In: BIS Working Papers.
[Full Text][Citation analysis]		paper0
2020Debt De-risking.(2020) In: CEPR Discussion Papers.
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2025Debt Derisking.(2025) In: Management Science.
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2025Debt derisking.(2025) In: Other publications TiSEM.
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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]		paper17
2023Non-bank financial intermediaries and financial stability.(2023) In: Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		chapter
2022Monetary policy expectation errors In: BIS Working Papers.
[Full Text][Citation analysis]		paper17
2022Monetary policy expectation errors.(2022) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 17		article
2007Cross‐sectional Tests of Conditional Asset Pricing Models: Evidence from the German Stock Market In: European Financial Management.
[Full Text][Citation analysis]		article32
2012Carry Trades and Global Foreign Exchange Volatility In: Journal of Finance.
[Full Text][Citation analysis]		article431
2011Carry Trades and Global Foreign Exchange Volatility.(2011) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 431		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]		paper1
2025Constrained liquidity provision in currency markets.(2025) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 1		article
2016Currency Value In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper6
2017Currency Value.(2017) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 6		article
2019Covered Interest Parity Arbitrage In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper29
2022Covered Interest Parity Arbitrage.(2022) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		article
2019The FOMC Risk Shift In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper30
2021The FOMC Risk Shift.(2021) In: Journal of Monetary Economics.
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2021The FOMC risk shift.(2021) In: SAFE Working Paper Series.
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2020The Market Microstructure of Central Bank Bond Purchases In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article14
2025The international dimension of repo: five new facts In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2011Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? In: European Economic Review.
[Full Text][Citation analysis]		article41
2008Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations?.(2008) In: SFB 649 Discussion Papers.
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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]		article13
2010A reappraisal of the leading indicator properties of the yield curve under structural instability In: International Journal of Forecasting.
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2010International stock return predictability under model uncertainty In: Journal of International Money and Finance.
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2008International Stock Return Predictability Under Model Uncertainty.(2008) In: ZEW Discussion Papers.
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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.
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2009Asset pricing with a reference level of consumption: New evidence from the cross‐section of stock returns.(2009) In: Review of Financial Economics.
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2009Asset ppricing with a reference level of consumption: New evidence from the cross-section of stock returns.(2009) In: CFR Working Papers.
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2007Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns.(2007) In: ZEW Discussion Papers.
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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]		article27
2024Decentralized Finance (DeFi): A Functional Approach In: Journal of Financial Regulation.
[Full Text][Citation analysis]		article2
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.
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This paper has nother version. Agregated cites: 2		paper
2022Peso problems in the estimation of the C‐CAPM In: Quantitative Economics.
[Full Text][Citation analysis]		article0
2022Constrained Dealers and Market Efficiency In: VfS Annual Conference 2022 (Basel): Big Data in Economics.
[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.
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