Andreas Schrimpf

Carry Trades and Global Foreign Exchange Volatility

Year: 2011
Journal: Journal of Finance
Authors: Lukas Menkhoff; Lucio Sarno; Andreas Schrimpf; Maik Schmeling

Currency Momentum Strategies

Year: 2012
Journal: Journal of Financial Economics
Authors: Lukas Menkhoff; Lucio Sarno; Andreas Schrimpf; Maik Schmeling

Size and Momentum Profitability in International Stock Markets

Year: 2015
Journal: No Journal Matched
Authors: Peter S. Schmidt; Andreas Schrimpf; Urs Von Arx; Alexander F. Wagner; Andreas Ziegler

Has the Pricing of Stocks Become More Global?

Year: 2015
Journal: No Journal Matched
Authors: Ivan Petzev; Andreas Schrimpf; Alexander F. Wagner

Nonmonetary News in Central Bank Communication

Year: 2018
Journal: Journal of International Economics
Authors: Anna Cieslak; Andreas Schrimpf

An Intermediation-Based Model of Exchange Rates

Year: 2018
Journal: No Journal Matched
Authors: Semyon Malamud; Andreas Schrimpf

Intermediation Markups and Monetary Policy Passthrough

Year: 2018
Journal: No Journal Matched
Authors: Semyon Malamud; Andreas Schrimpf

The FOMC Risk Shift

Year: 2019
Journal: No Journal Matched
Authors: Maik Schmeling; Andreas Schrimpf; Tim Kroencke

Covered Interest Parity Arbitrage

Year: 2019
Journal: Review of Financial Studies
Authors: Dagfinn Rime; Andreas Schrimpf; Olav Syrstad

Debt Derisking

Year: 2020
Journal: Management Science
Authors: Jannic Cutura; Gianpaolo Parise; Andreas Schrimpf

Explaining Monetary Spillovers: The Matrix Reloaded

Year: 2020
Journal: No Journal Matched
Authors: Jonathan Kearns; Andreas Schrimpf; Fan Dora Xia

Optimal Transport of Information

Year: 2021
Journal: No Journal Matched
Authors: Semyon Malamud; Anna Cieslak; Andreas Schrimpf

Peso Problems in the Estimation of the CCAPM

Year: 2021
Journal: No Journal Matched
Authors: Juan Carlos Parra-Alvarez; Olaf Posch; Andreas Schrimpf

Nonbank Financial Intermediaries and Financial Stability

Year: 2022
Journal: No Journal Matched
Authors: Sirio Aramonte; Andreas Schrimpf; Hyun Song Shin

Decentralised Finance (DeFi): A Functional Approach

Year: 2023
Journal: No Journal Matched
Authors: Matteo Aquilina; Jon Frost; Andreas Schrimpf

Global Production Linkages and Stock Market Comovement

Year: 2023
Journal: No Journal Matched
Authors: Raphael Auer; Bruce Iwadate; Andreas Schrimpf; Alexander F. Wagner

Margins, Debt Capacity and Systemic Risk

Year: 2023
Journal: No Journal Matched
Authors: Sirio Aramonte; Andreas Schrimpf; Hyun Song Shin