Concepedia

Andreas Schrimpf

AS

53

Publications

3.5K

Citations

31

H-Index

2007

Active since

Affiliations

Bank for International Settlements(Current)

Centre for Economic Policy Research

Aarhus University

Goethe University Frankfurt

German Institute for Economic Research

Andreas Schrimpf is an author at Bank for International Settlements specializing in business, finance, and economics.

Top concepts

FinanceBusinessEconomicsGlobal FinanceFinancial EconomicsAsset PricingEmpirical FinanceManagementMonetary PolicyEconomic Analysis

Publications per year

2007–2024

53

Publications

53

Currency momentum strategies

Lukas Menkhoff, Lucio Sarno, Maik Schmeling et al. · Journal of Financial Economics · 2012 · 518 citations

Currency Movements, Economics, International Finance +5

Non-monetary news in central bank communication

Anna Cieślak, Andreas Schrimpf · Journal of International Economics · 2019 · 355 citations · Full text

Monetary Policy, Economics, Financial Economics +12

Carry Trades and Global Foreign Exchange Volatility

Lukas Menkhoff, Lucio Sarno, Maik Schmeling et al. · The Journal of Finance · 2012 · 287 citations

Currency Risk, Empirical Finance, Volatility Modeling +21

A comprehensive look at financial volatility prediction by economic variables

Charlotte Christiansen, Maik Schmeling, Andreas Schrimpf · Journal of Applied Econometrics · 2012 · 271 citations

Empirical Finance, Volatility Modeling, Engineering +20

Lukas Menkhoff, Lucio Sarno, Maik Schmeling et al. · Review of Financial Studies · 2016 · 147 citations · Full text

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