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Information about:
Andreas Schrimpf

Personal Details | Affiliation | Works
This is information that was supplied by Andreas Schrimpf in registering through RePEc. If you are Andreas Schrimpf , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Andreas
Middle Name:
Last Name: Schrimpf
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RePEc Short-ID: psc349

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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Rangvid, Jesper & Schmeling, Maik & Schrimpf, Andreas, 2009. "Higher-order beliefs among professional stock market forecasters: some first empirical tests," ZEW Discussion Papers 09-042, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]

  2. Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas, 2009. "Carry Trades and Global FX Volatility," MPRA Paper 14728, University Library of Munich, Germany. [Downloadable!]

  3. Schrimpf, Andreas, 2008. "International Stock Return Predictability Under Model Uncertainty," ZEW Discussion Papers 08-048, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]

  4. Maik Schmeling & Andreas Schrimpf, 2008. "Expected Inflation, Expected Stock Returns, and Money Illusion: What can we learn from Survey Expectations?," SFB 649 Discussion Papers SFB649DP2008-036, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]

  5. Schrimpf, Andreas & Grammig, Joachim, 2007. "Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns," ZEW Discussion Papers 06-032 [rev.], ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
    Published as:

  6. Schrimpf, Andreas & Schröder, Michael & Stehle, Richard, 2006. "Evaluating conditional asset pricing models for the German stock market," ZEW Discussion Papers 06-43, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]

  7. Grammig, Joachim & Schrimpf, Andreas, 2006. "Consumption-Based Asset Pricing with a Reference Level: New Evidence from the Cross-Section of Stock Returns," ZEW Discussion Papers 06-32, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]

Articles

  1. Grammig, Joachim & Schrimpf, Andreas, 2009. "Asset pricing with a reference level of consumption: New evidence from the cross-section of stock returns," Review of Financial Economics, Elsevier, vol. 18(3), pages 113-123, August. [Downloadable!] (restricted)
    Other versions:

  2. Joachim Grammig & Andreas Schrimpf & Michael Schuppli, 2009. "Long-horizon consumption risk and the cross-section of returns: new tests and international evidence," European Journal of Finance, Taylor and Francis Journals, vol. 15(5-6), pages 511-532. [Downloadable!] (restricted)

  3. Andreas Schrimpf & Michael Schröder & Richard Stehle, 2007. "Cross-sectional Tests of Conditional Asset Pricing Models: Evidence from the German Stock Market," European Financial Management, Blackwell Publishing Ltd, vol. 13(5), pages 880-907. [Downloadable!] (restricted)

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2008-09-13
  2. NEP-CBA: Central Banking (1) 2008-05-31
  3. NEP-CFN: Corporate Finance (1) 2007-03-10
  4. NEP-ECM: Econometrics (1) 2008-09-13
  5. NEP-EEC: European Economics (1) 2007-03-10
  6. NEP-FOR: Forecasting (1) 2009-09-19
  7. NEP-MAC: Macroeconomics (2) 2008-05-31 2008-09-13 Author is listed
  8. NEP-MON: Monetary Economics (1) 2008-05-31
  9. NEP-RMG: Risk Management (2) 2007-03-10 2008-09-13 Author is listed
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This page was last updated on 2009-10-28.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.