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Information about:
Andreas Schrimpf

Personal Details | Affiliation | Works

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Personal Details

First Name: Andreas
Middle Name:
Last Name: Schrimpf
Suffix:

RePEc Short-ID: psc349

Email: [This author has chosen not to make the email address public]
Homepage:
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Affiliation

(in no particular order)

Center for Research in Econometric Analysis of Time Series (CREATES)
Aarhus Universitet
Location: Aarhus, Denmark
Homepage: http://www.creates.au.dk/en
Email:
Phone:
Fax:
Postal: Building 1322, DK-8000 Aarhus C
Handle: RePEc:edi:creaudk (registered authors at this institution)

Works

Working papers

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

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:
- 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!]
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)
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):

NEP-BEC: Business Economics (1) 2008-09-13
NEP-CBA: Central Banking (1) 2008-05-31
NEP-CFN: Corporate Finance (1) 2007-03-10
NEP-ECM: Econometrics (1) 2008-09-13
NEP-EEC: European Economics (1) 2007-03-10
NEP-FOR: Forecasting (1) 2009-09-19
NEP-MAC: Macroeconomics (2) 2008-05-31 2008-09-13 Author is listed
NEP-MON: Monetary Economics (1) 2008-05-31
NEP-RMG: Risk Management (2) 2007-03-10 2008-09-13 Author is listed

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This page was last updated on 2009-12-4.

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