IDEAS home Printed from https://ideas.repec.org/f/psc349.html
   My authors  Follow this author

Andreas Schrimpf

Personal Details

First Name:Andreas
Middle Name:
Last Name:Schrimpf
Suffix:
RePEc Short-ID:psc349
[This author has chosen not to make the email address public]

Affiliation

Bank for International Settlements (BIS)

Basel, Switzerland
http://www.bis.org/
RePEc:edi:bisssch (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Matteo Aquilina & Marco Jacopo Lombardi & Andreas Schrimpf & Vladyslav Sushko, 2024. "The market turbulence and carry trade unwind of August 2024," BIS Bulletins 90, Bank for International Settlements.
  2. Jonas Becker & Maik Schmeling & Andreas Schrimpf, 2024. "Global Bank Lending and Exchange Rates," BIS Working Papers 1161, Bank for International Settlements.
  3. Matteo Aquilina & Martin Scheicher & Andreas Schrimpf, 2024. "Central clearing in government bond markets: keeping the "safe asset" safe?," BIS Bulletins 92, Bank for International Settlements.
  4. Matteo Aquilina & Jon Frost & Andreas Schrimpf, 2023. "Addressing the risks in crypto: laying out the options," BIS Bulletins 66, Bank for International Settlements.
  5. Wenqian Huang & Angelo Ranaldo & Andreas Schrimpf & Fabricius Somogyi, 2023. "Constrained liquidity provision in currency markets," BIS Working Papers 1073, Bank for International Settlements.
  6. Simon Jurkatis & Andreas Schrimpf & Karamfil Todorov & Nicholas Vause, 2023. "Relationship discounts incorporate bond trading," BIS Working Papers 1140, Bank for International Settlements.
  7. Aquilina, Matteo & Frost, Jon & Schrimpf, Andreas, 2023. "Decentralised finance (DeFi): a functional approach," CEPR Discussion Papers 17810, C.E.P.R. Discussion Papers.
  8. Maik Schmeling & Andreas Schrimpf & Karamfil Todorov, 2023. "Crypto carry," BIS Working Papers 1087, Bank for International Settlements.
  9. Egemen Eren & Andreas Schrimpf & Dora Xia, 2023. "The demand for government debt," BIS Working Papers 1105, Bank for International Settlements.
  10. Sirio Aramonte & Andreas Schrimpf & Hyun Song Shin, 2023. "Margins, debt capacity, and systemic risk," BIS Working Papers 1121, Bank for International Settlements.
  11. Huang, Wenqian & Ranaldo, Angelo & Schrimpf, Andreas & Somogyi, Fabricius, 2022. "Constrained Dealers and Market Efficiency," VfS Annual Conference 2022 (Basel): Big Data in Economics 264054, Verein für Socialpolitik / German Economic Association.
  12. Maik Schmeling & Andreas Schrimpf & Sigurd A. M. Steffensen, 2022. "Monetary policy expectation errors," BIS Working Papers 996, Bank for International Settlements.
  13. Raphael Auer & Bruce Muneaki Iwadate & Andreas Schrimpf & Alexander F. Wagner, 2022. "Global production linkages and stock market co-movement," BIS Working Papers 1003, Bank for International Settlements.
  14. Sirio Aramonte & Sebastian Doerr & Wenqian Huang & Andreas Schrimpf, 2022. "DeFi lending: intermediation without information?," BIS Bulletins 57, Bank for International Settlements.
  15. Schrimpf, Paul & Parra-Alvarez, Juan Carlos & Posch, Olaf, 2021. "Peso Problems in the Estimation of the C-CAPM," CEPR Discussion Papers 16299, C.E.P.R. Discussion Papers.
  16. Semyon Malamud & Andreas Schrimpf, 2021. "Persuasion by Dimension Reduction," Papers 2110.08884, arXiv.org, revised Oct 2022.
  17. Semyon Malamud & Anna Cieslak & Andreas Schrimpf, 2021. "Optimal Transport of Information," Papers 2102.10909, arXiv.org, revised Mar 2021.
  18. Sirio Aramonte & Andreas Schrimpf & Hyun Song Shin, 2021. "Non-bank financial intermediaries and financial stability," BIS Working Papers 972, Bank for International Settlements.
  19. Andreas Schrimpf & Ilhyock Shim & Hyun Song Shin, 2021. "Liquidity management and asset sales by bond funds in the face of investor redemptions in March 2020," BIS Bulletins 39, Bank for International Settlements.
  20. Egemen Eren & Andreas Schrimpf & Vladyslav Sushko, 2020. "US dollar funding markets during the Covid-19 crisis - the money market fund turmoil," BIS Bulletins 14, Bank for International Settlements.
  21. Egemen Eren & Andreas Schrimpf & Vladyslav Sushko, 2020. "US dollar funding markets during the Covid-19 crisis - the international dimension," BIS Bulletins 15, Bank for International Settlements.
  22. Anna Cieslak & Semyon Malamud & Andreas Schrimpf, 2020. "Policy Announcement Design," Swiss Finance Institute Research Paper Series 20-17, Swiss Finance Institute.
  23. Basil Guggenheim & Andreas Schrimpf, 2020. "Banking across borders: At the crossroads in the transition away from LIBOR - from overnight to term rates," BIS Working Papers 891, Bank for International Settlements.
  24. Andreas Schrimpf & Hyun Song Shin & Vladyslav Sushko, 2020. "Leverage and margin spirals in fixed income markets during the Covid-19 crisis," BIS Bulletins 2, Bank for International Settlements.
  25. Jannic Cutura & Gianpaolo Parise & Andreas Schrimpf, 2020. "Debt De-risking," BIS Working Papers 868, Bank for International Settlements.
  26. Schmeling, Maik & Schrimpf, Paul & Kroencke, Tim, 2019. "The FOMC Risk Shift," CEPR Discussion Papers 14037, C.E.P.R. Discussion Papers.
  27. Schrimpf, Paul & Rime, Dagfinn & Syrstad, Olav, 2019. "Covered Interest Parity Arbitrage," CEPR Discussion Papers 13637, C.E.P.R. Discussion Papers.
  28. Semyon Malamud & Andreas Schrimpf, 2018. "An intermediation-based model of exchange rates," BIS Working Papers 743, Bank for International Settlements.
  29. Jonathan Kearns & Andreas Schrimpf & Dora Xia, 2018. "Explaining Monetary Spillovers: The Matrix Reloaded," BIS Working Papers 757, Bank for International Settlements.
  30. Anna Cieslak & Andreas Schrimpf, 2018. "Non-monetary news in central bank communication," BIS Working Papers 761, Bank for International Settlements.
  31. Massimo Ferrari & Jonathan Kearns & Andreas Schrimpf, 2017. "Monetary policy's rising FX impact in the era of ultra-low rates," BIS Working Papers 626, Bank for International Settlements.
  32. Kathi Schlepper & Heiko Hofer & Ryan Riordan & Andreas Schrimpf, 2017. "Scarcity effects of QE: A transaction-level analysis in the Bund market," BIS Working Papers 625, Bank for International Settlements.
  33. Dagfinn Rime & Andreas Schrimpf & Olav Syrstad, 2017. "Segmented money markets and covered interest parity arbitrage," BIS Working Papers 651, Bank for International Settlements.
  34. Sarno, Lucio & Menkhoff, Lukas & Schmeling, Maik & Schrimpf, Paul, 2016. "Currency Value," CEPR Discussion Papers 11324, C.E.P.R. Discussion Papers.
  35. Semyon Malamud & Andreas Schrimpf, 2016. "Intermediation Markups and Monetary Policy Passthrough," Swiss Finance Institute Research Paper Series 16-75, Swiss Finance Institute.
  36. Emanuel Kohlscheen & Fernando Avalos & Andreas Schrimpf, 2016. "When the walk is not random: commodity prices and exchange rates," BIS Working Papers 551, Bank for International Settlements.
  37. Ivan Petzev & Andreas Schrimpf & Alexander F. Wagner, 2016. "Has the pricing of stocks become more global?," BIS Working Papers 560, Bank for International Settlements.
  38. Peter S. SCHMIDT & Urs VON ARX & Andreas SCHRIMPF & Alexander F. WAGNER & Andreas ZIEGLER, 2015. "Size and Momentum Profitability in International Stock Markets," Swiss Finance Institute Research Paper Series 15-29, Swiss Finance Institute.
  39. Tim A Kroencke & Maik Schmeling & Andreas Schrimpf, 2015. "Global Asset Allocation Shifts," BIS Working Papers 497, Bank for International Settlements.
  40. Masazumi Hattori & Andreas Schrimpf & Vladyslav Sushko, 2013. "The response of tail risk perceptions to unconventional monetary policy," BIS Working Papers 425, Bank for International Settlements.
  41. Lukas Mankhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2013. "Information flows in foreign exchange markets: dissecting customer currency trades," BIS Working Papers 405, Bank for International Settlements.
  42. Olaf Posch & Andreas Schrimpf, 2012. "Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM," CREATES Research Papers 2012-32, Department of Economics and Business Economics, Aarhus University.
  43. Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2011. "Currency Momentum Strategies," BIS Working Papers 366, Bank for International Settlements.
  44. Tim A. Kroencke & Felix Schindler & Andreas Schrimpf, 2011. "International Diversification Benefits with Foreign Exchange Investment Styles," CREATES Research Papers 2011-10, Department of Economics and Business Economics, Aarhus University.
  45. Menkhoff, Lukas & Sarno, Lucio & Schrimpf, Paul & Schmeling, Maik, 2011. "Carry Trades and Global Foreign Exchange Volatility," CEPR Discussion Papers 8291, C.E.P.R. Discussion Papers.
  46. Peter S. Schmidt & Andreas Schrimpf & Urs von Arx & Alexander F. Wagner & Andreas Ziegler, 2011. "On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications," CER-ETH Economics working paper series 11/141, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
  47. Jesper Rangvid & Maik Schmeling & Andreas Schrimpf, 2010. "Dividend predictability around the world," CREATES Research Papers 2010-03, Department of Economics and Business Economics, Aarhus University.
  48. Christian D. Dick & Maik Schmeling & Andreas Schrimpf, 2010. "Macro Expectations, Aggregate Uncertainty, and Expected Term Premia," CREATES Research Papers 2010-49, Department of Economics and Business Economics, Aarhus University.
  49. Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2010. "A Comprehensive Look at Financial Volatility Prediction by Economic Variables," CREATES Research Papers 2010-58, Department of Economics and Business Economics, Aarhus University.
  50. Grammig, Joachim & Schrimpf, Andreas, 2009. "Asset ppricing with a reference level of consumption: New evidence from the cross-section of stock returns," CFR Working Papers 07-05, University of Cologne, Centre for Financial Research (CFR).
  51. Jesper Rangvid & Maik Schmeling & Andreas Schrimpf, 2009. "Global Asset Pricing: Is There a Role for Long-run Consumption Risk?," CREATES Research Papers 2009-57, Department of Economics and Business Economics, Aarhus University.
  52. 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 - Leibniz Centre for European Economic Research.
  53. Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas, 2009. "Carry Trades and Global FX Volatility," MPRA Paper 14728, University Library of Munich, Germany.
  54. Grammig, Joachim G. & Schrimpf, Andreas & Schuppli, Michael, 2009. "Long-horizon consumption risk and the cross-section of returns: New tests and international evidence," CFR Working Papers 09-02, University of Cologne, Centre for Financial Research (CFR).
  55. Schmeling, Maik & Schrimpf, Andreas, 2008. "Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations?," SFB 649 Discussion Papers 2008-036, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  56. Schrimpf, Andreas, 2008. "International Stock Return Predictability Under Model Uncertainty," ZEW Discussion Papers 08-048, ZEW - Leibniz Centre for European Economic Research.
  57. Schmeling, Maik & Schrimpf, Andreas, 2008. "Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations?," SFB 649 Discussion Papers 2008-036, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  58. Schrimpf, Andreas & Schröder, Michael & Stehle, Richard, 2006. "Evaluating conditional asset pricing models for the German stock market," ZEW Discussion Papers 06-043, ZEW - Leibniz Centre for European Economic Research.
  59. Grammig, Joachim G. & Schrimpf, Andreas, 2006. "Consumption-Based Asset Pricing with a Reference Level: New Evidence from the Cross-Section of Stock Returns," ZEW Discussion Papers 06-032, ZEW - Leibniz Centre for European Economic Research.

Articles

  1. Matteo Aquilina & Jon Frost & Andreas Schrimpf, 2024. "Decentralized Finance (DeFi): A Functional Approach," Journal of Financial Regulation, Oxford University Press, vol. 10(1), pages 1-27.
  2. Aquilina, Matteo & Frost, Jon & Schrimpf, Andreas, 2024. "Tackling the risks in crypto: Choosing among bans, containment and regulation," Journal of the Japanese and International Economies, Elsevier, vol. 71(C).
  3. Matteo Aquilina & Andreas Schrimpf & Karamfil Todorov, 2023. "CP and CDs markets: a primer," BIS Quarterly Review, Bank for International Settlements, September.
  4. Jonathan Kearns & Andreas Schrimpf & Fan Dora Xia, 2023. "Explaining Monetary Spillovers: The Matrix Reloaded," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(6), pages 1535-1568, September.
  5. Patrick McGuire & Andreas Schrimpf & Nikola Tarashev, 2022. "Foreword: OTC foreign exchange and interest rate derivatives markets through the prism of the Triennial Survey," BIS Quarterly Review, Bank for International Settlements, December.
  6. Dagfinn Rime & Andreas Schrimpf & Olav Syrstad, 2022. "Covered Interest Parity Arbitrage," The Review of Financial Studies, Society for Financial Studies, vol. 35(11), pages 5185-5227.
  7. Juan Carlos Parra‐Alvarez & Olaf Posch & Andreas Schrimpf, 2022. "Peso problems in the estimation of the C‐CAPM," Quantitative Economics, Econometric Society, vol. 13(1), pages 259-313, January.
  8. Schmeling, Maik & Schrimpf, Andreas & Steffensen, Sigurd A.M., 2022. "Monetary policy expectation errors," Journal of Financial Economics, Elsevier, vol. 146(3), pages 841-858.
  9. Sirio Aramonteand & Wenqian Huang & Andreas Schrimpf, 2021. "DeFi risks and the decentralisation illusion," BIS Quarterly Review, Bank for International Settlements, December.
  10. Ferrari, Massimo & Kearns, Jonathan & Schrimpf, Andreas, 2021. "Monetary policy’s rising FX impact in the era of ultra-low rates," Journal of Banking & Finance, Elsevier, vol. 129(C).
  11. Kroencke, Tim A. & Schmeling, Maik & Schrimpf, Andreas, 2021. "The FOMC Risk Shift," Journal of Monetary Economics, Elsevier, vol. 120(C), pages 21-39.
  12. Schlepper, Kathi & Hofer, Heiko & Riordan, Ryan & Schrimpf, Andreas, 2020. "The Market Microstructure of Central Bank Bond Purchases," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 55(1), pages 193-221, February.
  13. Adam Cap & Mathias Drehmann & Andreas Schrimpf, 2020. "Changes in monetary policy operating procedures over the last decade: insights from a new database," BIS Quarterly Review, Bank for International Settlements, December.
  14. Andreas Schrimpf & Vladyslav Sushko, 2019. "FX trade execution: complex and highly fragmented," BIS Quarterly Review, Bank for International Settlements, December.
  15. Andreas Schrimpf & Vladyslav Sushko, 2019. "Beyond LIBOR: a primer on the new benchmark rates," BIS Quarterly Review, Bank for International Settlements, March.
  16. Andreas Schrimpf & Vladyslav Sushko, 2019. "Sizing up global foreign exchange markets," BIS Quarterly Review, Bank for International Settlements, December.
  17. Cieslak, Anna & Schrimpf, Andreas, 2019. "Non-monetary news in central bank communication," Journal of International Economics, Elsevier, vol. 118(C), pages 293-315.
  18. Peter S. Schmidt & Urs von Arx & Andreas Schrimpf & Alexander F. Wagner & Andreas Ziegler, 2019. "Common risk factors in international stock markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 33(3), pages 213-241, September.
  19. Emanuel Kohlscheen & Fernando Avalos & Andreas Schrimpf, 2017. "When the Walk Is Not Random: Commodity Prices and Exchange Rates," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 121-158, June.
  20. Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2017. "Currency Value," The Review of Financial Studies, Society for Financial Studies, vol. 30(2), pages 416-441.
  21. Michael Moore & Andreas Schrimpf & Vladyslav Sushko, 2016. "Downsized FX markets: causes and implications," BIS Quarterly Review, Bank for International Settlements, December.
  22. Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2016. "Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades," Journal of Finance, American Finance Association, vol. 71(2), pages 601-634, April.
  23. Morten Linnemann Bech & Anamaria Illes & Ulf Lewrick & Andreas Schrimpf, 2016. "Hanging up the phone - electronic trading in fixed income markets and its implications," BIS Quarterly Review, Bank for International Settlements, March.
  24. Masazumi Hattori & Andreas Schrimpf & Vladyslav Sushko, 2016. "The Response of Tail Risk Perceptions to Unconventional Monetary Policy," American Economic Journal: Macroeconomics, American Economic Association, vol. 8(2), pages 111-136, April.
  25. Rangvid, Jesper & Schmeling, Maik & Schrimpf, Andreas, 2014. "Dividend Predictability Around the World," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 49(5-6), pages 1255-1277, December.
  26. Tim A. Kroencke & Felix Schindler & Andreas Schrimpf, 2014. "International Diversification Benefits with Foreign Exchange Investment Styles," Review of Finance, European Finance Association, vol. 18(5), pages 1847-1883.
  27. Dagfinn Rime & Andreas Schrimpf, 2013. "The anatomy of the global FX market through the lens of the 2013 Triennial Survey," BIS Quarterly Review, Bank for International Settlements, December.
  28. Dick, Christian D. & Schmeling, Maik & Schrimpf, Andreas, 2013. "Macro-expectations, aggregate uncertainty, and expected term premia," European Economic Review, Elsevier, vol. 58(C), pages 58-80.
  29. Rangvid, Jesper & Schmeling, Maik & Schrimpf, Andreas, 2013. "What do professional forecasters' stock market expectations tell us about herding, information extraction and beauty contests?," Journal of Empirical Finance, Elsevier, vol. 20(C), pages 109-129.
  30. Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas, 2012. "Currency momentum strategies," Journal of Financial Economics, Elsevier, vol. 106(3), pages 660-684.
  31. Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2012. "A comprehensive look at financial volatility prediction by economic variables," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 956-977, September.
  32. Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2012. "Carry Trades and Global Foreign Exchange Volatility," Journal of Finance, American Finance Association, vol. 67(2), pages 681-718, April.
  33. Schmeling, Maik & Schrimpf, Andreas, 2011. "Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations?," European Economic Review, Elsevier, vol. 55(5), pages 702-719, June.
  34. Jacob Gyntelberg & Andreas Schrimpf, 2011. "FX strategies in periods of distress," BIS Quarterly Review, Bank for International Settlements, December.
  35. Schrimpf, Andreas & Wang, Qingwei, 2010. "A reappraisal of the leading indicator properties of the yield curve under structural instability," International Journal of Forecasting, Elsevier, vol. 26(4), pages 836-857, October.
  36. Schrimpf, Andreas, 2010. "International stock return predictability under model uncertainty," Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1256-1282, November.
  37. Joachim Grammig & Andreas Schrimpf & Michael Schuppli, 2009. "Long-horizon consumption risk and the cross-section of returns: new tests and international evidence," The European Journal of Finance, Taylor & Francis Journals, vol. 15(5-6), pages 511-532.
  38. 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.
  39. Schmeling, Maik & Schrimpf, Andreas, 2009. "Rendite und Risiko von Carry Trade Strategien auf Devisenmärkten," ZEW Wachstums- und Konjunkturanalysen, ZEW - Leibniz Centre for European Economic Research, vol. 12(3), pages 10-11.
  40. Schrimpf, Andeas & Wang, Qingwei, 2007. "Zinsstruktur als Konjunkturindikator: Wie variabel ist die Prognosekraft?," ZEW Wachstums- und Konjunkturanalysen, ZEW - Leibniz Centre for European Economic Research, vol. 10(1), pages 6-7.
  41. Andreas Schrimpf & Michael Schröder & Richard Stehle, 2007. "Cross‐sectional Tests of Conditional Asset Pricing Models: Evidence from the German Stock Market," European Financial Management, European Financial Management Association, vol. 13(5), pages 880-907, November.
  42. Kappler, Marcus & Schrimpf, Andreas, 2006. "Methoden mittelfristiger gesamtwirtschaftlicher Projektionen," ZEW Wachstums- und Konjunkturanalysen, ZEW - Leibniz Centre for European Economic Research, vol. 9(2), pages 10-11.

Chapters

  1. Sirio Aramonte & Andreas Schrimpf & Hyun Song Shin, 2023. "Non-bank financial intermediaries and financial stability," Chapters, in: Refet S. Gürkaynak & Jonathan H. Wright (ed.), Research Handbook of Financial Markets, chapter 7, pages 147-170, Edward Elgar Publishing.
  2. Anna Cieslak & Andreas Schrimpf, 2018. "Non-Monetary News in Central Bank Communication," NBER Chapters, in: NBER International Seminar on Macroeconomics 2018, pages 293-315, National Bureau of Economic Research, Inc.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works, Weighted by Simple Impact Factor
  4. Number of Distinct Works, Weighted by Recursive Impact Factor
  5. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  6. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  7. Number of Citations
  8. Number of Citations, Discounted by Citation Age
  9. Number of Citations, Weighted by Simple Impact Factor
  10. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  11. Number of Citations, Weighted by Recursive Impact Factor
  12. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  13. Number of Citations, Weighted by Number of Authors
  14. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  16. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  18. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  19. h-index
  20. Number of Registered Citing Authors
  21. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  22. Number of Journal Pages, Weighted by Simple Impact Factor
  23. Number of Journal Pages, Weighted by Recursive Impact Factor
  24. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  25. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  26. Number of Abstract Views in RePEc Services over the past 12 months
  27. Number of Downloads through RePEc Services over the past 12 months
  28. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  29. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  30. Euclidian citation score
  31. Closeness measure in co-authorship network
  32. Betweenness measure in co-authorship network

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 69 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (31) 2008-05-31 2008-09-13 2010-09-03 2010-11-13 2012-07-23 2014-02-02 2017-02-12 2017-04-02 2017-05-07 2017-07-16 2017-09-17 2017-10-29 2018-03-05 2018-08-13 2018-10-08 2018-10-15 2018-11-26 2018-12-03 2019-01-21 2019-04-08 2019-05-06 2019-10-14 2020-04-06 2020-05-25 2020-11-02 2021-03-01 2021-03-15 2021-05-31 2021-05-31 2021-10-25 2022-03-07. Author is listed
  2. NEP-MON: Monetary Economics (28) 2008-05-31 2012-04-17 2016-07-02 2017-02-12 2017-04-02 2017-04-23 2017-07-16 2017-09-17 2017-10-29 2018-03-05 2018-08-13 2018-10-15 2018-11-26 2018-12-03 2019-01-21 2019-04-08 2019-05-06 2019-10-14 2020-04-06 2020-05-25 2020-05-25 2021-03-15 2021-05-31 2022-03-07 2022-12-12 2023-03-13 2024-02-05 2024-02-26. Author is listed
  3. NEP-CBA: Central Banking (19) 2008-05-31 2010-09-03 2010-11-13 2017-02-12 2017-04-02 2017-04-23 2017-10-29 2018-03-05 2018-10-15 2018-12-03 2019-01-21 2019-05-06 2020-04-06 2020-05-25 2021-03-15 2021-12-06 2022-03-07 2023-07-10 2023-10-16. Author is listed
  4. NEP-IFN: International Finance (12) 2011-03-19 2011-03-26 2011-04-30 2015-12-08 2016-05-28 2016-07-02 2016-07-30 2022-03-07 2022-12-12 2023-03-13 2024-02-05 2024-02-26. Author is listed
  5. NEP-FMK: Financial Markets (9) 2015-09-11 2016-05-28 2016-07-30 2016-07-30 2022-03-07 2022-12-12 2023-03-13 2023-10-16 2024-02-19. Author is listed
  6. NEP-OPM: Open Economy Macroeconomics (9) 2011-03-19 2016-04-04 2016-07-02 2017-07-16 2018-10-08 2018-11-26 2019-05-06 2022-12-12 2024-02-26. Author is listed
  7. NEP-RMG: Risk Management (9) 2007-03-10 2008-09-13 2011-02-12 2020-05-04 2020-06-15 2021-03-15 2021-05-31 2022-03-07 2023-10-16. Author is listed
  8. NEP-BAN: Banking (7) 2017-10-29 2022-12-12 2023-03-13 2023-07-10 2023-10-16 2024-02-05 2024-02-26. Author is listed
  9. NEP-CFN: Corporate Finance (5) 2007-03-10 2011-04-30 2020-06-15 2021-05-31 2023-10-16. Author is listed
  10. NEP-EEC: European Economics (5) 2007-03-10 2017-04-23 2017-05-07 2018-12-03 2019-05-06. Author is listed
  11. NEP-MST: Market Microstructure (5) 2011-03-19 2017-04-23 2017-05-07 2023-12-11 2024-02-19. Author is listed
  12. NEP-FOR: Forecasting (4) 2009-09-19 2010-09-11 2012-06-25 2016-04-04
  13. NEP-UPT: Utility Models and Prospect Theory (4) 2010-09-03 2010-11-13 2012-07-23 2021-10-25
  14. NEP-BEC: Business Economics (3) 2008-09-13 2009-12-05 2010-09-11
  15. NEP-FDG: Financial Development and Growth (3) 2022-03-07 2024-02-05 2024-02-26
  16. NEP-GTH: Game Theory (3) 2021-03-01 2021-05-10 2021-10-25
  17. NEP-INT: International Trade (3) 2022-03-07 2022-03-07 2023-07-17
  18. NEP-MIC: Microeconomics (3) 2020-04-06 2021-03-01 2021-10-25
  19. NEP-DES: Economic Design (2) 2021-05-10 2021-10-25
  20. NEP-DGE: Dynamic General Equilibrium (2) 2017-10-29 2024-02-26
  21. NEP-CWA: Central and Western Asia (1) 2021-12-06
  22. NEP-ECM: Econometrics (1) 2008-09-13
  23. NEP-GER: German Papers (1) 2023-10-16
  24. NEP-MFD: Microfinance (1) 2023-07-10
  25. NEP-ORE: Operations Research (1) 2021-10-25
  26. NEP-PAY: Payment Systems and Financial Technology (1) 2023-05-01

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Andreas Schrimpf should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.