Discussion paper DP14037 The FOMC Risk Shift Maik Schmeling Andreas Schrimpf Tim Kroencke 6 Oct 2019 Financial Economics International Macroeconomics and Finance Monetary Economics and Fluctuations G10 G12 E44
Discussion paper DP13637 Covered Interest Parity Arbitrage Dagfinn Rime Andreas Schrimpf Olav Syrstad 30 Mar 2019 Financial Economics International Macroeconomics and Finance E43 F31 G15
VoxEU Column Monetary and non-monetary news in central bank communication Andreas Schrimpf Anna Cieslak 22 Oct 2018 International Finance Monetary Policy
Discussion paper DP13182 An Intermediation-Based Model of Exchange Rates Semyon Malamud Andreas Schrimpf 16 Sep 2018 Financial Economics International Macroeconomics and Finance Monetary Economics and Fluctuations E44 E52 F31 F33 G13 G15 G23
Discussion paper DP12623 Intermediation markups and monetary policy pass-through Andreas Schrimpf Semyon Malamud 19 Jan 2018 Financial Economics Monetary Economics and Fluctuations G12 E52 E40 E44
Discussion paper DP11918 Monetary policy's rising FX impact in the era of ultra-low rates Andreas Schrimpf Jonathan Kearns Massimo Ferrari 18 Mar 2017 Financial Economics International Macroeconomics and Finance E52 E58 F31
VoxEU Column Currency valuation and risk premia Andreas Schrimpf Lucio Sarno Maik Schmeling Lukas Menkhoff 30 Jun 2016 Exchange Rates Global economy
Discussion paper DP11324 Currency Value Lucio Sarno Lukas Menkhoff Maik Schmeling Andreas Schrimpf 11 Jun 2016 Financial Economics International Macroeconomics and Finance F31 G12 G15
Discussion paper DP10966 Has the Pricing of Stocks Become More Global? Alexander F. Wagner Andreas Schrimpf 29 Nov 2015 Financial Economics F36 G12 G15
Discussion paper DP10804 Size and Momentum Profitability in International Stock Markets Alexander F. Wagner Andreas Schrimpf 6 Sep 2015 Financial Economics C89 G12 G15
VoxEU Column The evolving structure of the global FX market – Insights from the 2013 triennial survey Andreas Schrimpf Dagfinn Rime 23 Dec 2013 Financial Markets International Finance
VoxEU Column Unconventional monetary policy and tail-risk perceptions Andreas Schrimpf Vladyslav Sushko Masazumi Hattori 17 Nov 2013 Financial Markets Monetary Policy