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Andreas Schrimpf

Global rank #4248 95%

Institution: Bank for International Settlements (BIS)

Primary Field: Finance (weighted toward more recent publications)

First Publication: 2010

Most Recent: 2025

RePEc ID: psc349 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 3.18 2.01 0.00 8.38
Last 10 Years 0.00 5.87 3.18 0.00 14.91
All Time 0.00 6.87 9.89 0.00 23.63

Publication Statistics

Raw Publications 23
Coauthorship-Adjusted Count 16.83

Publications (23)

Year Article Journal Tier Authors
2025 Constrained liquidity provision in currency markets Journal of Financial Economics A 4
2025 An Intermediation-Based Model of Exchange Rates The Review of Financial Studies A 3
2023 Explaining Monetary Spillovers: The Matrix Reloaded Journal of Money, Credit, and Banking B 3
2022 Peso problems in the estimation of the C‐CAPM Quantitative Economics B 3
2022 Monetary policy expectation errors Journal of Financial Economics A 3
2022 Covered Interest Parity Arbitrage The Review of Financial Studies A 3
2021 The FOMC Risk Shift Journal of Monetary Economics A 3
2021 Monetary policy’s rising FX impact in the era of ultra-low rates Journal of Banking & Finance B 3
2020 The Market Microstructure of Central Bank Bond Purchases Journal of Financial and Quantitative Analysis B 4
2019 Non-monetary news in central bank communication Journal of International Economics A 2
2017 When the Walk Is Not Random: Commodity Prices and Exchange Rates International Journal of Central Banking B 3
2017 Currency Value The Review of Financial Studies A 4
2016 Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades Journal of Finance A 4
2016 The Response of Tail Risk Perceptions to Unconventional Monetary Policy American Economic Journal: Macroeconomics A 3
2014 International Diversification Benefits with Foreign Exchange Investment Styles Review of Finance B 3
2014 Dividend Predictability Around the World Journal of Financial and Quantitative Analysis B 3
2013 Macro-expectations, aggregate uncertainty, and expected term premia European Economic Review B 3
2012 A comprehensive look at financial volatility prediction by economic variables Journal of Applied Econometrics B 3
2012 Carry Trades and Global Foreign Exchange Volatility Journal of Finance A 4
2012 Currency momentum strategies Journal of Financial Economics A 4
2011 Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? European Economic Review B 2
2010 A reappraisal of the leading indicator properties of the yield curve under structural instability International Journal of Forecasting B 2
2010 International stock return predictability under model uncertainty Journal of International Money and Finance B 1