ANDREAS SCHRIMPF

13 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-2471-8386

Center for Economic and Policy Research, London EC1R 5HL, United Kingdom; and Bank for International Settlements, 4051 Basel, Switzerland

Publications

• Constrained liquidity provision in currency markets — Journal of Financial Economics 2025
• An Intermediation-Based Model of Exchange Rates — The Review of Financial Studies 2025
• Debt Derisking — Management Science 2025
• Covered Interest Parity Arbitrage — The Review of Financial Studies 2022
• Monetary policy expectation errors — Journal of Financial Economics 2022
• The Market Microstructure of Central Bank Bond Purchases — Journal of Financial and Quantitative Analysis 2020
• Currency Value — The Review of Financial Studies 2017
• Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades — The Journal of Finance 2016
• Dividend Predictability Around the World — Journal of Financial and Quantitative Analysis 2014
• International Diversification Benefits with Foreign Exchange Investment Styles — Review of Finance 2014
• Carry Trades and Global Foreign Exchange Volatility — The Journal of Finance 2012
• The Demand for Government Debt — Management Science (name-matched, not ORCID-linked)
• Crypto Carry — Management Science