Andreas Schrimpf - Central Bank Research Hub

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011

Title Other author(s)

Segmented money markets and covered interest parity arbitrage

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 15/2017, 06.09.2017)

JEL: E43, F31, G15

Segmented money markets and covered interest parity arbitrage

Bank for International Settlements Working papers [View] (Paper: 651, 01.07.2017)

JEL: E43, F31, G15

When the Walk is Not Random: Commodity Prices and Exchange Rates

IJCB International Journal of Central Banking [View] (Paper: 17q2a04, 01.06.2017)

JEL: F10, F31, G12

Monetary policy's rising FX impact in the era of ultra-low rates

Bank for International Settlements Working papers [View] (Paper: 626, 11.04.2017)

JEL: E52, E58, F31

Scarcity effects of QE: A transaction-level analysis in the Bund market

Bank for International Settlements Working papers [View] (Paper: 625, 10.04.2017)

JEL: E52, E63, G11, G12, H63

Scarcity effects of QE: a transaction-level analysis in the Bund market

Deutsche Bundesbank Discussion Papers [View] (Paper: 06/2017, 30.03.2017)

JEL: E52, E63, G11, G12, H63

Downsized FX markets: causes and implications

Bank for International Settlements Quarterly Review [View] (Paper: 1612e, 11.12.2016)

JEL: C82, F31, G12, G15

Has the pricing of stocks become more global?

Bank for International Settlements Working papers [View] (Paper: 560, 18.05.2016)

JEL: F36, G12, G15

When the walk is not random: commodity prices and exchange rates

Bank for International Settlements Working papers [View] (Paper: 551, 18.03.2016)

JEL: F10, F31, G12

Hanging up the phone - electronic trading in fixed income markets and its implications

Bank for International Settlements Quarterly Review [View] (Paper: 1603h, 06.03.2016)

JEL: C82, F31, G12, G15

Global Asset Allocation Shifts

Bank for International Settlements Working papers [View] (Paper: 497, 24.03.2015)

JEL: F30, G11, G15

The anatomy of the global FX market through the lens of the 2013 Triennial Survey

Bank for International Settlements Quarterly Review [View] (Paper: 1312e, 27.03.2014)

The response of tail risk perceptions to unconventional monetary policy

Bank for International Settlements Working papers [View] (Paper: 425, 05.09.2013)

Information Flows in Dark Markets: Dissecting Customer Currency Trades

Bank for International Settlements Working papers [View] (Paper: 405, 22.07.2013)

A Comprehensive Look at Financial Volatility Prediction by Economic Variables

Bank for International Settlements Working papers [View] (Paper: 374, 06.03.2012)

JEL: C53, G12, G15, G17

Currency Momentum Strategies

Bank for International Settlements Working papers [View] (Paper: 366, 13.12.2011)

FX strategies in periods of distress by Jacob Gyntelberg and Andreas Schrimpf

Bank for International Settlements Quarterly Review [View] (Paper: 1112e, 12.12.2011)

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011