Andreas Schrimpf - Central Bank Research Hub

Papers by year: All | 2012 | 2011

Title Other author(s)

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 | 2012 | 2011