Andreas Schrimpf

Senior Economist, Secretary to the Markets Committee
Monetary and Economic Department, Committee on the Global Financial System

Andreas Schrimpf joined the BIS in early 2011. He took over his current role as Secretary to the Markets Committee in May 2016, after five years in the Financial Markets unit of the Monetary and Economic Department. Previously, he was a post-doctoral researcher at Aarhus University (2009-11) and a researcher at the Centre for European Economic Research (ZEW) in Mannheim (2005-09). He obtained his doctorate from the University of Tübingen in 2009. In recent years, his research has mostly focused on financial markets, asset pricing and the financial determinants of exchange rates.

Fields of interest

  • Financial markets
  • International finance
  • Exchange rates

Date BIS research papers
Jul 2017

Segmented money markets and covered interest parity arbitrage

BIS Working Papers No 651

Other authors: Dagfinn Rime and Olav Syrstad

Apr 2017

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

BIS Working Papers No 626

Other authors: Massimo Ferrari and Jonathan Kearns

Apr 2017

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

BIS Working Papers No 625

Other authors: Kathi Schlepper, Heiko Hofer and Ryan Riordan

Dec 2016

Downsized FX markets: causes and implications

BIS Quarterly Review December 2016

Other authors: Michael Moore and Vladyslav Sushko

May 2016

Has the pricing of stocks become more global?

BIS Working Papers No 560

Other authors: Ivan Petzev and Alexander F. Wagner

Mar 2016

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

BIS Working Papers No 551

Other authors: Emanuel Kohlscheen and Fernando Avalos

Mar 2016

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

BIS Quarterly Review March 2016

Other authors: Morten Linnemann Bech, Anamaria Illes and Ulf Lewrick

Mar 2015

Global Asset Allocation Shifts

BIS Working Papers No 497

Other authors: Tim A Kroencke and Maik Schmeling

Dec 2013

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

BIS Quarterly Review December 2013

Other authors: Dagfinn Rime

Sep 2013

The response of tail risk perceptions to unconventional monetary policy

BIS Working Papers No 425

Other authors: Masazumi Hattori and Vladyslav Sushko