Andreas Schrimpf

Andreas Schrimpf

Head of Financial Markets
Monetary and Economic Department, Financial Markets

Andreas Schrimpf joined the BIS in early 2011. Prior to his current position, he served for several years as Secretary to the Markets Committee (May 2016-September 2020). In this context, he coordinated international work in the central bank community on, inter alia, the impact of large central bank balance sheets on market functioning, the FX Triennial Survey and the monitoring of fast-paced electronic markets. 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 T├╝bingen in 2009. His research in recent years has focused on the role of intermediaries in financial markets, financial drivers of exchange rates and the intersection of monetary policy and financial markets. Andreas' work is published in leading academic journals, including the Journal of Finance, Review of Financial Studies, Journal of Financial Economics and American Economic Journal: Macroeconomics. Andreas is also a CEPR Research Affiliate.

Fields of interest

  • Financial markets
  • International finance
  • Exchange rates and reserves

18 items
January 2021

by Andreas Schrimpf, M Schmeling and T Kroencke

in Journal of Monetary Economics
February 2020

by Andreas Schrimpf, H Hofer, K Schlepper and R Riordan

in Journal of Financial and Quantitative Analysis
May 2019

by A Cieslak and Andreas Schrimpf

in Journal of International Economics
February 2017

by Andreas Schrimpf, L Menkhoff, L Sarno and M Schmeling

in Review of Financial Studies
2012

by Andreas Schrimpf, L Menkhoff, L Sarno and M Schmeling

in Journal of Finance
forthcoming
Covered interest parity arbitrage

by Andreas Schrimpf, Dagfinn Rime and Olav Syrstad

in Review of Financial Studies
November 2022

by Andreas Schrimpf, Dora Xia and Jonathan Kearns

in Journal of Money, Credit and Banking
August 2021

by Andreas Schrimpf, J Kearns and Massimo Ferrari

in Journal of Banking & Finance
June 2017

by Andreas Schrimpf, Emanuel Kohlscheen and Fernando Avalos

in International Journal of Central Banking
April 2016

by Andreas Schrimpf, M Hattori and Vladyslav Sushko

in American Economic Journal: Macroeconomics