Maik Schmeling | Bank for International Settlements

All BIS publications (8)

BIS Bulletin No 117

BIS Bulletin No 117 2 Dec 2025

Unpacking repo haircuts and their implications for leverage

Haircuts vary with repo trading motives, notably whether market participants primarily seek to raise cash or gain access to a…

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and

Andreas Schrimpf

BIS Working Paper No 1161 15 Jan 2024

Global bank lending and exchange rates

We estimate the impact of banks' cross-currency lending on exchange rates to shed light on the importance of flows as a major…

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and

Andreas Schrimpf

BIS Working Paper No 1087 4 Apr 2023

Crypto carry

We document that the carry of crypto futures, i.e. the difference between futures and spot prices, can become very large (up to…

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Andreas Schrimpf

and

Karamfil Todorov

BIS Working Paper No 996 27 Jan 2022

Monetary policy expectation errors

We challenge the mainstream view that term premia drive excess returns on fed funds futures and OIS contracts.

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Andreas Schrimpf

and

Sigurd A M Steffensen

BIS Working Paper No 497 24 Mar 2015

Global Asset Allocation Shifts

Abstract of BIS Working Papers No 497 We show that global asset reallocations of U.S. fund investors obey a strong factor…

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and

Andreas Schrimpf

BIS Working Paper No 405 7 Mar 2013

Information flows in foreign exchange markets: dissecting customer currency trades

We study the information in order flows in the world's largest over-the-counter market, the foreign exchange market. The…

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and

Andreas Schrimpf

BIS Working Paper No 374 6 Mar 2012

A Comprehensive Look at Financial Volatility Prediction by Economic Variables

Abstract of BIS Working Papers No 374

Charlotte Christiansen

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and

Andreas Schrimpf

BIS Working Paper No 366 13 Dec 2011

Currency Momentum Strategies

Abstract of BIS Working Papers No 366

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and

Andreas Schrimpf

All external publications (11)

External publication 1 Mar 2026

Crypto Carry

in Management Science

By

Andreas Schrimpf

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and

Karamfil Todorov

External publication 1 Oct 2025

Crypto Carry

in CEPR discussion paper series

By

Andreas Schrimpf

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and

Karamfil Todorov

External publication 31 Dec 2022

Monetary policy expectation errors

in Journal of Financial Economics

Andreas Schrimpf

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and

Sigurd A M Steffensen

External publication 1 Jan 2021

The FOMC risk shift

in Journal of Monetary Economics

Andreas Schrimpf

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and

External publication 1 Feb 2017

Currency value

in The Review of Financial Studies

Andreas Schrimpf

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and

External publication 1 Mar 2016

Information flows in foreign exchange markets: Dissecting customer currency trades

in The Journal of Finance

Andreas Schrimpf

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and

External publication 22 Aug 2014

Dividend predictability around the world

in Journal of Financial and Quantitative Analysis

Andreas Schrimpf

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and

External publication 1 Dec 2012

Currency momentum strategies

in Journal of Financial Economics

Andreas Schrimpf

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and

External publication 11 Aug 2012

A comprehensive look at financial volatility prediction by economic variables

in Journal of Applied Econometrics

Andreas Schrimpf

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and

Charlotte Christiansen

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