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Andreas Schrimpf

Andreas Schrimpf

Bank for International Settlements - Basel / Switzerland
Economics & Econometrics / Banking and Insurance
AD Scientific Index ID: 4620692
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person_outline Andreas Schrimpf's MOST POPULAR ARTICLES
1-) Carry trades and global foreign exchange volatility The Journal of Finance 67 (2), 681-718, 2012
2-) Currency momentum strategies Journal of Financial Economics, 2012
3-) Non-monetary news in central bank communication Journal of International Economics 118, 293-315, 2019
4-) A comprehensive look at financial volatility prediction by economic variables Journal of Applied Econometrics 27 (6), 956-977, 2012
5-) DeFi risks and the decentralisation illusion BIS Quarterly Review 21, 2021