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Dr. Andreas Schrimpf ist Research Fellow des ZEW. Er kooperiert besonders eng mit der Forschungseinheit "Internationale Finanzmärkte und Finanzmanagement".
Dick, Christian, Maik Schmeling und Andreas Schrimpf (2013), Macro Expectations, Aggregate Uncertainty, and Expected Term Premia, European Economic Review 58, 58-80.
Menkhoff, Lukas, Lucio Sarno, Maik Schmeling und Andreas Schrimpf (2012), Carry Trades and Global Foreign Exchange Volatility, Journal of Finance 67, 681-718.
Schmeling, Mail und Andreas Schrimpf (2011), Expected Inflation, Expected Stock Returns, and Money Illusions: What can we learn form Survey Expectations?, European Economic Review 55, 702-719.
Schrimpf, Andreas (2010), International Stock Return Predictability under Model Uncertainty, Journal of International Money and Finance 29, 1256-1282.
Schrimpf, Andreas und Qingwei Wang (2010), A Reappraisal of the Leading Indicator Properties of the Yield Curve under Structural Instability, International Journal of Forecasting 26, 836-857.
Grammig, Joachim und Andreas Schrimpf (2009), Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns, Review of Financial Economics 18(3), 113-123.
Grammig, Joachim , Andreas Schrimpf und Michael Schuppli (2009), Long-Horizon Consumption Risk and the Cross-Section of Returns: New Tests and International Evidence, European Journal of Finance 15, 511-532.
Schrimpf, Andreas, Michael Schröder und Richard Stehle (2007), Cross-Sectional Tests of Conditional Asset Pricing Models: Evidence from the German Stock Market, European Financial Management 13, 880-907.
Hauptmeier, Sebastian, Friedrich Heinemann, Qingwei Wang, Andreas Schrimpf, Hans-Michael Trautwein, Marcus Kappler und Margit Kraus (2009), Projecting Potential Output, ZEW Economic Studies, Bd. 42, Heidelberg. Download
Schröder, Michael, Marcus Kappler und Andreas Schrimpf (2008), Bewertung der Prognosegüte, in: Klaus-Jürgen Gern, Torsten Schmidt und Michael Schröder, Mittelfristige gesamtwirtschaftliche Prognosen, 1. Auflage, Ein internationaler Vergleich der Modelle und Prognosegüte, Weinheim, 175-304.
Kröncke, Tim-Alexander, Felix Schindler und Andreas Schrimpf (2011), International Diversification Benefits with Foreign Exchange Investment Styles, ZEW Discussion Paper No. 11-028, Mannheim. Download
Dick, Christian, Maik Schmeling und Andreas Schrimpf (2010), Macro Expectations, Aggregate Uncertainty, and Expected Term Premia, ZEW Discussion Paper No. 10-064, Mannheim. Download
Menkhoff, Lukas, Lucio Sarno, Maik Schmeling und Andreas Schrimpf (2009), Carry Trades and Global Foreign Exchange Volatility. Download
Rangvid, Jesper , Maik Schmeling und Andreas Schrimpf (2009), Higher-Order Beliefs among Professional Stock Market Forecasters: Some First Empirical Tests, Working paper. Download
Rangvid, Jesper, Maik Schmeling und Andreas Schrimpf (2009), Global Asset Pricing: Is there a Role for Long-run Consumption Risk?, CBS Working paper, Copenhagen. Download
Grammig, Joachim , Andreas Schrimpf und Michael Schuppli (2009), Long-Horizon Consumption Risk and the Cross-Section of Returns: New Tests and International Evidence, CFR-Working Paper No. 09-02, Cologne. Download
Rangvid, Jesper, Maik Schmeling und Andreas Schrimpf (2009), Higher-Order Beliefs Among Professional Stock Market Forecasters: Some First Empirical Tests , ZEW Discussion Paper No. 09-042, Mannheim. Download
Schmeling, Maik und Andreas Schrimpf (2008), Expected Inflation, Expected Stock Returns, and Money Illusion: What can we learn from Survey Expectations?, SFB 649 Discussion Paper 2008-036, Humboldt University, Berlin. Download
Grammig, Joachim, Andreas Schrimpf und Michael Schuppli (2008), Long-Horizon Consumption Risk and the Cross-Section of Returns: New Tests and International Evidence. Download
Schrimpf, Andreas (2008), International Stock Return Predictability Under Model Uncertainty, ZEW Discussion Paper No. 08-048, Mannheim. Download
Schrimpf, Andreas, Michael Schröder und Richard Stehle (2006), Evaluating Conditional Asset Pricing Models for the German Stock Market, ZEW Discussion Paper No. 06-043, Mannheim. Download
Grammig, Joachim und Andreas Schrimpf (2006), Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns, ZEW Discussion Paper No. 06-032, Mannheim. Download
10.-12.2008: Copenhagen Business School (CBS), DK
01.2009: Zeitschrift "Economic Inquiry"
01.2009: Zeitschrift "The Financial Review"
01.2009: Zeitschrift "Journal of Business Cycle Analysis and Measurement"
08.2007: Zeitschrift "Jahrbücher für Nationalökonomie und Statistik"
Erklärbarkeit von Aktienrenditen in der mittleren Frist
Finanzmarkteffekte von Corporate Social Responsibility sowie von Umwelt- und Sozialpolitik
Laufende Berechnung internationaler konjunktureller Frühindikatoren für die Chemieindustrie
Methoden mittelfristiger gesamtwirtschaftlicher Projektionen
Positionierung des Finanzstandortes Deutschland
Preisfindung auf dem europäischen CO2-Zertifikatemarkt
Umweltökonomische Event-Studien: Eine Anwendung moderner finanzökonomischer Ansätze