Mr. Dr. Andreas Schrimpf worked for ZEW in the Unit “International Finance and Financial Management”.
Selected Publications
Articles in Refereed Journals
Kröncke, Tim-Alexander, Felix Schindler and Andreas Schrimpf (2014), International Diversification Benefits with Foreign Exchange Investment Styles, Review of Finance 18 (5), 1847-1883.
Dick, Christian, Maik Schmeling and Andreas Schrimpf (2013), Macro Expectations, Aggregate Uncertainty, and Expected Term Premia, European Economic Review 58, 58-80.
Menkhoff, Lukas, Lucio Sarno, Maik Schmeling and Andreas Schrimpf (2012), Carry Trades and Global Foreign Exchange Volatility, Journal of Finance 67, 681-718.
Schmeling, Mail and 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 and 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 and 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 and 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 and Richard Stehle (2007), Cross-Sectional Tests of Conditional Asset Pricing Models: Evidence from the German Stock Market, European Financial Management 13, 880-907.
Monographs, Contributions to Edited Volumes
Hauptmeier, Sebastian, Friedrich Heinemann, Qingwei Wang, Andreas Schrimpf, Hans-Michael Trautwein, Marcus Kappler and Margit Kraus (2009), Projecting Potential Output, Vol. 42, Heidelberg. Download
Schröder, Michael, Marcus Kappler and Andreas Schrimpf (2008), Bewertung der Prognosegüte, in: Klaus-Jürgen Gern, Torsten Schmidt und Michael Schröder 1. Auflage, Wiley-VCH, Weinheim, 175-304.
Discussion and Working Papers
Kröncke, Tim-Alexander, Felix Schindler and Andreas Schrimpf (2011), International Diversification Benefits with Foreign Exchange Investment Styles, ZEW Discussion Paper No. 11-028, Mannheim. Download
Dick, Christian, Maik Schmeling and Andreas Schrimpf (2010), Macro Expectations, Aggregate Uncertainty, and Expected Term Premia, ZEW Discussion Paper No. 10-064, Mannheim. Download
Rangvid, Jesper, Maik Schmeling and Andreas Schrimpf (2009), Higher-Order Beliefs Among Professional Stock Market Forecasters: Some First Empirical Tests , ZEW Discussion Paper No. 09-042, Mannheim. Download
Grammig, Joachim , Andreas Schrimpf and 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
Menkhoff, Lukas, Lucio Sarno, Maik Schmeling and Andreas Schrimpf (2009), Carry Trades and Global Foreign Exchange Volatility, Download
Rangvid, Jesper, Maik Schmeling and Andreas Schrimpf (2009), Global Asset Pricing: Is there a Role for Long-run Consumption Risk?, CBS Working paper, Copenhagen. Download
Rangvid, Jesper , Maik Schmeling and Andreas Schrimpf (2009), Higher-Order Beliefs among Professional Stock Market Forecasters: Some First Empirical Tests, Working paper. Download
Grammig, Joachim, Andreas Schrimpf and 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
Schmeling, Maik and 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 and 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
Schrimpf, Andreas, Michael Schröder and Richard Stehle (2006), Evaluating Conditional Asset Pricing Models for the German Stock Market, ZEW Discussion Paper No. 06-043, Mannheim. Download
Research Reports
- ZEW-Wachstums- und Konjunkturanalysen
- ZEW-Wachstums- und Konjunkturanalysen
- ZEW-Finanzmarktreport
- ZEW-Wachstums- und Konjunkturanalysen
Projects
Finished Projects
- Project Duration 01.07.2008 - 28.02.2009Heterogeneous Expectation of financial analysts: analysis of expectation formation and optimal aggregation
- Project Duration 01.07.2008 - 30.09.2009The Effects of Corporate Social Responsibility and Environmental or Social Policy on Stock Returns: An Application of Modern Event Studies
- Project Duration 01.04.2008 - 30.06.2009Price Formation in the European Emission Trading Scheme
- Project Duration 19.11.2007 - 31.01.2009Assessment of Germany as a Financial Centre
- Project Duration 01.04.2006 - 31.03.2007Medium-term predictability of stock returns
- Project Duration 01.12.2005 - 31.12.2006Methodical Problems of Medium-term Projections using the Example of Potential Output
- Project Duration 01.10.2005 - 30.11.2006Private home ownership in the context of old-age provision
- Project Duration 06.06.2005 - 31.12.2005Methoden mittelfristiger gesamtwirtschaftlicher Projektionen
- Project Duration 01.04.2004 - 30.06.2006Environmental economic event studies: An application of modern financial economic approaches
- Project Duration 01.04.1999 - 30.04.2009International Leading Indicators of Economic Activity for the Chemical Industry
Events
Expert Seminars
More Information
Research Stays
- 10. – 12.2008 Copenhagen Business School (CBS), Denmark
Referee-Reports for Scientific Journals, Public Trusts etc.
- 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"
