Browsing All of EconStor by Author Schrimpf, Andreas

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Showing results 1 to 18 of 18
Year of PublicationTitleAuthor(s)
2006 Methoden mittelfristiger gesamtwirtschaftlicher ProjektionenKappler, Marcus; Schrimpf, Andreas
2006 Consumption-Based Asset Pricing with a Reference Level: New Evidence from the Cross-Section of Stock ReturnsGrammig, Joachim G.; Schrimpf, Andreas
2006 Evaluating conditional asset pricing models for the German stock marketSchrimpf, Andreas; Schröder, Michael; Stehle, Richard
2007 Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock ReturnsSchrimpf, Andreas; Grammig, Joachim G.
2008 Expected inflation, expected stock returns, and money illusion: what can we learn from survey expectations?Schmeling, Maik; Schrimpf, Andreas
2008 International Stock Return Predictability Under Model UncertaintySchrimpf, Andreas
2009 Rendite und Risiko von Carry Trade Strategien auf DevisenmärktenSchmeling, Maik; Schrimpf, Andreas
2009 Higher-order beliefs among professional stock market forecasters: some first empirical testsRangvid, Jesper; Schmeling, Maik; Schrimpf, Andreas
2009 Long-horizon consumption risk and the cross-section of returns: New tests and international evidenceGrammig, Joachim G.; Schrimpf, Andreas; Schuppli, Michael
2009 Asset ppricing with a reference level of consumption: New evidence from the cross-section of stock returnsGrammig, Joachim; Schrimpf, Andreas
2010 Cash Flow-Predictability: Still Going StrongSchmeling, Maik; Rangvid, Jesper; Schrimpf, Andreas
2010 Macro expectations, aggregate uncertainty, and expected term premiaDick, Christian D.; Schmeling, Maik; Schrimpf, Andreas
2011 On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with ApplicationsSchmidt, Peter S.; von Arx, Urs; Schrimpf, Andreas; Wagner, Alexander F.; Ziegler, Andreas
2011 International diversification benefits with foreign exchange investment stylesKroencke, Tim Alexander; Schindler, Felix; Schrimpf, Andreas
2013 Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPMPosch, Olaf; Schrimpf, Andreas
2017 Segmented Money Markets and Covered Interest Parity ArbitrageRime, Dagfinn; Schrimpf, Andreas; Syrstad, Olav
2017 Scarcity effects of QE: A transaction-level analysis in the Bund marketSchlepper, Kathi; Riordan, Ryan; Hofer, Heiko; Schrimpf, Andreas
2021 The FOMC risk shiftKroencke, Tim-Alexander; Schmeling, Maik; Schrimpf, Andreas