A. Schrimpf

Finance · 2011–2020

A researcher in the Science corpus: 5 papers; trusts 50 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom A. Schrimpf trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Markus K. Brunnermeier
  2. Ian Martin
  3. Roberto Rigobon
  4. Ole E. Barndorff-Nielsen
  5. Marcel Fratzscher
  6. Lasse Heje Pedersen
  7. Lutz Kilian
  8. Tim Bollerslev
  9. Brian P. Sack
  10. Jens H. E. Christensen

Who trusts A. Schrimpf overall

  1. C. Borio

Papers from A. Schrimpf's perspective

Ordered by how strongly the researchers A. Schrimpf trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Impact of Monetary Policy on Asset Prices
  2. The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models
  3. Expected stock returns and variance risk premia
  4. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  5. The Cross-Section of Volatility and Expected Returns
  6. Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle
  7. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  8. Carry Trades and Currency Crashes (NBER macroeconomics annual)
  9. Stock Return Predictability and Model Uncertainty
  10. Common Risk Factors in Currency Markets

Their papers