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I'm heading the financial markets unit at the Monetary and Economic Department of the Bank for International Settlements (BIS)
Andreas Schrimpf joined the BIS in early 2011. Prior to his current position, he served for several years as Secretary to the Markets Committee (May 2016-September 2020). In this context, he coordinated international work in the central bank community on, inter alia, the impact of large central bank balance sheets on market functioning, the FX Triennial Survey and the monitoring of fast-paced electronic markets. Previously, he was a post-doctoral researcher at Aarhus University (2009-11) and a researcher at the Centre for European Economic Research (ZEW) in Mannheim (2005-09). He obtained his doctorate from the University of Tübingen in 2009. His research in recent years has focused on the role of intermediaries in financial markets and the financial drivers of exchange rates. Andreas is also a CEPR Research Affiliate.
My research interests are focused on:
Empirical Asset Pricing
My work is published in leading academic journals, including the Journal of Finance, Review of Financial Studies, Journal of Financial Economics and American Economic Journal: Macroeconomics
This website provides information about myself and my research activities. Any views contained in here are my own and not necessarily those of the BIS.