Postdoc


 
Education: PhD
Position: Postdoc


Administrative Assistant: Martha Vogdrup Berdiin & Thomas Stephansen (proof-reading)
Mail: aschrimpf@remove.this.creates.au.dk
Phone: +45 8942 8103
Office: Room 119, Building 1326
Personal Home Page
Official Site
 
Andreas Schrimpf is a postdoctoral fellow at CREATES. He wrote his PhD thesis at University of Tübingen, Germany while at the same time being affiliated with the Centre for European Economic Research (ZEW) in Mannheim, Germany as a research fellow. His main research areas are empirical finance and econometrics of financial markets, in particular empirical asset pricing and forecasting. He has regularly presented his work at international conferences and workshops.

Teaching Interests

   
Research Interests

Selected Publications   

• A. Schrimpf & Q. Wang, 2009, A Reappraisal of the Leading Indicator Properties of the Yield Curve under Structural Instability. International Journal of Forecasting, forthcoming.
• A. Schrimpf, M. Schröder & R. Stehle, 2007, Cross-Sectional Tests of Conditional Asset Pricing Models: Evidence from the German Stock Market. European Financial Management 13, pp. 880-907.