default author photo

Niklas Schmitz

University of Cambridge

Trinity Ln

Cambridge, CB2 1TN

United Kingdom

  • University of Cambridge

SCHOLARLY PAPERS

4

DOWNLOADS

366

TOTAL CITATIONS

0

Scholarly Papers (4)

Actions:
Email selected abstracts
1.

Is the EU Money Market Fund Regulation Fit for Purpose? Lessons from the COVID-19 Turmoil

ECB Working Paper No. 2022/2737
Number of pages: 33 Posted: 07 Oct 2022
Laura-Dona Capotă, Michael Grill, Luis Molestina Vivar, Niklas Schmitz and Christian Weistroffer
Autorité des Marchés Financiers, European Central Bank (ECB), European Central Bank (ECB), University of Cambridge and European Central Bank (ECB)
Downloads 133 (561,789)

Abstract:

Loading...

COVID-19, financial fragility, money market funds, regulation

2.

Forecasting Macro with Finance

Number of pages: 53 Posted: 17 Nov 2025
Kilian Bachmair and Niklas Schmitz
University of Cambridge, Faculty of Economics and University of Cambridge
Downloads 91 (747,755)

Abstract:

Loading...

macroeconomic forecasting, stock returns, hypothesis testing, machine learning, regularisation, vector autoregressions, ridge regression, lasso, random forests, support vector regression, elastic net, principal component analysis, neural networks

3.

Pricing the Left Tail: Consumption Skewness and Expected Returns

Number of pages: 66 Posted: 27 Apr 2026 Last Revised: 24 May 2026
C. Christopher Hyland and Niklas Schmitz
University of Oxford, Saïd Business School and University of Cambridge
Downloads 86 (1,359,097)

Abstract:

Loading...

Asset Pricing, Macro-Finance, Higher-Order Moments

4.

The Information Channel of Monetary Policy - Insights from Text Analysis

Number of pages: 52 Posted: 16 May 2025
Niklas Schmitz and Adrian Ochs
University of Cambridge and University of Cambridge
Downloads 56 (1,020,567)

Abstract:

Loading...

Monetary Policy, Information Effect, FOMC Minutes, Natural Language Processing