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Emanuel Moench |
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Senior Economist Phone (212) 720-6625 | |
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Working Papers The Pre-FOMC Announcement Drift With David O. Lucca Federal Reserve Bank of New York Staff Reports, Number 512, September 2011 Efficient, Regression-Based Estimation of Dynamic Asset Pricing Models With Tobias Adrian and Richard K. Crump Federal Reserve Bank of New York Staff Reports, Number 493, May 2011 Financial Intermediation, Asset Prices, and Macroeconomic Dynamics With Tobias Adrian and Hyun Song Shin Federal Reserve Bank of New York Staff Reports, 422, January 2010 Dynamic Hierarchical Factor Models With Serena Ng and Simon Potter Revised July 2011 See also Data Appendix  Pricing the Term Structure with Linear Regressions With Tobias Adrian Federal Reserve Bank of New York Staff Reports, 340, Revised August 2011 Work in Progress With Stefano Eusepi The views expressed in the papers listed on this page are those of the author(s) and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System. |
