Thomas Eisenbach

Thomas Eisenbach

Economist
Money and Payments Studies Function
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

Phone 212-720-6089
thomas.eisenbach@ny.frb.org

Working Papers

The Term Structure of the Price of Variance Risk
With Marianne Andries, Martin Schmalz, and Yichuan Wang
Federal Reserve Bank of New York Staff Reports, Number 736, August 2015

Supervising Large, Complex Financial Institutions: What Do Supervisors Do?
With Andrew Haughwout, Beverly Hirtle, Anna Kovner, David Lucca, and Matthew Plosser
Federal Reserve Bank of New York Staff Reports, Number 729, May 2015

Watering a Lemon Tree: Heterogeneous Risk Taking and Monetary Policy Transmission
With Dong Beom Choi and Tanju Yorulmazer
Federal Reserve Bank of New York Staff Reports, Number 724, April 2015, Revised August 2015

Anxiety, Overconfidence, and Excessive Risk Taking
With Martin C. Schmalz
Federal Reserve Bank of New York Staff Reports, Number 711, February 2015, Revised May 2015

Asset Pricing with Horizon-Dependent Risk Aversion
With Marianne Andries, and Martin C. Schmalz
Federal Reserve Bank of New York Staff Reports, Number 703, December 2014

Fire-Sale Spillovers and Systemic Risk
With Fernando Duarte
Federal Reserve Bank of New York Staff Reports, Number 645, October 2013, Revised February 2015

Up Close It Feels Dangerous: 'Anxiety' in the Face of Risk
With Martin C. Schmalz
Federal Reserve Bank of New York Staff Reports, Number 610, April 2013, Revised May 2014

Rollover Risk as Market Discipline: A Two-Sided Inefficiency
Federal Reserve Bank of New York Staff Reports, Number 597, February 2013

Thomas Eisenbach's CVPDFThe 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.