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Emanuel Moench
Emanuel Moench
 

Economist
Capital Markets Function
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

Phone (212) 720-6625
emanuel.moench@ny.frb.org

 
Bio 
Working Papers

A Hierarchical Factor Analysis of US Housing Market Dynamics  PDF
With Serena Ng
June 2009
40 pages / 331 kb

The Persistent Effects of a False News Shock
With Carlos Carvalho and Nick Klagge
Federal Reserve Bank of New York Staff Reports, 374, May 2009

Dynamic Hierarchical Factor Models  PDF
With Serena Ng and Simon Potter
Working Paper, December 2008
37 pages / 633 kb

Pricing the Term Structure with Linear Regressions
With Tobias Adrian
Federal Reserve Bank of New York Staff Reports, 340, October 2008

Conditional Asset Pricing with a Large Information Set
Working Paper

Term Structure Surprises: The Predictive Content of Curvature, Level, and Slope
Working Paper

Work in Progress

Financial Intermediation, Asset Prices, and Macroeconomic Dynamics
With Tobias Adrian and Hyun Song Shin

Emanuel Moench's CVPDF

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.