Tobias Adrian. “Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components
of Market Risk,” with Joshua Rosenberg. Journal of Finance, forthcoming.

Jennie Bai. “Equity Premium Prediction with Adaptive Macro Indices.” Working paper, 2008.

Michael Fleming. “Dealer Behavior in the Specials Market for U.S. Treasury Securities,” with Kenneth Garbade. Journal of Financial Intermediation 16, no. 2 (2007).

Emanuel Moench. “Forecasting the Yield Curve in a Data-Rich Environment: A No-Arbitrage Factor-Augmented VAR Approach.” Journal of Econometrics, forthcoming.

Anthony Rodrigues. “How Stable Is the Predictive Power of the Yield Curve? Evidence from Germany and the United States,” with Arturo Estrella and Sebastian Schich. Review of Economics and Statistics 85, no. 3 (2003).

To learn more about joining the Research Group: www.newyorkfed.org/careers/phd.html.

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