| Home > Research > Research Publications |
 |
|
| The Research Group of the Federal
Reserve Bank of New York |
|
| Money and Payments Studies Recent
Publications and Papers |
|
| 2008-2009 |
|
|
| |
||
| |
||
| Gara Afonso. “Imperfect Common Knowledge in First-Generation Models of Currency Crises.” International Journal of Central Banking 3, no. 1 (2007). |
|
| Olivier Armantier. “Estimation and Comparison of Treasury Auction Formats When Bidders Are Asymmetric,” with Erwann Sbai. Journal of Applied Econometrics, forthcoming. |
|
| Morten Bech. “The Intraday Liquidity Management Game,” with Rod Garratt. Journal of Economic Theory 109, no. 2 (2003). |
|
| Kenneth Garbade. Pricing Corporate Securities as Contingent Claims. Cambridge: MIT Press, 2001. |
|
| Todd Keister. “Bank Runs and Institutions: The Perils of Intervention,” with Huberto M. Ennis. American Economic Review, forthcoming. |
|
| “Expectations and Contagion in Self-Fulfilling Currency Attacks.” International Economic Review, forthcoming. |
|
| Antoine Martin. “Reconciling Bagehot with the Fed’s Response to September 11.” Journal of Money, Credit, and Banking, forthcoming. |
|
|
James McAndrews. “Liquidity-Saving Mechanisms,” with Antoine Martin. Journal of Monetary Economics 55, no. 3 (2008). |
|
|
Asani Sarkar. “An Empirical Analysis of Stock and Bond Market Liquidity,” with Tarun Chordia and Avanidhar Subrahmanyam. Review of Financial Studies 18, no. 1 (2005). |
|
|
“Market Sidedness: Insights into Motives for Trade Initiation,” with Robert A. Schwartz. Journal of Finance, forthcoming. |
|
|
David Skeie. “Payment Networks in a Search Model of Money,” with Antoine Martin and Michael Orlando. Review of Economic Dynamics 11, no. 1 (2008). |
|
|
|
|
To learn more about joining the Research Group: www.newyorkfed.org/careers/phd.html. By conviction and action, the Federal Reserve Bank of New York is an equal opportunity employer. |
