Richard Crump

Richard Crump

Assistant Vice President and Function Head
Capital Markets Function
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

Phone (212) 720-2974
richard.crump@ny.frb.org

Working Papers

Subjective Intertemporal Substitution
With Stefano Eusepi, Andrea Tambalotti, and Giorgio Topa
Federal Reserve Bank of New York Staff Reports, Number 734, July 2015

Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds
With Tobias Adrian and Erik Vogt
Federal Reserve Bank of New York Staff Reports, Number 723, April 2015

Fundamental Disagreement
With Philippe Andrade, Stefano Eusepi, and Emanuel Moench
Federal Reserve Bank of New York Staff Reports, Number 655, December 2013; Revised November 2014

Decomposing Real and Nominal Yield Curves
With Michael Abrahams, Tobias Adrian, and Emanuel Moench
Federal Reserve Bank of New York Staff Reports, Number 570, September 2012; Revised October 2013

Optimal Conditional Inference in Nearly-Integrated Autoregressive Processes
November 2008

Testing Parametric Relationships Between Nonparametric Curves Using Series Estimation
June 2006

Richard Crump'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.