J. Benson Durham

Benson Durham

Policy Advisor, Assistant Vice President
Markets Group
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

Phone (212) 720-6412
jbenson.durham@ny.frb.org


Working Papers

Arbitrage-free Affine Models of the Forward Price of Foreign Currency
Federal Reserve Bank of New York Staff Reports, 665, February 2014

Another View on U.S. Treasury Term Premiums
Federal Reserve Bank of New York Staff Reports, 658, December 2013

Momentum and the Term Structure of Interest Rates
Federal Reserve Bank of New York Staff Reports, 657, December 2013

Arbitrage-Free Models of Stocks and Bonds
Federal Reserve Bank of New York Staff Reports, 656, December 2013

An Estimate of the Inflation Risk Premium Using a Three-Factor Affine Term Structure Model
Finance and Economic Discussion Papers Series, Board of Governors of the Federal Reserve System, 2006, No. 42

What do Financial Asset Prices Say about the Housing Market?
Finance and Economic Discussion Papers Series, Board of Governors of the Federal Reserve System, 2006, No. 32

Foreign Portfolio Investment, Foreign Bank Lending, and Economic Growth
International Finance Discussion Papers, Board of Governors of the Federal Reserve System, 2003, No. 757

Estimates of the Term Premium on Near-dated Federal Funds Futures Contracts
Finance and Economic Discussion Papers Series, Board of Governors of the Federal Reserve System, 2003, No. 19

The Extreme Bounds of the Cross Section of Expected Stock Returns
Finance and Economic Discussion Papers Series, Board of Governors of the Federal Reserve System, 2002, No. 34

Sacrifice Ratios and Monetary Policy Credibility: Do Smaller Budget Deficits, Inflation- Indexed Debt, and Inflation Targets Lower Disinflation Costs?
Finance and Economic Discussion Papers Series, Board of Governors of the Federal Reserve System, 2001, No. 47

A Survey of the Econometric Literature on the Real Effects of International Capital Flows in Lower Income Countries
Queen Elizabeth House Working Paper Series, University of Oxford, 2000, No. 50

Emerging Stock Market Liberalisation, Total Returns, and Real Effects: Some Sensitivity Analyses
Queen Elizabeth House Working Paper Series, University of Oxford, 2000, No.51

J. Benson Durham'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.