Working Papers

The Pre-FOMC Announcement Drift
With David O. Lucca
Federal Reserve Bank of New York Staff Reports, Number 512, May 2013

Pricing TIPS and Treasuries with Linear Regressions
With Michael Abrahams, Tobias Adrian, and Richard K. Crump
Federal Reserve Bank of New York Staff Reports, Number 570, April 2013

Efficient, Regression-Based Estimation of Dynamic Asset Pricing Models
With Tobias Adrian and Richard K. Crump
Federal Reserve Bank of New York Staff Reports, Number 493, April 2013

Forecasting through the Rear-view Mirror: Data Revisions and Bond Return Predictability 
With Eric Ghysels, and Casidhe Horan
Social Science Research Network
See also >>Federal Reserve Bank of New York Staff Reports,  November 2012

Financial Intermediation, Asset Prices, and Macroeconomic Dynamics
With Tobias Adrian and Hyun Song Shin
Federal Reserve Bank of New York Staff Reports, 422, January 2010

Work in Progress

Treasury Term Premia in a Survey-Based Expectations Hypothesis Model
With Stefano Eusepi

Number 581,

Emanuel Moench's CV

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.