Ernst Schaumburg

Ernst Schaumburg

Assistant Vice President
Integrated Policy Analysis
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

Phone (212) 720-2744
ernst.schaumburg@ny.frb.org


The Evolution of Workups in the U.S. Treasury Securities Market
With Michael Fleming, and Ron Yang
Federal Reserve Bank of New York Liberty Street Economics Blog, August 2015

High-Frequency Cross-Market Trading in U.S. Treasury Markets
With Dobrislav Dobrev
Federal Reserve Bank of New York Liberty Street Economics Blog, August 2015

Liquidity during Flash Events
With Ron Yang
Federal Reserve Bank of New York Liberty Street Economics Blog, August 2015

Introduction to a Series on Market Liquidity
With Tobias Adrian, and Michael Fleming
Federal Reserve Bank of New York Liberty Street Economics Blog, August 2015

FRN Follow-Up: Who Are the Market Participants?
With Ezechiel Copic, Luis Gonzalez, Caitlin Gorback, Blake Gwinn
Federal Reserve Bank of New York Liberty Street Economics Blog, January 2015

Introduction to the Floating-Rate Note Treasury Security
With Ezechiel Copic, Luis Gonzalez, Caitlin Gorback, Blake Gwinn
Federal Reserve Bank of New York Liberty Street Economics Blog, April 2014

Convexity Event Risks in a Rising Interest Rate Environment
With Allan M. Malz, Roman Shimonov, and Andreas Strzodka
Federal Reserve Bank of New York Liberty Street Economics Blog, March 2014

Has Automated Trading Promoted Efficiency in the FX Spot Market?
Federal Reserve Bank of New York Liberty Street Economics Blog, March 2014

The Fed's Emergency Liquidity Facilities during the Financial Crisis: The PDCF
With Tobias Adrian
Federal Reserve Bank of New York Liberty Street Economics Blog, August 2012

The Fed's Emergency Liquidity Facilities during the Financial Crisis: The CPFF
With Tobias Adrian
Federal Reserve Bank of New York Liberty Street Economics Blog, August 2012

What to Make of Market Measures of Inflation Expectations?

With David Lucca
Federal Reserve Bank of New York Liberty Street Economics Blog,August 2011

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.