Tobias Adrian. “Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk,” with Joshua Rosenberg. Journal of Finance, forthcoming.

Arturo Estrella. “Dynamic Inconsistencies: Counterfactual Implications of a Class of Rational Expectations Models,” with Jeffrey C. Fuhrer. American Economic Review 92, no. 4 (2002).

Michael Fleming. “Dealer Behavior in the Specials Market for U.S. Treasury Securities,” with Kenneth Garbade. Journal of Financial Intermediation 16, no. 2 (2007).

Anthony Rodrigues. “How Stable Is the Predictive Power of the Yield Curve? Evidence from Germany and the United States,” with Arturo Estrella and Sebastian Schich. Review of Economics and Statistics 85, no. 3 (2003).

Joshua Rosenberg. “A General Approach to Integrated Risk Management with Skewed, Fat-Tailed Risks,” with Til Schuermann. Journal of Financial Economics 79, no. 3 (2006).

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.

To learn more about joining the Research Group: www.newyorkfed.org/careers/phd.html.

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