J. Benson Durham - Central Bank Research Hub

Papers by year: All | 2015 | 2007 | 2006 | 2005 | 2003

Title Other author(s)

Betting against Beta (and Gamma) Using Government Bonds

New York Fed Staff reports [View] (Paper: 708, 17.01.2015)

JEL: G10, G12, G15

Implied Interest Rate Skew, Term Premiums, and the "Conundrum"

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2007-55, 27.10.2007)

An Estimate of the Inflation Risk Premium Using a Three-Factor Affine Term Structure Model

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2006-42, 01.11.2006)

What Do Financial Asset Prices Say About the Housing Market?

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2006-32, 01.10.2006)

Jump-Diffusion Processes and Affine Term Structure Models: Additional Closed-Form Approximate Solutions, Distributional Assumptions for Jumps, and Parameter Estimates

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2005-53, 05.12.2005)

Estimates of the Term Premium on Near-dated Federal Funds Futures Contracts

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2003-19, 19.06.2003)

Does Monetary Policy Affect Stock Prices and Treasury Yields? An Error Correction and Simultaneous Equation Approach

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2003-10, 06.06.2003)

The Extreme Bounds of the Cross-Section of Expected Stock Returns

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2002-34, 05.02.2003)

Foreign Portfolio Investment, Foreign Bank Lending, and Economic Growth

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0757, 01.02.2003)

JEL: F3, F4, O1

Papers by year: All | 2015 | 2007 | 2006 | 2005 | 2003