Emanuel Moench

Emanuel Moench

Research Officer
Capital Markets Function
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

Phone (212) 720-6625
emanuel.moench@ny.frb.org

Working Papers

What Predicts U.S. Recessions?
With Weiling Liu
Federal Reserve Bank of New York Staff Reports, Number 691, September 2014

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, Revised June 2014

Fundamental Disagreement
With Philippe Andrade, Richard K. Crump, and Stefano Eusepi
Federal Reserve Bank of New York Staff Reports, Number 655, Revised April 2014

Forecasting through the Rear-view Mirror: Data Revisions and Bond Return PredictabilityPDF
With Eric Ghysels, andCasidhe Horan
Social Science Research Network
See also >> Federal Reserve Bank of New York Staff Reports, March 2014

Decomposing Real and Nominal Yield Curves
With Michael Abrahams, Tobias Adrian, and Richard K. Crump
Federal Reserve Bank of New York Staff Reports, Number 570, October 2013

Leverage Asset Pricing
With Tobias Adrian and Hyun Song Shin
Federal Reserve Bank of New York Staff Reports, Number 625, August 2013

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

Work in Progress

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

Emanuel Moench'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.