Olivier Armantier. “Estimation and Comparison of Treasury Auction Formats When Bidders Are Asymmetric,” with Erwann Sbai. Journal of Applied Econometrics, forthcoming.

Morten Bech. “The Intraday Liquidity Management Game,” with Rod Garratt. Journal of Economic Theory 109, no. 2 (2003).

Kenneth Garbade. Pricing Corporate Securities as Contingent Claims. Cambridge: MIT Press, 2001.

Antoine Martin. “Optimality of the Friedman Rule in an Overlapping Generations Model with Spatial Separation,” with Joseph Haslag. Journal of Money, Credit, and Banking, forthcoming.

James McAndrews. “Alternative Arrangements for the Distribution of Intraday Liquidity.” Federal Reserve Bank of New York Current Issues in Economics and Finance 12, no. 3 (2006).

David Skeie. “Payment Networks in a Search Model of Money,” with Antoine Martin and Michael Orlando. Review of Economic Dynamics, forthcoming.

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

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