Capital Markets: Publications

Research focusing on asset pricing and financial market liquidity and on the interaction between markets, institutions, and the macroeconomy.
Liberty Street Economics
Houses as ATMs No Longer
Andreas Fuster, Eilidh Geddes, and Andrew Haughwout
February 15, 2017
How Resilient Is the U.S. Housing Market Now?
Andreas Fuster, Eilidh Geddes, Benedict Guttman-Kenney, and Andrew Haughwout
February 13, 2017
Credit Market Arbitrage and Regulatory Leverage
Nina Boyarchenko, Pooja Gupta, Nick Steele, and Jacqueline Yen
January 11, 2017
Trends in Arbitrage-Based Measures of Bond Liquidity
Nina Boyarchenko, Pooja Gupta, and Jacqueline Yen
January 9, 2017
At the N.Y. Fed: Second Annual Conference on the Evolving Structure of the U.S. Treasury Market
Ellen Correia Golay, Michael Fleming, Frank Keane, and Nathaniel Wuerffel
December 2, 2016
Economic Policy Review
The Equity Risk Premium: A Review of Models
Fernando Duarte and Carlo Rosa
Staff Reports
Interest Rate Conundrums in the 21st Century
Samuel G. Hanson, David O. Lucca, and Jonathan H. Wright
Number 810  March 2017
The Time-Varying Price of Financial Intermediation in the Mortgage Market
Andreas Fuster, Stephanie H. Lo, and Paul S. Willen
Number 805  January 2017
Financial Vulnerability and Monetary Policy
Tobias Adrian and Fernando Duarte
Number 804  December 2016
Intraday Market Making with Overnight Inventory Costs
Tobias Adrian, Agostino Capponi, Erik Vogt, and Hongzhong Zhang
Number 799  October 2016
Home Price Expectations and Behavior: Evidence from a Randomized Information
Luis Armona, Andreas Fuster, and Basit Zafar
Number 798  October 2016
Market Liquidity after the Financial Crisis
Tobias Adrian, Michael Fleming, Or Shachar, and Erik Vogt
Number 796  October 2016
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