Richard K. Crump |
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Financial Research Advisor |
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The Primary and Secondary Corporate Credit Facilities
With Nina Boyarchenko, Caren Cox, Andrew Danzig, Anna Kovner, Or Shachar, and Patrick Steiner Federal Reserve Bank of New York Economic Policy Review, Volume 28 Number 1, June 2022 The Commercial Paper Funding Facility With Nina Boyarchenko, Anna Kovner, and Deborah Leonard Federal Reserve Bank of New York Economic Policy Review, Volume 28 Number 1, June 2022 Review of New York Fed Studies on the Effects of Post-Crisis Banking Reforms With João A.C. Santos Federal Reserve Bank of New York Economic Policy Review, Volume 24 Number 2, October 2018 Subjective Intertemporal Substitution With Stefano Eusepi, Andrea Tambalotti, and Giorgio Topa Journal of Monetary Economics, March 2022, 126(1): 118-133 previously circulated as Federal Reserve Bank of New York Staff Reports 734, July 2015; Revised August 2021 On the Factor Structure of Bond Returns With Nikolay Gospodinov Econometrica, January 2022, 90(1): 295-314 Characteristic-Sorted Portfolios: Estimation and Inference With Matias D. Cattaneo, Max H. Farrell, and Ernst Schaumburg Review of Economics and Statistics, July 2020, 102(3): 531-551 previously circulated as Federal Reserve Bank of New York Staff Reports 788, August 2016; Revised February 2019 Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds With Tobias Adrian and Erik Vogt Journal of Finance, August 2019, 74(4): 1931-1973 previously circulated as Federal Reserve Bank of New York Staff Reports 723, April 2015; Revised November 2017 A Unified Approach to Measuring u* With Stefano Eusepi, Marc P. Giannoni, and Ayşegül Şahin Brookings Papers on Economic Activity, Spring 2019, 50(1): 143-214 previously circulated as Federal Reserve Bank of New York Staff Reports 889, May 2019 Decomposing Real and Nominal Yield Curves With Michael Abrahams, Tobias Adrian, and Emanuel Moench Journal of Monetary Economics, December 2016, 84(1): 182-200 previously circulated as Federal Reserve Bank of New York Staff Reports 570, September 2012; Revised February 2015 Fundamental Disagreement With Philippe Andrade, Stefano Eusepi, and Emanuel Moench Journal of Monetary Economics, October 2016, 83(1): 106-128 previously circulated as Federal Reserve Bank of New York Staff Reports 655, December 2013; Revised November 2014 Regression-Based Estimation of Dynamic Asset Pricing Models With Tobias Adrian and Emanuel Moench Journal of Financial Economics, November 2015, 118(2): 211-244 previously circulated as Federal Reserve Bank of New York Staff Reports 493, August 2011; Revised December 2014 Bootstrapping Density-Weighted Average Derivatives With Matias D. Cattaneo and Michael Jansson Econometric Theory, December 2014, 30(6): 1135-1164 Small Bandwidth Asymptotics for Density-Weighted Average Derivatives With Matias D. Cattaneo and Michael Jansson Econometric Theory, February 2014, 30(1): 176-200 Generalized Jackknife Estimators of Weighted Average Derivatives With Matias D. Cattaneo and Michael Jansson Journal of the American Statistical Association, December 2013, 108(504): 1243-1256 Pricing the Term Structure with Linear Regressions With Tobias Adrian and Emanuel Moench Journal of Financial Economics, October 2013, 110(1): 110-138 previously circulated as Federal Reserve Bank of New York Staff Reports 340, August 2008; Revised April 2013 Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors With Matias D. Cattaneo and Michael Jansson Journal of Econometrics, March 2012, 167(1): 1-15 Robust Data-Driven Inference for Density-Weighted Average Derivatives With Matias D. Cattaneo and Michael Jansson Journal of the American Statistical Association, September 1, 2010, 105(491): 1070-1083 Dealing with Limited Overlap in Estimation of Average Treatment Effects With V. Joseph Hotz, Guido W. Imbens, and Oscar A. Mitnik Biometrika, March 2009, 96(1): 187-199 With V. Joseph Hotz, Guido W. Imbens, and Oscar A. Mitnik Review of Economics and Statistics, August 2008, 90(3): 389-405 The 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. |