Thomas M. Eisenbach |
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Financial Research Advisor |
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Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty
With Marianne Andries, and Martin C. Schmalz Review of Financial Studies, forthcoming Previously circulated as Federal Reserve Bank of New York Staff Reports, Number 703 When It Rains, It Pours: Cyber Risk and Financial Conditions With Anna Kovner and Michael Junho Lee Federal Reserve Bank of New York Economic Policy Review, forthcoming Previously circulated as Federal Reserve Bank of New York Staff Reports 1022 Cyber Risk and the U.S. Financial System: A Pre-Mortem Analysis With Anna Kovner and Michael Junho Lee Journal of Financial Economics, 2022, 145(3), 802–826 Previously circulated as Federal Reserve Bank of New York Staff Reports, Number 909 Cournot Fire Sales With Gregory Phelan American Economic Journal: Macroeconomics, 2022, 14(3), 508–542 Previously circulated as Federal Reserve Bank of New York Staff Reports, Number 837 Resource Allocation in Bank Supervision: Trade-offs and Outcomes With David Lucca and Robert Townsend Journal of Finance, 2022, 77(3), 1685–1736 Previously circulated as Federal Reserve Bank of New York Staff Reports, Number 769 Watering a Lemon Tree: Heterogeneous Risk Taking and Monetary Policy Transmission With Dong Beom Choi and Tanju Yorulmazer Journal of Financial Intermediation, 2021, 47, 100873 Previously circulated as Federal Reserve Bank of New York Staff Reports, Number 724 Fire-Sale Spillovers and Systemic Risk With Fernando Duarte Journal of Finance, 2021, 76(3), 1251–1294 Previously circulated as Federal Reserve Bank of New York Staff Reports, Number 645 Rollover Risk as Market Discipline: A Two-Sided Inefficiency Journal of Financial Economics, 2017, 126(2), 252–269 Previously circulated as Federal Reserve Bank of New York Staff Reports, Number 597 Supervising Large, Complex Financial Institutions: What Do Supervisors Do? With Andrew Haughwout, Beverly Hirtle, Anna Kovner, David Lucca, and Matthew Plosser Federal Reserve Bank of New York Economic Policy Review, Volume 23, Number 1, February 2017 Previously circulated as Federal Reserve Bank of New York Staff Reports, Number 729 Anxiety in the Face of Risk With Martin C. Schmalz Journal of Financial Economics, 2016, 121(2), 414–426 Previously circulated as Federal Reserve Bank of New York Staff Reports, Number 610 Sooner or Later: Timing of Monetary Policy with Heterogeneous Risk-Taking With Dong Beom Choi and Tanju Yorulmazer American Economic Review (Papers and Proceedings), 2016, 106(5): 490-95 Stability of Funding Models: An Analytical Framework With Todd Keister, James McAndrews and Tanju Yorulmazer Federal Reserve Bank of New York Economic Policy Review, A Special Issue on the Stability of Funding Models, Volume 20, Number 1, February 2014 Macroeconomics with Financial Frictions: A Survey With Markus Brunnermeier and Yuliy Sannikov Advances in Economics and Econometrics: Tenth World Congress, May 2013, ed. by Daron Acemoglu, Manuel Arellano and Eddie Dekel Previously circulated as NBER Working Paper No. 18102 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. |