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Please Read This before Betting against Government Bond Betas
Federal Reserve Bank of New York Liberty Street Economics Blog, April 2015

Do Currency Forwards Say Anything about the Future Value of the U.S. Dollar?
Federal Reserve Bank of New York Liberty Street Economics Blog, June 2014

Do Expected, in addition to Spot, U.S. Treasury Term Premiums Matter?
Federal Reserve Bank of New York Liberty Street Economics Blog, June 2014

When Are Equity Investors Paid to Take Risk?
Federal Reserve Bank of New York Liberty Street Economics Blog, May 2014

Can Investors Use Momentum to Beat the U.S. Treasury Market?
Federal Reserve Bank of New York Liberty Street Economics Blog, April 2014

J. Benson Durham'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.