Thomas M. Eisenbach |
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Financial Research Advisor |
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Fragility of Safe Asset Markets
With Gregory Phelan Federal Reserve Bank of New York Staff Reports 1026, July 2022, Revised December 2022 When It Rains, It Pours: Cyber Risk and Financial Conditions With Anna Kovner and Michael Junho Lee Federal Reserve Bank of New York Staff Reports 1022, June 2022 Cyber Risk and the U.S. Financial System: A Pre-Mortem Analysis With Anna Kovner and Michael Junho Lee Federal Reserve Bank of New York Staff Reports 909, January 2020, Revised May 2021 Bank-Intermediated Arbitrage With Nina Boyarchenko, Pooja Gupta, Or Shachar, and Peter Van Tassel Federal Reserve Bank of New York Staff Reports 858, June 2018, Revised July 2020 Cournot Fire Sales With Gregory Phelan Federal Reserve Bank of New York Staff Reports 837, February 2018, Revised November 2020 The Term Structure of the Price of Variance Risk With Marianne Andries, Martin Schmalz, and Yichuan Wang Federal Reserve Bank of New York Staff Reports, Number 736, August 2015 Anxiety and Pro-cyclical Risk Taking with Bayesian Agents With Martin C. Schmalz Federal Reserve Bank of New York Staff Reports, Number 711, February 2015, Revised January 2019 Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty With Marianne Andries, and Martin C. Schmalz Federal Reserve Bank of New York Staff Reports, Number 703, December 2014, Revised August 2019 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. |