Thomas M. Eisenbach

Thomas Eisenbach

Senior Economist
Money and Payments Studies Function
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

thomas.eisenbach@ny.frb.org

   
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

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 2018

Cournot Fire Sales in Real and Financial Markets
With Gregory Phelan
Federal Reserve Bank of New York Staff Reports 837, February 2018, Revised February 2020

The Economics of Bank Supervision
With David O. Lucca and Robert M. Townsend
Federal Reserve Bank of New York Staff Reports, Number 769, March 2016, Revised December 2019

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

Watering a Lemon Tree: Heterogeneous Risk Taking and Monetary Policy Transmission
With Dong Beom Choi and Tanju Yorulmazer
Federal Reserve Bank of New York Staff Reports, Number 724, April 2015, Revised February 2017

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

Fire-Sale Spillovers and Systemic Risk
With Fernando Duarte
Federal Reserve Bank of New York Staff Reports, Number 645, October 2013, Revised June 2018

Thomas Eisenbach's CVPDF

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.