Ernst Schaumburg

Ernst Schaumburg

Assistant Vice President
Executive Office
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

Phone (212) 720-2744
ernst.schaumburg@ny.frb.org

   

Social Media

High-Frequency Cross-Market Trading and Market Volatility
With Dobrislav Dobrev
Federal Reserve Bank of New York Liberty Street Economics Blog, February 17, 2016

The Workup, Technology, and Price Discovery in the Interdealer Market for U.S. Treasury Securities
With Ron Yang
Federal Reserve Bank of New York Liberty Street Economics Blog, February 16, 2016

Primary Dealer Participation in the Secondary U.S. Treasury Market
With Michael Fleming and Frank Keane
Federal Reserve Bank of New York Liberty Street Economics Blog, February 12, 2016

Continuing the Conversation on Liquidity
With Tobias Adrian and Michael Fleming
Federal Reserve Bank of New York Liberty Street Economics Blog, February 08, 2016

At the New York Fed: Conference on the Evolving Structure of the U.S. Treasury Market
With Michael Fleming, Frank Keane, Michael McMorrow, and Nathaniel Wuerffel
Federal Reserve Bank of New York Liberty Street Economics Blog, December 04, 2015

The Liquidity Mirage
With Dobrislav Dobrev
Federal Reserve Bank of New York Liberty Street Economics Blog, October 09, 2015

Introduction to a Series on Market Liquidity: Part 2
With Tobias Adrian and Michael Fleming
Federal Reserve Bank of New York Liberty Street Economics Blog, October 05, 2015

The Evolution of Workups in the U.S. Treasury Securities Market
With Michael Fleming and Ron Yang
Federal Reserve Bank of New York Liberty Street Economics Blog, August 20, 2015

High-Frequency Cross-Market Trading in U.S. Treasury Markets
With Dobrislav Dobrev
Federal Reserve Bank of New York Liberty Street Economics Blog, August 19, 2015

Liquidity during Flash Events
With Ron Yang
Federal Reserve Bank of New York Liberty Street Economics Blog, August 18, 2015

Introduction to a Series on Market Liquidity
With Tobias Adrian and Michael Fleming
Federal Reserve Bank of New York Liberty Street Economics Blog, August 17, 2015

Just Released: The U.S. Treasury Market on October 15, 2014
With Nashrah Ahmed, Alain Chaboud, Dobrislav Dobrev, Joseph Fiorica, Michael Fleming, Frank Keane, Michael McMorrow, Suraj Prasanna, Nathaniel Wuerffel, and Ron Yang
Federal Reserve Bank of New York Liberty Street Economics Blog, July 20, 2015

FRN Follow-Up: Who Are the Market Participants?
With Ezechiel Copic, Luis Gonzalez, Caitlin Gorback, and Blake Gwinn
Federal Reserve Bank of New York Liberty Street Economics Blog, January 14, 2015

Introduction to the Floating-Rate Note Treasury Security
With Ezechiel Copic, Luis Gonzalez, Caitlin Gorback, and Blake Gwinn
Federal Reserve Bank of New York Liberty Street Economics Blog, April 21, 2014

Convexity Event Risks in a Rising Interest Rate Environment
With Allan M. Malz, Roman Shimonov, and Andreas Strzodka
Federal Reserve Bank of New York Liberty Street Economics Blog, March 24, 2014

Has Automated Trading Promoted Efficiency in the FX Spot Market?
Federal Reserve Bank of New York Liberty Street Economics Blog, March 10, 2014

What to Make of Market Measures of Inflation Expectations?
With David Lucca
Federal Reserve Bank of New York Liberty Street Economics Blog, August 15, 2011


Ernst Schaumburg'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.