|Members of the Research and Statistics Group publish in a wide range of economic and finance journals, conference volumes, and scholarly books.|
This listing represents work published by Bank economists during their employment at the Bank. For a complete record of individual economists' publications, see their web pages.
Highlights: Recent Articles in Leading Journals
“Term Structures of Asset Prices and Returns,” with David Backus and Mikhail Chernov. Journal of Financial Economics 129, no. 1 (July 2018): 1-23.
“Rollover Risk as Market Discipline: A Two-Sided Inefficiency.” Journal of Financial Economics 126, no. 2 (November 2017): 252-69.
|Gabriele La Spada|
“Competition, Reach for Yield, and Money Market Funds.” Journal of Financial Economics 129, no. 1 (July 2018): 87-110.
|Matthew Plosser and João Santos|
“Banks' Incentives and Inconsistent Risk Models.” Review of Financial Studies 31, no. 6 (June 2018): 2080-2112.
“Gross Worker Flows over the Business Cycle,” with Per Krusell, Richard Rogerson, and Toshihiko Mukoyama. Journal of Financial Economics 107, no. 11 (November 2017): 3447-76.
“Liquidity Risk and Maturity Management over the Credit Cycle,” with Atif Mian. Journal of Financial Economics 127, no. 2 (February 2018): 264-84.