Working Papers

Understanding the Securitization of Subprime Mortgage Credit
With Adam B. Ashcraft
Federal Reserve Bank New York Staff Report #318, March 2008

Forecasting Economic and Financial Variables with Global VARs
With M. Hashem Pesaran and L. Vanessa Smith
Federal Reserve Bank New York Staff Report #317, February 2008
See also ››
Wharton Financial Institutions Center Working Paper #08-05 

Understanding the Securitization of Subprime Mortgage Credit  
With Adam B. Ashcraft
December 2007
81 pages / 440 kb

Visible and Hidden Risk Factors for Banks
With Kevin J. Stiroh
Federal Reserve Bank New York Staff Report #252, May 2006

Til Schuermann's CV

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.