The Research Group of the Federal Reserve Bank of New York 2007-2008/Capital Markets Staff

The Research Group of the Federal Reserve Bank of New York

Capital Markets Staff

2007-2008

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Capital Markets

Recent Publications and Papers

Tobias Adrian
Ph.D., MIT, 2003
Interests: Asset pricing; financial intermediation; monetary policy.

Arturo Estrella
Ph.D., Harvard, 1983
Interests: Macroeconomics and finance; monetary policy; financial regulation; econometrics.

Michael Fleming
Ph.D., Harvard, 1994
Interests: Fixed-income markets; market microstructure; repurchase agreement market.

Anthony Rodrigues
Ph.D., UC Berkeley, 1984
Interests: Yield curve modeling; credit risk models; risk management; applied econometrics; asset price and volatility models.

Joshua Rosenberg
Ph.D., UC San Diego, 1996
Interests: Asset pricing; risk management; financial econometrics; derivatives; volatility modeling.

Asani Sarkar
Ph.D., Pennsylvania, 1989
Interests: Market microstructure of futures, stock, and fixed-income markets; international finance; linkages between stock and bond markets; linkages between the macroeconomy and financial markets; corporate bond credit spreads and liquidity.

To learn more about joining the Research Group: www.newyorkfed.org/careers/phd.html.

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