NEW WORKING PAPERS

with Kalle Rinne, Matti Suominen and Lauri Vaittinen
Working Paper

PUBLICATIONS

with Tobias Adrian and Tyler Muir
Journal of Finance 69: 2014, pp. 2557-2596
Previously circulated as: Federal Reserve Bank of New York Staff Reports Number 464, July 2010
Winner of 2015 Amundi Smith Breeden Distinguished Paper Prize

with Farshid Asl
Journal of Portfolio Management 39: 2012, pp. 59-66

Journal of Financial Econometrics, 11: 2013, pp. 486-521
Previously circulated as: Federal Reserve Bank of New York Staff Reports, 406, November 2009
Winner of 2016 Engle Prize in Financial Econometrics

with Tobias Adrian, and Jan J. J. Groen
European Economic Review 55: 2011, pp. 354-370
Previously circulated as: Federal Reserve Bank of New York Staff Reports 461, July 2010

Comment on "Two Monetary Tools: Interest Rates and Haircuts"
with Tobias Adrian
In: NBER Macroeconomics Annual 25: 2010

International Factor Price Equalization in a Limited-Substitutability Technology Framework
International Review of Economics and Finance 18: 2009, pp. 282-289

The Two-Sector Von Thunen Original Marginal Productivity Model of Capital; and Beyond
Metroeconomica 59: 2008, pp. 85-104

Two Alternative 'Lost' 1820 Ricardo Manuscripts - 21st Century Insights
with Paul A. Samuelson
History of Political Economy 38: 2006, pp. 1-14

Confirmation that Leontief-Sraffa Matrix Equations Must Obey Constancy of
Returns to Scale
with Paul A. Samuelson
Economics Letters 90: 2006, pp. 183-188

Complete Work-Up of the One-Sector Scalar-Capital Model of Interest Rate
with Paul A. Samuelson
Japan and the World Economy 18: 2006, pp. 331-356

BOOK CHAPTERS

Capital Reversals in a Limited-Substitutability Technology Framework
In: Economic Theory and Economic Thought
J. Vint, J. Metcalfe, H. Kurz, N. Salvadori and P.A. Samuelson (eds.)
London and New York: Routledge, 2009, pp. 161-166

WORKING PAPERS

with Tobias Adrian and Hyun Song Shin
Federal Reserve Bank of New York Staff Reports, 361, March 2009