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

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