RESEARCH

Dash for Cash: Monthly Market Impact of Institutional Liquidity Needs

with Kalle Rinne, Matti Suominen and Lauri Vaittinen

Review of Financial Studies 33: 2020, pp. 75-111

Financial Intermediaries and the Cross-Section of Asset Returns

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

Advancing Strategic Asset Allocation in a Multi-Factor World

with Farshid Asl

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

Broker-Dealer Risk Appetite and Commodity Returns

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

Financial Amplification of Foreign Exchange Risk Premia

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

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

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