Emanuel Moench

Forecasting through the Rear-View Mirror: Data Revisions and Bond Return Predictability

Casidhe Horan, Eric Ghysels, Emanuel Moench, 2014 .

Forecasting through the Rear-view Mirror : Data Revisions and Bond Return Predictability

Eric Ghysels, E. Moench, Emanuel Moench, 2014 .

Regression Based Estimation of Dynamic Asset Pricing Models

Richard K. Crump, Emanuel Moench, Tobias Adrian, 2014 .

Decomposing Real and Nominal Yield Curves

Richard K. Crump, T. Adrian, E. Moench, 2012 .

Federal Reserve Bank of New York Staff Reports Efficient Regression-based Estimation of Dynamic Asset Pricing Models Efficient Regression-based Estimation of Dynamic Asset Pricing Models

Monika Piazzesi, M. Sockin, Eric Ghysels, 2022 .

The Pre-FOMC Announcement Drift

Nina Boyarchenko, Ľuboš Pástor, E. Schaumburg, 2012 .