Richard K. Crump

发表

Federal Reserve Bank of New York Staff Reports Fundamental Disagreement Fundamental Disagreement

Richard K. Crump, P. Andrade, Olivier Coibion, 2022 .

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 .

Federal Reserve Bank of New York Staff Reports Subjective Intertemporal Substitution

Richard K. Crump, Giorgio Topa, Stefano Eusepi, 2018 .

Federal Reserve Bank of New York Staff Reports Financial Intermediaries and the Cross-section of Asset Returns Financial Intermediaries and the Cross-section of Asset Returns

Andrea L. Eisfeldt, T. Adrian, H. Dewachter, 2010 .

Federal Reserve Bank of New York Staff Reports the Pre-fomc Announcement Drift the Pre-fomc Announcement Drift

E. Schaumburg, E. Moench, Asani Sarkar, 2011 .

The Pre-FOMC Announcement Drift

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

Federal Reserve Bank of New York Staff Reports Fundamental Disagreement

Richard K. Crump, P. Andrade, E. Moench, 2014 .