Jonathan Wright

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 the Pre-fomc Announcement Drift the Pre-fomc Announcement Drift

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