Samuel Maurer

Federal Reserve Banks - Federal Reserve Bank of New York

33 Liberty Street

New York, NY 10045

United States

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Credit Default Swap Auctions

Journal of Fixed Income, Vol. 19, No. 2, 2010
Number of pages: 25 Posted: 21 May 2009 Last Revised: 18 Nov 2013
Jean Helwege, Samuel Maurer, Asani Sarkar and Yuan Wang
UC Riverside, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York and Concordia University, Quebec
Downloads 489 (62,959)
Citation 8

Abstract:

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credit default swaps, settlement, auctions, recovery basis, corporate bonds, default

2.

Signal or Noise? Implications of the Term Premium for Recession Forecasting

Federal Reserve Bank of New York - Economic Policy Review, Vol. 14, No. 1, July 2008
Number of pages: 11 Posted: 06 Jun 2008 Last Revised: 31 Jul 2008
Joshua V. Rosenberg and Samuel Maurer
Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 340 (96,657)

Abstract:

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term structure, recession forecasting, term premium, term spread