Mary H. Tian

Board of Governors of the Federal Reserve System

Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 47,771

SSRN RANKINGS

Top 47,771

in Total Papers Downloads

644

CITATIONS

2

Scholarly Papers (4)

1.

Firm Characteristics and Empirical Factor Models: A Model-Mining Experiment

FRB International Finance Discussion Paper
Number of pages: 58 Posted: 29 Nov 2012 Last Revised: 13 Jun 2015
Leonid Kogan and Mary H. Tian
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Board of Governors of the Federal Reserve System
Downloads 414 (55,852)
Citation 2

Abstract:

Anomalies, Factor Models, Data-mining, Firm Characteristic

Tradability of Output, Business Cycles, and Asset Prices

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 50 Posted: 14 Mar 2011 Last Revised: 25 Mar 2017
Mary H. Tian
Board of Governors of the Federal Reserve System
Downloads 76 (262,443)

Abstract:

tradability; cyclicality; real exchange rate; relative price adjustment

Tradability of Output, Business Cycles, and Asset Prices

FEDS Working Paper No. 2015-003, http://dx.doi.org/10.17016/FEDS.2015.003
Number of pages: 51 Posted: 14 Feb 2015
Mary H. Tian
Board of Governors of the Federal Reserve System
Downloads 25 (424,911)

Abstract:

asset returns, cyclicality, tradability

3.

Bank Interventions and Downside Correlation Risk Premium: Evidence from the Global and Euro-Area Crisis

FRB International Finance Discussion Paper No. 1117
Number of pages: 43 Posted: 29 Nov 2014 Last Revised: 23 Aug 2015
Juan M. Londono and Mary H. Tian
Federal Reserve Board of Governors and Board of Governors of the Federal Reserve System
Downloads 22 (385,852)

Abstract:

Downside Correlation Risk Premium, Bank Interventions, Variance Risk Premium, European Banking Union

4.

Taxonomy of Studies on Interconnectedness

Number of pages: 19 Posted: 17 Dec 2015
Gazi Kara, Mary H. Tian and Margaret Yellen
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Federal Reserve Board
Downloads 0 (221,538)

Abstract:

Interconnectedness, Network models, Financial stability