Author Page for Thomas M. Eisenbach

1.

Fire-sale Spillovers and Systemic Risk

FRB of New York Staff Report No. 645

Number of pages: 74 Posted: 16 Oct 2013 Last Revised: 25 Jun 2018

Fernando Duarte and Thomas M. Eisenbach

Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York

Downloads 727 (33,219)

Citation 1

Abstract:

2.

Anxiety in the Face of Risk

FRB of New York Staff Report No. 610

Number of pages: 35 Posted: 03 Apr 2013 Last Revised: 28 Oct 2015

Thomas M. Eisenbach and Martin C. Schmalz

Federal Reserve Banks - Federal Reserve Bank of New York and University of Oxford - Finance

Downloads 673 (36,897)

Citation 2

Abstract:

3.

Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty

FRB of New York Staff Report No. 703

Number of pages: 74 Posted: 09 Dec 2014 Last Revised: 13 Jun 2019

Marianne Andries, Thomas M. Eisenbach and Martin C. Schmalz

University of Toulouse 1 - Toulouse School of Economics (TSE), Federal Reserve Banks - Federal Reserve Bank of New York and University of Oxford - Finance

Downloads 494 (55,095)

Abstract:

4.

Anxiety and Pro-cyclical Risk Taking with Bayesian Agents

FRB of New York Staff Report No. 711

Number of pages: 37 Posted: 21 Feb 2015 Last Revised: 23 Jan 2019

Thomas M. Eisenbach and Martin C. Schmalz

Federal Reserve Banks - Federal Reserve Bank of New York and University of Oxford - Finance

Downloads 455 (61,084)

Abstract:

5.

The Term Structure of the Price of Variance Risk

FRB of New York Staff Report No. 736

Number of pages: 34 Posted: 07 Aug 2015

Marianne Andries, Thomas M. Eisenbach, Martin C. Schmalz and Yichuan Wang

University of Toulouse 1 - Toulouse School of Economics (TSE), Federal Reserve Banks - Federal Reserve Bank of New York, University of Oxford - Finance and University of Michigan at Ann Arbor

Downloads 279 (106,904)

Abstract:

6.

Rollover Risk as Market Discipline: A Two-Sided Inefficiency

FRB of New York Staff Report No. 597

Number of pages: 47 Posted: 05 Feb 2013 Last Revised: 28 Oct 2016

Thomas M. Eisenbach

Federal Reserve Banks - Federal Reserve Bank of New York

Downloads 259 (115,629)

Citation 1

Abstract:

7.

Macroeconomics with Financial Frictions: A Survey

NBER Working Paper No. w18102

Number of pages: 96 Posted: 01 Jun 2012

Markus K. Brunnermeier, Thomas M. Eisenbach and Yuliy Sannikov

Princeton University - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of New York and Stanford GSB

Downloads 208 (143,650)

Citation 11

Abstract:

8.

Watering a Lemon Tree: Heterogeneous Risk Taking and Monetary Policy Transmission

FRB of NY Staff Report No. 724

Number of pages: 46 Posted: 07 Sep 2017 Last Revised: 14 Nov 2017

Dong Beom Choi, Thomas M. Eisenbach and Tanju Yorulmazer

Seoul National University - Business School, Federal Reserve Banks - Federal Reserve Bank of New York and University of Amsterdam - Faculty of Economics and Business (FEB)

Downloads 186 (159,282)

Abstract:

9.

Supervising Large, Complex Financial Institutions: What Do Supervisors Do?

Downloads 166 (176,155)

2

Supervising Large, Complex Financial Institutions: What Do Supervisors Do?

Economic Policy Review, Issue 23-1, pp. 57-77, 2017

Number of pages: 21 Posted: 02 Mar 2017 Last Revised: 16 Dec 2017

Thomas M. Eisenbach, Andrew Haughwout, Beverly Hirtle, Anna Kovner, David O. Lucca and Matthew C. Plosser

Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York - Banking Studies Department, Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York

Downloads 96 (269,336)

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Supervising Large, Complex Financial Institutions: What Do Supervisors Do?

FRB of New York Staff Report No. 729

Number of pages: 40 Posted: 31 May 2015

Thomas M. Eisenbach, Andrew Haughwout, Beverly Hirtle, Anna Kovner, David O. Lucca and Matthew C. Plosser

Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York - Banking Studies Department, Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York

Downloads 70 (326,944)

Abstract:

10.

Stability of Funding Models: An Analytical Framework

Economic Policy Review, Vol. 20, No. 1, 2014

Number of pages: 19 Posted: 05 Mar 2014

Thomas M. Eisenbach, Todd Keister, James McAndrews and Tanju Yorulmazer

Federal Reserve Banks - Federal Reserve Bank of New York, Rutgers, The State University of New Jersey - Department of Economics, Federal Reserve Bank of New York and University of Amsterdam - Faculty of Economics and Business (FEB)

Downloads 160 (182,773)

Abstract:

11.

The Economics of Bank Supervision

Downloads 132 (212,810)

2

The Economics of Bank Supervision

FRB of NY Staff Report No. 769

Number of pages: 56 Posted: 21 Mar 2016 Last Revised: 30 Aug 2017

Thomas M. Eisenbach, David O. Lucca and Robert M. Townsend

Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Massachusetts Institute of Technology (MIT)

Downloads 120 (229,854)

Abstract:

The Economics of Bank Supervision

NBER Working Paper No. w22201

Number of pages: 58 Posted: 02 May 2016

Thomas M. Eisenbach, David O. Lucca and Robert M. Townsend

Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Massachusetts Institute of Technology (MIT)

Downloads 12 (580,628)

Abstract:

12.

Pricing Under the Threat of Piracy: Flexibility and Platforms for Digital Goods

Cowles Foundation Discussion Paper No. 1834

Number of pages: 23 Posted: 09 Nov 2011

Dirk Bergemann, Thomas M. Eisenbach, Joan Feigenbaum and Scott Shenker

Yale University - Cowles Foundation - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of New York, Yale University - Department of Computer Science and University of California, Berkeley - Department of Electrical Engineering & Computer Sciences (EECS)

Downloads 114 (237,634)

Abstract:

13.

Bank-Intermediated Arbitrage

FRB of New York Staff Report No. 858

Number of pages: 64 Posted: 20 Jun 2018 Last Revised: 19 Jul 2018

Nina Boyarchenko, Thomas M. Eisenbach, Pooja Gupta, Or Shachar and Peter Van Tassel

Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York

Downloads 43 (405,285)

Abstract:

14.

Cournot Fire Sales

FRB of New York Staff Report No. 837

Number of pages: 30 Posted: 27 Feb 2018

Thomas M. Eisenbach and Gregory Phelan

Federal Reserve Banks - Federal Reserve Bank of New York and Williams College

Downloads 29 (463,178)

Thomas M. Eisenbach

Federal Reserve Banks - Federal Reserve Bank of New York

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Scholarly Papers (14)

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