Chris Anderson

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

3

DOWNLOADS

143

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

Consumption-Based Asset Pricing When Consumers Make Mistakes

Number of pages: 69 Posted: 03 Jul 2019 Last Revised: 02 Jan 2020
Chris Anderson
Board of Governors of the Federal Reserve System
Downloads 58 (506,166)

Abstract:

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Asset pricing, consumption-based asset pricing, consumption mistakes, long-run risk

Consumption-Based Asset Pricing When Consumers Make Mistakes

FEDS Working Paper No. 2021-015
Number of pages: 71 Posted: 14 Jun 2021
Chris Anderson
Board of Governors of the Federal Reserve System
Downloads 16 (773,650)

Abstract:

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2.

Inferring Intermediary Risk Exposure from Trade

Number of pages: 86 Posted: 03 Jun 2019 Last Revised: 03 Jun 2021
Chris Anderson and Weiling Liu
Board of Governors of the Federal Reserve System and Northeastern University
Downloads 69 (457,132)

Abstract:

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Bonds, intermediary asset pricing, primary dealers, interest rate risk

3.

Banks' Backtesting Exceptions During the Covid-19 Crash: Causes and Consequences

FEDS Notes No. 2021-07-08-2
Posted: 13 Jul 2021
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Independent, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

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