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Details about Thomas M. Eisenbach

E-mail:
Homepage:http://teisenbach.github.io/
Workplace:Research and Statistics Group, Federal Reserve Bank of New York, (more information at EDIRC)

Access statistics for papers by Thomas M. Eisenbach.

Last updated 2020-02-24. Update your information in the RePEc Author Service.

Short-id: pei36


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Working Papers

2019

  1. Banking System Vulnerability: Annual Update
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. Cournot Fire Sales in Real and Financial Markets
    Staff Reports, Federal Reserve Bank of New York Downloads
  3. Since the Financial Crisis, Aggregate Payments Have Co-moved with Aggregate Reserves. Why?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2018

  1. Bank-Intermediated Arbitrage
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
    Also in Staff Reports, Federal Reserve Bank of New York (2018) Downloads View citations (2)
  2. Cournot Fire Sales
    Department of Economics Working Papers, Department of Economics, Williams College Downloads
  3. Ten Years after the Crisis, Is the Banking System Safer?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2017

  1. Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (8)
  2. Mission Almost Impossible: Developing a Simple Measure of Pass-Through Efficiency
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  3. The Term Structure of the Price of Variance Risk
    2017 Meeting Papers, Society for Economic Dynamics Downloads
    Also in Staff Reports, Federal Reserve Bank of New York (2015) Downloads View citations (7)
  4. What Makes a Safe Asset Safe?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2016

  1. Are Asset Managers Vulnerable to Fire Sales?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. Quantifying Potential Spillovers from Runs on High-Yield Funds
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  3. Rollover risk as market discipline: a two-sided inefficiency
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (9)
    See also Journal Article in Journal of Financial Economics (2017)
  4. The Economics of Bank Supervision
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)
    Also in Staff Reports, Federal Reserve Bank of New York (2016) Downloads View citations (8)
  5. The Economics of Bank Supervision: So Much to Do, So Little Time
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  6. Watering a lemon tree: heterogeneous risk taking and monetary policy transmission
    Staff Reports, Federal Reserve Bank of New York Downloads

2015

  1. Anxiety and pro-cyclical risk taking with Bayesian agents
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (4)
  2. Anxiety in the face of risk
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (5)
    Also in Working Papers, Princeton University, Department of Economics, Econometric Research Program. (2011) Downloads

    See also Journal Article in Journal of Financial Economics (2016)
  3. Asset Pricing with Horizon-Dependent Risk Aversion
    2015 Meeting Papers, Society for Economic Dynamics Downloads View citations (5)
  4. Fire-sale spillovers and systemic risk
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (48)
    Also in 2014 Meeting Papers, Society for Economic Dynamics (2014) Downloads View citations (3)
  5. Have Dealers' Strategies in the GCF Repo® Market Changed?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  6. Supervising large, complex financial companies: what do supervisors do?
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (5)

2014

  1. At the N.Y. Fed: Workshop on the Risks of Wholesale Funding
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. Factors that Affect Bank Stability
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  3. On Fire-Sale Externalities, TARP Was Close to Optimal
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  4. What Makes a Bank Stable? A Framework for Analysis
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2012

  1. In a Relationship: Evidence of Underwriters’ Efforts to Stabilize the Share Price in the Facebook IPO
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. Macroeconomics with Financial Frictions: A Survey
    Levine's Working Paper Archive, David K. Levine Downloads View citations (102)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) Downloads View citations (139)

2011

  1. Pricing under the Threat of Piracy: Flexibility and Platforms for Digital Goods
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)

2005

  1. Flexibility as an Instrument in Digital Rights Management
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (2)

Journal Articles

2017

  1. Rollover risk as market discipline: A two-sided inefficiency
    Journal of Financial Economics, 2017, 126, (2), 252-269 Downloads View citations (9)
    See also Working Paper (2016)
  2. Supervising large, complex financial institutions: what do supervisors do?
    Economic Policy Review, 2017, (23-1), 57-77 Downloads View citations (4)

2016

  1. Anxiety in the face of risk
    Journal of Financial Economics, 2016, 121, (2), 414-426 Downloads View citations (2)
    See also Working Paper (2015)
  2. Sooner or Later: Timing of Monetary Policy with Heterogeneous Risk-Taking
    American Economic Review, 2016, 106, (5), 490-95 Downloads View citations (1)

2014

  1. Stability of funding models: an analytical framework
    Economic Policy Review, 2014, (Feb), 29-47 Downloads View citations (16)
 
Page updated 2020-03-29