Josephine Smith
Assistant Professor of Finance
NYU Stern School of Business
jsmith@stern.nyu.edu
Research Interests
Asset Pricing, Macroeconomics, Term Structure of Interest Rates, Forecasting
Curriculum Vitae
Research
The Term Structure of Policy Rules
Journal of Monetary Economics, 2009
(With John B. Taylor)
The Term Structure of Money Market Spreads
Latest Revision: 2010
Interbank Lending, Financial Shocks, and Monetary Policy in a DSGE Model
Latest Revision: March 2012
(With Marc Hafstead)
Code for replication
How Frequent Are Small Price Changes? NBER Working Paper No. 17956
(With Martin Eichenbaum, Nir Jaimovich, and Sergio Rebelo)
Working paper version
The Term Structure of Money Market Spreads: A Micro Approach
Latest Revision: 2011
Liquidity in Repurchase Agreement Markets
Latest Revision: 2011
Negative Swap Spreads?
(With Jennifer Carpenter and Richard Stanton)
Teaching
Debt Instruments and Markets (Undergraduate and Graduate), NYU Stern
