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: November 2012
Interbank Lending, Financial Shocks, and Monetary Policy in a DSGE Model
Latest Revision: September 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
Collateral Value Risk in Repo Markets
Latest Revision: March 2013
Quantifying the Potential for LIBOR Manipulation
Latest Revision: April 2013 (Slides available upon request)
The Term Structure of Money Market Spreads: A Micro Approach
Latest Revision: 2011
Negative Swap Spreads?
(With Jennifer Carpenter and Richard Stanton)
Teaching
Debt Instruments and Markets (Undergraduate and Graduate), NYU Stern
