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Remarks at 2010 CFA Institute Fixed Income Management Conference, Newport Beach, California.
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This article uses principal component methods to assess the importance of changes in the federal funds rate in driving interest rate changes across a broad array of credit markets. We find that most of the variability in interest rate changes across these markets is explained by a small number...
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Presentation to Financial Executives International, San Francisco, CA, April 15, 2010
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Remarks at 2010 CFA Institute Fixed Income Management Conference, Newport Beach, California.
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Remarks at the Fordham Corporate Law Center Lecture, New York.
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Remarks at the Economic Press Briefing on Private For-Profit Institutions in Higher Education, New York City.
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