Working Papers

Bauer, Michael D. and Mikhail Chernov, “Interest Rate Skewness and Biased Beliefs,” working paper, June 2021.
Bauer, Michael D. and Glenn D. Rudebusch, “The Rising Cost of Climate Change: Evidence from the Bond Market,” Federal Reserve Bank of San Francisco Working Paper, 2020-25, July 2020. Revise and resubmit, Review of Economics and Statistics.
Bauer, Michael D. and Eric T. Swanson, “The Fed's Response to Economic News Explains The ‘Fed Information Effect’,” Federal Reserve Bank of San Francisco Working Paper, 2020-06, February 2020. Revise and resubmit, American Economic Review.
Bauer, Michael D., Aeimit Lakdawala and Philippe Mueller, “Market-Based Monetary Policy Uncertainty,” Federal Reserve Bank of San Francisco Working Paper, 2019-12, February 2021. Revise and resubmit, Economic Journal.
Huber, Daniel, “Liquidity and Mispricing,” SSRN working paper, October 24, 2020.
Huber, Daniel and Heiko Jacobs, Sebastian Müller and Fabian Preissler, “International Factor Models,” SSRN working paper, March 4, 2021.
Audrino, Francesco and Eric Offner, “The impact of macroeconomic news sentiment on interest rates,” working paper, April 2021.