Richard Crump

11 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-7958-1818

Federal Reserve Bank of New York

Publications

• Deconstructing the Yield Curve — The Review of Financial Studies 2025
• On Binscatter — American Economic Review 2024
• Nonlinearity and Flight-to-Safety in the Risk-Return Trade-Off for Stocks and Bonds — The Journal of Finance 2019
• Regression-based estimation of dynamic asset pricing models — Journal of Financial Economics 2015
• Pricing the term structure with linear regressions — Journal of Financial Economics 2013
• Generalized Jackknife Estimators of Weighted Average Derivatives — Journal of the American Statistical Association 2013
• Rejoinder — Journal of the American Statistical Association 2013
• Fertility and the Personal Exemption: Comment — American Economic Review 2011
• Robust Data-Driven Inference for Density-Weighted Average Derivatives — Journal of the American Statistical Association 2010
• Dealing with limited overlap in estimation of average treatment effects — Biometrika 2009
• On the Factor Structure of Bond Returns — Econometrica