Asset pricing and volatility models, Applied Econometrics, Term structure of interest rates, Yield curve modeling
Anthony Rodrigues is a senior economist in the Capital Markets function in Research at the Federal Reserve Bank of New York. His research interests include emprical volatility and asset pricing models as well as models of the term structure. He is currently studying pricing regularities in the French and German government bond markets, term premia models for U.S. real and nominal bonds, and inflation expectations implied by the U.S. real and nominal term structures. Prior to joining the NY Fed, he taught at Fordham University. He received his Ph.D. in economics from the University of California at Berkeley and his B.S. from the Massachusetts Institute of Technology.
Anthony Rodrigues's CV 
| 
