Concepedia

Matt Pritsker

MP

9

Publications

527

Citations

9

H-Index

1998

Active since

Affiliations

Federal Reserve Bank of Boston(Current)

Federal Reserve

Federal Deposit Insurance Corporation

Matt Pritsker is an author at Federal Reserve Bank of Boston specializing in economics, finance, and econometrics.

Top concepts

Publications per year

1998–2012

9

Publications

9

Nonparametric Density Estimation and Tests of Continuous Time Interest Rate Models

Matt Pritsker · Review of Financial Studies · 1998 · 226 citations

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The Impacts of Securitization on US Bank Holding Companies

Wenying Jiangli, Matt Pritsker · SSRN Electronic Journal · 2008 · 95 citations · Full text

Banking and Securitization

Wenying Jiangli, Matt Pritsker, Peter Raupach · SSRN Electronic Journal · 2007 · 43 citations · Full text

The Hidden Dangers of Historical Simulation

Matt Pritsker · SSRN Electronic Journal · 2001 · 40 citations · Full text

, , +5

A Rational Expectations Model of Financial Contagion

Laura E. Kodres, Matt Pritsker · SSRN Electronic Journal · 1999 · 34 citations · Full text

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